Search results for: general linear regression model
Commenced in January 2007
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Edition: International
Paper Count: 24227

Search results for: general linear regression model

23747 Developing Performance Model for Road Side Elements Receiving Periodic Maintenance

Authors: Ayman M. Othman, Hassan Y. Ahmed, Tallat A. Ali

Abstract:

Inadequate maintenance programs and funds allocated for highway networks in the developed countries have led to fast deterioration of road side elements. Therefore, this research focuses on developing a performance model for road side elements periodic maintenance activities. Road side elements that receive periodic maintenance include; earthen shoulder, road signs and traffic markings. Using the level of service concept, the developed model can determine the optimal periodic maintenance intervals for those elements based on a selected level of service suitable with the available periodic maintenance budget. Data related to time periods for progressive deterioration stages for the chosen elements were collected. Ten maintenance experts in Aswan, Sohag and Assiut cities were interviewed for that purpose. Time in months related to 10%, 25%, 40%, 50%, 75%, 90% and 100% deterioration of each road side element was estimated based on the experts opinion. Least square regression analysis has shown that a power function represents the best fit for earthen shoulders edge drop-off and damage of road signs with time. It was also evident that, the progressive dirtiness of road signs could be represented by a quadratic function an a linear function could represent the paint degradation nature of both traffic markings and road signs. Actual measurements of earthen shoulder edge drop-off agree considerably with the developed model.

Keywords: deterioration, level of service, periodic maintenance, performance model, road side element

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23746 Quantitative Structure-Activity Relationship Modeling of Detoxication Properties of Some 1,2-Dithiole-3-Thione Derivatives

Authors: Nadjib Melkemi, Salah Belaidi

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Quantitative Structure-Activity Relationship (QSAR) studies have been performed on nineteen molecules of 1,2-dithiole-3-thione analogues. The compounds used are the potent inducers of enzymes involved in the maintenance of reduced glutathione pools as well as phase-2 enzymes important to electrophile detoxication. A multiple linear regression (MLR) procedure was used to design the relationships between molecular descriptor and detoxication properties of the 1,2-dithiole-3-thione derivatives. The predictivity of the model was estimated by cross-validation with the leave-one-out method. Our results suggest a QSAR model based of the following descriptors: qS2, qC3, qC5, qS6, DM, Pol, log P, MV, SAG, HE and EHOMO for the specific activity of quinone reductase; qS1, qS2, qC3, qC4, qC5, qS6, DM, Pol, logP, MV, SAG, HE and EHOMO for the production of growth hormone. To confirm the predictive power of the models, an external set of molecules was used. High correlation between experimental and predicted activity values was observed, indicating the validation and the good quality of the derived QSAR models.

Keywords: QSAR, quinone reductase activity, production of growth hormone, MLR

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23745 Modelling the Education Supply Chain with Network Data Envelopment Analysis

Authors: Sourour Ramzi, Claudia Sarrico

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Little has been done on network DEA in education, and nobody has attempted to model the whole education supply chain using network DEA. As such the contribution of the present paper is to propose a model for measuring the efficiency of education supply chains using network DEA. First, we use a general survey of data envelopment analysis (DEA) to establish the emergent themes for research in DEA, and focus on the theme of Network DEA. Second, we use a survey on two-stage DEA models, and Network DEA to write a state of the art on Network DEA, particularly applied to supply chain management. Third, we use a survey on DEA applications to establish the most influential papers on DEA education applications, in order to establish the state of the art on applications of DEA in education, in general, and applications of DEA to education using network DEA, in particular. Finally, we propose a model for measuring the performance of education supply chains of different education systems (countries or states within a country, for instance). We then use this model on some empirical data.

Keywords: supply chain, education, data envelopment analysis, network DEA

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23744 Sustainability of Green Supply Chain for a Steel Industry Using Mixed Linear Programing Model

Authors: Ameen Alawneh

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The cost of material management across the supply chain represents a major contributor to the overall cost of goods in many companies both manufacturing and service sectors. This fact combined with the fierce competition make supply chains more efficient and cost effective. It also requires the companies to improve the quality of the products and services, increase the effectiveness of supply chain operations, focus on customer needs, reduce wastes and costs across the supply chain. As a heavy industry, steel manufacturing companies in particular are nowadays required to be more environmentally conscious due to their contribution to air, soil, and water pollution that results from emissions and wastes across their supply chains. Steel companies are increasingly looking for methods to reduce or cost cut in the operations and provide extra value to their customers to stay competitive under the current low margins. In this research we develop a green framework model for the sustainability of a steel company supply chain using Mixed integer Linear programming.

Keywords: Supply chain, Mixed Integer linear programming, heavy industry, water pollution

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23743 Self-Efficacy as a Predictor of Well-Being in University Students

Authors: Enes Ergün, Sedat Geli̇bolu

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The purpose of this study is to determine the relationship between self-efficacy and subjective well-being among university students. We are aiming to determine whether self efficacy of university students predicts their subjective well-being and if there is a statistically significant difference among boys and girls in this context. Sample of this study consists of 245 university students from Çanakkale, ages ranging between 17 and 24. 72% (n=171) of the participants were girls and 28% (n=69) boys. Three different scales were utilized as data collection tools that Life Satisfaction Scale, General Self-Efficacy Scale, and Positive Negative Experiences Scale. Pearson correlation coefficient, independent sample t test and simple linear regression were used for data analyses. Results showed that well-being is significantly correlated with self-efficacy and self-efficacy is a statistically significant predictor of well-being too. In terms of gender differences, there is no significant difference between self-efficacy scores of boys and girls which shows the same case with well being scores, as well. Fostering university students' academic, social and emotional self-efficacy will increase their well-being which is very important for young adults especially their freshman years.

