Search results for: fuzzy random variables

Authors: Halil Ibrahim Demir, Alper Goksu, Onur Canpolat, Caner Erden, Melek Nur

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Traditionally process planning, scheduling and due date assignment are performed sequentially and separately. High interrelation between these functions makes integration very useful. Although there are numerous works on integrated process planning and scheduling and many works on scheduling with due date assignment, there are only a few works on the integration of these three functions. Here we tested the different integration levels of these three functions and found a fully integrated version as the best. We applied genetic search and random search and genetic search was found better compared to the random search. We penalized all earliness, tardiness and due date related costs. Since all these three terms are all undesired, it is better to penalize all of them.

Keywords: process planning, scheduling, due-date assignment, genetic algorithm, random search

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Authors: Shihab-Uz-Zaman Shah, Sanjeeb Roy, Habiba Akter

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Keeping the high impact of the Ready-Made Garments (RMG) on the country’s economic growth in mind, this research paves a way for the implementation of Industry 4.0 in the garments industry of Bangladesh. At present, Industry 4.0 is a common buzzword representing the adoption of digital technologies in the production process to transform the existing industries into smart factories and create a great change in the global value chain. The RMG industry is the largest industrial sector of Bangladesh which provides 12.26% to its National GDP (Gross Domestic Product). The work starts with identifying possible enablers of Industry 4.0. To evaluate the enablers, a Multiple-Criteria Decision-Making (MCDM) procedure named Fuzzy Analytical Hierarchy Process (FAHP) was used. A questionnaire was developed as a part of a survey for collecting and analyzing expert opinions from relevant academicians and industrialists. The responses were eventually used as the input for the FAHP which helped to assign weight matrices to the enablers. This weight matrix indicated the level of importance of these enablers. The full paper will discuss the way of a successful evaluation of the enablers and implementation of Industry 4.0 by using these enablers.

Keywords: enablers, fuzzy AHP, industry 4.0, RMG sector

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Authors: Chaghoub Soraya, Zhang Xiaoyan

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This research presents the first constant approximation algorithm to the p-median network design problem with multiple cable types. This problem was addressed with a single cable type and there is a bifactor approximation algorithm for the problem. To the best of our knowledge, the algorithm proposed in this paper is the first constant approximation algorithm for the p-median network design with multiple cable types. The addressed problem is a combination of two well studied problems which are p-median problem and network design problem. The introduced algorithm is a random sampling approximation algorithm of constant factor which is conceived by using some random sampling techniques form the literature. It is based on a redistribution Lemma from the literature and a steiner tree problem as a subproblem. This algorithm is simple, and it relies on the notions of random sampling and probability. The proposed approach gives an approximation solution with one constant ratio without violating any of the constraints, in contrast to the one proposed in the literature. This paper provides a (21 + 2)-approximation algorithm for the p-median network design problem with multiple cable types using random sampling techniques.

Keywords: approximation algorithms, buy-at-bulk, combinatorial optimization, network design, p-median

Procedia PDF Downloads 193

Authors: Razi Khalafi

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Myocardial Infarction (MI) or acute Myocardial Infarction (AMI), commonly known as a heart attack, occurs when blood flow stops to part of the heart causing damage to the heart muscle. An ECG can often show evidence of a previous heart attack or one that's in progress. The patterns on the ECG may indicate which part of your heart has been damaged, as well as the extent of the damage. In chaos theory, the correlation dimension is a measure of the dimensionality of the space occupied by a set of random points, often referred to as a type of fractal dimension. In this research by considering ECG signal as a random walk we work on forecasting the oncoming heart attack by analysing the ECG signals using the correlation dimension. In order to test the model a set of ECG signals for patients before and after heart attack was used and the strength of model for forecasting the behaviour of these signals were checked. Results show this methodology can forecast the ECG and accordingly heart attack with high accuracy.

Keywords: heart attack, ECG, random walk, correlation dimension, forecasting

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Authors: Idris Haruna Muhammad, Okorie Austine Uche

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This paper presents a study on reliability of shear connector exposed to fire situation in accordance with Eurocode 4. The reliability analysis i reliability analysis is based on First Order Second Moment Integration Technique (FOSMIT) using FORM 5. Performance functions for shear connector are derived for normal and under fire condition and their implied safety levels are evaluated. Four (4) design variables which include ultimate tensile strength, diameter of the stud, temperature and span of the steel beam are treated as random variables with their statistical characteristic adopted from literature. Results show that for normal condition the β – value decrease from 7.95 to 5.43 which show it is conservative in safety level for normal condition. Under fire condition, β – value decrease from 2.88 to – 0.32 with corresponding load ratio of 0.2 to 1.2. It was also shown from sensitivity assessment, that the temperature and span of the beam decrease with increase in their β – values while ultimate tensile strength and diameter of the stud increase with increase in their β – values for a given load ratio of 0.2 to 1.2.

Keywords: Composite steel beam, Fire condition, Shear stud, Sensitivity study

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Authors: Thanh Noi Phan, Martin Kappas, Jan Degener

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The currently launched Sentinel 2 (S2) satellite (June, 2015) bring a great potential and opportunities for land use/cover map applications, due to its fine spatial resolution multispectral as well as high temporal resolutions. So far, there are handful studies using S2 real data for land cover classification. Especially in northern Vietnam, to our best knowledge, there exist no studies using S2 data for land cover map application. The aim of this study is to provide the preliminary result of land cover classification using Sentinel -2 data with a rising state – of – art classifier, Random Forest. A case study with heterogeneous land use/cover in the eastern of Hanoi Capital – Vietnam was chosen for this study. All 10 spectral bands of 10 and 20 m pixel size of S2 images were used, the 10 m bands were resampled to 20 m. Among several classified algorithms, supervised Random Forest classifier (RF) was applied because it was reported as one of the most accuracy methods of satellite image classification. The results showed that the red-edge and shortwave infrared (SWIR) bands play an important role in land cover classified results. A very high overall accuracy above 90% of classification results was achieved.

Keywords: classify algorithm, classification, land cover, random forest, sentinel 2, Vietnam

Procedia PDF Downloads 376

Authors: M. De Iuliis, O. Kammouh, G. P. Cimellaro, S. Tesfamariam

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Community Resilience has gained a significant attention due to the recent unexpected natural and man-made disasters. Resilience is the process of maintaining livable conditions in the event of interruptions in normally available services. Estimating the resilience of systems, ranging from individuals to communities, is a formidable task due to the complexity involved in the process. The most challenging parameter involved in the resilience assessment is the 'downtime'. Downtime is the time needed for a system to recover its services following a disaster event. Estimating the exact downtime of a system requires a lot of inputs and resources that are not always obtainable. The uncertainties in the downtime estimation are usually handled using probabilistic methods, which necessitates acquiring large historical data. The estimation process also involves ignorance, imprecision, vagueness, and subjective judgment. In this paper, a fuzzy-based approach to estimate the downtime of building structures following earthquake events is proposed. Fuzzy logic can integrate descriptive (linguistic) knowledge and numerical data into the fuzzy system. This ability allows the use of walk down surveys, which collect data in a linguistic or a numerical form. The use of fuzzy logic permits a fast and economical estimation of parameters that involve uncertainties. The first step of the method is to determine the building’s vulnerability. A rapid visual screening is designed to acquire information about the analyzed building (e.g. year of construction, structural system, site seismicity, etc.). Then, a fuzzy logic is implemented using a hierarchical scheme to determine the building damageability, which is the main ingredient to estimate the downtime. Generally, the downtime can be divided into three main components: downtime due to the actual damage (DT1); downtime caused by rational and irrational delays (DT2); and downtime due to utilities disruption (DT3). In this work, DT1 is computed by relating the building damageability results obtained from the visual screening to some already-defined components repair times available in the literature. DT2 and DT3 are estimated using the REDITM Guidelines. The Downtime of the building is finally obtained by combining the three components. The proposed method also allows identifying the downtime corresponding to each of the three recovery states: re-occupancy; functional recovery; and full recovery. Future work is aimed at improving the current methodology to pass from the downtime to the resilience of buildings. This will provide a simple tool that can be used by the authorities for decision making.

