Search results for: vector autoregressive
Commenced in January 2007
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Edition: International
Paper Count: 1203

Search results for: vector autoregressive

843 Analysis the Nexus among Ethnic Polarization, Globalization and Export Diversification of Pakistan

Authors: Naima Mubeen

Abstract:

Multi-ethnic societies play a crucial role in managing relevant policies and their implication. Pakistan is a classic case of multicultural identity, social evils and a wide-range of preferential ethnic policies. The major objectives of this study are to explore the relationship between ethnic diversity, globalization and export diversification of Pakistan. For empirical analysis of this underlying nexus by utilizing time series data from 1970 to 2016, this study used the autoregressive distributed lags (ARDL) technique. The empirical finding of this study reveals that ethnic diversity is an essential component for enhancing globalization and export diversification in the case of Pakistan. Regarding the promotion of globalization and export diversification at different forums of the country, this study suggested that government needs to take steps for the promotion of society towards more cohesiveness by fair justice-based system and awareness programs.

Keywords: ethnic diversity, social exclusion, globalization, export diversification

Procedia PDF Downloads 104
842 An Approach to Noise Variance Estimation in Very Low Signal-to-Noise Ratio Stochastic Signals

Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

Abstract:

This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: noise, signal-to-noise ratio, stochastic signals, variance estimation

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841 Nonparametric Estimation of Risk-Neutral Densities via Empirical Esscher Transform

Authors: Manoel Pereira, Alvaro Veiga, Camila Epprecht, Renato Costa

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This paper introduces an empirical version of the Esscher transform for risk-neutral option pricing. Traditional parametric methods require the formulation of an explicit risk-neutral model and are operational only for a few probability distributions for the returns of the underlying. In our proposal, we make only mild assumptions on the pricing kernel and there is no need for the formulation of the risk-neutral model for the returns. First, we simulate sample paths for the returns under the physical distribution. Then, based on the empirical Esscher transform, the sample is reweighted, giving rise to a risk-neutralized sample from which derivative prices can be obtained by a weighted sum of the options pay-offs in each path. We compare our proposal with some traditional parametric pricing methods in four experiments with artificial and real data.

Keywords: esscher transform, generalized autoregressive Conditional Heteroscedastic (GARCH), nonparametric option pricing

Procedia PDF Downloads 478
840 Parkinson’s Disease Detection Analysis through Machine Learning Approaches

Authors: Muhtasim Shafi Kader, Fizar Ahmed, Annesha Acharjee

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Machine learning and data mining are crucial in health care, as well as medical information and detection. Machine learning approaches are now being utilized to improve awareness of a variety of critical health issues, including diabetes detection, neuron cell tumor diagnosis, COVID 19 identification, and so on. Parkinson’s disease is basically a disease for our senior citizens in Bangladesh. Parkinson's Disease indications often seem progressive and get worst with time. People got affected trouble walking and communicating with the condition advances. Patients can also have psychological and social vagaries, nap problems, hopelessness, reminiscence loss, and weariness. Parkinson's disease can happen in both men and women. Though men are affected by the illness at a proportion that is around partial of them are women. In this research, we have to get out the accurate ML algorithm to find out the disease with a predictable dataset and the model of the following machine learning classifiers. Therefore, nine ML classifiers are secondhand to portion study to use machine learning approaches like as follows, Naive Bayes, Adaptive Boosting, Bagging Classifier, Decision Tree Classifier, Random Forest classifier, XBG Classifier, K Nearest Neighbor Classifier, Support Vector Machine Classifier, and Gradient Boosting Classifier are used.

Keywords: naive bayes, adaptive boosting, bagging classifier, decision tree classifier, random forest classifier, XBG classifier, k nearest neighbor classifier, support vector classifier, gradient boosting classifier

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839 Identification of Hepatocellular Carcinoma Using Supervised Learning Algorithms

Authors: Sagri Sharma

Abstract:

Analysis of diseases integrating multi-factors increases the complexity of the problem and therefore, development of frameworks for the analysis of diseases is an issue that is currently a topic of intense research. Due to the inter-dependence of the various parameters, the use of traditional methodologies has not been very effective. Consequently, newer methodologies are being sought to deal with the problem. Supervised Learning Algorithms are commonly used for performing the prediction on previously unseen data. These algorithms are commonly used for applications in fields ranging from image analysis to protein structure and function prediction and they get trained using a known dataset to come up with a predictor model that generates reasonable predictions for the response to new data. Gene expression profiles generated by DNA analysis experiments can be quite complex since these experiments can involve hypotheses involving entire genomes. The application of well-known machine learning algorithm - Support Vector Machine - to analyze the expression levels of thousands of genes simultaneously in a timely, automated and cost effective way is thus used. The objectives to undertake the presented work are development of a methodology to identify genes relevant to Hepatocellular Carcinoma (HCC) from gene expression dataset utilizing supervised learning algorithms and statistical evaluations along with development of a predictive framework that can perform classification tasks on new, unseen data.