Keywords: positive psychology, self-efficacy, subjective well being, university students

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23742 Towards Automatic Calibration of In-Line Machine Processes

Authors: David F. Nettleton, Elodie Bugnicourt, Christian Wasiak, Alejandro Rosales

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In this presentation, preliminary results are given for the modeling and calibration of two different industrial winding MIMO (Multiple Input Multiple Output) processes using machine learning techniques. In contrast to previous approaches which have typically used ‘black-box’ linear statistical methods together with a definition of the mechanical behavior of the process, we use non-linear machine learning algorithms together with a ‘white-box’ rule induction technique to create a supervised model of the fitting error between the expected and real force measures. The final objective is to build a precise model of the winding process in order to control de-tension of the material being wound in the first case, and the friction of the material passing through the die, in the second case. Case 1, Tension Control of a Winding Process. A plastic web is unwound from a first reel, goes over a traction reel and is rewound on a third reel. The objectives are: (i) to train a model to predict the web tension and (ii) calibration to find the input values which result in a given tension. Case 2, Friction Force Control of a Micro-Pullwinding Process. A core+resin passes through a first die, then two winding units wind an outer layer around the core, and a final pass through a second die. The objectives are: (i) to train a model to predict the friction on die2; (ii) calibration to find the input values which result in a given friction on die2. Different machine learning approaches are tested to build models, Kernel Ridge Regression, Support Vector Regression (with a Radial Basis Function Kernel) and MPART (Rule Induction with continuous value as output). As a previous step, the MPART rule induction algorithm was used to build an explicative model of the error (the difference between expected and real friction on die2). The modeling of the error behavior using explicative rules is used to help improve the overall process model. Once the models are built, the inputs are calibrated by generating Gaussian random numbers for each input (taking into account its mean and standard deviation) and comparing the output to a target (desired) output until a closest fit is found. The results of empirical testing show that a high precision is obtained for the trained models and for the calibration process. The learning step is the slowest part of the process (max. 5 minutes for this data), but this can be done offline just once. The calibration step is much faster and in under one minute obtained a precision error of less than 1x10-3 for both outputs. To summarize, in the present work two processes have been modeled and calibrated. A fast processing time and high precision has been achieved, which can be further improved by using heuristics to guide the Gaussian calibration. Error behavior has been modeled to help improve the overall process understanding. This has relevance for the quick optimal set up of many different industrial processes which use a pull-winding type process to manufacture fibre reinforced plastic parts. Acknowledgements to the Openmind project which is funded by Horizon 2020 European Union funding for Research & Innovation, Grant Agreement number 680820

Keywords: data model, machine learning, industrial winding, calibration

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23741 Prediction of Terrorist Activities in Nigeria using Bayesian Neural Network with Heterogeneous Transfer Functions

Authors: Tayo P. Ogundunmade, Adedayo A. Adepoju

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Terrorist attacks in liberal democracies bring about a few pessimistic results, for example, sabotaged public support in the governments they target, disturbing the peace of a protected environment underwritten by the state, and a limitation of individuals from adding to the advancement of the country, among others. Hence, seeking for techniques to understand the different factors involved in terrorism and how to deal with those factors in order to completely stop or reduce terrorist activities is the topmost priority of the government in every country. This research aim is to develop an efficient deep learning-based predictive model for the prediction of future terrorist activities in Nigeria, addressing low-quality prediction accuracy problems associated with the existing solution methods. The proposed predictive AI-based model as a counterterrorism tool will be useful by governments and law enforcement agencies to protect the lives of individuals in society and to improve the quality of life in general. A Heterogeneous Bayesian Neural Network (HETBNN) model was derived with Gaussian error normal distribution. Three primary transfer functions (HOTTFs), as well as two derived transfer functions (HETTFs) arising from the convolution of the HOTTFs, are namely; Symmetric Saturated Linear transfer function (SATLINS ), Hyperbolic Tangent transfer function (TANH), Hyperbolic Tangent sigmoid transfer function (TANSIG), Symmetric Saturated Linear and Hyperbolic Tangent transfer function (SATLINS-TANH) and Symmetric Saturated Linear and Hyperbolic Tangent Sigmoid transfer function (SATLINS-TANSIG). Data on the Terrorist activities in Nigeria gathered through questionnaires for the purpose of this study were used. Mean Square Error (MSE), Mean Absolute Error (MAE) and Test Error are the forecast prediction criteria. The results showed that the HETFs performed better in terms of prediction and factors associated with terrorist activities in Nigeria were determined. The proposed predictive deep learning-based model will be useful to governments and law enforcement agencies as an effective counterterrorism mechanism to understand the parameters of terrorism and to design strategies to deal with terrorism before an incident actually happens and potentially causes the loss of precious lives. The proposed predictive AI-based model will reduce the chances of terrorist activities and is particularly helpful for security agencies to predict future terrorist activities.

Keywords: activation functions, Bayesian neural network, mean square error, test error, terrorism

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23740 Plackett-Burman Design to Evaluate the Influence of Operating Parameters on Anaerobic Orthophosphate Release from Enhanced Biological Phosphorus Removal Sludge

Authors: Reza Salehi, Peter L. Dold, Yves Comeau

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The aim of the present study was to investigate the effect of a total of 6 operating parameters including pH (X1), temperature (X2), stirring speed (X3), chemical oxygen demand (COD) (X4), volatile suspended solids (VSS) (X5) and time (X6) on anaerobic orthophosphate release from enhanced biological phosphorus removal (EBPR) sludge. An 8-run Plackett Burman design was applied and the statistical analysis of the experimental data was performed using Minitab16.2.4 software package. The Analysis of variance (ANOVA) results revealed that temperature, COD, VSS and time had a significant effect with p-values of less than 0.05 whereas pH and stirring speed were identified as non-significant parameters, but influenced orthophosphate release from the EBPR sludge. The mathematic expression obtained by the first-order multiple linear regression model between orthophosphate release from the EBPR sludge (Y) and the operating parameters (X1-X6) was Y=18.59+1.16X1-3.11X2-0.81X3+3.79X4+9.89X5+4.01X6. The model p-value and coefficient of determination (R2) value were 0.026 and of 99.87%, respectively, which indicates the model is significant and the predicted values of orthophosphate release from the EBPR sludge have been excellently correlated with the observed values.

