Search results for: prediction error
3522 Quantification of Dispersion Effects in Arterial Spin Labelling Perfusion MRI
Authors: Rutej R. Mehta, Michael A. Chappell
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Introduction: Arterial spin labelling (ASL) is an increasingly popular perfusion MRI technique, in which arterial blood water is magnetically labelled in the neck before flowing into the brain, providing a non-invasive measure of cerebral blood flow (CBF). The accuracy of ASL CBF measurements, however, is hampered by dispersion effects; the distortion of the ASL labelled bolus during its transit through the vasculature. In spite of this, the current recommended implementation of ASL – the white paper (Alsop et al., MRM, 73.1 (2015): 102-116) – does not account for dispersion, which leads to the introduction of errors in CBF. Given that the transport time from the labelling region to the tissue – the arterial transit time (ATT) – depends on the region of the brain and the condition of the patient, it is likely that these errors will also vary with the ATT. In this study, various dispersion models are assessed in comparison with the white paper (WP) formula for CBF quantification, enabling the errors introduced by the WP to be quantified. Additionally, this study examines the relationship between the errors associated with the WP and the ATT – and how this is influenced by dispersion. Methods: Data were simulated using the standard model for pseudo-continuous ASL, along with various dispersion models, and then quantified using the formula in the WP. The ATT was varied from 0.5s-1.3s, and the errors associated with noise artefacts were computed in order to define the concept of significant error. The instantaneous slope of the error was also computed as an indicator of the sensitivity of the error with fluctuations in ATT. Finally, a regression analysis was performed to obtain the mean error against ATT. Results: An error of 20.9% was found to be comparable to that introduced by typical measurement noise. The WP formula was shown to introduce errors exceeding 20.9% for ATTs beyond 1.25s even when dispersion effects were ignored. Using a Gaussian dispersion model, a mean error of 16% was introduced by using the WP, and a dispersion threshold of σ=0.6 was determined, beyond which the error was found to increase considerably with ATT. The mean error ranged from 44.5% to 73.5% when other physiologically plausible dispersion models were implemented, and the instantaneous slope varied from 35 to 75 as dispersion levels were varied. Conclusion: It has been shown that the WP quantification formula holds only within an ATT window of 0.5 to 1.25s, and that this window gets narrower as dispersion occurs. Provided that the dispersion levels fall below the threshold evaluated in this study, however, the WP can measure CBF with reasonable accuracy if dispersion is correctly modelled by the Gaussian model. However, substantial errors were observed with other common models for dispersion with dispersion levels similar to those that have been observed in literature.Keywords: arterial spin labelling, dispersion, MRI, perfusion
Procedia PDF Downloads 3723521 The Use Support Vector Machine and Back Propagation Neural Network for Prediction of Daily Tidal Levels Along The Jeddah Coast, Saudi Arabia
Authors: E. A. Mlybari, M. S. Elbisy, A. H. Alshahri, O. M. Albarakati
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Sea level rise threatens to increase the impact of future storms and hurricanes on coastal communities. Accurate sea level change prediction and supplement is an important task in determining constructions and human activities in coastal and oceanic areas. In this study, support vector machines (SVM) is proposed to predict daily tidal levels along the Jeddah Coast, Saudi Arabia. The optimal parameter values of kernel function are determined using a genetic algorithm. The SVM results are compared with the field data and with back propagation (BP). Among the models, the SVM is superior to BPNN and has better generalization performance.Keywords: tides, prediction, support vector machines, genetic algorithm, back-propagation neural network, risk, hazards
Procedia PDF Downloads 4683520 Mean Monthly Rainfall Prediction at Benina Station Using Artificial Neural Networks
Authors: Hasan G. Elmazoghi, Aisha I. Alzayani, Lubna S. Bentaher
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Rainfall is a highly non-linear phenomena, which requires application of powerful supervised data mining techniques for its accurate prediction. In this study the Artificial Neural Network (ANN) technique is used to predict the mean monthly historical rainfall data collected from BENINA station in Benghazi for 31 years, the period of “1977-2006” and the results are compared against the observed values. The specific objective to achieve this goal was to determine the best combination of weather variables to be used as inputs for the ANN model. Several statistical parameters were calculated and an uncertainty analysis for the results is also presented. The best ANN model is then applied to the data of one year (2007) as a case study in order to evaluate the performance of the model. Simulation results reveal that application of ANN technique is promising and can provide reliable estimates of rainfall.Keywords: neural networks, rainfall, prediction, climatic variables
Procedia PDF Downloads 4883519 A Methodology of Using Fuzzy Logics and Data Analytics to Estimate the Life Cycle Indicators of Solar Photovoltaics