Keywords: artificial intelligence, biomarker, gene expression datasets, hepatocellular carcinoma, machine learning, supervised learning algorithms, support vector machine

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838 Comparative Methods for Speech Enhancement and the Effects on Text-Independent Speaker Identification Performance

Authors: R. Ajgou, S. Sbaa, S. Ghendir, A. Chemsa, A. Taleb-Ahmed

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The speech enhancement algorithm is to improve speech quality. In this paper, we review some speech enhancement methods and we evaluated their performance based on Perceptual Evaluation of Speech Quality scores (PESQ, ITU-T P.862). All method was evaluated in presence of different kind of noise using TIMIT database and NOIZEUS noisy speech corpus.. The noise was taken from the AURORA database and includes suburban train noise, babble, car, exhibition hall, restaurant, street, airport and train station noise. Simulation results showed improved performance of speech enhancement for Tracking of non-stationary noise approach in comparison with various methods in terms of PESQ measure. Moreover, we have evaluated the effects of the speech enhancement technique on Speaker Identification system based on autoregressive (AR) model and Mel-frequency Cepstral coefficients (MFCC).

Keywords: speech enhancement, pesq, speaker recognition, MFCC

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837 Assessment of Pre-Processing Influence on Near-Infrared Spectra for Predicting the Mechanical Properties of Wood

Authors: Aasheesh Raturi, Vimal Kothiyal, P. D. Semalty

Abstract:

We studied mechanical properties of Eucalyptus tereticornis using FT-NIR spectroscopy. Firstly, spectra were pre-processed to eliminate useless information. Then, prediction model was constructed by partial least squares regression. To study the influence of pre-processing on prediction of mechanical properties for NIR analysis of wood samples, we applied various pretreatment methods like straight line subtraction, constant offset elimination, vector-normalization, min-max normalization, multiple scattering. Correction, first derivative, second derivatives and their combination with other treatment such as First derivative + straight line subtraction, First derivative+ vector normalization and First derivative+ multiplicative scattering correction. The data processing methods in combination of preprocessing with different NIR regions, RMSECV, RMSEP and optimum factors/rank were obtained by optimization process of model development. More than 350 combinations were obtained during optimization process. More than one pre-processing method gave good calibration/cross-validation and prediction/test models, but only the best calibration/cross-validation and prediction/test models are reported here. The results show that one can safely use NIR region between 4000 to 7500 cm-1 with straight line subtraction, constant offset elimination, first derivative and second derivative preprocessing method which were found to be most appropriate for models development.

Keywords: FT-NIR, mechanical properties, pre-processing, PLS

Procedia PDF Downloads 337
836 Risk Management of Water Derivatives: A New Commodity in The Market

Authors: Daniel Mokatsanyane, Johnny Jansen Van Rensburg

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This paper is a concise introduction of the risk management on the water derivatives market. Water, a new commodity in the market, is one of the most important commodity on earth. As important to life and planet as crops, metals, and energy, none of them matters without water. This paper presents a brief overview of water as a tradable commodity via a new first of its kind futures contract on the Nasdaq Veles California Water Index (NQH2O) derivative instrument, TheGeneralised Autoregressive Conditional Heteroscedasticity (GARCH) statistical model will be the used to measure the water price volatility of the instrument and its performance since it’s been traded. describe the main products and illustrate their usage in risk management and also discuss key challenges with modeling and valuation of water as a traded commodity and finally discuss how water derivatives may be taken as an alternative asset investment class.

Keywords: water derivatives, commodity market, nasdaq veles california water Index (NQH2O, water price, risk management

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835 Theoretical Analysis of Photoassisted Field Emission near the Metal Surface Using Transfer Hamiltonian Method

Authors: Rosangliana Chawngthu, Ramkumar K. Thapa

Abstract:

A model calculation of photoassisted field emission current (PFEC) by using transfer Hamiltonian method will be present here. When the photon energy is incident on the surface of the metals, such that the energy of a photon is usually less than the work function of the metal under investigation. The incident radiation photo excites the electrons to a final state which lies below the vacuum level; the electrons are confined within the metal surface. A strong static electric field is then applied to the surface of the metal which causes the photoexcited electrons to tunnel through the surface potential barrier into the vacuum region and constitutes the considerable current called photoassisted field emission current. The incident radiation is usually a laser beam, causes the transition of electrons from the initial state to the final state and the matrix element for this transition will be written. For the calculation of PFEC, transfer Hamiltonian method is used. The initial state wavefunction is calculated by using Kronig-Penney potential model. The effect of the matrix element will also be studied. An appropriate dielectric model for the surface region of the metal will be used for the evaluation of vector potential. FORTRAN programme is used for the calculation of PFEC. The results will be checked with experimental data and the theoretical results.

Keywords: photoassisted field emission, transfer Hamiltonian, vector potential, wavefunction

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834 A Novel PfkB Gene Cloning and Characterization for Expression in Potato Plants

Authors: Arfan Ali, Idrees Ahmad Nasir

Abstract:

Potato (Solanum tuberosum) is an important cash crop and popular vegetable in Pakistan and throughout the world. Cold storage of potatoes accelerates the conversion of starch into reduced sugars (glucose and fructose). This process causes dry mass and bitter taste in the potatoes that are not acceptable to end consumers. In the current study, the phosphofructokinase B gene was cloned into the pET-30 vector for protein expression and the pCambia-1301 vector for plant expression. Amplification of a 930bp product from an E. coli strain determined the successful isolation of the phosphofructokinase B gene. Restriction digestion using NcoI and BglII along with the amplification of the 930bp product using gene specific primers confirmed the successful cloning of the PfkB gene in both vectors. The protein was expressed as a His-PfkB fusion protein. Western blot analysis confirmed the presence of the 35 Kda PfkB protein when hybridized with anti-His antibodies. The construct Fani-01 was evaluated transiently using a histochemical gus assay. The appearance of blue color in the agroinfiltrated area of potato leaves confirmed the successful expression of construct Fani-01. Further, the area displaying gus expression was evaluated for PfkB expression using ELISA. Moreover, PfkB gene expression evaluated through transient expression determined successful gene expression and highlighted its potential utilization for stable expression in potato to reduce sweetening due to long-term storage.

Keywords: potato, Solanum tuberosum, transformation, PfkB, anti-sweetening

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833 Improved Classification Procedure for Imbalanced and Overlapped Situations

Authors: Hankyu Lee, Seoung Bum Kim

Abstract:

The issue with imbalance and overlapping in the class distribution becomes important in various applications of data mining. The imbalanced dataset is a special case in classification problems in which the number of observations of one class (i.e., major class) heavily exceeds the number of observations of the other class (i.e., minor class). Overlapped dataset is the case where many observations are shared together between the two classes. Imbalanced and overlapped data can be frequently found in many real examples including fraud and abuse patients in healthcare, quality prediction in manufacturing, text classification, oil spill detection, remote sensing, and so on. The class imbalance and overlap problem is the challenging issue because this situation degrades the performance of most of the standard classification algorithms. In this study, we propose a classification procedure that can effectively handle imbalanced and overlapped datasets by splitting data space into three parts: nonoverlapping, light overlapping, and severe overlapping and applying the classification algorithm in each part. These three parts were determined based on the Hausdorff distance and the margin of the modified support vector machine. An experiments study was conducted to examine the properties of the proposed method and compared it with other classification algorithms. The results showed that the proposed method outperformed the competitors under various imbalanced and overlapped situations. Moreover, the applicability of the proposed method was demonstrated through the experiment with real data.

Keywords: classification, imbalanced data with class overlap, split data space, support vector machine

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832 Pyrethroid and Organophosphate Susceptibility Status of Aedesaegypti (Linnaeus), Aedes albopictus (Skuse) and Culex quinquefasciatus (Say) in Penang, Malaysia

Authors: Hadura Abu Hasan, Zairi Jaal, P. J. McCall

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Dengue is a serious problem in Malaysia, particularly in high-density urban communities with lower socio-economic levels. This study evaluated the susceptibility of local populations of Aedesaegypti (Linnaeus), Aedesalbopictus (Skuse) and Culexquinquefasciatus (Say) from the traditional community of BaganDalam, Penang, Malaysia to lambdacyhalothrin and pirimiphos-methyl using standard World Health Organization (WHO) adult bioassay test. Unfed female mosquitoes aged 3-5 days were exposed to WHO recommended dosages of insecticides over fixed time periods with results presented as knock-down time (KT50) for each strain.The insecticide susceptible VCRU laboratory strain was usedas control. All three specieswere highly resistant to lambda-cyhalothrin with less than 10% mortality at 24 hours after treatment. In contrast, Ae.aegypti and Ae. albopictus were susceptible to pirimiphos-methyl, showing 100% mortality recorded 24 hoursafter treatment. Cx. quinquefasciatuswasclassed as ‘suspected resistant’ to pirimiphos-methyl as mortality recorded 24 hours after treatment was 94-96%. The results indicate that organophosphates such as pirimiphos-methyl might be used as alternative to pyrethroid for dengue vector control in this dengue-prone area.

