Search results for: generalized random graphs

Authors: Selim M. Khan

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Indoor air quality is strongly influenced by the presence of radioactive radon (222Rn) gas. Indeed, exposure to high 222Rn concentrations is unequivocally linked to DNA damage and lung cancer and is a worsening issue in North American and European built environments, having increased over time within newer housing stocks as a function of as yet unclear variables. Indoor air radon concentration can be influenced by a wide range of environmental, structural, and behavioral factors. As some of these factors are quantitative while others are qualitative, no single statistical model can determine indoor radon level precisely while simultaneously considering all these variables across a complex and highly diverse dataset. The ability of AI- machine (deep) learning to simultaneously analyze multiple quantitative and qualitative features makes it suitable to predict radon with a high degree of precision. Using Canadian and Swedish long-term indoor air radon exposure data, we are using artificial deep neural network models with random weights and polynomial statistical models in MATLAB to assess and predict radon health risk to human as a function of geospatial, human behavioral, and built environmental metrics. Our initial artificial neural network with random weights model run by sigmoid activation tested different combinations of variables and showed the highest prediction accuracy (>96%) within the reasonable iterations. Here, we present details of these emerging methods and discuss strengths and weaknesses compared to the traditional artificial neural network and statistical methods commonly used to predict indoor air quality in different countries. We propose an artificial deep neural network with random weights as a highly effective method for assessing and predicting indoor radon.

Keywords: radon, radiation protection, lung cancer, aI-machine deep learnng, risk assessment, risk prediction, Europe, North America

Procedia PDF Downloads 96

Authors: Levicatus Mugenyi, Joaniter Nankabirwa, Emmanuel Arinaitwe, John Rek, Niel Hens, Moses Kamya, Grant Dorsey

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Background: Indoor residual spraying (IRS) reduces vector densities and malaria transmission, however, the most effective spraying intervals for IRS have not been well established. We aim to estimate the optimal timing interval for IRS using a modeling approach. Methods: We use a generalized additive model to estimate the optimal timing interval for IRS using the predicted malaria incidence. The model is applied to post IRS cohort clinical data from children aged 0.5–10 years in selected households in Tororo, historically a high malaria transmission setting in Uganda. Six rounds of IRS were implemented in Tororo during the study period (3 rounds with bendiocarb: December 2014 to December 2015, and 3 rounds with actellic: June 2016 to July 2018). Results: Monthly incidence of malaria from October 2014 to February 2019 decreased from 3.25 to 0.0 per person-years in the children under 5 years, and 1.57 to 0.0 for 5-10 year-olds. The optimal time interval for IRS differed between bendiocarb and actellic and by IRS round. It was estimated to be 17 and 40 weeks after the first round of bendiocarb and actellic, respectively. After the third round of actellic, 36 weeks was estimated to be optimal. However, we could not estimate from the data the optimal time after the second and third rounds of bendiocarb and after the second round of actellic. Conclusion: We conclude that to sustain the effect of IRS in a high-medium transmission setting, the second rounds of bendiocarb need to be applied roughly 17 weeks and actellic 40 weeks after the first round, and the timing differs for subsequent rounds. The amount of rainfall did not influence the trend in malaria incidence after IRS, as well as the IRS timing intervals. Our results suggest that shorter intervals for the IRS application can be more effective compared to the current practice, which is about 24 weeks for bendiocarb and 48 weeks for actellic. However, when considering our findings, one should account for the cost and drug resistance associated with IRS. We also recommend that the timing and incidence should be monitored in the future to improve these estimates.