Authors: Thor Alexis Sazon, Alexander Guzman-Urbina, Yasuhiro Fukushima
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This study outlines the method of how to develop a surrogate life cycle model based on fuzzy logic using three fuzzy inference methods: (1) the conventional Fuzzy Inference System (FIS), (2) the hybrid system of Data Analytics and Fuzzy Inference (DAFIS), which uses data clustering for defining the membership functions, and (3) the Adaptive-Neuro Fuzzy Inference System (ANFIS), a combination of fuzzy inference and artificial neural network. These methods were demonstrated with a case study where the Global Warming Potential (GWP) and the Levelized Cost of Energy (LCOE) of solar photovoltaic (PV) were estimated using Solar Irradiation, Module Efficiency, and Performance Ratio as inputs. The effects of using different fuzzy inference types, either Sugeno- or Mamdani-type, and of changing the number of input membership functions to the error between the calibration data and the model-generated outputs were also illustrated. The solution spaces of the three methods were consequently examined with a sensitivity analysis. ANFIS exhibited the lowest error while DAFIS gave slightly lower errors compared to FIS. Increasing the number of input membership functions helped with error reduction in some cases but, at times, resulted in the opposite. Sugeno-type models gave errors that are slightly lower than those of the Mamdani-type. While ANFIS is superior in terms of error minimization, it could generate solutions that are questionable, i.e. the negative GWP values of the Solar PV system when the inputs were all at the upper end of their range. This shows that the applicability of the ANFIS models highly depends on the range of cases at which it was calibrated. FIS and DAFIS generated more intuitive trends in the sensitivity runs. DAFIS demonstrated an optimal design point wherein increasing the input values does not improve the GWP and LCOE anymore. In the absence of data that could be used for calibration, conventional FIS presents a knowledge-based model that could be used for prediction. In the PV case study, conventional FIS generated errors that are just slightly higher than those of DAFIS. The inherent complexity of a Life Cycle study often hinders its widespread use in the industry and policy-making sectors. While the methodology does not guarantee a more accurate result compared to those generated by the Life Cycle Methodology, it does provide a relatively simpler way of generating knowledge- and data-based estimates that could be used during the initial design of a system.Keywords: solar photovoltaic, fuzzy logic, inference system, artificial neural networks
Procedia PDF Downloads 1643518 A Conv-Long Short-term Memory Deep Learning Model for Traffic Flow Prediction
Authors: Ali Reza Sattarzadeh, Ronny J. Kutadinata, Pubudu N. Pathirana, Van Thanh Huynh
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Traffic congestion has become a severe worldwide problem, affecting everyday life, fuel consumption, time, and air pollution. The primary causes of these issues are inadequate transportation infrastructure, poor traffic signal management, and rising population. Traffic flow forecasting is one of the essential and effective methods in urban congestion and traffic management, which has attracted the attention of researchers. With the development of technology, undeniable progress has been achieved in existing methods. However, there is a possibility of improvement in the extraction of temporal and spatial features to determine the importance of traffic flow sequences and extraction features. In the proposed model, we implement the convolutional neural network (CNN) and long short-term memory (LSTM) deep learning models for mining nonlinear correlations and their effectiveness in increasing the accuracy of traffic flow prediction in the real dataset. According to the experiments, the results indicate that implementing Conv-LSTM networks increases the productivity and accuracy of deep learning models for traffic flow prediction.Keywords: deep learning algorithms, intelligent transportation systems, spatiotemporal features, traffic flow prediction
Procedia PDF Downloads 1713517 Forecasting Models for Steel Demand Uncertainty Using Bayesian Methods
Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow
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A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.Keywords: forecasting model, steel demand uncertainty, hierarchical Bayesian framework, exponential smoothing method
Procedia PDF Downloads 3503516 Morphological Analysis of English L1-Persian L2 Adult Learners’ Interlanguage: From the Perspective of SLA Variation
Authors: Maassoumeh Bemani Naeini
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Studies on interlanguage have long been engaged in describing the phenomenon of variation in SLA. Pursuing the same goal and particularly addressing the role of linguistic features, this study describes the use of Persian morphology in the interlanguage of two adult English-speaking learners of Persian L2. Taking the general approach of a combination of contrastive analysis, error analysis and interlanguage analysis, this study focuses on the identification and prediction of some possible instances of transfer from English L1 to Persian L2 across six elicitation tasks aiming to investigate whether any of contextual features may variably influence the learners’ order of morpheme accuracy in the areas of copula, possessives, articles, demonstratives, plural form, personal pronouns, and genitive cases. Results describe the existence of task variation in the interlanguage system of Persian L2 learners.Keywords: English L1, Interlanguage Analysis, Persian L2, SLA variation
Procedia PDF Downloads 3163515 Online Prediction of Nonlinear Signal Processing Problems Based Kernel Adaptive Filtering
Authors: Hamza Nejib, Okba Taouali
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This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.Keywords: online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS
Procedia PDF Downloads 3993514 Error Detection and Correction for Onboard Satellite Computers Using Hamming Code
Authors: Rafsan Al Mamun, Md. Motaharul Islam, Rabana Tajrin, Nabiha Noor, Shafinaz Qader
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In an attempt to enrich the lives of billions of people by providing proper information, security and a way of communicating with others, the need for efficient and improved satellites is constantly growing. Thus, there is an increasing demand for better error detection and correction (EDAC) schemes, which are capable of protecting the data onboard the satellites. The paper is aimed towards detecting and correcting such errors using a special algorithm called the Hamming Code, which uses the concept of parity and parity bits to prevent single-bit errors onboard a satellite in Low Earth Orbit. This paper focuses on the study of Low Earth Orbit satellites and the process of generating the Hamming Code matrix to be used for EDAC using computer programs. The most effective version of Hamming Code generated was the Hamming (16, 11, 4) version using MATLAB, and the paper compares this particular scheme with other EDAC mechanisms, including other versions of Hamming Codes and Cyclic Redundancy Check (CRC), and the limitations of this scheme. This particular version of the Hamming Code guarantees single-bit error corrections as well as double-bit error detections. Furthermore, this version of Hamming Code has proved to be fast with a checking time of 5.669 nanoseconds, that has a relatively higher code rate and lower bit overhead compared to the other versions and can detect a greater percentage of errors per length of code than other EDAC schemes with similar capabilities. In conclusion, with the proper implementation of the system, it is quite possible to ensure a relatively uncorrupted satellite storage system.Keywords: bit-flips, Hamming code, low earth orbit, parity bits, satellite, single error upset
Procedia PDF Downloads 1303513 Stock Market Prediction by Regression Model with Social Moods
Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome
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This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.Keywords: stock market prediction, social moods, regression model, DJIA
Procedia PDF Downloads 5493512 The Linear Combination of Kernels in the Estimation of the Cumulative Distribution Functions
Authors: Abdel-Razzaq Mugdadi, Ruqayyah Sani
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The Kernel Distribution Function Estimator (KDFE) method is the most popular method for nonparametric estimation of the cumulative distribution function. The kernel and the bandwidth are the most important components of this estimator. In this investigation, we replace the kernel in the KDFE with a linear combination of kernels to obtain a new estimator based on the linear combination of kernels, the mean integrated squared error (MISE), asymptotic mean integrated squared error (AMISE) and the asymptotically optimal bandwidth for the new estimator are derived. We propose a new data-based method to select the bandwidth for the new estimator. The new technique is based on the Plug-in technique in density estimation. We evaluate the new estimator and the new technique using simulations and real-life data.Keywords: estimation, bandwidth, mean square error, cumulative distribution function
Procedia PDF Downloads 5813511 Estimation of Slab Depth, Column Size and Rebar Location of Concrete Specimen Using Impact Echo Method
Authors: Y. T. Lee, J. H. Na, S. H. Kim, S. U. Hong
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In this study, an experimental research for estimation of slab depth, column size and location of rebar of concrete specimen is conducted using the Impact Echo Method (IE) based on stress wave among non-destructive test methods. Estimation of slab depth had total length of 1800×300 and 6 different depths including 150 mm, 180 mm, 210 mm, 240 mm, 270 mm and 300 mm. The concrete column specimen was manufactured by differentiating the size into 300×300×300 mm, 400×400×400 mm and 500×500×500 mm. In case of the specimen for estimation of rebar, rebar of ∅22 mm was used in a specimen of 300×370×200 and arranged at 130 mm and 150 mm from the top to the rebar top. As a result of error rate of slab depth was overall mean of 3.1%. Error rate of column size was overall mean of 1.7%. Mean error rate of rebar location was 1.72% for top, 1.19% for bottom and 1.5% for overall mean showing relative accuracy.Keywords: impact echo method, estimation, slab depth, column size, rebar location, concrete
Procedia PDF Downloads 3513510 Real Time Classification of Political Tendency of Twitter Spanish Users based on Sentiment Analysis
Authors: Marc Solé, Francesc Giné, Magda Valls, Nina Bijedic