Keywords: vector control, aedes aegypti, aedes albopictus, dengue, culex quinquefasciatus, residuals insecticides, pyrethroid, organophosphate, resistant, mosquito

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831 The Application of Video Segmentation Methods for the Purpose of Action Detection in Videos

Authors: Nassima Noufail, Sara Bouhali

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In this work, we develop a semi-supervised solution for the purpose of action detection in videos and propose an efficient algorithm for video segmentation. The approach is divided into video segmentation, feature extraction, and classification. In the first part, a video is segmented into clips, and we used the K-means algorithm for this segmentation; our goal is to find groups based on similarity in the video. The application of k-means clustering into all the frames is time-consuming; therefore, we started by the identification of transition frames where the scene in the video changes significantly, and then we applied K-means clustering into these transition frames. We used two image filters, the gaussian filter and the Laplacian of Gaussian. Each filter extracts a set of features from the frames. The Gaussian filter blurs the image and omits the higher frequencies, and the Laplacian of gaussian detects regions of rapid intensity changes; we then used this vector of filter responses as an input to our k-means algorithm. The output is a set of cluster centers. Each video frame pixel is then mapped to the nearest cluster center and painted with a corresponding color to form a visual map. The resulting visual map had similar pixels grouped. We then computed a cluster score indicating how clusters are near each other and plotted a signal representing frame number vs. clustering score. Our hypothesis was that the evolution of the signal would not change if semantically related events were happening in the scene. We marked the breakpoints at which the root mean square level of the signal changes significantly, and each breakpoint is an indication of the beginning of a new video segment. In the second part, for each segment from part 1, we randomly selected a 16-frame clip, then we extracted spatiotemporal features using convolutional 3D network C3D for every 16 frames using a pre-trained model. The C3D final output is a 512-feature vector dimension; hence we used principal component analysis (PCA) for dimensionality reduction. The final part is the classification. The C3D feature vectors are used as input to a multi-class linear support vector machine (SVM) for the training model, and we used a multi-classifier to detect the action. We evaluated our experiment on the UCF101 dataset, which consists of 101 human action categories, and we achieved an accuracy that outperforms the state of art by 1.2%.

Keywords: video segmentation, action detection, classification, Kmeans, C3D

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830 Parallel Pipelined Conjugate Gradient Algorithm on Heterogeneous Platforms

Authors: Sergey Kopysov, Nikita Nedozhogin, Leonid Tonkov

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The article presents a parallel iterative solver for large sparse linear systems which can be used on a heterogeneous platform. Traditionally, the problem of solving linear systems does not scale well on multi-CPU/multi-GPUs clusters. For example, most of the attempts to implement the classical conjugate gradient method were at best counted in the same amount of time as the problem was enlarged. The paper proposes the pipelined variant of the conjugate gradient method (PCG), a formulation that is potentially better suited for hybrid CPU/GPU computing since it requires only one synchronization point per one iteration instead of two for standard CG. The standard and pipelined CG methods need the vector entries generated by the current GPU and other GPUs for matrix-vector products. So the communication between GPUs becomes a major performance bottleneck on multi GPU cluster. The article presents an approach to minimize the communications between parallel parts of algorithms. Additionally, computation and communication can be overlapped to reduce the impact of data exchange. Using the pipelined version of the CG method with one synchronization point, the possibility of asynchronous calculations and communications, load balancing between the CPU and GPU for solving the large linear systems allows for scalability. The algorithm is implemented with the combined use of technologies: MPI, OpenMP, and CUDA. We show that almost optimum speed up on 8-CPU/2GPU may be reached (relatively to a one GPU execution). The parallelized solver achieves a speedup of up to 5.49 times on 16 NVIDIA Tesla GPUs, as compared to one GPU.

Keywords: conjugate gradient, GPU, parallel programming, pipelined algorithm

Procedia PDF Downloads 148
829 A Machine Learning Approach for Earthquake Prediction in Various Zones Based on Solar Activity

Authors: Viacheslav Shkuratskyy, Aminu Bello Usman, Michael O’Dea, Saifur Rahman Sabuj

Abstract:

This paper examines relationships between solar activity and earthquakes; it applied machine learning techniques: K-nearest neighbour, support vector regression, random forest regression, and long short-term memory network. Data from the SILSO World Data Center, the NOAA National Center, the GOES satellite, NASA OMNIWeb, and the United States Geological Survey were used for the experiment. The 23rd and 24th solar cycles, daily sunspot number, solar wind velocity, proton density, and proton temperature were all included in the dataset. The study also examined sunspots, solar wind, and solar flares, which all reflect solar activity and earthquake frequency distribution by magnitude and depth. The findings showed that the long short-term memory network model predicts earthquakes more correctly than the other models applied in the study, and solar activity is more likely to affect earthquakes of lower magnitude and shallow depth than earthquakes of magnitude 5.5 or larger with intermediate depth and deep depth.