Keywords: resilience, restoration, downtime, community resilience, fuzzy logic, recovery, damage, built environment

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Authors: Sadixa Sanjel, Ahmed Sadek, Naseef Mansoor, Zelalem Denekew

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Collegiate ice hockey (NCAA) sports analytics is different from the national level hockey (NHL). We apply and compare multiple machine learning models such as Linear Regression, Random Forest, and Neural Networks to predict the win ratio for a team based on their statistics. Data exploration helps determine which statistics are most useful in increasing the win ratio, which would be beneficial to coaches and team managers. We ran experiments to select the best model and chose Random Forest as the best performing. We conclude with how to bridge the gap between the college and national levels of sports analytics and the use of machine learning to enhance team performance despite not having a lot of metrics or budget for automatic tracking.

Keywords: NCAA, NHL, sports analytics, random forest, regression, neural networks, game predictions

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Authors: Halimi Mohamed Taher, Kordoghli Bassem, Ben Hassen Mohamed, Sakli Faouzi

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Textile and clothing manufacturing industry is based largely on subcontracting system. Choosing the right subcontractor became a strategic decision that can affect the financial position of the company and even his market position. Subcontracting firms in Tunisia are lead to define an appropriate selection process which takes into account several quantitative and qualitative criteria. In this study, a methodology is proposed that includes a Fuzzy Analytic Hierarchy Process (AHP) in order to incorporate the ambiguities and uncertainties in qualitative decision. Best subcontractors for two Tunisian firms are determined based on model results.

Keywords: AHP, subcontractor, multicriteria, selection

Procedia PDF Downloads 682

Authors: Ellis Kofi Akwaa-Sekyi, Jordi Moreno Gené

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Managerial actions which negatively profile banks and impair corporate reputation are addressed through effective internal control systems. Disregard for acceptable standards and procedures for granting credit have affected bank loan portfolios and could be cited for the crises in some European countries. The study intends to determine the effectiveness of internal control systems, investigate whether perceived agency problems exist on the part of board members and to establish the relationship between internal controls and credit risk among listed banks in the European Union. Drawing theoretical support from the behavioural compliance and agency theories, about seventeen internal control variables (drawn from the revised COSO framework), bank-specific, country, stock market and macro-economic variables will be involved in the study. A purely quantitative approach will be employed to model internal control variables covering the control environment, risk management, control activities, information and communication and monitoring. Panel data from 2005-2014 on listed banks from 28 European Union countries will be used for the study. Hypotheses will be tested and the Generalized Least Squares (GLS) regression will be run to establish the relationship between dependent and independent variables. The Hausman test will be used to select whether random or fixed effect model will be used. It is expected that listed banks will have sound internal control systems but their effectiveness cannot be confirmed. A perceived agency problem on the part of the board of directors is expected to be confirmed. The study expects significant effect of internal controls on credit risk. The study will uncover another perspective of internal controls as not only an operational risk issue but credit risk too. Banks will be cautious that observing effective internal control systems is an ethical and socially responsible act since the collapse (crisis) of financial institutions as a result of excessive default is a major contagion. This study deviates from the usual primary data approach to measuring internal control variables and rather models internal control variables in a quantitative approach for the panel data. Thus a grey area in approaching the revised COSO framework for internal controls is opened for further research. Most bank failures and crises could be averted if effective internal control systems are religiously adhered to.

Keywords: agency theory, credit risk, internal controls, revised COSO framework

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Authors: Pathinathan Theresanathan, Ajay Minj

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Ignatian Discernment Process (IDP) is an intense decision-making tool to decide on life-issues. Decisions are influenced by various factors outside of the decision maker and inclination within. This paper develops IDP in the context of Fuzzy Multi-criteria Decision Making (FMCDM) process. Extended VIKOR method is a decision-making method which encompasses even conflict situations and accommodates weightage to various issues. Various aspects of IDP, namely three ways of decision making and tactics of inner desires, are observed, analyzed and articulated within the frame work of fuzzy rules. The decision-making situations are broadly categorized into two types. The issues outside of the decision maker influence the person. The inner feeling also plays vital role in coming to a conclusion. IDP integrates both the categories using Extended VIKOR method. Case studies are carried out and analyzed with FMCDM process. Finally, IDP is verified with an illustrative case study and results are interpreted. A confused person who could not come to a conclusion is able to take decision on a concrete way of life through IDP. The proposed IDP model recommends an integrated and committed approach to value-based decision making.