Keywords: incidence, indoor residual spraying, generalized additive model, malaria

Procedia PDF Downloads 121

Authors: Souad Romdhane, Lotfi Belkacem

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When referring to actuarial analysis of lifetime, only models accounting for observable risk factors have been developed. Within this context, Cox proportional hazards model (CPH model) is commonly used to assess the effects of observable covariates as gender, age, smoking habits, on the hazard rates. These covariates may fail to fully account for the true lifetime interval. This may be due to the existence of another random variable (frailty) that is still being ignored. The aim of this paper is to examine the shared frailty issue in the Cox proportional hazard model by including two different parametric forms of frailty into the hazard function. Four estimated methods are used to fit them. The performance of the parameter estimates is assessed and compared between the classical Cox model and these frailty models through a real-life data set from the Quebec Pension Plan and then using a more general simulation study. This performance is investigated in terms of the bias of point estimates and their empirical standard errors in both fixed and random effect parts. Both the simulation and the real dataset studies showed differences between classical Cox model and shared frailty model.

Keywords: life insurance-pension plan, survival analysis, risk factors, cox proportional hazards model, multivariate failure-time data, shared frailty, simulations study

Procedia PDF Downloads 359

Authors: Alireza Abbasi Moshaii, Shaghayegh Nasiri, Mehdi Tale Masouleh

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The main purpose of this study is static analysis of two three-degree of freedom parallel mechanisms: 3-RCC and 3-RRS. Geometry of these mechanisms is expressed and static equilibrium equations are derived for the whole chains. For these mechanisms due to the equal number of equations and unknowns, the solution is as same as 3-RCC mechanism. Mathematical software is used to solve the equations. In order to prove the results obtained from solving the equations of mechanisms, their CAD model has been simulated and their static is analysed in ADAMS software. Due to symmetrical geometry of the mechanisms, the force and external torque acting on the end-effecter have been considered asymmetric to prove the generality of the solution method. Finally, the results of both softwares, for both mechanisms are extracted and compared as graphs. The good achieved comparison between the results indicates the accuracy of the analysis.

Keywords: robotic, static analysis, 3-RCC, 3-RRS

Procedia PDF Downloads 384

Authors: Y. M. Aiyesimi, G. T. Okedayo, O. W. Lawal

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An investigation is made for unsteady MHD thin film flow of a third grade fluid down an inclined plane with slip boundary condition. The non-linear partial differential equation governing the flow and heat transfer are evaluated numerically using computer software called Maple to obtain velocity and temperature profile. The effect of slip and other various physical parameter on both velocity and temperature profile obtained are studied through several graphs.

Keywords: non-Newtonian fluid, MHD flow, third-grade fluid, Maple, slip boundary condition, heat transfer

Procedia PDF Downloads 455

Authors: Mukesh Kumar Shah, Tushar Gupta

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An Upgraded Cuckoo Search Algorithm is proposed here to solve optimization problems based on the improvements made in the earlier versions of Cuckoo Search Algorithm. Short comings of the earlier versions like slow convergence, trap in local optima improved in the proposed version by random initialization of solution by suggesting an Improved Lambda Iteration Relaxation method, Random Gaussian Distribution Walk to improve local search and further proposing Greedy Selection to accelerate to optimized solution quickly and by “Study Nearby Strategy” to improve global search performance by avoiding trapping to local optima. It is further proposed to generate better solution by Crossover Operation. The proposed strategy used in algorithm shows superiority in terms of high convergence speed over several classical algorithms. Three standard algorithms were tested on a 6-generator standard test system and the results are presented which clearly demonstrate its superiority over other established algorithms. The algorithm is also capable of handling higher unit systems.

Keywords: economic dispatch, gaussian selection operator, prohibited operating zones, ramp rate limits

Procedia PDF Downloads 130

Authors: Ali Mustafa Elshawesh, Mohamed Abdulali

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The paper presents an approach to dimension circuit switched networks and find the relationship between the parameters of the circuit switched networks on the condition of specific probability of call blocking. Our work is creating a Simulation code based on Erlang (B) formula to draw graphs which show two curves for each graph; one of simulation and the other of calculated. These curves represent the relationships between average number of calls and average call duration with the probability of call blocking. This simulation code facilitates to select the appropriate parameters for circuit switched networks.

Keywords: Erlang B formula, call blocking, telephone system dimension, Markov model, link capacity

Procedia PDF Downloads 612

Authors: Mohammad Jalali Varnamkhasti

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The genetic algorithms have been very successful in handling difficult optimization problems. The fundamental problem in genetic algorithms is premature convergence. This paper, present a new fuzzy genetic algorithm based on chaotic values instead of the random values in genetic algorithm processes. In this algorithm, for initial population is used chaotic sequences and then a new sexual selection proposed for selection mechanism. In this technique, the population is divided such that the male and female would be selected in an alternate way. The layout of the male and female chromosomes in each generation is different. A female chromosome is selected by tournament selection size from the female group. Then, the male chromosome is selected, in order of preference based on the maximum Hamming distance between the male chromosome and the female chromosome or The highest fitness value of male chromosome (if more than one male chromosome is having the maximum Hamming distance existed), or Random selection. The selections of crossover and mutation operators are achieved by running the fuzzy logic controllers, the crossover and mutation probabilities are varied on the basis of the phenotype and genotype characteristics of the chromosome population. Computational experiments are conducted on the proposed techniques and the results are compared with some other operators, heuristic and local search algorithms commonly used for solving p-median problems published in the literature.

Keywords: genetic algorithm, fuzzy system, chaos, sexual selection

Procedia PDF Downloads 385

Authors: Maria Bercea, Bernhard A. Wolf

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The thermodynamic behavior for solutions of poly (methyl methacrylate-ran-t-butyl methacrylate) of variable composition as compared with the corresponding homopolymers was investigated by light scattering measurements carried out for dilute solutions and vapor pressure measurements of concentrated solutions. The complex dependencies of the Flory Huggins interaction parameter on concentration and copolymer composition in solvents of different polarity (toluene and chloroform) can be understood by taking into account the ability of the polymers to rearrange in a response to changes in their molecular surrounding. A recent unified thermodynamic approach was used for modeling the experimental data, being able to describe the behavior of the different solutions by means of two adjustable parameters, one representing the effective number of solvent segments and another one accounting for the interactions between the components. Thus, it was investigated how the solvent quality changes with the composition of the copolymers through the Gibbs energy of mixing as a function of polymer concentration. The largest reduction of the Gibbs energy at a given composition of the system was observed for the best solvent. The present investigation proves that the new unified thermodynamic approach is a general concept applicable to homo- and copolymers, independent of the chain conformation or shape, molecular and chemical architecture of the components and of other dissimilarities, such as electrical charges.

Keywords: random copolymers, Flory Huggins interaction parameter, Gibbs energy of mixing, chemical architecture

Procedia PDF Downloads 281

Authors: Newroz Nooralddin Abdulrazaq, Thuraya Mahmood Qaradaghi

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The McEliece cryptosystem is an asymmetric type of cryptography based on error correction code. The classical McEliece used irreducible binary Goppa code which considered unbreakable until now especially with parameter [1024, 524, and 101], but it is suffering from large public key matrix which leads to be difficult to be used practically. In this work Irreducible and Separable Goppa codes have been introduced. The Irreducible and Separable Goppa codes used are with flexible parameters and dynamic error vectors. A Comparison between Separable and Irreducible Goppa code in McEliece Cryptosystem has been done. For encryption stage, to get better result for comparison, two types of testing have been chosen; in the first one the random message is constant while the parameters of Goppa code have been changed. But for the second test, the parameters of Goppa code are constant (m=8 and t=10) while the random message have been changed. The results show that the time needed to calculate parity check matrix in separable are higher than the one for irreducible McEliece cryptosystem, which is considered expected results due to calculate extra parity check matrix in decryption process for g2(z) in separable type, and the time needed to execute error locator in decryption stage in separable type is better than the time needed to calculate it in irreducible type. The proposed implementation has been done by Visual studio C#.

Keywords: McEliece cryptosystem, Goppa code, separable, irreducible

Procedia PDF Downloads 266

Authors: Farid Khosravikia, