Search results for: time series regression

Authors: Shorena Pharjiani

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The Present empirical paper investigates the relationship between FDI and economic growth by 10 selected industries in 10 Central and Eastern European countries from the period 1995 to 2012. Different estimation approaches were used to explore the connection between FDI and economic growth, for example OLS, RE, FE with and without time dummies. Obtained empirical results leads to some main consequences: First, the Central and East European countries (CEEC) attracted foreign direct investment, which raised the productivity of industries they entered in. It should be concluded that the linkage between FDI and output growth by industries is positive and significant enough to suggest that foreign firm’s participation enhanced the productivity of the industries they occupied. There had been an endogeneity problem in the regression and fixed effects estimation approach was used which partially corrected the regression analysis in order to make the results less biased. Second, it should be stressed that the results show that time has an important role in making FDI operational for enhancing output growth by industries via total factor productivity. Third, R&D positively affected economic growth and at the same time, it should take some time for research and development to influence economic growth. Fourth, the general trends masked crucial differences at the country level: over the last 20 years, the analysis of the tables and figures at the country level show that the main recipients of FDI of the 11 Central and Eastern European countries were Hungary, Poland and the Czech Republic. The main reason was that these countries had more open door policies for attracting the FDI. Fifth, according to the graphical analysis, while Hungary had the highest FDI inflow in this region, it was not reflected in the GDP growth as much as in other Central and Eastern European countries.

Keywords: central and East European countries (CEEC), economic growth, FDI, panel data

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Authors: Tomas Berhanu Bekele

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Traffic congestion is one of the main problems related to transportation in developed as well as developing countries. Traffic control systems are based on the idea of avoiding traffic instabilities and homogenizing traffic flow in such a way that the risk of accidents is minimized and traffic flow is maximized. Lately, Intelligent Transport Systems (ITS) has become an important area of research to solve such road traffic-related issues for making smart decisions. It links people, roads and vehicles together using communication technologies to increase safety and mobility. Moreover, accurate prediction of road traffic is important to manage traffic congestion. The aim of this study is to develop an ANN model for the prediction of traffic flow and to compare the ANN model with the linear regression model of traffic flow predictions. Data extraction was carried out in intervals of 15 minutes from the video player. Video of mixed traffic flow was taken and then counted during office work in order to determine the traffic volume. Vehicles were classified into six categories, namely Car, Motorcycle, Minibus, mid-bus, Bus, and Truck vehicles. The average time taken by each vehicle type to travel the trap length was measured by time displayed on a video screen.

Keywords: intelligent transport system (ITS), traffic flow prediction, artificial neural network (ANN), linear regression

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Authors: Mohamed Mounir Tellache, Hiroyuki Kambara, Yasuharu Koike, Makoto Miyakoshi, Natsue Yoshimura

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This study explores the practicality of using electroencephalographic (EEG) independent components to predict eight-direction finger movements in pseudo-real-time. Six healthy participants with individual-head MRI images performed finger movements in eight directions with two different arm configurations. The analysis was performed in two stages. The first stage consisted of using independent component analysis (ICA) to separate the signals representing brain activity from non-brain activity signals and to obtain the unmixing matrix. The resulting independent components (ICs) were checked, and those reflecting brain-activity were selected. Finally, the time series of the selected ICs were used to predict eight finger-movement directions using Sparse Logistic Regression (SLR). The second stage consisted of using the previously obtained unmixing matrix, the selected ICs, and the model obtained by applying SLR to classify a different EEG dataset. This method was applied to two different settings, namely the single-participant level and the group-level. For the single-participant level, the EEG dataset used in the first stage and the EEG dataset used in the second stage originated from the same participant. For the group-level, the EEG datasets used in the first stage were constructed by temporally concatenating each combination without repetition of the EEG datasets of five participants out of six, whereas the EEG dataset used in the second stage originated from the remaining participants. The average test classification results across datasets (mean ± S.D.) were 38.62 ± 8.36% for the single-participant, which was significantly higher than the chance level (12.50 ± 0.01%), and 27.26 ± 4.39% for the group-level which was also significantly higher than the chance level (12.49% ± 0.01%). The classification accuracy within [–45°, 45°] of the true direction is 70.03 ± 8.14% for single-participant and 62.63 ± 6.07% for group-level which may be promising for some real-life applications. Clustering and contribution analyses further revealed the brain regions involved in finger movement and the temporal aspect of their contribution to the classification. These results showed the possibility of using the ICA-based method in combination with other methods to build a real-time system to control prostheses.

Keywords: brain-computer interface, electroencephalography, finger motion decoding, independent component analysis, pseudo real-time motion decoding

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Authors: Cameron Hamilton, Walter Potter, Gerrit Hoogenboom, Ronald McClendon, Will Hobbs

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A model was constructed to predict the amount of solar radiation that will make contact with the surface of the earth in a given location an hour into the future. This project was supported by the Southern Company to determine at what specific times during a given day of the year solar panels could be relied upon to produce energy in sufficient quantities. Due to their ability as universal function approximators, an artificial neural network was used to estimate the nonlinear pattern of solar radiation, which utilized measurements of weather conditions collected at the Griffin, Georgia weather station as inputs. A number of network configurations and training strategies were utilized, though a multilayer perceptron with a variety of hidden nodes trained with the resilient propagation algorithm consistently yielded the most accurate predictions. In addition, a modeled DNI field and adjacent weather station data were used to bolster prediction accuracy. In later trials, the solar radiation field was preprocessed with a discrete wavelet transform with the aim of removing noise from the measurements. The current model provides predictions of solar radiation with a mean square error of 0.0042, though ongoing efforts are being made to further improve the model’s accuracy.

Keywords: artificial neural networks, resilient propagation, solar radiation, time series forecasting

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Authors: H. Hajimolahoseini, J. Hashemi, D. Redfearn

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Background: Catheter ablation is an effective therapy for symptomatic atrial fibrillation (AF). The intracardiac electrocardiogram (IEGM) collected during this procedure contains precious information that has not been explored to its full capacity. Novel processing techniques allow looking at these recordings from different perspectives which can lead to improved therapeutic approaches. In our previous study, we showed that variation in amplitude measured through Shannon Entropy could be used as an AF recurrence risk stratification factor in patients who received Ibutilide before the electrograms were recorded. The aim of this study is to further investigate the effect of Ibutilide on characteristics of the recorded signals from the left atrium (LA) of a patient with persistent AF before and after administration of the drug. Methods: The IEGMs collected from different intra-atrial sites of 12 patients were studied and compared before and after Ibutilide administration. First, the before and after Ibutilide IEGMs that were recorded within a Euclidian distance of 3 mm in LA were selected as pairs for comparison. For every selected pair of IEGMs, the Probability Distribution Function (PDF) of the amplitude in time domain and magnitude in frequency domain was estimated using the regression analysis. The PDF represents the relative likelihood of a variable falling within a specific range of values. Results: Our observations showed that in time domain, the PDF of amplitudes was fitted to a Gaussian distribution while in frequency domain, it was fitted to a Rayleigh distribution. Our observations also revealed that after Ibutilide administration, the IEGMs would have significantly narrower short-tailed PDFs both in time and frequency domains. Conclusion: This study shows that the PDFs of the IEGMs before and after administration of Ibutilide represents significantly different properties, both in time and frequency domains. Hence, by fitting the PDF of IEGMs in time domain to a Gaussian distribution or in frequency domain to a Rayleigh distribution, the effect of Ibutilide can easily be tracked using the statistics of their PDF (e.g., standard deviation) while this is difficult through the waveform of IEGMs itself.

Keywords: atrial fibrillation, catheter ablation, probability distribution function, time-frequency characteristics

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Authors: Jinhoa Lee

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The relationships between environmental quality, energy use and economic output have created growing attention over the past decades among researchers and policy makers. Focusing on the empirical aspects of the role of CO2 emissions and energy use in affecting the economic output, this paper is an effort to fulfill the gap in a comprehensive case study at a country level using modern econometric techniques. To achieve the goal, this country-specific study examines the short-run and long-run relationships among energy consumption (using disaggregated energy sources: crude oil, coal, natural gas, electricity), carbon dioxide (CO2) emissions and gross domestic product (GDP) for Turkey using time series analysis from the year 1980-2010. To investigate the relationships between the variables, this paper employs the Phillips–Perron (PP) test for stationarity, Johansen maximum likelihood method for cointegration and a Vector Error Correction Model (VECM) for both short- and long-run causality among the research variables for the sample. All the variables in this study show very strong significant effects on GDP in the country for the long term. The long-run equilibrium in the VECM suggests negative long-run causalities from consumption of petroleum products and the direct combustion of crude oil, coal and natural gas to GDP. Conversely, positive impacts of CO2 emissions and electricity consumption on GDP are found to be significant in Turkey during the period. There exists a short-run bidirectional relationship between electricity consumption and natural gas consumption. There exists a positive unidirectional causality running from electricity consumption to natural gas consumption, while there exists a negative unidirectional causality running from natural gas consumption to electricity consumption. Moreover, GDP has a negative effect on electricity consumption in Turkey in the short run. Overall, the results support arguments that there are relationships among environmental quality, energy use and economic output but the associations can to be differed by the sources of energy in the case of Turkey over of period 1980-2010.