Keywords: AHP, FMCDM, IDP, ignatian discernment, MCDM, VIKOR

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Authors: Sergo Esadze

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Seismic resistance norms require calculation of cantilevers on vertical components of the base seismic acceleration. Long span cantilevers, as a rule, must be calculated as a separate construction element. According to the architectural-planning solution, functional purposes and environmental condition of a designing buildings/structures, long span cantilever construction may be of very different types: both by main bearing element (beam, truss, slab), and by material (reinforced concrete, steel). A choice from these is always linked with bearing construction system of the building. Research of vertical seismic vibration of these constructions requires individual approach for each (which is not specified in the norms) in correlation with model of seismic load. The latest may be given both as deterministic load and as a random process. Loading model as a random process is more adequate to this problem. In presented paper, two types of long span (from 6m – up to 12m) reinforcement concrete cantilever beams have been considered: a) bearing elements of cantilevers, i.e., elements in which they fixed, have cross-sections with large sizes and cantilevers are made with haunch; b) cantilever beam with load-bearing rod element. Calculation models are suggested, separately for a) and b) types. They are presented as systems with finite quantity degree (concentrated masses) of freedom. Conditions for fixing ends are corresponding with its types. Vertical acceleration and vertical component of the angular acceleration affect masses. Model is based on assumption translator-rotational motion of the building in the vertical plane, caused by vertical seismic acceleration. Seismic accelerations are considered as random processes and presented by multiplication of the deterministic envelope function on stationary random process. Problem is solved within the framework of the correlation theory of random process. Solved numerical examples are given. The method is effective for solving the specific problems.

Keywords: cantilever, random process, seismic load, vertical acceleration

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Authors: C. L. Wu, W. W. Tseng

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From the National Health Insurance (NHI) system was introduced in Taiwan in 2000, there have been some problems in transformed small-scale hospitals, such as mobility of patients, shortage of nursing staff, medical pipelines breaking fire compartments and insufficient fire protection systems. Due to shrinking of the funding scale and the aging society, fire safety in small-scale hospitals has recently given cause for concern. The aim of this study is to determine fire risk index for small-scale hospital through a systematic approach The selection of fire safety mitigation methods can be regarded as a multi-attribute decision making process which must be guaranteed by expert groups. First of all, identify and select safety related factors and identify evaluation criteria through literature reviews and experts group. Secondly, application of the Fuzzy Analytic Hierarchy Process method is used to ascertain a weighted value which enables rating of the importance each of the selected factors. Overall, Sprinkler type and Compartmentation are the most crucial indices in mitigating fire, that is to say, structural approach play an important role to decrease losses in fire events.

Keywords: Fuzzy Delphi Method, fuzzy analytic hierarchy, process risk assessment, fire events

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Authors: Muhammet Baldan, Emel Timuçin

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Generally, absorption and bioavailability increase if solubility increases; therefore, it is crucial to predict them in drug discovery applications. Molecular descriptors and Molecular properties are traditionally used for the prediction of water solubility. There are various key descriptors that are used for this purpose, namely Drogan Descriptors, Morgan Descriptors, Maccs keys, etc., and each has different prediction capabilities with differentiating successes between different data sets. Another source for the prediction of solubility is structural features; they are commonly used for the prediction of solubility. However, there are little to no studies that combine three or more properties or descriptors for prediction to produce a more powerful prediction model. Unlike available models, we used a combination of those features in a random forest machine learning model for improved solubility prediction to better predict and, therefore, contribute to drug discovery systems.

Keywords: solubility, random forest, molecular descriptors, maccs keys

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Authors: Shreya Pare, Parvin Akhter

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Remotely sensing image classification becomes a very challenging task owing to the high dimensionality of hyperspectral images. The pixel-wise classification methods fail to take the spatial structure information of an image. Therefore, to improve the performance of classification, spatial information can be integrated into the classification process. In this paper, the multilevel thresholding algorithm based on a modified fuzzy entropy function is used to perform the segmentation of hyperspectral images. The fuzzy parameters of the MFE function have been optimized by using a new meta-heuristic algorithm based on the Tree-Search algorithm. The segmented image is classified by a large distribution machine (LDM) classifier. Experimental results are shown on a hyperspectral image dataset. The experimental outputs indicate that the proposed technique (MFE-TSA-LDM) achieves much higher classification accuracy for hyperspectral images when compared to state-of-art classification techniques. The proposed algorithm provides accurate segmentation and classification maps, thus becoming more suitable for image classification with large spatial structures.

Keywords: classification, hyperspectral images, large distribution margin, modified fuzzy entropy function, multilevel thresholding, tree search algorithm, hyperspectral image classification using tree search algorithm

Procedia PDF Downloads 166

Authors: Hossein Gitinavard, Mohammad Hossein Fazel Zarandi

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In the last decades, concerns about the environmental issues lead to professional and academic efforts on green supplier selection problems. In this sake, one of the main issues in evaluating the green supplier selection problems, which could increase the uncertainty, is the preferences of the experts' judgments about the candidate green suppliers. Therefore, preparing an expert system to evaluate the problem based on the historical data and the experts' knowledge can be sensible. This study provides an expert evaluation system to assess the candidate green suppliers under selected criteria in a multi-period approach. In addition, a ranking approach under interval-valued hesitant fuzzy set (IVHFS) environment is proposed to select the most appropriate green supplier in planning horizon. In the proposed ranking approach, the IVHFS and the last aggregation approach are considered to margin the errors and to prevent data loss, respectively. Hence, a comparative analysis is provided based on an illustrative example to show the feasibility of the proposed approach.

Keywords: green supplier selection, expert system, ranking approach, interval-valued hesitant fuzzy setting

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Authors: Ghada Elshafei, A. Elazim Negm

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Recently, Green architecture becomes a significant way to a sustainable future. Green building designs involve finding the balance between comfortable homebuilding and sustainable environment. Moreover, the utilization of the new technologies such as artificial intelligence techniques are used to complement current practices in creating greener structures to keep the built environment more sustainable. The most common objectives are green buildings should be designed to minimize the overall impact of the built environment on ecosystems in general and particularly on human health and on the natural environment. This will lead to protecting occupant health, improving employee productivity, reducing pollution and sustaining the environmental. In green building design, multiple parameters which may be interrelated, contradicting, vague and of qualitative/quantitative nature are broaden to use. This paper presents a comprehensive critical state of art review of current practices based on fuzzy and its combination techniques. Also, presented how green architecture/building can be improved using the technologies that been used for analysis to seek optimal green solutions strategies and models to assist in making the best possible decision out of different alternatives.

Keywords: green architecture/building, technologies, optimization, strategies, fuzzy techniques, models

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Authors: Alex Vakaloudis, Juan Manuel Escano-Gonzalez

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Setting up a system to broadcast live lectures on the web is a procedure which on the surface does not require any serious technical skills mainly due to the facilities provided by popular learning management systems and their plugins. Nevertheless, producing a system of outstanding quality is a multidisciplinary and by no means a straightforward task. This complicatedness may be responsible for the delivery of an overall poor experience to the learners, and it calls for a formal rating framework that takes into account the diverse aspects of an architecture for synchronous video e-learning systems. We discuss the specifications of such a framework which at its final stage employs fuzzy logic technique to transform from qualitative to quantitative results.

Keywords: synchronous video, fuzzy logic, rating framework, e-learning

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Authors: Khuram Nawaz Sadozai, Rizwan Ahmad, Munawar Raza Kazmi, Awais Habib

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Climate change and crop production are intrinsically associated with each other. Therefore, this research study is designed to assess the impact of climate change on pulses production in Southern districts of Khyber Pakhtunkhwa (KP) Province of Pakistan. Two pulses (i.e. chickpea and mung bean) were selected for this research study with respect to climate change. Climatic variables such as temperature, humidity and precipitation along with pulses production and area under cultivation of pulses were encompassed as the major variables of this study. Secondary data of climatic variables and crop variables for the period of thirty four years (1986-2020) were obtained from Pakistan Metrological Department and Agriculture Statistics of KP respectively. Panel data set of chickpea and mung bean crops was estimated separately. The analysis validate that both data sets were a balanced panel data. The Hausman specification test was run separately for both the panel data sets whose findings had suggested the fixed effect model can be deemed as an appropriate model for chickpea panel data, however random effect model was appropriate for estimation of the panel data of mung bean. Major findings confirm that maximum temperature is statistically significant for the chickpea yield. This implies if maximum temperature increases by 1 0C, it can enhance the chickpea yield by 0.0463 units. However, the impact of precipitation was reported insignificant. Furthermore, the humidity was statistically significant and has a positive association with chickpea yield. In case of mung bean the minimum temperature was significantly contributing in the yield of mung bean. This study concludes that temperature and humidity can significantly contribute to enhance the pulses yield. It is recommended that capacity building of pulses growers may be made to adapt the climate change strategies. Moreover, government may ensure the availability of climate change resistant varieties of pulses to encourage the pulses cultivation.