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What people say on social media has turned into a rich source of information to understand social behavior. Specifically, the growing use of Twitter social media for political communication has arisen high opportunities to know the opinion of large numbers of politically active individuals in real time and predict the global political tendencies of a specific country. It has led to an increasing body of research on this topic. The majority of these studies have been focused on polarized political contexts characterized by only two alternatives. Unlike them, this paper tackles the challenge of forecasting Spanish political trends, characterized by multiple political parties, by means of analyzing the Twitters Users political tendency. According to this, a new strategy, named Tweets Analysis Strategy (TAS), is proposed. This is based on analyzing the users tweets by means of discovering its sentiment (positive, negative or neutral) and classifying them according to the political party they support. From this individual political tendency, the global political prediction for each political party is calculated. In order to do this, two different strategies for analyzing the sentiment analysis are proposed: one is based on Positive and Negative words Matching (PNM) and the second one is based on a Neural Networks Strategy (NNS). The complete TAS strategy has been performed in a Big-Data environment. The experimental results presented in this paper reveal that NNS strategy performs much better than PNM strategy to analyze the tweet sentiment. In addition, this research analyzes the viability of the TAS strategy to obtain the global trend in a political context make up by multiple parties with an error lower than 23%.Keywords: political tendency, prediction, sentiment analysis, Twitter
Procedia PDF Downloads 2383509 Theory of the Optimum Signal Approximation Clarifying the Importance in the Recognition of Parallel World and Application to Secure Signal Communication with Feedback
Authors: Takuro Kida, Yuichi Kida
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In this paper, it is shown a base of the new trend of algorithm mathematically that treats a historical reason of continuous discrimination in the world as well as its solution by introducing new concepts of parallel world that includes an invisible set of errors as its companion. With respect to a matrix operator-filter bank that the matrix operator-analysis-filter bank H and the matrix operator-sampling-filter bank S are given, firstly, we introduce the detail algorithm to derive the optimum matrix operator-synthesis-filter bank Z that minimizes all the worst-case measures of the matrix operator-error-signals E(ω) = F(ω) − Y(ω) between the matrix operator-input-signals F(ω) and the matrix operator-output-signals Y(ω) of the matrix operator-filter bank at the same time. Further, feedback is introduced to the above approximation theory, and it is indicated that introducing conversations with feedback do not superior automatically to the accumulation of existing knowledge of signal prediction. Secondly, the concept of category in the field of mathematics is applied to the above optimum signal approximation and is indicated that the category-based approximation theory is applied to the set-theoretic consideration of the recognition of humans. Based on this discussion, it is shown naturally why the narrow perception that tends to create isolation shows an apparent advantage in the short term and, often, why such narrow thinking becomes intimate with discriminatory action in a human group. Throughout these considerations, it is presented that, in order to abolish easy and intimate discriminatory behavior, it is important to create a parallel world of conception where we share the set of invisible error signals, including the words and the consciousness of both worlds.Keywords: matrix filterbank, optimum signal approximation, category theory, simultaneous minimization
Procedia PDF Downloads 1433508 High Performance of Direct Torque and Flux Control of a Double Stator Induction Motor Drive with a Fuzzy Stator Resistance Estimator
Authors: K. Kouzi
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In order to have stable and high performance of direct torque and flux control (DTFC) of double star induction motor drive (DSIM), proper on-line adaptation of the stator resistance is very important. This is inevitably due to the variation of the stator resistance during operating conditions, which introduces error in estimated flux position and the magnitude of the stator flux. Error in the estimated stator flux deteriorates the performance of the DTFC drive. Also, the effect of error in estimation is very important especially at low speed. Due to this, our aim is to overcome the sensitivity of the DTFC to the stator resistance variation by proposing on-line fuzzy estimation stator resistance. The fuzzy estimation method is based on an on-line stator resistance correction through the variations of the stator current estimation error and its variations. The fuzzy logic controller gives the future stator resistance increment at the output. The main advantage of the suggested algorithm control is to avoid the drive instability that may occur in certain situations and ensure the tracking of the actual stator resistance. The validity of the technique and the improvement of the whole system performance are proved by the results.Keywords: direct torque control, dual stator induction motor, Fuzzy Logic estimation, stator resistance adaptation
Procedia PDF Downloads 3253507 Forecasting Container Throughput: Using Aggregate or Terminal-Specific Data?