Keywords: CO2 emissions, energy consumption, GDP, Turkey, time series analysis

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Authors: Yakubu Suleiman, S. A. Musa

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Nigeria is the largest cowpea producer in the world, accounting for about 45%, followed by Brazil with about 17%. Cowpea is grown in Kano, Bauchi, Katsina, Borno in the north, Oyo in the west, and to the lesser extent in Enugu in the east. This study was conducted to determine the input–output relationship of Cowpea production in Kano, Katsina, and Jigawa states of Nigeria. The data were collected with the aid of 1000 structured questionnaires that were randomly distributed to Cowpea farmers in the three states mentioned above of the study area. The data collected were analyzed using regression analysis (Cobb–Douglass production function model). The result of the regression analysis revealed the coefficient of multiple determinations, R2, to be 72.5% and the F ration to be 106.20 and was found to be significant (P < 0.01). The regression coefficient of constant is 0.5382 and is significant (P < 0.01). The regression coefficient with respect to labor and seeds were 0.65554 and 0.4336, respectively, and they are highly significant (P < 0.01). The regression coefficient with respect to fertilizer is 0.26341 which is significant (P < 0.05). This implies that a unit increase of any one of the variable inputs used while holding all other variables inputs constants, will significantly increase the total Cowpea output by their corresponding coefficient. This indicated that farmers in the study area are operating in stage II of the production function. The result revealed that Cowpea farmer in Kano, Jigawa and Katsina States realized a profit of N15,997, N34,016 and N19,788 per hectare respectively. It is hereby recommended that more attention should be given to Cowpea production by government and research institutions.

Keywords: coefficient, constant, inputs, regression

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Authors: Kiurski S. Jelena, Aksentijević M. Snežana, Oros B. Ivana, Kecić S. Vesna, Djogo Z. Maja

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The paper investigates the effect of light intensity on the formation of two ketones, acetone and methyl ethyl ketone, in working premises of five pad printing departments in Novi Sad, Serbia. Multiple linear regression analysis examined the form of interdependency concentrations of methyl ethyl ketone, acetone and light intensity in five printing presses at seven sampling points, using Statistica software package version 10th. The results show an average stacking variation investigated variable and can be presented by the general regression model: y = b0 + b1xi1 + b2xi2.

Keywords: acetone, methyl ethyl ketone, multiple linear regression analysis, pad printing

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Authors: Charles-Olivier Amédée-Manesme, Benoit Faye, Eric Le Fur

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In this paper, the heterogeneity of the Bordeaux Legends 50 wine market price segment is addressed. For this purpose, quantile regression is applied – with market segmentation based on wine bottle price quantile – and the hedonic price of wine attributes is computed for various price segments of the market. The approach is applied to a major privately held data set which consists of approximately 30,000 transactions over the 2003–2014 period. The findings suggest that the relative hedonic prices of several wine attributes differ significantly among deciles. In particular, the elasticity coefficient of the expert ratings shows strong variation among prices. If - as suggested in the literature - expert ratings have a positive influence on wine price on average, they have a clearly decreasing impact over the quantiles. Finally, the lower the wine price, the higher the potential for price appreciation over time. Other variables such as chateaux or vintage are also shown to vary across the distribution of wine prices. While enhancing our understanding of the complex market dynamics that underlie Bordeaux wines’ price, this research provides empirical evidence that the QR approach adequately captures heterogeneity among wine price ranges, which simultaneously applies to wine stock, vintage and auctions’ house.

Keywords: hedonics, market segmentation, quantile regression, heterogeneity, wine economics

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Authors: Praveena Sridhar, Nihar Devathi, Parikshit Chakraborty

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As the software product changes versions across releases, there are changes to the API’s and features and the upgrades become necessary. Hence, it becomes imperative to get the impact of upgrading the dependent components. This tool finds out API changes across two versions and their impact on other API’s followed by execution of the automated regression suites relevant to updates and their impacted areas. This tool has 4 layer architecture, each layer with its own unique pre-assigned capability which it does and sends the required information to next layer. This are the 4 layers. 1) Comparator: Compares the two versions of API. 2) Analyzer: Analyses the API doc and gives the modified class and its dependencies along with implemented interface details. 3) Impact Filter: Find the impact of the modified class on the other API methods. 4) Auto Executer: Based on the output given by Impact Filter, Executor will run the API regression Suite. Tool reads the java doc and extracts the required information of classes, interfaces and enumerations. The extracted information is saved into a data structure which shows the class details and its dependencies along with interfaces and enumerations that are listed in the java doc.

