Search results for: multivariate linear regression

Authors: K. Vigneshwaran, Manoj Pandey

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In this paper, breathing crack is considered for the non linear dynamic analysis. The stiffness of the cracked beam is found out by using influence coefficients. The influence coefficients are calculated by using Castigliano’s theorem and strain energy release rate (SERR). The equation of motion of the beam was derived by using Hamilton’s principle. The stiffness and natural frequencies for the cracked beam has been calculated using XFEM and Eigen approach. It is seen that due to presence of cracks, the stiffness and natural frequency changes. The mode shapes and the FRF for the uncracked and breathing cracked cantilever beam also obtained and compared.

Keywords: breathing crack, XFEM, mode shape, FRF, non linear analysis

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Authors: Ahmed Elsayed Ahmed, Ashraf Hafez, A. N. Ouda, Hossam Eldin Hussein Ahmed, Hala Mohamed ABD-Elkader

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Unmanned Aircraft Systems (UAS) are playing increasingly prominent roles in defense programs and defense strategies around the world. Technology advancements have enabled the development of it to do many excellent jobs as reconnaissance, surveillance, battle fighters, and communications relays. Simulating a small unmanned aerial vehicle (SUAV) dynamics and analyzing its behavior at the preflight stage is too important and more efficient. The first step in the UAV design is the mathematical modeling of the nonlinear equations of motion. In this paper, a survey with a standard method to obtain the full non-linear equations of motion is utilized,and then the linearization of the equations according to a steady state flight condition (trimming) is derived. This modeling technique is applied to an Ultrastick-25e fixed wing UAV to obtain the valued linear longitudinal and lateral models. At the end, the model is checked by matching between the behavior of the states of the non-linear UAV and the resulted linear model with doublet at the control surfaces.

Keywords: UAV, equations of motion, modeling, linearization

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Authors: Mikiyas Adugna

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Effort estimation is among the activities carried out in software development processes. An accurate model of estimation leads to project success. The method of agile effort estimation is a complex task because of the dynamic nature of software development. Researchers are still conducting studies on agile effort estimation to enhance prediction accuracy. Due to these reasons, we investigated and proposed a model on LASSO and Elastic Net regression to enhance estimation accuracy. The proposed model has major components: preprocessing, train-test split, training with default parameters, and cross-validation. During the preprocessing phase, the entire dataset is normalized. After normalization, a train-test split is performed on the dataset, setting training at 80% and testing set to 20%. We chose two different phases for training the two algorithms (Elastic Net and LASSO) regression following the train-test-split. In the first phase, the two algorithms are trained using their default parameters and evaluated on the testing data. In the second phase, the grid search technique (the grid is used to search for tuning and select optimum parameters) and 5-fold cross-validation to get the final trained model. Finally, the final trained model is evaluated using the testing set. The experimental work is applied to the agile story point dataset of 21 software projects collected from six firms. The results show that both Elastic Net and LASSO regression outperformed the compared ones. Compared to the proposed algorithms, LASSO regression achieved better predictive performance and has acquired PRED (8%) and PRED (25%) results of 100.0, MMRE of 0.0491, MMER of 0.0551, MdMRE of 0.0593, MdMER of 0.063, and MSE of 0.0007. The result implies LASSO regression algorithm trained model is the most acceptable, and higher estimation performance exists in the literature.

Keywords: agile software development, effort estimation, elastic net regression, LASSO

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Authors: Elias K. Maragos, Petros E. Maravelakis

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In Dynamic Data Envelopment Analysis (DDEA), which is a subfield of Data Envelopment Analysis (DEA), the productivity of Decision Making Units (DMUs) is considered in relation to time. In this case, as it is accepted by the most of the researchers, there are outputs, which are produced by a DMU to be used as inputs in a future time. Those outputs are known as intermediates. The common models, in DDEA, do not take into account the shape of the distribution of those inputs, outputs or intermediates data, assuming that the distribution of the virtual value of them does not deviate from linearity. This weakness causes the limitation of the accuracy of the analytical power of the traditional DDEA models. In this paper, the authors, using the concept of piecewise linear inputs and outputs, propose an extended DDEA model. The proposed model increases the flexibility of the traditional DDEA models and improves the measurement of the dynamic performance of DMUs.