Authors: Gu Pang, Bartosz Gebka
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We forecast the demand of total container throughput at the Indonesia’s largest seaport, Tanjung Priok Port. We propose four univariate forecasting models, including SARIMA, the additive Seasonal Holt-Winters, the multiplicative Seasonal Holt-Winters and the Vector Error Correction Model. Our aim is to provide insights into whether forecasting the total container throughput obtained by historical aggregated port throughput time series is superior to the forecasts of the total throughput obtained by summing up the best individual terminal forecasts. We test the monthly port/individual terminal container throughput time series between 2003 and 2013. The performance of forecasting models is evaluated based on Mean Absolute Error and Root Mean Squared Error. Our results show that the multiplicative Seasonal Holt-Winters model produces the most accurate forecasts of total container throughput, whereas SARIMA generates the worst in-sample model fit. The Vector Error Correction Model provides the best model fits and forecasts for individual terminals. Our results report that the total container throughput forecasts based on modelling the total throughput time series are consistently better than those obtained by combining those forecasts generated by terminal-specific models. The forecasts of total throughput until the end of 2018 provide an essential insight into the strategic decision-making on the expansion of port's capacity and construction of new container terminals at Tanjung Priok Port.Keywords: SARIMA, Seasonal Holt-Winters, Vector Error Correction Model, container throughput
Procedia PDF Downloads 5043506 Modeling of Diurnal Pattern of Air Temperature in a Tropical Environment: Ile-Ife and Ibadan, Nigeria
Authors: Rufus Temidayo Akinnubi, M. O. Adeniyi
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Existing diurnal air temperature models simulate night time air temperature over Nigeria with high biases. An improved parameterization is presented for modeling the diurnal pattern of air temperature (Ta) which is applicable in the calculation of turbulent heat fluxes in Global climate models, based on Nigeria Micrometeorological Experimental site (NIMEX) surface layer observations. Five diurnal Ta models for estimating hourly Ta from daily maximum, daily minimum, and daily mean air temperature were validated using root-mean-square error (RMSE), Mean Error Bias (MBE) and scatter graphs. The original Fourier series model showed better performance for unstable air temperature parameterizations while the stable Ta was strongly overestimated with a large error. The model was improved with the inclusion of the atmospheric cooling rate that accounts for the temperature inversion that occurs during the nocturnal boundary layer condition. The MBE and RMSE estimated by the modified Fourier series model reduced by 4.45 oC and 3.12 oC during the transitional period from dry to wet stable atmospheric conditions. The modified Fourier series model gave good estimation of the diurnal weather patterns of Ta when compared with other existing models for a tropical environment.Keywords: air temperature, mean bias error, Fourier series analysis, surface energy balance,
Procedia PDF Downloads 2303505 Estimation of Transition and Emission Probabilities
Authors: Aakansha Gupta, Neha Vadnere, Tapasvi Soni, M. Anbarsi
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Protein secondary structure prediction is one of the most important goals pursued by bioinformatics and theoretical chemistry; it is highly important in medicine and biotechnology. Some aspects of protein functions and genome analysis can be predicted by secondary structure prediction. This is used to help annotate sequences, classify proteins, identify domains, and recognize functional motifs. In this paper, we represent protein secondary structure as a mathematical model. To extract and predict the protein secondary structure from the primary structure, we require a set of parameters. Any constants appearing in the model are specified by these parameters, which also provide a mechanism for efficient and accurate use of data. To estimate these model parameters there are many algorithms out of which the most popular one is the EM algorithm or called the Expectation Maximization Algorithm. These model parameters are estimated with the use of protein datasets like RS126 by using the Bayesian Probabilistic method (data set being categorical). This paper can then be extended into comparing the efficiency of EM algorithm to the other algorithms for estimating the model parameters, which will in turn lead to an efficient component for the Protein Secondary Structure Prediction. Further this paper provides a scope to use these parameters for predicting secondary structure of proteins using machine learning techniques like neural networks and fuzzy logic. The ultimate objective will be to obtain greater accuracy better than the previously achieved.Keywords: model parameters, expectation maximization algorithm, protein secondary structure prediction, bioinformatics
Procedia PDF Downloads 4813504 Is the Okun's Law Valid in Tunisia?
Authors: El Andari Chifaa, Bouaziz Rached
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The central focus of this paper was to check whether the Okun’s law in Tunisia is valid or not. For this purpose, we have used quarterly time series data during the period 1990Q1-2014Q1. Firstly, we applied the error correction model instead of the difference version of Okun's Law, the Engle-Granger and Johansen test are employed to find out long run association between unemployment, production, and how error correction mechanism (ECM) is used for short run dynamic. Secondly, we used the gap version of Okun’s law where the estimation is done from three band pass filters which are mathematical tools used in macro-economic and especially in business cycles theory. The finding of the study indicates that the inverse relationship between unemployment and output is verified in the short and long term, and the Okun's law holds for the Tunisian economy, but with an Okun’s coefficient lower than required. Therefore, our empirical results have important implications for structural and cyclical policymakers in Tunisia to promote economic growth in a context of lower unemployment growth.Keywords: Okun’s law, validity, unit root, cointegration, error correction model, bandpass filters
Procedia PDF Downloads 3173503 IPO Valuation and Profitability Expectations: Evidence from the Italian Exchange
Authors: Matteo Bonaventura, Giancarlo Giudici
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This paper analyses the valuation process of companies listed on the Italian Exchange in the period 2000-2009 at their Initial Public Offering (IPO). One the most common valuation techniques declared in the IPO prospectus to determine the offer price is the Discounted Cash Flow (DCF) method. We develop a ‘reverse engineering’ model to discover the short term profitability implied in the offer prices. We show that there is a significant optimistic bias in the estimation of future profitability compared to ex-post actual realization and the mean forecast error is substantially large. Yet we show that such error characterizes also the estimations carried out by analysts evaluating non-IPO companies. The forecast error is larger the faster has been the recent growth of the company, the higher is the leverage of the IPO firm, the more companies issued equity on the market. IPO companies generally exhibit better operating performance before the listing, with respect to comparable listed companies, while after the flotation they do not perform significantly different in term of return on invested capital. Pre-IPO book building activity plays a significant role in partially reducing the forecast error and revising expectations, while the market price of the first day of trading does not contain information for further reducing forecast errors.Keywords: initial public offerings, DCF, book building, post-IPO profitability drop
Procedia PDF Downloads 3523502 Nonparametric Quantile Regression for Multivariate Spatial Data
Authors: S. H. Arnaud Kanga, O. Hili, S. Dabo-Niang
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Spatial prediction is an issue appealing and attracting several fields such as agriculture, environmental sciences, ecology, econometrics, and many others. Although multiple non-parametric prediction methods exist for spatial data, those are based on the conditional expectation. This paper took a different approach by examining a non-parametric spatial predictor of the conditional quantile. The study especially observes the stationary multidimensional spatial process over a rectangular domain. Indeed, the proposed quantile is obtained by inverting the conditional distribution function. Furthermore, the proposed estimator of the conditional distribution function depends on three kernels, where one of them controls the distance between spatial locations, while the other two control the distance between observations. In addition, the almost complete convergence and the convergence in mean order q of the kernel predictor are obtained when the sample considered is alpha-mixing. Such approach of the prediction method gives the advantage of accuracy as it overcomes sensitivity to extreme and outliers values.Keywords: conditional quantile, kernel, nonparametric, stationary
Procedia PDF Downloads 1543501 Effect of Genuine Missing Data Imputation on Prediction of Urinary Incontinence
Authors: Suzan Arslanturk, Mohammad-Reza Siadat, Theophilus Ogunyemi, Ananias Diokno
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Missing data is a common challenge in statistical analyses of most clinical survey datasets. A variety of methods have been developed to enable analysis of survey data to deal with missing values. Imputation is the most commonly used among the above methods. However, in order to minimize the bias introduced due to imputation, one must choose the right imputation technique and apply it to the correct type of missing data. In this paper, we have identified different types of missing values: missing data due to skip pattern (SPMD), undetermined missing data (UMD), and genuine missing data (GMD) and applied rough set imputation on only the GMD portion of the missing data. We have used rough set imputation to evaluate the effect of such imputation on prediction by generating several simulation datasets based on an existing epidemiological dataset (MESA). To measure how well each dataset lends itself to the prediction model (logistic regression), we have used p-values from the Wald test. To evaluate the accuracy of the prediction, we have considered the width of 95% confidence interval for the probability of incontinence. Both imputed and non-imputed simulation datasets were fit to the prediction model, and they both turned out to be significant (p-value < 0.05). However, the Wald score shows a better fit for the imputed compared to non-imputed datasets (28.7 vs. 23.4). The average confidence interval width was decreased by 10.4% when the imputed dataset was used, meaning higher precision. The results show that using the rough set method for missing data imputation on GMD data improve the predictive capability of the logistic regression. Further studies are required to generalize this conclusion to other clinical survey datasets.Keywords: rough set, imputation, clinical survey data simulation, genuine missing data, predictive index
Procedia PDF Downloads 1683500 A Deep Learning Based Integrated Model For Spatial Flood Prediction
Authors: Vinayaka Gude Divya Sampath
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The research introduces an integrated prediction model to assess the susceptibility of roads in a future flooding event. The model consists of deep learning algorithm for forecasting gauge height data and Flood Inundation Mapper (FIM) for spatial flooding. An optimal architecture for Long short-term memory network (LSTM) was identified for the gauge located on Tangipahoa River at Robert, LA. Dropout was applied to the model to evaluate the uncertainty associated with the predictions. The estimates are then used along with FIM to identify the spatial flooding. Further geoprocessing in ArcGIS provides the susceptibility values for different roads. The model was validated based on the devastating flood of August 2016. The paper discusses the challenges for generalization the methodology for other locations and also for various types of flooding. The developed model can be used by the transportation department and other emergency response organizations for effective disaster management.Keywords: deep learning, disaster management, flood prediction, urban flooding
Procedia PDF Downloads 1473499 Customer Acquisition through Time-Aware Marketing Campaign Analysis in Banking Industry
Authors: Harneet Walia, Morteza Zihayat
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Customer acquisition has become one of the critical issues of any business in the 21st century; having a healthy customer base is the essential asset of the bank business. Term deposits act as a major source of cheap funds for the banks to invest and benefit from interest rate arbitrage. To attract customers, the marketing campaigns at most financial institutions consist of multiple outbound telephonic calls with more than one contact to a customer which is a very time-consuming process. Therefore, customized direct marketing has become more critical than ever for attracting new clients. As customer acquisition is becoming more difficult to archive, having an intelligent and redefined list is necessary to sell a product smartly. Our aim of this research is to increase the effectiveness of campaigns by predicting customers who will most likely subscribe to the fixed deposit and suggest the most suitable month to reach out to customers. We design a Time Aware Upsell Prediction Framework (TAUPF) using two different approaches, with an aim to find the best approach and technique to build the prediction model. TAUPF is implemented using Upsell Prediction Approach (UPA) and Clustered Upsell Prediction Approach (CUPA). We also address the data imbalance problem by examining and comparing different methods of sampling (Up-sampling and down-sampling). Our results have shown building such a model is quite feasible and profitable for the financial institutions. The Time Aware Upsell Prediction Framework (TAUPF) can be easily used in any industry such as telecom, automobile, tourism, etc. where the TAUPF (Clustered Upsell Prediction Approach (CUPA) or Upsell Prediction Approach (UPA)) holds valid. In our case, CUPA books more reliable. As proven in our research, one of the most important challenges is to define measures which have enough predictive power as the subscription to a fixed deposit depends on highly ambiguous situations and cannot be easily isolated. While we have shown the practicality of time-aware upsell prediction model where financial institutions can benefit from contacting the customers at the specified month, further research needs to be done to understand the specific time of the day. In addition, a further empirical/pilot study on real live customer needs to be conducted to prove the effectiveness of the model in the real world.Keywords: customer acquisition, predictive analysis, targeted marketing, time-aware analysis
Procedia PDF Downloads 1243498 Automatic Facial Skin Segmentation Using Possibilistic C-Means Algorithm for Evaluation of Facial Surgeries
Authors: Elham Alaee, Mousa Shamsi, Hossein Ahmadi, Soroosh Nazem, Mohammad Hossein Sedaaghi
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Human face has a fundamental role in the appearance of individuals. So the importance of facial surgeries is undeniable. Thus, there is a need for the appropriate and accurate facial skin segmentation in order to extract different features. Since Fuzzy C-Means (FCM) clustering algorithm doesn’t work appropriately for noisy images and outliers, in this paper we exploit Possibilistic C-Means (PCM) algorithm in order to segment the facial skin. For this purpose, first, we convert facial images from RGB to YCbCr color space. To evaluate performance of the proposed algorithm, the database of Sahand University of Technology, Tabriz, Iran was used. In order to have a better understanding from the proposed algorithm; FCM and Expectation-Maximization (EM) algorithms are also used for facial skin segmentation. The proposed method shows better results than the other segmentation methods. Results include misclassification error (0.032) and the region’s area error (0.045) for the proposed algorithm.Keywords: facial image, segmentation, PCM, FCM, skin error, facial surgery