Keywords: anaerobic, operating parameters, orthophosphate release, Plackett-Burman design

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23739 Free Fatty Acid Assessment of Crude Palm Oil Using a Non-Destructive Approach

Authors: Siti Nurhidayah Naqiah Abdull Rani, Herlina Abdul Rahim, Rashidah Ghazali, Noramli Abdul Razak

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Near infrared (NIR) spectroscopy has always been of great interest in the food and agriculture industries. The development of prediction models has facilitated the estimation process in recent years. In this study, 110 crude palm oil (CPO) samples were used to build a free fatty acid (FFA) prediction model. 60% of the collected data were used for training purposes and the remaining 40% used for testing. The visible peaks on the NIR spectrum were at 1725 nm and 1760 nm, indicating the existence of the first overtone of C-H bands. Principal component regression (PCR) was applied to the data in order to build this mathematical prediction model. The optimal number of principal components was 10. The results showed R2=0.7147 for the training set and R2=0.6404 for the testing set.

Keywords: palm oil, fatty acid, NIRS, regression

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23738 A Fuzzy Programming Approach for Solving Intuitionistic Fuzzy Linear Fractional Programming Problem

Authors: Sujeet Kumar Singh, Shiv Prasad Yadav

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This paper develops an approach for solving intuitionistic fuzzy linear fractional programming (IFLFP) problem where the cost of the objective function, the resources, and the technological coefficients are triangular intuitionistic fuzzy numbers. Here, the IFLFP problem is transformed into an equivalent crisp multi-objective linear fractional programming (MOLFP) problem. By using fuzzy mathematical programming approach the transformed MOLFP problem is reduced into a single objective linear programming (LP) problem. The proposed procedure is illustrated through a numerical example.

Keywords: triangular intuitionistic fuzzy number, linear programming problem, multi objective linear programming problem, fuzzy mathematical programming, membership function

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23737 Optimization of Tundish Geometry for Minimizing Dead Volume Using OpenFOAM

Authors: Prateek Singh, Dilshad Ahmad

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Growing demand for high-quality steel products has inspired researchers to investigate the unit operations involved in the manufacturing of these products (slabs, rods, sheets, etc.). One such operation is tundish operation, in which a vessel (tundish) acts as a buffer of molten steel for the solidification operation in mold. It is observed that tundish also plays a crucial role in the quality and cleanliness of the steel produced, besides merely acting as a reservoir for the mold. It facilitates removal of dissolved oxygen (inclusions) from the molten steel thus improving its cleanliness. Inclusion removal can be enhanced by increasing the residence time of molten steel in the tundish by incorporation of flow modifiers like dams, weirs, turbo-pad, etc. These flow modifiers also help in reducing the dead or short circuit zones within the tundish which is significant for maintaining thermal and chemical homogeneity of molten steel. Thus, it becomes important to analyze the flow of molten steel in the tundish for different configuration of flow modifiers. In the present work, effect of varying positions and heights/depths of dam and weir on the dead volume in tundish is studied. Steady state thermal and flow profiles of molten steel within the tundish are obtained using OpenFOAM. Subsequently, Residence Time Distribution analysis is performed to obtain the percentage of dead volume in the tundish. Design of Experiment method is then used to configure different tundish geometries for varying positions and heights/depths of dam and weir, and dead volume for each tundish design is obtained. A second-degree polynomial with two-term interactions of independent variables to predict the dead volume in the tundish with positions and heights/depths of dam and weir as variables are computed using Multiple Linear Regression model. This polynomial is then used in an optimization framework to obtain the optimal tundish geometry for minimizing dead volume using Sequential Quadratic Programming optimization.

Keywords: design of experiments, multiple linear regression, OpenFOAM, residence time distribution, sequential quadratic programming optimization, steel, tundish

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23736 A Cheap Mesoporous Silica from Fly Ash as an Adsorbent for Sulfate in Water

Authors: Ximena Castillo, Jaime Pizarro

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This research describes the development of a very cheap mesoporous silica material similar to hexagonal mesoporous silica (HMS) and using a silicate extract as precursor. This precursor is obtained from cheap fly ash by an easy calcination process at 850 °C and a green extraction with water. The obtained mesoporous fly ash material had a surface area of 282 m2 g-1 and a pore size of 5.7 nm. It was functionalized with ethylene diamino moieties via the well-known SAMMS method, followed by a DRIFT analysis that clearly showed the successful functionalization. An excellent adsorbent was obtained for the adsorption of sulfate anions by the solid’s modification with copper forming a copper-ethylenediamine complex. The adsorption of sulfates was studied in a batch system ( experimental conditions: pH=8.0; 5 min). The kinetics data were adjusted according to a pseudo-second order model with a high coefficient of linear regression at different initial concentrations. The adsorption isotherm that best fitted the experimental data was the Freundlich model. The maximum sulfate adsorption capacity of this very cheap fly ash based adsorbent was 146.1 mg g-1, 3 times greater than the values reported in literature and commercial adsorbent materials.

Keywords: fly ash, mesoporous materials, SAMMS, sulfate

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23735 Simultaneous Determination of Methotrexate and Aspirin Using Fourier Transform Convolution Emission Data under Non-Parametric Linear Regression Method

Authors: Marwa A. A. Ragab, Hadir M. Maher, Eman I. El-Kimary

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Co-administration of methotrexate (MTX) and aspirin (ASP) can cause a pharmacokinetic interaction and a subsequent increase in blood MTX concentrations which may increase the risk of MTX toxicity. Therefore, it is important to develop a sensitive, selective, accurate and precise method for their simultaneous determination in urine. A new hybrid chemometric method has been applied to the emission response data of the two drugs. Spectrofluorimetric method for determination of MTX through measurement of its acid-degradation product, 4-amino-4-deoxy-10-methylpteroic acid (4-AMP), was developed. Moreover, the acid-catalyzed degradation reaction enables the spectrofluorimetric determination of ASP through the formation of its active metabolite salicylic acid (SA). The proposed chemometric method deals with convolution of emission data using 8-points sin xi polynomials (discrete Fourier functions) after the derivative treatment of these emission data. The first and second derivative curves (D1 & D2) were obtained first then convolution of these curves was done to obtain first and second derivative under Fourier functions curves (D1/FF) and (D2/FF). This new application was used for the resolution of the overlapped emission bands of the degradation products of both drugs to allow their simultaneous indirect determination in human urine. Not only this chemometric approach was applied to the emission data but also the obtained data were subjected to non-parametric linear regression analysis (Theil’s method). The proposed method was fully validated according to the ICH guidelines and it yielded linearity ranges as follows: 0.05-0.75 and 0.5-2.5 µg mL-1 for MTX and ASP respectively. It was found that the non-parametric method was superior over the parametric one in the simultaneous determination of MTX and ASP after the chemometric treatment of the emission spectra of their degradation products. The work combines the advantages of derivative and convolution using discrete Fourier function together with the reliability and efficacy of the non-parametric analysis of data. The achieved sensitivity along with the low values of LOD (0.01 and 0.06 µg mL-1) and LOQ (0.04 and 0.2 µg mL-1) for MTX and ASP respectively, by the second derivative under Fourier functions (D2/FF) were promising and guarantee its application for monitoring the two drugs in patients’ urine samples.

Keywords: chemometrics, emission curves, derivative, convolution, Fourier transform, human urine, non-parametric regression, Theil’s method

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23734 Q-Efficient Solutions of Vector Optimization via Algebraic Concepts

Authors: Elham Kiyani

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In this paper, we first introduce the concept of Q-efficient solutions in a real linear space not necessarily endowed with a topology, where Q is some nonempty (not necessarily convex) set. We also used the scalarization technique including the Gerstewitz function generated by a nonconvex set to characterize these Q-efficient solutions. The algebraic concepts of interior and closure are useful to study optimization problems without topology. Studying nonconvex vector optimization is valuable since topological interior is equal to algebraic interior for a convex cone. So, we use the algebraic concepts of interior and closure to define Q-weak efficient solutions and Q-Henig proper efficient solutions of set-valued optimization problems, where Q is not a convex cone. Optimization problems with set-valued maps have a wide range of applications, so it is expected that there will be a useful analytical tool in optimization theory for set-valued maps. These kind of optimization problems are closely related to stochastic programming, control theory, and economic theory. The paper focus on nonconvex problems, the results are obtained by assuming generalized non-convexity assumptions on the data of the problem. In convex problems, main mathematical tools are convex separation theorems, alternative theorems, and algebraic counterparts of some usual topological concepts, while in nonconvex problems, we need a nonconvex separation function. Thus, we consider the Gerstewitz function generated by a general set in a real linear space and re-examine its properties in the more general setting. A useful approach for solving a vector problem is to reduce it to a scalar problem. In general, scalarization means the replacement of a vector optimization problem by a suitable scalar problem which tends to be an optimization problem with a real valued objective function. The Gerstewitz function is well known and widely used in optimization as the basis of the scalarization. The essential properties of the Gerstewitz function, which are well known in the topological framework, are studied by using algebraic counterparts rather than the topological concepts of interior and closure. Therefore, properties of the Gerstewitz function, when it takes values just in a real linear space are studied, and we use it to characterize Q-efficient solutions of vector problems whose image space is not endowed with any particular topology. Therefore, we deal with a constrained vector optimization problem in a real linear space without assuming any topology, and also Q-weak efficient and Q-proper efficient solutions in the senses of Henig are defined. Moreover, by means of the Gerstewitz function, we provide some necessary and sufficient optimality conditions for set-valued vector optimization problems.

Keywords: algebraic interior, Gerstewitz function, vector closure, vector optimization

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23733 Using the Bootstrap for Problems Statistics

Authors: Brahim Boukabcha, Amar Rebbouh

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The bootstrap method based on the idea of exploiting all the information provided by the initial sample, allows us to study the properties of estimators. In this article we will present a theoretical study on the different methods of bootstrapping and using the technique of re-sampling in statistics inference to calculate the standard error of means of an estimator and determining a confidence interval for an estimated parameter. We apply these methods tested in the regression models and Pareto model, giving the best approximations.

Keywords: bootstrap, error standard, bias, jackknife, mean, median, variance, confidence interval, regression models

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23732 Predictors of Glycaemic Variability and Its Association with Mortality in Critically Ill Patients with or without Diabetes

Authors: Haoming Ma, Guo Yu, Peiru Zhou

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Background: Previous studies show that dysglycemia, mostly hyperglycemia, hypoglycemia and glycemic variability(GV), are associated with excess mortality in critically ill patients, especially those without diabetes. Glycemic variability is an increasingly important measure of glucose control in the intensive care unit (ICU) due to this association. However, there is limited data pertaining to the relationship between different clinical factors and glycemic variability and clinical outcomes categorized by their DM status. This retrospective study of 958 intensive care unit(ICU) patients was conducted to investigate the relationship between GV and outcome in critically ill patients and further to determine the significant factors that contribute to the glycemic variability. Aim: We hypothesize that the factors contributing to mortality and the glycemic variability are different from critically ill patients with or without diabetes. And the primary aim of this study was to determine which dysglycemia (hyperglycemia\hypoglycemia\glycemic variability) is independently associated with an increase in mortality among critically ill patients in different groups (DM/Non-DM). Secondary objectives were to further investigate any factors affecting the glycemic variability in two groups. Method: A total of 958 diabetic and non-diabetic patients with severe diseases in the ICU were selected for this retrospective analysis. The glycemic variability was defined as the coefficient of variation (CV) of blood glucose. The main outcome was death during hospitalization. The secondary outcome was GV. The logistic regression model was used to identify factors associated with mortality. The relationships between GV and other variables were investigated using linear regression analysis. Results: Information on age, APACHE II score, GV, gender, in-ICU treatment and nutrition was available for 958 subjects. Predictors remaining in the final logistic regression model for mortality were significantly different in DM/Non-DM groups. Glycemic variability was associated with an increase in mortality in both DM(odds ratio 1.05; 95%CI:1.03-1.08,p<0.001) or Non-DM group(odds ratio 1.07; 95%CI:1.03-1.11,p=0.002). For critically ill patients without diabetes, factors associated with glycemic variability included APACHE II score(regression coefficient, 95%CI:0.29,0.22-0.36,p<0.001), Mean BG(0.73,0.46-1.01,p<0.001), total parenteral nutrition(2.87,1.57-4.17,p<0.001), serum albumin(-0.18,-0.271 to -0.082,p<0.001), insulin treatment(2.18,0.81-3.55,p=0.002) and duration of ventilation(0.006,0.002-1.010,p=0.003).However, for diabetes patients, APACHE II score(0.203,0.096-0.310,p<0.001), mean BG(0.503,0.138-0.869,p=0.007) and duration of diabetes(0.167,0.033-0.301,p=0.015) remained as independent risk factors of GV. Conclusion: We found that the relation between dysglycemia and mortality is different in the diabetes and non-diabetes groups. And we confirm that GV was associated with excess mortality in DM or Non-DM patients. Furthermore, APACHE II score, Mean BG, total parenteral nutrition, serum albumin, insulin treatment and duration of ventilation were significantly associated with an increase in GV in Non-DM patients. While APACHE II score, mean BG and duration of diabetes (years) remained as independent risk factors of increased GV in DM patients. These findings provide important context for further prospective trials investigating the effect of different clinical factors in critically ill patients with or without diabetes.

Keywords: diabetes, glycemic variability, predictors, severe disease

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23731 3-D Visualization and Optimization for SISO Linear Systems Using Parametrization of Two-Stage Compensator Design

Authors: Kazuyoshi Mori, Keisuke Hashimoto

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In this paper, we consider the two-stage compensator designs of SISO plants. As an investigation of the characteristics of the two-stage compensator designs, which is not well investigated yet, of SISO plants, we implement three dimensional visualization systems of output signals and optimization system for SISO plants by the parametrization of stabilizing controllers based on the two-stage compensator design. The system runs on Mathematica by using “Three Dimensional Surface Plots,” so that the visualization can be interactively manipulated by users. In this paper, we use the discrete-time LTI system model. Even so, our approach is the factorization approach, so that the result can be applied to many linear models.

Keywords: linear systems, visualization, optimization, Mathematica

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23730 Evaluation of Weather Risk Insurance for Agricultural Products Using a 3-Factor Pricing Model

Authors: O. Benabdeljelil, A. Karioun, S. Amami, R. Rouger, M. Hamidine

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A model for preventing the risks related to climate conditions in the agricultural sector is presented. It will determine the yearly optimum premium to be paid by a producer in order to reach his required turnover. The model is based on both climatic stability and 'soft' responses of usually grown species to average climate variations at the same place and inside a safety ball which can be determined from past meteorological data. This allows the use of linear regression expression for dependence of production result in terms of driving meteorological parameters, the main ones of which are daily average sunlight, rainfall and temperature. By simple best parameter fit from the expert table drawn with professionals, optimal representation of yearly production is determined from records of previous years, and yearly payback is evaluated from minimum yearly produced turnover. The model also requires accurate pricing of commodity at N+1. Therefore, a pricing model is developed using 3 state variables, namely the spot price, the difference between the mean-term and the long-term forward price, and the long-term structure of the model. The use of historical data enables to calibrate the parameters of state variables, and allows the pricing of commodity. Application to beet sugar underlines pricer precision. Indeed, the percentage of accuracy between computed result and real world is 99,5%. Optimal premium is then deduced and gives the producer a useful bound for negotiating an offer by insurance companies to effectively protect its harvest. The application to beet production in French Oise department illustrates the reliability of present model with as low as 6% difference between predicted and real data. The model can be adapted to almost any agricultural field by changing state parameters and calibrating their associated coefficients.

Keywords: agriculture, production model, optimal price, meteorological factors, 3-factor model, parameter calibration, forward price

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23729 Application of Stochastic Models on the Portuguese Population and Distortion to Workers Compensation Pensioners Experience

Authors: Nkwenti Mbelli Njah

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This research was motivated by a project requested by AXA on the topic of pensions payable under the workers compensation (WC) line of business. There are two types of pensions: the compulsorily recoverable and the not compulsorily recoverable. A pension is compulsorily recoverable for a victim when there is less than 30% of disability and the pension amount per year is less than six times the minimal national salary. The law defines that the mathematical provisions for compulsory recoverable pensions must be calculated by applying the following bases: mortality table TD88/90 and rate of interest 5.25% (maybe with rate of management). To manage pensions which are not compulsorily recoverable is a more complex task because technical bases are not defined by law and much more complex computations are required. In particular, companies have to predict the amount of payments discounted reflecting the mortality effect for all pensioners (this task is monitored monthly in AXA). The purpose of this research was thus to develop a stochastic model for the future mortality of the worker’s compensation pensioners of both the Portuguese market workers and AXA portfolio. Not only is past mortality modeled, also projections about future mortality are made for the general population of Portugal as well as for the two portfolios mentioned earlier. The global model was split in two parts: a stochastic model for population mortality which allows for forecasts, combined with a point estimate from a portfolio mortality model obtained through three different relational models (Cox Proportional, Brass Linear and Workgroup PLT). The one-year death probabilities for ages 0-110 for the period 2013-2113 are obtained for the general population and the portfolios. These probabilities are used to compute different life table functions as well as the not compulsorily recoverable reserves for each of the models required for the pensioners, their spouses and children under 21. The results obtained are compared with the not compulsory recoverable reserves computed using the static mortality table (TD 73/77) that is currently being used by AXA, to see the impact on this reserve if AXA adopted the dynamic tables.

Keywords: compulsorily recoverable, life table functions, relational models, worker’s compensation pensioners

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23728 A Machine Learning Model for Predicting Students’ Academic Performance in Higher Institutions

Authors: Emmanuel Osaze Oshoiribhor, Adetokunbo MacGregor John-Otumu

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There has been a need in recent years to predict student academic achievement prior to graduation. This is to assist them in improving their grades, especially for those who have struggled in the past. The purpose of this research is to use supervised learning techniques to create a model that predicts student academic progress. Many scholars have developed models that predict student academic achievement based on characteristics including smoking, demography, culture, social media, parent educational background, parent finances, and family background, to mention a few. This element, as well as the model used, could have misclassified the kids in terms of their academic achievement. As a prerequisite to predicting if the student will perform well in the future on related courses, this model is built using a logistic regression classifier with basic features such as the previous semester's course score, attendance to class, class participation, and the total number of course materials or resources the student is able to cover per semester. With a 96.7 percent accuracy, the model outperformed other classifiers such as Naive bayes, Support vector machine (SVM), Decision Tree, Random forest, and Adaboost. This model is offered as a desktop application with user-friendly interfaces for forecasting student academic progress for both teachers and students. As a result, both students and professors are encouraged to use this technique to predict outcomes better.

Keywords: artificial intelligence, ML, logistic regression, performance, prediction

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23727 Bulk Viscous Bianchi Type V Cosmological Model with Time Dependent Gravitational Constant and Cosmological Constant in General Relativity

Authors: Reena Behal, D. P. Shukla

Abstract:

In this paper, we investigate Bulk Viscous Bianchi Type V Cosmological Model with Time dependent gravitational constant and cosmological constant in general Relativity by assuming ξ(t)=ξ_(0 ) p^m where ξ_(0 ) and m are constants. We also assume a variation law for Hubble parameter as H(R) = a (R^(-n)+1), where a>0, n>1 being constant. Two universe models were obtained, and their physical behavior has been discussed. When n=1 the Universe starts from singular state whereas when n=0 the cosmology follows a no singular state. The presence of bulk viscosity increase matter density’s value.

Keywords: Bulk Viscous Bianchi Type V Cosmological Model, hubble constants, gravitational constant, cosmological constants

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23726 Model Averaging in a Multiplicative Heteroscedastic Model

Authors: Alan Wan

Abstract:

In recent years, the body of literature on frequentist model averaging in statistics has grown significantly. Most of this work focuses on models with different mean structures but leaves out the variance consideration. In this paper, we consider a regression model with multiplicative heteroscedasticity and develop a model averaging method that combines maximum likelihood estimators of unknown parameters in both the mean and variance functions of the model. Our weight choice criterion is based on a minimisation of a plug-in estimator of the model average estimator's squared prediction risk. We prove that the new estimator possesses an asymptotic optimality property. Our investigation of finite-sample performance by simulations demonstrates that the new estimator frequently exhibits very favourable properties compared to some existing heteroscedasticity-robust model average estimators. The model averaging method hedges against the selection of very bad models and serves as a remedy to variance function misspecification, which often discourages practitioners from modeling heteroscedasticity altogether. The proposed model average estimator is applied to the analysis of two real data sets.

Keywords: heteroscedasticity-robust, model averaging, multiplicative heteroscedasticity, plug-in, squared prediction risk

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23725 Poverty Dynamics in Thailand: Evidence from Household Panel Data

Authors: Nattabhorn Leamcharaskul

Abstract:

This study aims to examine determining factors of the dynamics of poverty in Thailand by using panel data of 3,567 households in 2007-2017. Four techniques of estimation are employed to analyze the situation of poverty across households and time periods: the multinomial logit model, the sequential logit model, the quantile regression model, and the difference in difference model. Households are categorized based on their experiences into 5 groups, namely chronically poor, falling into poverty, re-entering into poverty, exiting from poverty and never poor households. Estimation results emphasize the effects of demographic and socioeconomic factors as well as unexpected events on the economic status of a household. It is found that remittances have positive impact on household’s economic status in that they are likely to lower the probability of falling into poverty or trapping in poverty while they tend to increase the probability of exiting from poverty. In addition, not only receiving a secondary source of household income can raise the probability of being a never poor household, but it also significantly increases household income per capita of the chronically poor and falling into poverty households. Public work programs are recommended as an important tool to relieve household financial burden and uncertainty and thus consequently increase a chance for households to escape from poverty.

Keywords: difference in difference, dynamic, multinomial logit model, panel data, poverty, quantile regression, remittance, sequential logit model, Thailand, transfer

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23724 The Grand Unified Theory of Bidirectional Spacetime with Spatial Covariance and Wave-Particle Duality in Spacetime Flow Model

Authors: Tory Erickson

Abstract:

The "Bidirectional Spacetime with Spatial Covariance and Wave-Particle Duality in Spacetime Flow" (BST-SCWPDF) Model introduces a framework aimed at unifying general relativity (GR) and quantum mechanics (QM). By proposing a concept of bidirectional spacetime, this model suggests that time can flow in more than one direction, thus offering a perspective on temporal dynamics. Integrated with spatial covariance and wave-particle duality in spacetime flow, the BST-SCWPDF Model resolves long-standing discrepancies between GR and QM. This unified theory has profound implications for quantum gravity, potentially offering insights into quantum entanglement, the collapse of the wave function, and the fabric of spacetime itself. The Bidirectional Spacetime with Spatial Covariance and Wave-Particle Duality in Spacetime Flow" (BST-SCWPDF) Model offers researchers a framework for a better understanding of theoretical physics.

Keywords: astrophysics, quantum mechanics, general relativity, unification theory, theoretical physics

Procedia PDF Downloads 86
23723 Ground Motion Modeling Using the Least Absolute Shrinkage and Selection Operator

Authors: Yildiz Stella Dak, Jale Tezcan

Abstract:

Ground motion models that relate a strong motion parameter of interest to a set of predictive seismological variables describing the earthquake source, the propagation path of the seismic wave, and the local site conditions constitute a critical component of seismic hazard analyses. When a sufficient number of strong motion records are available, ground motion relations are developed using statistical analysis of the recorded ground motion data. In regions lacking a sufficient number of recordings, a synthetic database is developed using stochastic, theoretical or hybrid approaches. Regardless of the manner the database was developed, ground motion relations are developed using regression analysis. Development of a ground motion relation is a challenging process which inevitably requires the modeler to make subjective decisions regarding the inclusion criteria of the recordings, the functional form of the model and the set of seismological variables to be included in the model. Because these decisions are critically important to the validity and the applicability of the model, there is a continuous interest on procedures that will facilitate the development of ground motion models. This paper proposes the use of the Least Absolute Shrinkage and Selection Operator (LASSO) in selecting the set predictive seismological variables to be used in developing a ground motion relation. The LASSO can be described as a penalized regression technique with a built-in capability of variable selection. Similar to the ridge regression, the LASSO is based on the idea of shrinking the regression coefficients to reduce the variance of the model. Unlike ridge regression, where the coefficients are shrunk but never set equal to zero, the LASSO sets some of the coefficients exactly to zero, effectively performing variable selection. Given a set of candidate input variables and the output variable of interest, LASSO allows ranking the input variables in terms of their relative importance, thereby facilitating the selection of the set of variables to be included in the model. Because the risk of overfitting increases as the ratio of the number of predictors to the number of recordings increases, selection of a compact set of variables is important in cases where a small number of recordings are available. In addition, identification of a small set of variables can improve the interpretability of the resulting model, especially when there is a large number of candidate predictors. A practical application of the proposed approach is presented, using more than 600 recordings from the National Geospatial-Intelligence Agency (NGA) database, where the effect of a set of seismological predictors on the 5% damped maximum direction spectral acceleration is investigated. The set of candidate predictors considered are Magnitude, Rrup, Vs30. Using LASSO, the relative importance of the candidate predictors has been ranked. Regression models with increasing levels of complexity were constructed using one, two, three, and four best predictors, and the models’ ability to explain the observed variance in the target variable have been compared. The bias-variance trade-off in the context of model selection is discussed.

Keywords: ground motion modeling, least absolute shrinkage and selection operator, penalized regression, variable selection

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23722 Perceived Effects of Work-Family Balance on Employee’s Job Satisfaction among Extension Agents in Southwest Nigeria

Authors: B. G. Abiona, A. A. Onaseso, T. D. Odetayo, J. Yila, O. E. Fapojuwo, K. G. Adeosun

Abstract:

This study determines the perceived effects of work-family balance on employees’ job satisfaction among Extension Agents in the Agricultural Development Programme (ADP) in southwest Nigeria. A multistage sampling technique was used to select 256 respondents for the study. Data on personal characteristics, work-family balance domain, and job satisfaction were collected. The collected data were analysed using descriptive statistics, Chi-square, Pearson Product Moment Correlation (PPMC), multiple linear regression, and Student T-test. Results revealed that the mean age of the respondents was 40 years; the majority (59.3%) of the respondents were male, and slightly above half (51.6%) of the respondents had MSc as their highest academic qualification. Findings revealed that turnover intention (x ̅ = 3.20) and work-role conflict (x ̅ = 3.06) were the major perceived work-family balance domain in the studied areas. Further, the result showed that the respondents have a high (79%) level of job satisfaction. Multiple linear regression revealed that job involvement (ß=0.167, p<0.01) and work-role conflict (ß= -0.221, p<0.05) contributed significantly to employees’ level of job satisfaction. The results of the Student T-test revealed a significant difference in the perceived work-family balance domain (t = 0.43, p<0.05) between the two studied areas. The study concluded that work-role conflict among employees causes work-family imbalance and, therefore, negatively affects employees’ job satisfaction. The definition of job design among the respondents that will create a balance between work and family is highly recommended.

Keywords: work-life, conflict, job satisfaction, extension agent

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23721 The Investigation of Oil Price Shocks by Using a Dynamic Stochastic General Equilibrium: The Case of Iran

Authors: Bahram Fathi, Karim Alizadeh, Azam Mohammadbagheri

Abstract:

The aim of this paper is to investigate the role of oil price shocks in explaining business cycles in Iran using a dynamic stochastic general equilibrium approach. This model incorporates both productivity and oil revenue shocks. The results indicate that productivity shocks are relatively more important to business cycles than oil shocks. The model with two shocks produces different values for volatility, but these values have the same ranking as that of the actual data for most variables. In addition, the actual data are close to the ratio of standard deviations to the output obtained from the model with two shocks. The results indicate that productivity shocks are relatively more important to business cycles than the oil shocks. The model with only a productivity shock produces the most similar figures in term of volatility magnitude to that of the actual data. Next, we use the Impulse Response Functions (IRF) to evaluate the capability of the model. The IRF shows no effect of an oil shock on the capital stocks and on labor hours, which is a feature of the model. When the log-linearized system of equations is solved numerically, investment and labor hours were not found to be functions of the oil shock. This research recommends using different techniques to compare the model’s robustness. One method by which to do this is to have all decision variables as a function of the oil shock by inducing the stationary to the model differently. Another method is to impose a bond adjustment cost. This study intends to fill that gap. To achieve this objective, we derive a DSGE model that allows for the world oil price and productivity shocks. Second, we calibrate the model to the Iran economy. Next, we compare the moments from the theoretical model with both single and multiple shocks with that obtained from the actual data to see the extent to which business cycles in Iran can be explained by total oil revenue shock. Then, we use an impulse response function to evaluate the role of world oil price shocks. Finally, I present implications of the findings and interpretations in accordance with economic theory.

Keywords: oil price, shocks, dynamic stochastic general equilibrium, Iran

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23720 Climate Related Variability and Stock-Recruitment Relationship of the North Pacific Albacore Tuna

Authors: Ashneel Ajay Singh, Naoki Suzuki, Kazumi Sakuramoto,

Abstract:

The North Pacific albacore (Thunnus alalunga) is a temperate tuna species distributed in the North Pacific which is of significant economic importance to the Pacific Island Nations and Territories. Despite its importance, the stock dynamics and ecological characteristics of albacore still, have gaps in knowledge. The stock-recruitment relationship of the North Pacific stock of albacore tuna was investigated for different density-dependent effects and a regime shift in the stock characteristics in response to changes in environmental and climatic conditions. Linear regression analysis for recruit per spawning biomass (RPS) and recruitment (R) against the female spawning stock biomass (SSB) were significant for the presence of different density-dependent effects and positive for a regime shift in the stock time series. Application of Deming regression to RPS against SSB with the assumption for the presence of observation and process errors in both the dependent and independent variables confirmed the results of simple regression. However, R against SSB results disagreed given variance level of < 3 and agreed with linear regression results given the assumption of variance ≥ 3. Assuming the presence of different density-dependent effects in the albacore tuna time series, environmental and climatic condition variables were compared with R, RPS, and SSB. The significant relationship of R, RPS and SSB were determined with the sea surface temperature (SST), Pacific Decadal Oscillation (PDO) and multivariate El Niño Southern Oscillation (ENSO) with SST being the principal variable exhibiting significantly similar trend with R and RPS. Recruitment is significantly influenced by the dynamics of the SSB as well as environmental conditions which demonstrates that the stock-recruitment relationship is multidimensional. Further investigation of the North Pacific albacore tuna age-class and structure is necessary for further support the results presented here. It is important for fishery managers and decision makers to be vigilant of regime shifts in environmental conditions relating to albacore tuna as it may possibly cause regime shifts in the albacore R and RPS which should be taken into account to effectively and sustainability formulate harvesting plans and management of the species in the North Pacific oceanic region.