Keywords: climate change, pulses productivity, agriculture, Pakistan

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Authors: S. Benkraouda, Z. Djelloul-Khedda, B. Yagoubi

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we present a method for early detection of forest fires from a thermal infrared satellite image, using the image matrix of the probability of belonging. The principle of the method is to compare a theoretical mathematical model to an experimental model. We considered that each line of the image matrix, as an embodiment of a non-stationary random process. Since the distribution of pixels in the satellite image is statistically dependent, we divided these lines into small stationary and ergodic intervals to characterize the image by an adequate mathematical model. A standard deviation was chosen to generate random variables, so each interval behaves naturally like white Gaussian noise. The latter has been selected as the mathematical model that represents a set of very majority pixels, which we can be considered as the image background. Before modeling the image, we made a few pretreatments, then the parameters of the theoretical Gaussian model were extracted from the modeled image, these settings will be used to calculate the probability of each interval of the modeled image to belong to the theoretical Gaussian model. The high intensities pixels are regarded as foreign elements to it, so they will have a low probability, and the pixels that belong to the background image will have a high probability. Finally, we did present the reverse of the matrix of probabilities of these intervals for a better fire detection.

Keywords: forest fire, forest fire detection, satellite image, normal distribution, theoretical gaussian model, thermal infrared matrix image

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Authors: G. C. Tikkiwal, Mukesh Upadhyay

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During the surveillance operations at war or peace time, the Radar operator gets a scatter of targets over the screen. This may be a tracked vehicle like tank vis-à-vis T72, BMP etc, or it may be a wheeled vehicle like ALS, TATRA, 2.5Tonne, Shaktiman or moving army, moving convoys etc. The Radar operator selects one of the promising targets into Single Target Tracking (STT) mode. Once the target is locked, the operator gets a typical audible signal into his headphones. With reference to the gained experience and training over the time, the operator then identifies the random target. But this process is cumbersome and is solely dependent on the skills of the operator, thus may lead to misclassification of the object. In this paper we present a technique using mathematical and statistical methods like Fast Fourier Transformation (FFT) and Principal Component Analysis (PCA) to identify the random objects. The process of classification is based on transforming the audible signature of target into music octave-notes. The whole methodology is then automated by developing suitable software. This automation increases the efficiency of identification of the random target by reducing the chances of misclassification. This whole study is based on live data.

Keywords: radar target, fft, principal component analysis, eigenvector, octave-notes, dsp

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Authors: Alhusein Almahjoub, Dongyu Qiu

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This paper deals with the random access procedure in next-generation networks and presents the solution to reduce total service time (TST) which is one of the most important performance metrics in current and future internet of things (IoT) based networks. The proposed solution focuses on the calculation of optimal transmission probability which maximizes the success probability and reduces TST. It uses the information of several idle preambles in every time slot, and based on it, it estimates the number of backlogged IoT devices using Naïve Bayes estimation which is a type of supervised learning in the machine learning domain. The estimation of backlogged devices is necessary since optimal transmission probability depends on it and the eNodeB does not have information about it. The simulations are carried out in MATLAB which verify that the proposed solution gives excellent performance.

Keywords: random access, LTE/LTE-A, 5G, machine learning, Naïve Bayes estimation

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Authors: Sheikh Samsuzzhan Alam

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The present study investigates the selection of variogram model in analyzing spatial variations of environmental variables with the trend. Sometimes, the autofitted theoretical variogram does not really capture the true nature of the empirical semivariogram. So proper exploration and analysis are needed to select the best variogram model. For this study, an open source data collected from California Soil Resource Lab1 is used to explain the problems when fitting a theoretical variogram. Five most commonly used variogram models: Linear, Gaussian, Exponential, Matern, and Spherical were fitted to the experimental semivariogram. Ordinary kriging methods were considered to evaluate the accuracy of the selected variograms through cross-validation. This study is beneficial for selecting an appropriate theoretical variogram model for environmental variables.