Keywords: Dynamic Data Envelopment Analysis, DDEA, piecewise linear inputs, piecewise linear outputs

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Authors: Davut Disci

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Objective: to measure the factors affecting expectations and intentions of using mobile phone in educational contexts by university students, using advanced equations and modeling techniques. Design and Methodology: According to the literature, Mobile Addiction, Parental Surveillance- Safety/Security, Social Relations, and Mobile Behavior are most used terms of defining mobile use of people. Therefore these variables are tried to be measured to find and estimate their effects on expectations and intentions of using mobile phone in educational context. 421 university students participated in this study and there are 229 Female and 192 Male students. For the purpose of examining the mobile behavior and educational expectations and intentions, a questionnaire is prepared and applied to the participants who had to answer all the questions online. Furthermore, responses to close-ended questions are analyzed by using The Statistical Package for Social Sciences(SPSS) software, reliabilities are measured by Cronbach’s Alpha analysis and hypothesis are examined via using Multiple Regression and Linear Regression analysis and the model is tested with Structural Equation Modeling(SEM) technique which is important for testing the model scientifically. Besides these responses, open-ended questions are taken into consideration. Results: When analyzing data gathered from close-ended questions, it is found that Mobile Addiction, Parental Surveillance, Social Relations and Frequency of Using Mobile Phone Applications are affecting the mobile behavior of the participants in different levels, helping them to use mobile phone in educational context. Moreover, as for open-ended questions, participants stated that they use many mobile applications in their learning environment in terms of contacting with friends, watching educational videos, finding course material via internet. They also agree in that mobile phone brings greater flexibility to their lives. According to the SEM results the model is not evaluated and it can be said that it may be improved to show in SEM besides in multiple regression. Conclusion: This study shows that the specified model can be used by educationalist, school authorities to improve their learning environment.

Keywords: education, mobile behavior, mobile learning, technology, Turkey

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Authors: Davut Disci

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Objective: to measure the factors affecting expectations and intentions of using mobile phone in educational contexts by university students, using advanced equations and modeling techniques. Design and Methodology: According to the literature, Mobile Addiction, Parental Surveillance-Safety/Security, Social Relations, and Mobile Behavior are most used terms of defining mobile use of people. Therefore, these variables are tried to be measured to find and estimate their effects on expectations and intentions of using mobile phone in educational context. 421 university students participated in this study and there are 229 Female and 192 Male students. For the purpose of examining the mobile behavior and educational expectations and intentions, a questionnaire is prepared and applied to the participants who had to answer all the questions online. Furthermore, responses to close-ended questions are analyzed by using The Statistical Package for Social Sciences(SPSS) software, reliabilities are measured by Cronbach’s Alpha analysis and hypothesis are examined via using Multiple Regression and Linear Regression analysis and the model is tested with Structural Equation Modeling (SEM) technique which is important for testing the model scientifically. Besides these responses, open-ended questions are taken into consideration. Results: When analyzing data gathered from close-ended questions, it is found that Mobile Addiction, Parental Surveillance, Social Relations and Frequency of Using Mobile Phone Applications are affecting the mobile behavior of the participants in different levels, helping them to use mobile phone in educational context. Moreover, as for open-ended questions, participants stated that they use many mobile applications in their learning environment in terms of contacting with friends, watching educational videos, finding course material via internet. They also agree in that mobile phone brings greater flexibility to their lives. According to the SEM results the model is not evaluated and it can be said that it may be improved to show in SEM besides in multiple regression. Conclusion: This study shows that the specified model can be used by educationalist, school authorities to improve their learning environment.

Keywords: learning technology, instructional technology, mobile learning, technology

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Authors: Hassan Samadi, Mustapha El Jarroudi

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In this work, we consider the homogenization of a non-linear problem in periodic medium with two periodic connected media exchanging a heat flux throughout their common interface. The interfacial exchange coefficient λ is assumed to tend to zero or to infinity following a rate λ=λ(ε) when the size ε of the basic cell tends to zero. Three homogenized problems are determined according to some critical value depending of λ and ε. Our method is based on Γ-Convergence techniques.

Keywords: variational methods, epiconvergence, homogenization, convergence technique

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Authors: Matthew C. Best

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Linear Multi-Input Multi-Output (MIMO) dynamic models can be identified, with no a priori knowledge of model structure or order, using a new Generalised Identifying Filter (GIF). Based on an Extended Kalman Filter, the new filter identifies the model iteratively, in a continuous modal canonical form, using only input and output time histories. The filter’s self-propagating state error covariance matrix allows easy determination of convergence and conditioning, and by progressively increasing model order, the best fitting reduced-order model can be identified. The method is shown to be resistant to noise and can easily be extended to identification of smoothly nonlinear systems.