Keywords: automation impact regression, java doc, executor, analyzer, layers

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Authors: Mohammed A. Zidan, Alaa Sagheer, Nasser Metwally

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Real-time learning is an important goal that most of artificial intelligence researches try to achieve it. There are a lot of problems and applications which require low cost learning such as learn a robot to be able to classify and recognize patterns in real time and real-time recall. In this contribution, we suggest a model of quantum competitive learning based on a series of quantum gates and additional operator. The proposed model enables to recognize any incomplete patterns, where we can increase the probability of recognizing the pattern at the expense of the undesired ones. Moreover, these undesired ones could be utilized as new patterns for the system. The proposed model is much better compared with classical approaches and more powerful than the current quantum competitive learning approaches.

Keywords: competitive learning, quantum gates, quantum gates, winner-take-all

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Authors: Maha Aladdin, Khaled Nagaty, Abeer Hamdy

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The rapid advancement cellular networks and wireless networks have laid a solid basis for the Internet of Things. IoT has evolved into a unique standard that allows diverse physical devices to collaborate with one another. A service provider gives a variety of services that may be accessed via smart apps anywhere, at any time, and from any location over the Internet. Because of the public environment of mobile communication and the Internet, these services are highly vulnerable to a several malicious attacks, such as unauthorized disclosure by hostile attackers. As a result, the best option for overcoming these vulnerabilities is a strong authentication method. In this paper, a lightweight authentication scheme that is based on numerical series cryptography is proposed for the IoT environments. It allows mutual authentication between IoT devices Parametric study and formal proofs are utilized to illustrate that the pro-posed approach is resistant to a variety of security threats.

Keywords: internet of things, authentication, cryptography, security protocol

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Authors: Arvind Dhingra, Ashwani Kumar Sharma

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Power quality is an important parameter for today’s consumers. Various custom power devices are in use to give a proper supply of power quality. Dynamic Voltage Restorer is one such custom power device. DVR is a static VAR device which is used for series compensation. It is a power electronic device that is used to inject a voltage in series and in synchronism to compensate for the sag in voltage. Inductive Loads are a major source of power quality distortion. The induction furnace is one such typical load. A typical induction furnace is used for melting the scrap or iron. At the time of starting the melting process, the power quality is distorted to a large extent especially with the induction of harmonics. DVR is one such approach to mitigate these harmonics. This paper is an attempt to overview the various control strategies being followed for control of power quality by using DVR. An overview of control of harmonics using DVR is also presented.

Keywords: DVR, power quality, harmonics, harmonic mitigation

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Authors: Essa Abrahim Abdulgader Saleem, Thien-My Dao

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The main objective of this paper is to optimize series-parallel system reliability using Genetic Algorithm (GA) and statistical analysis; considering system reliability constraints which involve the redundant numbers of selected components, total cost, and total weight. To perform this work, firstly the mathematical model which maximizes system reliability subject to maximum system cost and maximum system weight constraints is presented; secondly, a statistical analysis is used to optimize GA parameters, and thirdly GA is used to optimize series-parallel systems reliability. The objective is to determine the strategy choosing the redundancy level for each subsystem to maximize the overall system reliability subject to total cost and total weight constraints. Finally, the series-parallel system case study reliability optimization results are showed, and comparisons with the other previous results are presented to demonstrate the performance of our GA.

Keywords: reliability, optimization, meta-heuristic, genetic algorithm, redundancy

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Authors: J. Satya Eswari, Ch. Venkateswarlu

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The formulation of a commercial pharmaceutical product involves several composition factors and response characteristics. When the formulation requires to satisfy multiple response characteristics which are conflicting, an optimal solution requires the need for an efficient multiobjective optimization technique. In this work, a regression is combined with a non-dominated sorting differential evolution (NSDE) involving Naïve & Slow and ε constraint techniques to derive different multiobjective optimization strategies, which are then evaluated by means of a trapidil pharmaceutical formulation. The analysis of the results show the effectiveness of the strategy that combines the regression model and NSDE with the integration of both Naïve & Slow and ε constraint techniques for Pareto optimization of trapidil formulation. With this strategy, the optimal formulation at pH=6.8 is obtained with the decision variables of micro crystalline cellulose, hydroxypropyl methylcellulose and compression pressure. The corresponding response characteristics of rate constant and release order are also noted down. The comparison of these results with the experimental data and with those of other multiple regression model based multiobjective evolutionary optimization strategies signify the better performance for optimal trapidil formulation.

Keywords: pharmaceutical formulation, multiple regression model, response surface method, radial basis function network, differential evolution, multiobjective optimization

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Authors: Jasmine Latiolais

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Much of the disaster-related literature finds a positive relationship between the impact of a natural disaster and the growth of wages. Panel datasets are often used to explore these effects. However, natural disasters do not impact a single variable in the economy. Rather, natural disasters affect all facets of the economy, simultaneously, upon impact. It is difficult to control for all factors that would be influenced by the impact of a natural disaster, which can lead to lead to omitted variable bias in those studies employing panel datasets. To address this issue of omitted variable bias, an interrupted time series analysis is used to test the short-run relationship between the impact of Hurricanes Katrina and Rita on parish wage levels in Southern Louisiana, inherently controlling for economic conditions. This study provides evidence that natural disasters do increase wages in the very short term (one quarter following the impact of the hurricane) but that these results are not seen in the longer term and are not robust. In addition, the significance of the coefficients changes depending on the parish. Overall, this study finds that previous literature on this topic may not be robust when considered through a time-series lens.

Keywords: economic recovery, local economies, local wage growth, natural disasters

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Authors: S. Deswal, M. Pal

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The paper aims to compare the performance of vertical and inclined multiple plunging jets and to model and predict their mass transfer capacity by multi-linear regression based approach. The multiple vertical plunging jets have jet impact angle of θ = 90O; whereas, multiple inclined plunging jets have jet impact angle of θ = 600. The results of the study suggests that mass transfer is higher for multiple jets, and inclined multiple plunging jets have up to 1.6 times higher mass transfer than vertical multiple plunging jets under similar conditions. The derived relationship, based on multi-linear regression approach, has successfully predicted the volumetric mass transfer coefficient (KLa) from operational parameters of multiple plunging jets with a correlation coefficient of 0.973, root mean square error of 0.002 and coefficient of determination of 0.946. The results suggests that predicted overall mass transfer coefficient is in good agreement with actual experimental values; thereby suggesting the utility of derived relationship based on multi-linear regression based approach and can be successfully employed in modelling mass transfer by multiple plunging jets.

Keywords: mass transfer, multiple plunging jets, multi-linear regression, earth sciences

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Authors: Segen Asayehegn

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Introduction: In Tigray, Ethiopia, next to cervical cancer, breast cancer is one of the most common cancer health problems for women. Objectives: This article is proposed to identify the prospective and potential risk factors affecting the time-to-first-recurrence of breast cancer patients in Tigray, Ethiopia. Methods: The data were taken from the patient’s medical record that registered from January 2010 to January 2020. The study considered a sample size of 1842 breast cancer patients. Powerful non-parametric and parametric shared frailty survival regression models (FSRM) were applied, and model comparisons were performed. Results: Out of 1842 breast cancer patients, about 1290 (70.02%) recovered/cured the disease. The median cure time from breast cancer is found at 12.8 months. The model comparison suggested that the lognormal parametric shared a frailty survival regression model predicted that treatment, stage of breast cancer, smoking habit, and marital status significantly affects the first recurrence of breast cancer. Conclusion: Factors like treatment, stages of cancer, and marital status were improved while smoking habits worsened the time to cure breast cancer. Recommendation: Thus, the authors recommend reducing breast cancer health problems, the regional health sector facilities need to be improved. More importantly, concerned bodies and medical doctors should emphasize the identified factors during treatment. Furthermore, general awareness programs should be given to the community on the identified factors.

Keywords: acceleration factor, breast cancer, Ethiopia, shared frailty survival models, Tigray

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Authors: Chur Hee Lee, Jae in Lee, Minh Chau Diah, Jong Su Yoon, Seung Wan Kim

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This paper deals with Real Time Digital Simulator (RTDS) analysis about effects of transmission lines failure in power system equipped with Thyristor Controlled Series Capacitance (TCSC) in Korea. The TCSC is firstly applied in Korea to compensate real power in case of 765 kV line faults. Therefore, It is important to analyze with TCSC replica using RTDS. In this test, all systems in Korea, other than those near TCSC, were abbreviated to Thevenin equivalent. The replica was tested in the case of a line failure near the TCSC, a generator failure, and a 765-kV line failure. The effects of conventional operated STATCOM, SVC and TCSC were also analyzed. The test results will be used for the actual TCSC operational impact analysis.

Keywords: failure analysis, power system, RTDS, TCSC

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Authors: Chokri Slim

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The objective of this research is attempting to respond to this question: Is there a significant difference between the regression model and statistical learning models in predicting credit risk management? A Multiple Linear Regression (MLR) model was compared with neural networks including Multi-Layer Perceptron (MLP), and a Support vector regression (SVR). The population of this study includes 50 listed Banks in Tunis Stock Exchange (TSE) market from 2000 to 2016. Firstly, we show the factors that have significant effect on the quality of loan portfolios of banks in Tunisia. Secondly, it attempts to establish that the systematic use of objective techniques and methods designed to apprehend and assess risk when considering applications for granting credit, has a positive effect on the quality of loan portfolios of banks and their future collectability. Finally, we will try to show that the bank governance has an impact on the choice of methods and techniques for analyzing and measuring the risks inherent in the banking business, including the risk of non-repayment. The results of empirical tests confirm our claims.

Keywords: credit risk management, multiple linear regression, principal components analysis, artificial neural networks, support vector machines

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Authors: M. R. Martinez-Torres, S. L. Toral, M. Olmedilla

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Typically, virtual communities exhibit the well-known phenomenon of participation inequality, which means that only a small percentage of users is responsible of the majority of contributions. However, the sustainability of the community requires that the group of active users must be continuously nurtured with new users that gain expertise through a participation process. This paper analyzes the time evolution of Open Source Software (OSS) communities, considering users that join/abandon the community over time and several topological properties of the network when modeled as a social network. More specifically, the paper analyzes the role of those users rejoining the community and their influence in the global characteristics of the network.

Keywords: open source communities, social network Analysis, time series, virtual communities

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Authors: Sami Mestiri, Abdeljelil Farhat

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The aim of this current paper is to predict the credit risk of banks in Tunisia, over the period (2000-2005). For this purpose, two methods for the estimation of the logistic regression model with random effects: Penalized Quasi Likelihood (PQL) method and Gibbs Sampler algorithm are applied. By using the information on a sample of 528 Tunisian firms and 26 financial ratios, we show that Bayesian approach improves the quality of model predictions in terms of good classification as well as by the ROC curve result.

Keywords: forecasting, credit risk, Penalized Quasi Likelihood, Gibbs Sampler, logistic regression with random effects, curve ROC

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Authors: Priya Kedia, Kiranmoy Das

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There is a rich literature on variable selection in regression setting. However, most of these methods assume normality for the response variable under consideration for implementing the methodology and establishing the statistical properties of the estimates. In many real applications, the distribution for the response variable may be non-Gaussian, and one might be interested in finding the best subset of covariates at some predetermined quantile level. We develop dynamic Bayesian approach for variable selection in quantile regression framework. We use a zero-inflated mixture prior for the regression coefficients, and consider the asymmetric Laplace distribution for the response variable for modeling different quantiles of its distribution. An efficient Gibbs sampler is developed for our computation. Our proposed approach is assessed through extensive simulation studies, and real application of the proposed approach is also illustrated. We consider the data from health and retirement study conducted by the University of Michigan, and select the important predictors when the outcome of interest is out-of-pocket medical cost, which is considered as an important measure for financial risk. Our analysis finds important predictors at different quantiles of the outcome, and thus enhance our understanding on the effects of different predictors on the out-of-pocket medical cost.

Keywords: variable selection, quantile regression, Gibbs sampler, asymmetric Laplace distribution

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Authors: Katawut Kaewbanjong

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We analyzed a volume of data and found significant user satisfaction in software project factors. A statistical significance analysis (logistic regression) and collinearity analysis determined the significance factors from a group of 71 pre-defined factors from 191 software projects in ISBSG Release 12. The eight prediction models used for testing the prediction potential of these factors were Neural network, k-NN, Naïve Bayes, Random forest, Decision tree, Gradient boosted tree, linear regression and logistic regression prediction model. Fifteen pre-defined factors were truly significant in predicting user satisfaction, and they provided 82.71% prediction accuracy when used with a neural network prediction model. These factors were client-server, personnel changes, total defects delivered, project inactive time, industry sector, application type, development type, how methodology was acquired, development techniques, decision making process, intended market, size estimate approach, size estimate method, cost recording method, and effort estimate method. These findings may benefit software development managers considerably.

Keywords: prediction model, statistical analysis, software project, user satisfaction factor

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Authors: Tahani Salman Alangari

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Student success can be impacted by internal factors such as their emotional well-being and external factors such as organizational support and instructional support in the classroom. This study is to identify at least one factor that forecasts student engagement. It is a cross-sectional, conducted on 6206 teachers and encompassed three years of data collection and observations of math instruction in approximately 50 schools and 300 classrooms. A multiple linear regression revealed that a model predicting student engagement from emotional support, classroom organization, and instructional support was significant. Four linear regression models were tested using hierarchical regression to examine the effects of independent variables: emotional support was the highest predictor of student engagement while instructional support was the lowest.

Keywords: student engagement, emotional support, organizational support, instructional support, well-being

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Authors: Xuan Hua Huang, Shu Fen Wu, Yi Ting Huang, Pi Yueh Lee

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Background: In Taiwan, the Taiwan healthcare care Indicator Series regards the rate of hospital readmission as an important indicator of healthcare quality. Unplanned readmission not only effects patient’s condition but also increase healthcare utilization rate and healthcare costs. Purpose: The purpose of this study was explored the effects of adult unplanned readmission within 14 days of discharge at a regional teaching hospital in South Taiwan. Methods: The retrospectively review design was used. A total 495 participants of unplanned readmissions and 878 of non-readmissions within 14 days recruited from a regional teaching hospital in Southern Taiwan. The instruments used included the Charlson Comorbidity Index, and demographic characteristics, and disease-related variables. Statistical analyses were performed with SPSS version 22.0. The descriptive statistics were used (means, standard deviations, and percentage) and the inferential statistics were used T-test, Chi-square test and Logistic regression. Results: The unplanned readmissions within 14 days rate was 36%. The majorities were 268 males (54.1%), aged >65 were 318 (64.2%), and mean age was 68.8±14.65 years (23-98years). The mean score for the comorbidities was 3.77±2.73. The top three diagnosed of the readmission were digestive diseases (32.7%), respiratory diseases (15.2%), and genitourinary diseases (10.5%). There were significant relationships among the gender, age, marriage, comorbidity status, and discharge planning services (χ2: 3.816-16.474, p: 0.051~0.000). Logistic regression analysis showed that old age (OR = 1.012, 95% CI: 1.003, 1.021), had the multi-morbidity (OR = 0.712~4.040, 95% CI: 0.559~8.522), had been consult with discharge planning services (OR = 1.696, 95% CI: 1.105, 2.061) have a higher risk of readmission. Conclusions: This study finds that multi-morbidity was independent risk factor for unplanned readmissions at 14 days, recommended that the interventional treatment of the medical team be provided to provide integrated care for multi-morbidity to improve the patient's self-care ability and reduce the 14-day unplanned readmission rate.

Keywords: unplanned readmission, comorbidities, Charlson comorbidity index, logistic regression

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Authors: Seydou Sinde

Abstract:

The aims of this paper are to formulate mathematical expressions that can be used to estimate the standpipe pressure (SPP). The developed formulas take into account the main factors that, directly or indirectly, affect the behavior of SPP values. Fluid rheology and well hydraulics are some of these essential factors. Mud Plastic viscosity, yield point, flow power, consistency index, flow rate, drillstring, and annular geometries are represented by the frictional pressure (Pf), which is one of the input independent parameters and is calculated, in this paper, using Herschel-Bulkley rheological model. Other input independent parameters include the rate of penetration (ROP), applied load or weight on the bit (WOB), bit revolutions per minute (RPM), bit torque (TRQ), and hole inclination and direction coupled in the hole curvature or dogleg (DL). The technique of repeating parameters and Buckingham PI theorem are used to reduce the number of the input independent parameters into the dimensionless revolutions per minute (RPMd), the dimensionless torque (TRQd), and the dogleg, which is already in the dimensionless form of radians. Multivariable linear and polynomial regression technique using PTC Mathcad Prime 4.0 is used to analyze and determine the exact relationships between the dependent parameter, which is SPP, and the remaining three dimensionless groups. Three models proved sufficiently satisfactory to estimate the standpipe pressure: multivariable linear regression model 1 containing three regression coefficients for vertical wells; multivariable linear regression model 2 containing four regression coefficients for deviated wells; and multivariable polynomial quadratic regression model containing six regression coefficients for both vertical and deviated wells. Although that the linear regression model 2 (with four coefficients) is relatively more complex and contains an additional term over the linear regression model 1 (with three coefficients), the former did not really add significant improvements to the later except for some minor values. Thus, the effect of the hole curvature or dogleg is insignificant and can be omitted from the input independent parameters without significant losses of accuracy. The polynomial quadratic regression model is considered the most accurate model due to its relatively higher accuracy for most of the cases. Data of nine wells from the Middle East were used to run the developed models with satisfactory results provided by all of them, even if the multivariable polynomial quadratic regression model gave the best and most accurate results. Development of these models is useful not only to monitor and predict, with accuracy, the values of SPP but also to early control and check for the integrity of the well hydraulics as well as to take the corrective actions should any unexpected problems appear, such as pipe washouts, jet plugging, excessive mud losses, fluid gains, kicks, etc.

Keywords: standpipe, pressure, hydraulics, nondimensionalization, parameters, regression

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Authors: Hyon I. Paek, Sang Rim Kim, Hyon A. Ryu

Abstract:

In functional linear regression, one typical problem is to reduce dimension. Compared with multivariate linear regression, functional linear regression is regarded as an infinite-dimensional case, and the main task is to reduce dimensions of functional response and functional predictors. One common approach is to adapt functional principal component analysis (FPCA) on functional predictors and then use a few leading functional principal components (FPC) to predict the functional model. The leading FPCs estimated by the typical FPCA explain a major variation of the functional predictor, but these leading FPCs may not be mostly correlated with the functional response, so they may not be significant in the prediction for response. In this paper, we propose a supervised functional principal component analysis method for a functional response model with FPCs obtained by considering the correlation of the functional response. Our method would have a better prediction accuracy than the typical FPCA method.

Keywords: supervised, functional principal component analysis, functional response, functional linear regression

Procedia PDF Downloads 82

Authors: Hossein Alimohammadi, Mohsen Amirmojahedi, Mehrdad Rowhani

Abstract:

Soil properties are used by geotechnical engineers to evaluate and analyze site conditions for designing purposes. Although basic soil classification tests are easy to perform and provide useful information to determine the properties of soils, it may take time to get the result and add some costs to the projects. Standard Penetration Test (SPT) provides an opportunity to evaluate soil parameters without performing laboratory tests. In addition to its simplicity and cheapness, the results become available immediately. This research provides a guideline on the application of the SPT test method, reliability of adapting the SPT test results in evaluating soil physical and mechanical properties such as Atterberg limits, shear strength, and compressive strength compressibility parameters. A total of 70 boreholes were investigated in this study by taking soil samples between depths of 1.2 to 15.25 meters. The project site was located in Morrow County, Ohio. A regression-based formula was proposed based on Tobit regression with a stepwise variable selection analysis conducted between SPT and other typical soil properties obtained from soil tests. The results of the research illustrated that the shear strength and physical properties of the soil affect the SPT number. The proposed correlation can help engineers to use SPT test results in their design with higher accuracy.

Keywords: standard penetration test, soil properties, soil classification, regression method

Procedia PDF Downloads 192

Authors: Lia Matchavariani

Abstract:

Water reservoir construction on the rivers flowing into the sea complicates the coast protection, seashore starts to degrade causing coast erosion and disaster on the backdrop of current climate change. The instruments of the impact of a water reservoir on the climate and coastal areas are its contact surface with the atmosphere and the area irrigated with its water or humidified with infiltrated waters. The Black Sea coastline is characterized by the highest ecological vulnerability. The type and intensity of the water reservoir impact are determined by its morphometry, type of regulation, level regime, and geomorphological and geological characteristics of the adjoining area. Studies showed the impact of the water reservoir on the climate, on its comfort parameters is positive if it is located in the zone of insufficient humidity and vice versa, is negative if the water reservoir is found in the zone with abundant humidity. There are many natural and anthropogenic factors determining the peculiarities of the impact of the water reservoir on the climate, which can be assessed with maximum accuracy by the so-called “long series” method, which operates on the meteorological elements (temperature, wind, precipitations, etc.) with the long series formed with the stationary observation data. This is the time series, which consists of two periods with statistically sufficient duration. The first period covers the observations up to the formation of the water reservoir and another period covers the observations accomplished during its operation. If no such data are available, or their series is statistically short, “an analog” method is used. Such an analog water reservoir is selected based on the similarity of the environmental conditions. It must be located within the zone of the designed water reservoir, under similar environmental conditions, and besides, a sufficient number of observations accomplished in its coastal zone.

Keywords: coast-constituent sediment, eustasy, meteorological parameters, seashore degradation, water reservoirs impact

Procedia PDF Downloads 49