Keywords: anisotropy, cross-validation, environmental variables, kriging, variogram models

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Authors: M. Cizmesija, N. Erjavec, V. Bahovec

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While the European Union (EU) harmonized methodology is a benchmark of worldwide used business survey (BS) methodology, the choice of variables that are components of the confidence indicators, as the leading indicators, is not strictly determined and unique. Therefore, the aim of this paper is to investigate and to quantify the relationship between all business survey variables in manufacturing industry and industrial production as a reference macroeconomic series in Croatia. The assumption is that there are variables in the business survey, that are not components of Industrial Confidence Indicator (ICI) and which can accurately (and sometimes better then ICI) predict changes in Croatian industrial production. Empirical analyses are conducted using quarterly data of BS variables in manufacturing industry and Croatian industrial production over the period from the first quarter 2005 to the first quarter 2013. Research results confirmed the assumption: three BS variables which is not components of ICI (competitive position, demand and liquidity) are the best leading indicator then ICI, in forecasting changes in Croatian industrial production instantaneously, with one, two or three quarter ahead.

Keywords: balance, business survey, confidence indicators, industrial production, forecasting

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Authors: Vijay Kumar Singh, Pooja Kushwaha, Prabhat Ranjan, Krishna Kumar Ojha, Jitendra Kumar

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Present day high-throughput genomic technologies, NGS/microarrays, are producing large volume of data that require improved analysis methods to make sense of the data. The correlation between genes and samples has been regularly used to gain insight into many biological phenomena including, but not limited to, co-expression/co-regulation, gene regulatory networks, clustering and pattern identification. However, presence of outliers and violation of assumptions underlying Pearson correlation is frequent and may distort the actual correlation between the genes and lead to spurious conclusions. Here, we report a method to measure the strength of association between genes. The method assumes that the expression values of a gene are Bernoulli random variables whose outcome depends on the sample being probed. The method considers the two genes as uncorrelated if the number of sample with same outcome for both the genes (Ns) is equal to certainly expected number (Es). The extent of correlation depends on how far Ns can deviate from the Es. The method does not assume normality for the parent population, fairly unaffected by the presence of outliers, can be applied to qualitative data and it uses the binomial distribution to assess the significance of association. At this stage, we would not claim about the superiority of the method over other existing correlation methods, but our method could be another way of calculating correlation in addition to existing methods. The method uses binomial distribution, which has not been used until yet, to assess the significance of association between two variables. We are evaluating the performance of our method on NGS/microarray data, which is noisy and pierce by the outliers, to see if our method can differentiate between spurious and actual correlation. While working with the method, it has not escaped our notice that the method could also be generalized to measure the association of more than two variables which has been proven difficult with the existing methods.

Keywords: binomial distribution, correlation, microarray, outliers, transcriptome

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Authors: T. Wanyama, B. Far

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Automatic irrigation systems usually conveniently protect landscape investment. While conventional irrigation systems are known to be inefficient, automated ones have the potential to optimize water usage. In fact, there is a new generation of irrigation systems that are smart in the sense that they monitor the weather, soil conditions, evaporation and plant water use, and automatically adjust the irrigation schedule. In this paper, we present an agent based smart irrigation system. The agents are built using a mix of commercial off the shelf software, including MATLAB, Microsoft Excel and KEPServer Ex5 OPC server, and custom written code. The Irrigation Scheduler Agent uses fuzzy logic to integrate the information that affect the irrigation schedule. In addition, the Multi-Agent system uses Open Platform Connectivity (OPC) technology to share data. OPC technology enables the Irrigation Scheduler Agent to communicate over the Internet, making the system scalable to a municipal or regional agent based water monitoring, management, and optimization system. Finally, this paper presents simulation and pilot installation test result that show the operational effectiveness of our system.

Keywords: community water usage, fuzzy logic, irrigation, multi-agent system

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Authors: Guillaume Leduc

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In this paper, we describe a broad setting under which the error of the approximation can be quantified, controlled, and for which convergence occurs at a speed of n⁻¹ for European and American options. We describe how knowledge of the error allows for arbitrarily fast acceleration of the convergence.