Keywords: system identification, Kalman filter, linear model, MIMO, model order reduction

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Authors: Jelena S. Kiurski, Vesna S. Kecić, Snežana M. Aksentijević

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The identification and evaluation of organic and inorganic pollutants were performed in a flexographic facility in Novi Sad, Serbia. Air samples were collected and analyzed in situ, during 4-hours working time at five sampling points by the mobile gas chromatograph and ozonometer at the printing of collagen casing. Experimental results showed that the concentrations of isopropyl alcohol, acetone, total volatile organic compounds and ozone varied during the sampling times. The highest average concentrations of 94.80 ppm and 102.57 ppm were achieved at 200 minutes from starting the production for isopropyl alcohol and total volatile organic compounds, respectively. The mutual dependences between target hazardous and microclimate parameters were confirmed using a multiple linear regression model with software package STATISTICA 10. Obtained multiple coefficients of determination in the case of ozone and acetone (0.507 and 0.589) with microclimate parameters indicated a moderate correlation between the observed variables. However, a strong positive correlation was obtained for isopropyl alcohol and total volatile organic compounds (0.760 and 0.852) with microclimate parameters. Higher values of parameter F than F_critical for all examined dependences indicated the existence of statistically significant difference between the concentration levels of target pollutants and microclimates parameters. Given that, the microclimate parameters significantly affect the emission of investigated gases and the application of eco-friendly materials in production process present a necessity.

Keywords: flexographic printing, indoor air, multiple regression analysis, pollution emission

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Authors: Osamu Komori, Shinto Eguchi, Hiroshi Okamura, Momoko Ichinokawa

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The long time-series data on population assessments are essential for global ecosystem assessment because the temporal change of biomass in such a database reflects the status of global ecosystem properly. However, the available assessment data usually have limited sample sizes and the ratio of populations with low abundance of biomass (collapsed) to those with high abundance (non-collapsed) is highly imbalanced. To allow for the imbalance and uncertainty involved in the ecological data, we propose a binary regression model with mixed effects for inferring ecosystem status through an asymmetric logistic model. In the estimation equation, we observe that the weights for the non-collapsed populations are relatively reduced, which in turn puts more importance on the small number of observations of collapsed populations. Moreover, we extend the asymmetric logistic regression model using propensity score to allow for the sample biases observed in the labeled and unlabeled datasets. It robustified the estimation procedure and improved the model fitting.

Keywords: double robust estimation, ecological binary data, mixed effect logistic regression model, propensity score

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Authors: Xingyu Gao, Qiang Wu

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Patents play a crucial role in protecting innovation and intellectual property. Early prediction of the impact of artificial intelligence (AI) patents helps researchers and companies allocate resources and make better decisions. Understanding the key factors that influence patent impact can assist researchers in gaining a better understanding of the evolution of AI technology and innovation trends. Therefore, identifying highly impactful patents early and providing support for them holds immeasurable value in accelerating technological progress, reducing research and development costs, and mitigating market positioning risks. Despite the extensive research on AI patents, accurately predicting their early impact remains a challenge. Traditional methods often consider only single factors or simple combinations, failing to comprehensively and accurately reflect the actual impact of patents. This paper utilized the artificial intelligence patent database from the United States Patent and Trademark Office and the Len.org patent retrieval platform to obtain specific information on 35,708 AI patents. Using six machine learning models, namely Multiple Linear Regression, Random Forest Regression, XGBoost Regression, LightGBM Regression, Support Vector Machine Regression, and K-Nearest Neighbors Regression, and using early indicators of patents as features, the paper comprehensively predicted the impact of patents from three aspects: technical, social, and economic. These aspects include the technical leadership of patents, the number of citations they receive, and their shared value. The SHAP (Shapley Additive exPlanations) metric was used to explain the predictions of the best model, quantifying the contribution of each feature to the model's predictions. The experimental results on the AI patent dataset indicate that, for all three target variables, LightGBM regression shows the best predictive performance. Specifically, patent novelty has the greatest impact on predicting the technical impact of patents and has a positive effect. Additionally, the number of owners, the number of backward citations, and the number of independent claims are all crucial and have a positive influence on predicting technical impact. In predicting the social impact of patents, the number of applicants is considered the most critical input variable, but it has a negative impact on social impact. At the same time, the number of independent claims, the number of owners, and the number of backward citations are also important predictive factors, and they have a positive effect on social impact. For predicting the economic impact of patents, the number of independent claims is considered the most important factor and has a positive impact on economic impact. The number of owners, the number of sibling countries or regions, and the size of the extended patent family also have a positive influence on economic impact. The study primarily relies on data from the United States Patent and Trademark Office for artificial intelligence patents. Future research could consider more comprehensive data sources, including artificial intelligence patent data, from a global perspective. While the study takes into account various factors, there may still be other important features not considered. In the future, factors such as patent implementation and market applications may be considered as they could have an impact on the influence of patents.

Keywords: patent influence, interpretable machine learning, predictive models, SHAP

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Authors: Luciano Oliveira, Elsa Vásquez-Alvarez

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The increase in rail freight transport in Brazil in recent years requires new railway lines and the maintenance of existing ones, which generates high costs for concessionaires. It is in this context that this work is inserted, whose objective is to propose a method that uses Binary Linear Programming for the choice of sleeper and rail fastening, from various options, including the way to apply these materials, with focus to minimize costs. Unit value information, the life cycle each of material type, and service expenses are considered. The model was implemented in commercial software using real data for its validation. The formulated model can be replicated to support decision-making for other railway projects in the choice of sleepers and rail fastening with lowest cost.

Keywords: linear programming, rail fastening, rail sleeper, railway

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Authors: Rene Valdiviezo-Issa

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In this paper, we use Mexico’s Households Income and Expenditures (ENIGH) survey to explain the behaviour that the urban-rural expenditure gap has had since Mexico’s incorporation to the North American Free Trade Agreement (NAFTA) in 1994 and we compare it with the latest available survey, which took place in 2014. We use real trimestral expenditure per capita (RTEPC) as the measure of welfare. We use quantile regressions and a quantile regression decomposition to describe the gap between urban and rural distributions of log RTEPC. We discover that the decrease in the difference between the urban and rural distributions of log RTEPC, or inequality, is motivated because of a deprivation of the urban areas, in very specific characteristics, rather than an improvement of the urban areas. When using the decomposition we observe that the gap is primarily brought about because differences in returns to covariates between the urban and rural areas.

Keywords: quantile regression, urban-rural inequality, inequality in Mexico, income decompositon

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Authors: I. D. Mngutyo, T. T. Gyuse, D. S. A. Alaci, J. Atser

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Streets are public spaces that are meaningful to all people because of lack of restriction on streets. Studies show that conditions, activities and people contribute to the success of public spaces. Also, self-organization potential in activity patterns offers a prospect for the revitalization of an urban area. This potential is mostly ignored hence many African streets appear disorganized giving African urban areas an unplanned look. Therefore, this study aims to analyze street utilization patterns and explore the relationship between the pattern of street use and condition of streets in Makurdi.These activity patterns form a data base for the revitalization of public space. Three major and minor arterials streets in nine out of the eleven wards that make up the built up part of Makurdi were purposively selected as units for measurement. A street activity audit was done on streets for activities that can be observed. For activities that cannot be easily observed 4 questionnaires were randomly administered on each of the three streets giving a total of 108 questionnaires. Multivariate statistical tools such as factor analysis and regression will be used to show emerging streets activity patterns and spatial variation among the nine wards.

Keywords: streets, utilization patterns, revitalization, urban design, urban, areas, developing countries

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Authors: H. Hotait, X. Chiementin, L. Rasolofondraibe

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This paper presents a continuous work to detect the abnormal state in the rolling bearing by studying the vibration signature analysis and calculation of the remaining useful life. To achieve these aims, two methods; the first method is the classification to detect the degradation state by the AOM-OPTICS (Acousto-Optic Modulator) method. The second one is the prediction of the degradation state using least-squares support vector regression and then compared with the linear degradation model. An experimental investigation on ball-bearing was conducted to see the effectiveness of the used method by applying the acquired vibration signals. The proposed model for predicting the state of bearing gives us accurate results with the experimental and numerical data.

Keywords: bearings, automatization, optimization, prognosis, classification, defect detection

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Authors: Karima Chaabna, Sohaila Cheema, Amit Abraham, Hekmat Alrouh, Ravinder Mamtani, Javaid I. Sheikh

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We aimed to assess the production of systematic reviews (SRs) that synthesize observational studies discussing population health issues in the Middle East and North Africa (MENA). Two independent reviewers systematically searched MEDLINE through PubMed. Between 2008-2016, 5,747 articles (reviews, systematic reviews, and meta-analyses) were identified. Following a multi-stage screening process, 387 SRs (with or without meta-analysis) on population health issues in the MENA were included in our overview. Citation numbers for each SR were retrieved from Google Scholar. Impact factor of the journal during the publication year for the included SRs was retrieved from the Institute of Scientific Information’s Journal Citation Report. We conducted linear regression analysis to assess time trends of number of publications according to SRs’ characteristics. We characterized a linear statistically significant increase in the annual numbers of SRs that summarize observational studies on the MENA population health (p-value<0.0001, R2=0.95), from 15 in 2008 to 81 in 2016. Our analysis reveals also linear statistically significant increases in numbers of SRs published by authors affiliated to institutions located inside MENA and/or neighboring countries (N=113, p-value < 0.0001, R²=0.90), by authors located outside MENA (N=155, p-value=0.0007, R²=0.82), and by collaborating authors affiliated to institutions located outside MENA and inside the region and/or in MENA’s neighboring countries (total number of SRs (N)= 119, p-value=0.0004, R²=0.85). Furthermore, these SRs were published in journals with an IF ranging from 0 to 47.8 (median=2.1). Linear statistically significant increases in numbers of published SRs were demonstrated in journals’ impact factor (IF) categories (IF=[0-2[: R²=0.79, p-value=0.0012; IF=[2-4[:R²=0.86, p-value=0.0003; and IF=[4-6[:R²=0.53, p-value=0.026). Additionally, annual numbers of citations to the SRs varied between 0 and 471 (median=7). While each year, a couple of SRs were getting more than 50 annual citations, there were linear statistically significant increases in numbers of published SRs with an annual number of citations at [0-10[(R²=0.89, p-value=0.00014) and at [10-50[ (R²=0.76, p-value=0.0021). Between 2008-2016, increasingly SRs that summarize observational studies on population health issues in the MENA were published. Authors of these SRs were located inside and/or outside the MENA region and an increasing number of collaborations were seen. Increasing numbers of SRs were predominantly observed in journals with an IF between zero and six. Interestingly, SRs covering MENA region countries were being increasingly cited, indicating an escalation of interest in this region’s population health issues.

Keywords: bibliometric, citation, impact factor, Middle East and North Africa, population health, systematic review

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Authors: Seyedtaghi Mirmohammadi, J. Yazdani, S. M. Asadi, M. Rokni, A. Toosi

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There are many indoor air quality studies with an emphasis on indoor particulate matters (PM2.5) monitoring. Whereas, there is a lake of data about indoor PM2.5 concentrations in rural area schools (especially in classrooms), since preliminary children are assumed to be more defenseless to health hazards and spend a large part of their time in classrooms. The objective of this study was indoor PM2.5 concentration quality assessment. Fifteen preliminary schools by time-series sampling were selected to evaluate the indoor air quality in the rural district of Sari city, Iran. Data on indoor air climate parameters (temperature, relative humidity and wind speed) were measured by a hygrometer and thermometer. Particulate matters (PM2.5) were collected and assessed by Real Time Dust Monitor, (MicroDust Pro, Casella, UK). The mean indoor PM2.5 concentration in the studied classrooms was 135µg/m3 in average. The multiple linear regression revealed that a correlation between PM2.5 concentration and relative humidity, distance from city center and classroom size. Classroom size yields reasonable negative relationship, the PM2.5 concentration was ranged from 65 to 540μg/m3 and statistically significant at 0.05 level and the relative humidity was ranged from 70 to 85% and dry bulb temperature ranged from 28 to 29°C were statistically significant at 0.035 and 0.05 level, respectively. A statistical predictive model was obtained from multiple regressions modeling for PM2.5 and indoor psychrometric parameters.

Keywords: particulate matters, classrooms, regression, concentration, humidity

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Authors: Mohammad Mehdi Mazarei, Ali Asghar Behroozpoor

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In this paper, we define an optimization problem corresponding to smooth and nonsmooth functions which its optimal solution is the first derivative of these functions in a domain. For this purpose, a linear programming problem corresponding to optimization problem is obtained. The optimal solution of this linear programming problem is the approximate generalized first derivative. In fact, we approximate generalized first derivative of nonsmooth functions as tailor series. We show the efficiency of our approach by some smooth and nonsmooth functions in some examples.

Keywords: general derivative, linear programming, optimization problem, smooth and nonsmooth functions

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Authors: Muhammad Tariq A. Chaudhary

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Soil-structure interaction (SSI) in bridges under seismic excitation is a complex phenomenon which involves coupling between the non-linear behavior of bridge pier columns and SSI in the soil-foundation part. It is a common practice in the study of SSI to model the bridge piers as linear elastic while treating the soil and foundation with a non-linear or an equivalent linear modeling approach. Consequently, the contribution of soil and foundation to the SSI phenomenon is disproportionately highlighted. The present study considered non-linear behavior of bridge piers in FEM model of a 4-span, pile-supported bridge that was designed for five different soil conditions in a moderate seismic zone. The FEM model of the bridge system was subjected to a suite of 21 actual ground motions representative of three levels of earthquake hazard (i.e. Design Basis Earthquake, Functional Evaluation Earthquake and Maximum Considered Earthquake). Results of the FEM analysis were used to delineate the influence of pier column non-linearity and SSI on critical design parameters of the bridge system. It was found that pier column non-linearity influenced the bridge lateral displacement and base shear more than SSI for majority of the analysis cases for the class of bridge investigated in the study.

Keywords: bridge, FEM model, reinforced concrete pier, pile foundation, seismic loading, soil-structure interaction

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Authors: Yijun Shao, Yan Cheng, Rashmee U. Shah, Charlene R. Weir, Bruce E. Bray, Qing Zeng-Treitler

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Deep neural network (DNN) models are being explored in the clinical domain, following the recent success in other domains such as image recognition. For clinical adoption, outcome prediction models require explanation, but due to the multiple non-linear inner transformations, DNN models are viewed by many as a black box. In this study, we developed a deep neural network model for predicting 1-year mortality of patients who underwent major cardio vascular procedures (MCVPs), using temporal image representation of past medical history as input. The dataset was obtained from the electronic medical data warehouse administered by Veteran Affairs Information and Computing Infrastructure (VINCI). We identified 21,355 veterans who had their first MCVP in 2014. Features for prediction included demographics, diagnoses, procedures, medication orders, hospitalizations, and frailty measures extracted from clinical notes. Temporal variables were created based on the patient history data in the 2-year window prior to the index MCVP. A temporal image was created based on these variables for each individual patient. To generate the explanation for the DNN model, we defined a new concept called impact score, based on the presence/value of clinical conditions’ impact on the predicted outcome. Like (log) odds ratio reported by the logistic regression (LR) model, impact scores are continuous variables intended to shed light on the black box model. For comparison, a logistic regression model was fitted on the same dataset. In our cohort, about 6.8% of patients died within one year. The prediction of the DNN model achieved an area under the curve (AUC) of 78.5% while the LR model achieved an AUC of 74.6%. A strong but not perfect correlation was found between the aggregated impact scores and the log odds ratios (Spearman’s rho = 0.74), which helped validate our explanation.

Keywords: deep neural network, temporal data, prediction, frailty, logistic regression model

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Authors: Marc S. Paolella, Pawel Polak

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The paper proposes a framework for large-scale portfolio optimization which accounts for all the major stylized facts of multivariate financial returns, including volatility clustering, dynamics in the dependency structure, asymmetry, heavy tails, and non-ellipticity. It introduces a so-called risk fear portfolio strategy which combines portfolio optimization with active risk monitoring. The former selects optimal portfolio weights. The latter, independently, initiates market exit in case of excessive risks. The strategy agrees with the stylized fact of stock market major sell-offs during the initial stage of market downturns. The advantages of the new framework are illustrated with an extensive empirical study. It leads to superior multivariate density and Value-at-Risk forecasting, and better portfolio performance. The proposed risk fear portfolio strategy outperforms various competing types of optimal portfolios, even in the presence of conservative transaction costs and frequent rebalancing. The risk monitoring of the optimal portfolio can serve as an early warning system against large market risks. In particular, the new strategy avoids all the losses during the 2008 financial crisis, and it profits from the subsequent market recovery.

Keywords: comfort, financial crises, portfolio optimization, risk monitoring

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Authors: Liaquat Ahmad, Muhammad Aslam, Muhammad Azam

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In this article, we propose a control chart based on repetitive group sampling scheme for the location parameter. This charting scheme is based on the regression estimator; an estimator that capitalize the relationship between the variables of interest to provide more sensitive control than the commonly used individual variables. The control limit coefficients have been estimated for different sample sizes for less and highly correlated variables. The monitoring of the production process is constructed by adopting the procedure of the Shewhart’s x-bar control chart. Its performance is verified by the average run length calculations when the shift occurs in the average value of the estimator. It has been observed that the less correlated variables have rapid false alarm rate.

Keywords: average run length, control charts, process shift, regression estimators, repetitive group sampling

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Authors: Taiki Baba, Tomoaki Hashimoto

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The random dither quantization method enables us to achieve much better performance than the simple uniform quantization method for the design of quantized control systems. Motivated by this fact, the stochastic model predictive control method in which a performance index is minimized subject to probabilistic constraints imposed on the state variables of systems has been proposed for linear feedback control systems with random dither quantization. In other words, a method for solving optimal control problems subject to probabilistic state constraints for linear discrete-time control systems with random dither quantization has been already established. To our best knowledge, however, the feasibility of such a kind of optimal control problems has not yet been studied. Our objective in this paper is to investigate the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization. To this end, we provide the results of numerical simulations that verify the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization.

Keywords: model predictive control, stochastic systems, probabilistic constraints, random dither quantization

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Authors: Adil A. Mohammed, Seif-Eddeen K. Fateen, Tamer S. Ahmed, Tarek M. Moustafa

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Falling film were widely used for gas-liquid absorption and reaction process. Modeling of falling film for oligomerization of ethylene reaction to linear alpha olefins is developed. Although there are many researchers discuss modeling of falling film in many processes, there has been no publish study the simulation of falling film for the oligomerization of ethylene reaction to produce linear alpha olefins. The Comsol multiphysics software was used to simulate the mass transfer with chemical reaction in falling film absorption process. The effect of concentration profile absorption of the products through falling thickness is discussed. The effect of catalyst concentration, catalyst/co-catalyst ratio, and temperature is also studied. For the effect of the temperature, as it increase the concentration of C4 increase. For catalyst concentration and catalyst/co-catalyst ratio as they increases the concentration of C4 increases, till it reached almost constant value.

Keywords: falling film, oligomerization, comsol mutiphysics, linear alpha olefins

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Authors: Trupti Meher, Harihar Sahoo

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Premature menopause refers to the occurrence of menopause before the age of 40 years. Women who experience premature menopause either due to biological or induced reasons have a longer duration of exposure to severe symptoms and adverse health consequences when compared to those who undergo menopause at a later age, despite the fact that premature menopause has a profound effect on the health of women. This study attempted to determine the prevalence and predictors of premature menopause among women aged 25-39 years, using data from the National Family Health Survey (NFHS-4) conducted during 2015–16 in India. Descriptive statistics and multinomial logistic regression were used to carry out the result. The results revealed that the prevalence of premature menopause in India was 3.7 percent. Out of which, 2.1 percent of women had experienced natural premature menopause, whereas 1.7 percent had premature surgical menopause. The prevalence of premature menopause was highest in the southern region of India. Further, results of the multivariate model indicated that rural women, women with higher parity, early age at childbearing and women with smoking habits were at a greater risk of premature menopause. A sizeable proportion of women in India are attaining menopause prematurely. Unless due attention is given to this matter, it will emerge as a major problem in India in the future. The study also emphasized the need for further research to enhance knowledge on the problems of premature menopausal women in different socio-cultural settings in India.

Keywords: India, natural menopause, premature menopause, surgical menopause

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Authors: Hyoup-Sang Yoon

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The quality of video transmitted by mobile ad hoc networks (MANETs) can be influenced by several factors, including protocol layers; parameter settings of each protocol. In this paper, we are concerned with understanding the functional relationship between these influential factors and objective video quality in MANETs. We illustrate a systematic statistical design of experiments (DOE) strategy can be used to analyse MANET parameters and performance. Using a 2k factorial design, we quantify the main and interactive effects of 7 factors on a response metric (i.e., mean opinion score (MOS) calculated by PSNR with Evalvid package) we then develop a first-order linear regression model between the influential factors and the performance metric.

Keywords: evalvid, full factorial design, mobile ad hoc networks, ns-2

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Authors: Tugce Caliskan

Abstract:

The gentrification literature in Turkey provided important insights regarding the analysis of the socio-spatial change in İstanbul mostly through the existing gentrification theories which were produced in Anglo-American literature. Yet early researches focused on the classical gentrification while failing to notice other place-specific forms of the phenomena. It was only after the mid-2000s that scholarly attention shifted to the recent discussions in the mainstream such as the neoliberal urban policies, government involvement, and resistance. Although these studies have considerable potential to contribute to the geography of gentrification, it seems that copying the linear timeline of Anglo-American conceptualization limited the space to introduce contextually nuanced way of process in Turkey. More specifically, the gentrification literature in Turkey acknowledged the linear timeline of the process drawing on the mainstream studies, and, made the spontaneous classical gentrification as the starting point in İstanbul at the expense of contextually specific forms of the phenomenon that took place in the same years. This paper is an attempt to understand place-specific forms of gentrification through the abandonment of the linear understanding of time. In this vein, this paper approaches the process as moving both linear and cyclical rather than the waves succeeded each other. Maintaining a dialectical relationship between the cyclical and the linear time, this paper investigates how the components of gentrification have been taken place in the cyclical timeline while becoming bolder in the linear timeline. This paper argues that taking the (re)investment in the secondary circuit of capital and class transformation as the core characteristics of gentrification, and accordingly, searching for these components beyond the linear timeline provide strategic value to decenter the perspectives, not merely for Turkish studies. In this vein, this strategy revealed that Western experience of gentrification did not travel, adopted or copied in Turkey but gentrification -as an abstract and general concept- has emerged as a product of different contextual, historical and temporal forces which must be considered within the framework of state-led urbanization as early as 1980 differing from the Global North trajectories.

Keywords: comparative urbanism, geography of gentrification, linear and cyclical timeline, state-led gentrification

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Authors: Punit Kumar, Niraj Kumar

Abstract:

The traction behavior of lubricants with the linear pressure-viscosity response in EHL line contacts is investigated numerically for smooth as well as rough surfaces. The analysis involves the simultaneous solution of Reynolds, elasticity and energy equations along with the computation of lubricant properties and surface temperatures. The temperature modified Doolittle-Tait equations are used to calculate viscosity and density as functions of fluid pressure and temperature, while Carreau model is used to describe the lubricant rheology. The surface roughness is assumed to be sinusoidal and it is present on the nearly stationary surface in near-pure sliding EHL conjunction. The linear P-V oil is found to yield much lower traction coefficients and slightly thicker EHL films as compared to the synthetic oil for a given set of dimensionless speed and load parameters. Besides, the increase in traction coefficient attributed to surface roughness is much lower for the former case. The present analysis emphasizes the importance of employing realistic pressure-viscosity response for accurate prediction of EHL traction.

Keywords: EHL, linear pressure-viscosity, surface roughness, traction, water/glycol

Procedia PDF Downloads 382

Authors: Joseph Sello Kau, Elias Mashayamombe, Brian Washington Madinkana, Cynthia Ngwane

Abstract:

This paper presents the results for the statistical (stepwise linear regression and multiple regression) analyses, carried out on a number of crops in order to evaluate how the decision for crop choice affect the level of farm income generated by the farmers participating in the High Value Crop production (referred to as the HVC). The goal of the HVC is to encourage farmers cultivate fruit crops. The farmers received planting material from different extension agencies, together with other complementary packages such as fertilizer, garden tools, water tanks etc. During the surveys, it was discovered that a significant number of farmers were cultivating traditional crops even when their plot sizes were small. Traditional crops are competing for resources with high value crops. The results of the analyses show that farmers cultivating fruit crops, maize and potatoes were generating high income than those cultivating spinach and cabbage. High farm income is associated with plot size, access to social grants and gender. Choice for a crop is influenced by the availability of planting material and the market potential for the crop. Extension agencies providing the planting materials stand a good chance of having farmers follow their directives. As a recommendation, for the farmers to cultivate more of the HVCs, the ARC must intensify provision of fruit trees.

Keywords: farm income, nature of extension services, type of crops cultivated, fruit crops, cabbage, maize, potato and spinach

Procedia PDF Downloads 323

Authors: Umar Farouk Abbas, Danjuma Mustapha, Hamisu Idi

Abstract:

It is now a known fact that quality is an important issue in manufacturing industries. A control chart is an integrated and powerful tool in statistical process control (SPC). The mean µ and standard deviation σ parameters are estimated. In general, the multivariate exponentially weighted moving average (MEWMA) and multivariate cumulative sum (MCUSUM) are used in the detection of small shifts in joint monitoring of several correlated variables; the charts used information from past data which makes them sensitive to small shifts. The aim of the paper is to compare the performance of Shewhart xbar, MEWMA, and MCUSUM control charts in terms of their false rates when parameters are estimated with autocorrelation. A simulation was conducted in R software to generate the average run length (ARL) values of each of the charts. After the analysis, the results show that a comparison of the false alarm rates of the charts shows that MEWMA chart has lower false alarm rates than the MCUSUM chart at various levels of parameter estimated to the number of ARL0 (in control) values. Also noticed was that the sample size has an advert effect on the false alarm of the control charts.

Keywords: average run length, MCUSUM chart, MEWMA chart, false alarm rate, parameter estimation, simulation

Procedia PDF Downloads 222