Keywords: Albacore tuna, Thunnus alalunga, recruitment, spawning stock biomass, recruits per spawning biomass, sea surface temperature, pacific decadal oscillation, El Niño southern oscillation, density-dependent effects, regime shift

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23719 Quantitative Texture Analysis of Shoulder Sonography for Rotator Cuff Lesion Classification

Authors: Chung-Ming Lo, Chung-Chien Lee

Abstract:

In many countries, the lifetime prevalence of shoulder pain is up to 70%. In America, the health care system spends 7 billion per year about the healthy issues of shoulder pain. With respect to the origin, up to 70% of shoulder pain is attributed to rotator cuff lesions This study proposed a computer-aided diagnosis (CAD) system to assist radiologists classifying rotator cuff lesions with less operator dependence. Quantitative features were extracted from the shoulder ultrasound images acquired using an ALOKA alpha-6 US scanner (Hitachi-Aloka Medical, Tokyo, Japan) with linear array probe (scan width: 36mm) ranging from 5 to 13 MHz. During examination, the postures of the examined patients are standard sitting position and are followed by the regular routine. After acquisition, the shoulder US images were drawn out from the scanner and stored as 8-bit images with pixel value ranging from 0 to 255. Upon the sonographic appearance, the boundary of each lesion was delineated by a physician to indicate the specific pattern for analysis. The three lesion categories for classification were composed of 20 cases of tendon inflammation, 18 cases of calcific tendonitis, and 18 cases of supraspinatus tear. For each lesion, second-order statistics were quantified in the feature extraction. The second-order statistics were the texture features describing the correlations between adjacent pixels in a lesion. Because echogenicity patterns were expressed via grey-scale. The grey-scale co-occurrence matrixes with four angles of adjacent pixels were used. The texture metrics included the mean and standard deviation of energy, entropy, correlation, inverse different moment, inertia, cluster shade, cluster prominence, and Haralick correlation. Then, the quantitative features were combined in a multinomial logistic regression classifier to generate a prediction model of rotator cuff lesions. Multinomial logistic regression classifier is widely used in the classification of more than two categories such as the three lesion types used in this study. In the classifier, backward elimination was used to select a feature subset which is the most relevant. They were selected from the trained classifier with the lowest error rate. Leave-one-out cross-validation was used to evaluate the performance of the classifier. Each case was left out of the total cases and used to test the trained result by the remaining cases. According to the physician’s assessment, the performance of the proposed CAD system was shown by the accuracy. As a result, the proposed system achieved an accuracy of 86%. A CAD system based on the statistical texture features to interpret echogenicity values in shoulder musculoskeletal ultrasound was established to generate a prediction model for rotator cuff lesions. Clinically, it is difficult to distinguish some kinds of rotator cuff lesions, especially partial-thickness tear of rotator cuff. The shoulder orthopaedic surgeon and musculoskeletal radiologist reported greater diagnostic test accuracy than general radiologist or ultrasonographers based on the available literature. Consequently, the proposed CAD system which was developed according to the experiment of the shoulder orthopaedic surgeon can provide reliable suggestions to general radiologists or ultrasonographers. More quantitative features related to the specific patterns of different lesion types would be investigated in the further study to improve the prediction.

Keywords: shoulder ultrasound, rotator cuff lesions, texture, computer-aided diagnosis

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23718 Full Mini Nutritional Assessment Questionnaire and the Risk of Malnutrition and Mortality in Elderly, Hospitalized Patients: A Cross-Sectional Study

Authors: Christos E. Lampropoulos, Maria Konsta, Tamta Sirbilatze, Ifigenia Apostolou, Vicky Dradaki, Konstantina Panouria, Irini Dri, Christina Kordali, Vaggelis Lambas, Georgios Mavras

Abstract:

Objectives: Full Mini Nutritional Assessment (MNA) questionnaire is one of the most useful tools in diagnosis of malnutrition in hospitalized patients, which is related to increased morbidity and mortality. The purpose of our study was to assess the nutritional status of elderly, hospitalized patients and examine the hypothesis that MNA may predict mortality and extension of hospitalization. Methods: One hundred fifty patients (78 men, 72 women, mean age 80±8.2) were included in this cross-sectional study. The following data were taken into account in analysis: anthropometric and laboratory data, physical activity (International Physical Activity Questionnaires, IPAQ), smoking status, dietary habits, cause and duration of current admission, medical history (co-morbidities, previous admissions). Primary endpoints were mortality (from admission until 6 months afterwards) and duration of admission. The latter was compared to national guidelines for closed consolidated medical expenses. Logistic regression and linear regression analysis were performed in order to identify independent predictors for mortality and extended hospitalization respectively. Results: According to MNA, nutrition was normal in 54/150 (36%) of patients, 46/150 (30.7%) of them were at risk of malnutrition and the rest 50/150 (33.3%) were malnourished. After performing multivariate logistic regression analysis we found that the odds of death decreased 20% per each unit increase of full MNA score (OR=0.8, 95% CI 0.74-0.89, p < 0.0001). Patients who admitted due to cancer were 23 times more likely to die, compared to those with infection (OR=23, 95% CI 3.8-141.6, p=0.001). Similarly, patients who admitted due to stroke were 7 times more likely to die (OR=7, 95% CI 1.4-34.5, p=0.02), while these with all other causes of admission were less likely (OR=0.2, 95% CI 0.06-0.8, p=0.03), compared to patients with infection. According to multivariate linear regression analysis, each increase of unit of full MNA, decreased the admission duration on average 0.3 days (b:-0.3, 95% CI -0.45 - -0.15, p < 0.0001). Patients admitted due to cancer had on average 6.8 days higher extension of hospitalization, compared to those admitted for infection (b:6.8, 95% CI 3.2-10.3, p < 0.0001). Conclusion: Mortality and extension of hospitalization is significantly increased in elderly, malnourished patients. Full MNA score is a useful diagnostic tool of malnutrition.

Keywords: duration of admission, malnutrition, mini nutritional assessment score, prognostic factors for mortality

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