Procedia PDF Downloads 5863497 Low-Cost Reversible Logic Serial Multipliers with Error Detection Capability
Authors: Mojtaba Valinataj
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Nowadays reversible logic has received many attentions as one of the new fields for reducing the power consumption. On the other hand, the processing systems have weaknesses against different external effects. In this paper, some error detecting reversible logic serial multipliers are proposed by incorporating the parity-preserving gates. This way, the new designs are presented for signed parity-preserving serial multipliers based on the Booth's algorithm by exploiting the new arrangements of existing gates. The experimental results show that the proposed 4×4 multipliers in this paper reach up to 20%, 35%, and 41% enhancements in the number of constant inputs, quantum cost, and gate count, respectively, as the reversible logic criteria, compared to previous designs. Furthermore, all the proposed designs have been generalized for n×n multipliers with general formulations to estimate the main reversible logic criteria as the functions of the multiplier size.Keywords: Booth’s algorithm, error detection, multiplication, parity-preserving gates, quantum computers, reversible logic
Procedia PDF Downloads 2283496 Cricket Shot Recognition using Conditional Directed Spatial-Temporal Graph Networks
Authors: Tanu Aneja, Harsha Malaviya
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Capturing pose information in cricket shots poses several challenges, such as low-resolution videos, noisy data, and joint occlusions caused by the nature of the shots. In response to these challenges, we propose a CondDGConv-based framework specifically for cricket shot prediction. By analyzing the spatial-temporal relationships in batsman shot sequences from an annotated 2D cricket dataset, our model achieves a 97% accuracy in predicting shot types. This performance is made possible by conditioning the graph network on batsman 2D poses, allowing for precise prediction of shot outcomes based on pose dynamics. Our approach highlights the potential for enhancing shot prediction in cricket analytics, offering a robust solution for overcoming pose-related challenges in sports analysis.Keywords: action recognition, cricket. sports video analytics, computer vision, graph convolutional networks
Procedia PDF Downloads 183495 Error Analysis in Academic Writing of EFL Learners: A Case Study for Undergraduate Students at Pathein University
Authors: Aye Pa Pa Myo
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Writing in English is accounted as a complex process for English as a foreign language learners. Besides, committing errors in writing can be found as an inevitable part of language learners’ writing. Generally, academic writing is quite difficult for most of the students to manage for getting better scores. Students can commit common errors in their writings when they try to write academic writing. Error analysis deals with identifying and detecting the errors and also explains the reason for the occurrence of these errors. In this paper, the researcher has an attempt to examine the common errors of undergraduate students in their academic writings at Pathein University. The purpose of doing this research is to investigate the errors which students usually commit in academic writing and to find out the better ways for correcting these errors in EFL classrooms. In this research, fifty-third-year non-English specialization students attending Pathein University were selected as participants. This research took one month. It was conducted with a mixed methodology method. Two mini-tests were used as research tools. Data were collected with a quantitative research method. Findings from this research pointed that most of the students noticed their common errors after getting the necessary input, and they became more decreased committing these errors after taking mini-test; hence, all findings will be supportive for further researches related to error analysis in academic writing.Keywords: academic writing, error analysis, EFL learners, mini-tests, mixed methodology
Procedia PDF Downloads 1323494 Using the Bootstrap for Problems Statistics
Authors: Brahim Boukabcha, Amar Rebbouh
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The bootstrap method based on the idea of exploiting all the information provided by the initial sample, allows us to study the properties of estimators. In this article we will present a theoretical study on the different methods of bootstrapping and using the technique of re-sampling in statistics inference to calculate the standard error of means of an estimator and determining a confidence interval for an estimated parameter. We apply these methods tested in the regression models and Pareto model, giving the best approximations.Keywords: bootstrap, error standard, bias, jackknife, mean, median, variance, confidence interval, regression models
Procedia PDF Downloads 3813493 Wind Power Forecast Error Simulation Model
Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus
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One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation
Procedia PDF Downloads 483