Keywords: k-nearest neighbour, support vector regression, random forest regression, long short-term memory network, earthquakes, solar activity, sunspot number, solar wind, solar flares

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828 An Application of Vector Error Correction Model to Assess Financial Innovation Impact on Economic Growth of Bangladesh

Authors: Md. Qamruzzaman, Wei Jianguo

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Over the decade, it is observed that financial development, through financial innovation, not only accelerated development of efficient and effective financial system but also act as a catalyst in the economic development process. In this study, we try to explore insight about how financial innovation causes economic growth in Bangladesh by using Vector Error Correction Model (VECM) for the period of 1990-2014. Test of Cointegration confirms the existence of a long-run association between financial innovation and economic growth. For investigating directional causality, we apply Granger causality test and estimation explore that long-run growth will be affected by capital flow from non-bank financial institutions and inflation in the economy but changes of growth rate do not have any impact on Capital flow in the economy and level of inflation in long-run. Whereas, growth and Market capitalization, as well as market capitalization and capital flow, confirm feedback hypothesis. Variance decomposition suggests that any innovation in the financial sector can cause GDP variation fluctuation in both long run and short run. Financial innovation promotes efficiency and cost in financial transactions in the financial system, can boost economic development process. The study proposed two policy recommendations for further development. First, innovation friendly financial policy should formulate to encourage adaption and diffusion of financial innovation in the financial system. Second, operation of financial market and capital market should be regulated with implementation of rules and regulation to create conducive environment.

Keywords: financial innovation, economic growth, GDP, financial institution, VECM

Procedia PDF Downloads 254
827 Forecasting Regional Data Using Spatial Vars

Authors: Taisiia Gorshkova

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Since the 1980s, spatial correlation models have been used more often to model regional indicators. An increasingly popular method for studying regional indicators is modeling taking into account spatial relationships between objects that are part of the same economic zone. In 2000s the new class of model – spatial vector autoregressions was developed. The main difference between standard and spatial vector autoregressions is that in the spatial VAR (SpVAR), the values of indicators at time t may depend on the values of explanatory variables at the same time t in neighboring regions and on the values of explanatory variables at time t-k in neighboring regions. Thus, VAR is a special case of SpVAR in the absence of spatial lags, and the spatial panel data model is a special case of spatial VAR in the absence of time lags. Two specifications of SpVAR were applied to Russian regional data for 2000-2017. The values of GRP and regional CPI are used as endogenous variables. The lags of GRP, CPI and the unemployment rate were used as explanatory variables. For comparison purposes, the standard VAR without spatial correlation was used as “naïve” model. In the first specification of SpVAR the unemployment rate and the values of depending variables, GRP and CPI, in neighboring regions at the same moment of time t were included in equations for GRP and CPI respectively. To account for the values of indicators in neighboring regions, the adjacency weight matrix is used, in which regions with a common sea or land border are assigned a value of 1, and the rest - 0. In the second specification the values of depending variables in neighboring regions at the moment of time t were replaced by these values in the previous time moment t-1. According to the results obtained, when inflation and GRP of neighbors are added into the model both inflation and GRP are significantly affected by their previous values, and inflation is also positively affected by an increase in unemployment in the previous period and negatively affected by an increase in GRP in the previous period, which corresponds to economic theory. GRP is not affected by either the inflation lag or the unemployment lag. When the model takes into account lagged values of GRP and inflation in neighboring regions, the results of inflation modeling are practically unchanged: all indicators except the unemployment lag are significant at a 5% significance level. For GRP, in turn, GRP lags in neighboring regions also become significant at a 5% significance level. For both spatial and “naïve” VARs the RMSE were calculated. The minimum RMSE are obtained via SpVAR with lagged explanatory variables. Thus, according to the results of the study, it can be concluded that SpVARs can accurately model both the actual values of macro indicators (particularly CPI and GRP) and the general situation in the regions

Keywords: forecasting, regional data, spatial econometrics, vector autoregression

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826 Data Poisoning Attacks on Federated Learning and Preventive Measures

Authors: Beulah Rani Inbanathan

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In the present era, it is vivid from the numerous outcomes that data privacy is being compromised in various ways. Machine learning is one technology that uses the centralized server, and then data is given as input which is being analyzed by the algorithms present on this mentioned server, and hence outputs are predicted. However, each time the data must be sent by the user as the algorithm will analyze the input data in order to predict the output, which is prone to threats. The solution to overcome this issue is federated learning, where the models alone get updated while the data resides on the local machine and does not get exchanged with the other local models. Nevertheless, even on these local models, there are chances of data poisoning, and it is crystal clear from various experiments done by many people. This paper delves into many ways where data poisoning occurs and the many methods through which it is prevalent that data poisoning still exists. It includes the poisoning attacks on IoT devices, Edge devices, Autoregressive model, and also, on Industrial IoT systems and also, few points on how these could be evadible in order to protect our data which is personal, or sensitive, or harmful when exposed.

Keywords: data poisoning, federated learning, Internet of Things, edge computing

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825 Determinants of Economic Growth in Pakistan: A Structural Vector Auto Regression Approach

Authors: Muhammad Ajmair

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This empirical study followed structural vector auto regression (SVAR) approach proposed by the so-called AB-model of Amisano and Giannini (1997) to check the impact of relevant macroeconomic determinants on economic growth in Pakistan. Before that auto regressive distributive lag (ARDL) bound testing technique and time varying parametric approach along with general to specific approach was employed to find out relevant significant determinants of economic growth. To our best knowledge, no author made such a study that employed auto regressive distributive lag (ARDL) bound testing and time varying parametric approach with general to specific approach in empirical literature, but current study will bridge this gap. Annual data was taken from World Development Indicators (2014) during period 1976-2014. The widely-used Schwarz information criterion and Akaike information criterion were considered for the lag length in each estimated equation. Main findings of the study are that remittances received, gross national expenditures and inflation are found to be the best relevant positive and significant determinants of economic growth. Based on these empirical findings, we conclude that government should focus on overall economic growth augmenting factors while formulating any policy relevant to the concerned sector.

Keywords: economic growth, gross national expenditures, inflation, remittances

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824 Copula Markov Switching Multifractal Models for Forecasting Value-at-Risk

Authors: Giriraj Achari, Malay Bhattacharyya

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In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.

Keywords: Copula, Markov Switching, multifractal, value-at-risk

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823 Sleep Apnea Hypopnea Syndrom Diagnosis Using Advanced ANN Techniques

Authors: Sachin Singh, Thomas Penzel, Dinesh Nandan

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Accurate identification of Sleep Apnea Hypopnea Syndrom Diagnosis is difficult problem for human expert because of variability among persons and unwanted noise. This paper proposes the diagonosis of Sleep Apnea Hypopnea Syndrome (SAHS) using airflow, ECG, Pulse and SaO2 signals. The features of each type of these signals are extracted using statistical methods and ANN learning methods. These extracted features are used to approximate the patient's Apnea Hypopnea Index(AHI) using sample signals in model. Advance signal processing is also applied to snore sound signal to locate snore event and SaO2 signal is used to support whether determined snore event is true or noise. Finally, Apnea Hypopnea Index (AHI) event is calculated as per true snore event detected. Experiment results shows that the sensitivity can reach up to 96% and specificity to 96% as AHI greater than equal to 5.

Keywords: neural network, AHI, statistical methods, autoregressive models

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822 Assessment of the Relationship between Energy Price Dynamics and Green Growth in the Sub-Sharan Africa

Authors: Christopher I. Ifeacho, Adeleke Omolade

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The paper examines the relationship between energy price dynamics and green growth in Sub Sahara African Countries. The quest for adopting green energy in order to improve green growth that can engender sustainability and stability has received more attention from researchers in recent times. This study uses a panel autoregressive distributed lag approach to investigate this relationship. Findings from the result showed that energy price dynamics and exchange rates have more short-run significant impacts on green growth in individual countries rather than the pooled result. Furthermore, the long-run result confirmed that inflation and capital have a significant long-run relationship with green growth. The causality test result revealed the existence of a bi-directional relationship between green growth and energy price dynamics. The study recommends caution in a currency devaluation and improvement in renewable energy production in the Sub Sahara Africa in order to achieve sustainable green growth.

Keywords: green growth, energy price dynamics, Sub Saharan Africa, relationship

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821 Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart

Authors: Yupaporn Areepong

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The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL0). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).

Keywords: average run length, optimal parameters, exponentially weighted moving average (EWMA), control chart

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820 Spatio-Temporal Analysis and Mapping of Malaria in Thailand

Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit

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This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.

Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation

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819 The Effect of Extensive Mosquito Migration on Dengue Control as Revealed by Phylogeny of Dengue Vector Aedes aegypti

Authors: M. D. Nirmani, K. L. N. Perera, G. H. Galhena

Abstract:

Dengue has become one of the most important arbo-viral disease in all tropical and subtropical regions of the world. Aedes aegypti, is the principal vector of the virus, vary in both epidemiological and behavioral characteristics, which could be finely measured through DNA sequence comparison at their population level. Such knowledge in the population differences can assist in implementation of effective vector control strategies allowing to make estimates of the gene flow and adaptive genomic changes, which are important predictors of the spread of Wolbachia infection or insecticide resistance. As such, this study was undertaken to investigate the phylogenetic relationships of Ae. aegypti from Galle and Colombo, Sri Lanka, based on the ribosomal protein region which spans between two exons, in order to understand the geographical distribution of genetically distinct mosquito clades and its impact on mosquito control measures. A 320bp DNA region spanning from 681-930 bp, corresponding to the ribosomal protein, was sequenced in 62 Ae. aegypti larvae collected from Galle (N=30) and Colombo (N=32), Sri Lanka. The sequences were aligned using ClustalW and the haplotypes were determined with DnaSP 5.10. Phylogenetic relationships among haplotypes were constructed using the maximum likelihood method under Tamura 3 parameter model in MEGA 7.0.14 including three previously reported sequences of Australian (N=2) and Brazilian (N=1) Ae. aegypti. The bootstrap support was calculated using 1000 replicates and the tree was rooted using Aedes notoscriptus (GenBank accession No. KJ194101). Among all sequences, nineteen different haplotypes were found among which five haplotypes were shared between 80% of mosquitoes in the two populations. Seven haplotypes were unique to each of the population. Phylogenetic tree revealed two basal clades and a single derived clade. All observed haplotypes of the two Ae. aegypti populations were distributed in all the three clades, indicating a lack of genetic differentiation between populations. The Brazilian Ae. aegypti haplotype and one of the Australian haplotypes were grouped together with the Sri Lankan basal haplotype in the same basal clade, whereas the other Australian haplotype was found in the derived clade. Phylogram showed that Galle and Colombo Ae. aegypti populations are highly related to each other despite the large geographic distance (129 Km) indicating a substantial genetic similarity between them. This may have probably arisen from passive migration assisted by human travelling and trade through both land and water as the two areas are bordered by the sea. In addition, studied Sri Lankan mosquito populations were closely related to Australian and Brazilian samples. Probably this might have caused by shipping industry between the three countries as all of them are fully or partially enclosed by sea. For example, illegal fishing boats migrating to Australia by sea is perhaps a good mean of transportation of all life stages of mosquitoes from Sri Lanka. These findings indicate that extensive mosquito migrations occur between populations not only within the country, but also among other countries in the world which might be a main barrier to the successful vector control measures.

Keywords: Aedes aegypti, dengue control, extensive mosquito migration, haplotypes, phylogeny, ribosomal protein

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818 Enhancing Temporal Extrapolation of Wind Speed Using a Hybrid Technique: A Case Study in West Coast of Denmark

Authors: B. Elshafei, X. Mao

Abstract:

The demand for renewable energy is significantly increasing, major investments are being supplied to the wind power generation industry as a leading source of clean energy. The wind energy sector is entirely dependable and driven by the prediction of wind speed, which by the nature of wind is very stochastic and widely random. This s0tudy employs deep multi-fidelity Gaussian process regression, used to predict wind speeds for medium term time horizons. Data of the RUNE experiment in the west coast of Denmark were provided by the Technical University of Denmark, which represent the wind speed across the study area from the period between December 2015 and March 2016. The study aims to investigate the effect of pre-processing the data by denoising the signal using empirical wavelet transform (EWT) and engaging the vector components of wind speed to increase the number of input data layers for data fusion using deep multi-fidelity Gaussian process regression (GPR). The outcomes were compared using root mean square error (RMSE) and the results demonstrated a significant increase in the accuracy of predictions which demonstrated that using vector components of the wind speed as additional predictors exhibits more accurate predictions than strategies that ignore them, reflecting the importance of the inclusion of all sub data and pre-processing signals for wind speed forecasting models.

Keywords: data fusion, Gaussian process regression, signal denoise, temporal extrapolation

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817 Rail Degradation Modelling Using ARMAX: A Case Study Applied to Melbourne Tram System

Authors: M. Karimpour, N. Elkhoury, L. Hitihamillage, S. Moridpour, R. Hesami

Abstract:

There is a necessity among rail transportation authorities for a superior understanding of the rail track degradation overtime and the factors influencing rail degradation. They need an accurate technique to identify the time when rail tracks fail or need maintenance. In turn, this will help to increase the level of safety and comfort of the passengers and the vehicles as well as improve the cost effectiveness of maintenance activities. An accurate model can play a key role in prediction of the long-term behaviour of railroad tracks. An accurate model can decrease the cost of maintenance. In this research, the rail track degradation is predicted using an autoregressive moving average with exogenous input (ARMAX). An ARMAX has been implemented on Melbourne tram data to estimate the values for the tram track degradation. Gauge values and rail usage in Million Gross Tone (MGT) are the main parameters used in the model. The developed model can accurately predict the future status of the tram tracks.

Keywords: ARMAX, dynamic systems, MGT, prediction, rail degradation

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816 Effectiveness Assessment of a Brazilian Larvicide on Aedes Control

Authors: Josiane N. Muller, Allan K. R. Galardo, Tatiane A. Barbosa, Evan P. Ferro, Wellington M. Dos Santos, Ana Paula S. A. Correa, Edinaldo C. Rego, Jose B. P. Lima

Abstract:

The susceptibility status of an insect population to any larvicide depends on several factors such includes genetic constitution, environmental conditions and others. The mosquito Aedes aegypti is the primary vector of three important viral diseases, Zika, Dengue, and Chikungunya. The frequent outbreaks of those diseases in different parts of Brazil demonstrate the importance of testing the susceptibility of vectors in different environments. Since the control of this mosquito leads to the control of disease, alternatives for vector control that value the different Brazilian environmental conditions are needed for effective actions. The aim of this study was to evaluate a new commercial formulation of Bacillus thuringiensis israelenses (DengueTech: Brazilian innovative technology) in the Brazilian Legal Amazon considering the climate conditions. Semi-field tests were conducted in the Institute of Scientific and Technological Research of the State of Amapa in two different environments, one in a shaded area and the other exposed to sunlight. The mosquito larvae were exposed to larvicide concentration and a control; each group was tested in three containers of 40 liters each. To assess persistence 50 third instar larvae of Aedes aegypti laboratory lineages (Rockefeller) and 50 larvae of Aedes aegypti collected in the municipality of Macapa, Brazil’s Amapa state, were added weekly and after 24 hours the mortality was assessed. In total 16 tests were performed, where 12 were done with replacement of water (1/5 of the volume, three times per week). The effectiveness of the product was determined through mortality of ≥ 80%, as recommend by the World Health Organization. The results demonstrated that high-water temperatures (26-35 °C) on the containers influenced the residual time of the product, where the maximum effect achieved was 21 days in the shaded area; and no effectiveness of 60 days was found in any of the tests, as expected according to the larvicide company. The test with and without water replacement did not present significant differences in the mortality rate. Considering the different environments and climate, these results stimulate the need to test larvicide and its effectiveness in specific environmental settings in order to identify the parameters required for better results. Thus, we see the importance of semi-field researches considering the local climate conditions for a successful control of Aedes aegypti.

Keywords: Aedes aegypti, bioassay, larvicida, vector control

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815 Sentiment Analysis of Chinese Microblog Comments: Comparison between Support Vector Machine and Long Short-Term Memory

Authors: Xu Jiaqiao

Abstract:

Text sentiment analysis is an important branch of natural language processing. This technology is widely used in public opinion analysis and web surfing recommendations. At present, the mainstream sentiment analysis methods include three parts: sentiment analysis based on a sentiment dictionary, based on traditional machine learning, and based on deep learning. This paper mainly analyzes and compares the advantages and disadvantages of the SVM method of traditional machine learning and the Long Short-term Memory (LSTM) method of deep learning in the field of Chinese sentiment analysis, using Chinese comments on Sina Microblog as the data set. Firstly, this paper classifies and adds labels to the original comment dataset obtained by the web crawler, and then uses Jieba word segmentation to classify the original dataset and remove stop words. After that, this paper extracts text feature vectors and builds document word vectors to facilitate the training of the model. Finally, SVM and LSTM models are trained respectively. After accuracy calculation, it can be obtained that the accuracy of the LSTM model is 85.80%, while the accuracy of SVM is 91.07%. But at the same time, LSTM operation only needs 2.57 seconds, SVM model needs 6.06 seconds. Therefore, this paper concludes that: compared with the SVM model, the LSTM model is worse in accuracy but faster in processing speed.

Keywords: sentiment analysis, support vector machine, long short-term memory, Chinese microblog comments

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814 Insecticide Resistance Detection on Filarial Vector, Simulium (Simulium) nobile (Diptera: Simuliidae) in Malaysia

Authors: Chee Dhang Chen, Hiroyuki Takaoka, Koon Weng Lau, Poh Ruey Tan, Ai Chdon Chin, Van Lun Low, Abdul Aziz Azidah, Mohd Sofian-Azirun

Abstract:

Susceptibility status of Simulium (Simulium) nobile (Diptera: Simuliidae) adults obtained from Pahang, Malaysia was evaluated against 11 adulticides representing four major insecticide classes: organochlorines (DDT, dieldrin), organophosphates (malathion, fenitrothion), carbamates (bendiocarb, propoxur) and pyrethroids (etofenprox, deltamethrin, lambdacyhalothrin, permethrin, cyfluthrin). The adult bioassay was conducted according to WHO standard protocol to determine the insecticide susceptibility. Mortality at 24 h post treatment was used as indicator for susceptibility status. The results revealed that S. nobile obtained was susceptible to propoxur, cyfluthrin and bendiocarb with 100% mortality. S. nobile was resistant or exhibited some tolerant against lambdacyhalothrin and deltamethrin with mortality ranged ≥ 90% but < 98%. S. nobile populations in Pahang exhibited different level of resistant against 11 adulticides with mortality ranged from 60.00 ± 10.00 to 100.00 ± 0.00. In conclusion, S. nobile populations in Pahang were susceptible to propoxur, cyfluthrin and bendiocarb. The susceptibility status of S. nobile in descending order was propoxur, cyfluthrin > bendicarb > deltamethrin > lambdacyhalothrin > permethrin > etofenprox > DDT > malathion > fenitrothion > dieldrin. Regular surveys should be conducted to monitor the susceptibility status of this insect vector in order to prevent further development of resistance.

Keywords: black fly, adult bioassay, insecticide resistance, Malaysia

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