Keywords: random walk approximation, European and American options, rate of convergence, option pricing

Procedia PDF Downloads 453

Authors: Kayode Balogun, Femi Ayoola

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Crime is at alarming rate in this part of world and there are many factors that are contributing to this antisocietal behaviour both among the youths and old. In this work, principal component analysis (PCA) was used as a tool to reduce the dimensionality and to really know those variables that were crime prone in the study region. Data were collected on twenty-eight crime variables from National Bureau of Statistics (NBS) databank for a period of fifteen years, while retaining as much of the information as possible. We use PCA in this study to know the number of major variables and contributors to the crime in the Southwest Nigeria. The results of our analysis revealed that there were eight principal variables have been retained using the Scree plot and Loading plot which implies an eight-equation solution will be appropriate for the data. The eight components explained 93.81% of the total variation in the data set. We also found that the highest and commonly committed crimes in the Southwestern Nigeria were: Assault, Grievous Harm and Wounding, theft/stealing, burglary, house breaking, false pretence, unlawful arms possession and breach of public peace.

Keywords: crime rates, data, Southwest Nigeria, principal component analysis, variables

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Authors: Sami W. Tabsh

Abstract:

The strength of reinforced concrete depends on the member dimensions and material properties. The properties of concrete and steel materials are not constant but random variables. The variability of concrete strength is due to batching errors, variations in mixing, cement quality uncertainties, differences in the degree of compaction and disparity in curing. Similarly, the variability of steel strength is attributed to the manufacturing process, rolling conditions, characteristics of base material, uncertainties in chemical composition, and the microstructure-property relationships. To account for such uncertainties, codes of practice for reinforced concrete design impose resistance factors to ensure structural reliability over the useful life of the structure. In this investigation, the effects of reductions in concrete and reinforcing steel strengths from the nominal values, beyond those accounted for in the structural design codes, on the structural reliability are assessed. The considered limit states are flexure, shear and axial compression based on the ACI 318-11 structural concrete building code. Structural safety is measured in terms of a reliability index. Probabilistic resistance and load models are compiled from the available literature. The study showed that there is a wide variation in the reliability index for reinforced concrete members designed for flexure, shear or axial compression, especially when the live-to-dead load ratio is low. Furthermore, variations in concrete strength have minor effect on the reliability of beams in flexure, moderate effect on the reliability of beams in shear, and sever effect on the reliability of columns in axial compression. On the other hand, changes in steel yield strength have great effect on the reliability of beams in flexure, moderate effect on the reliability of beams in shear, and mild effect on the reliability of columns in axial compression. Based on the outcome, it can be concluded that the reliability of beams is sensitive to changes in the yield strength of the steel reinforcement, whereas the reliability of columns is sensitive to variations in the concrete strength. Since the embedded target reliability in structural design codes results in lower structural safety in beams than in columns, large reductions in material strengths compromise the structural safety of beams much more than they affect columns.

Keywords: code, flexure, limit states, random variables, reinforced concrete, reliability, reliability index, shear, structural safety

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Authors: Juan F. Muñoz-Rosas, Rosa M. García-Fernández, Encarnación Álvarez-Verdejo, Pablo J. Moya-Fernández

Abstract:

Poverty measurement is a very important topic in many studies in social sciences. One of the most important indicators when measuring poverty is the low income proportion. This indicator gives the proportion of people of a population classified as poor. This indicator is generally unknown, and for this reason, it is estimated by using survey data, which are obtained by official surveys carried out by many statistical agencies such as Eurostat. The main feature of the mentioned survey data is the fact that they contain several variables. The variable used to estimate the low income proportion is called as the variable of interest. The survey data may contain several additional variables, also named as the auxiliary variables, related to the variable of interest, and if this is the situation, they could be used to improve the estimation of the low income proportion. In this paper, we use Monte Carlo simulation studies to analyze numerically the performance of estimators based on several auxiliary variables. In this simulation study, we considered real data sets obtained from the 2011 European Union Survey on Income and Living Condition. Results derived from this study indicate that the estimators based on auxiliary variables are more accurate than the naive estimator.

Keywords: inclusion probability, poverty, poverty line, survey sampling

Procedia PDF Downloads 452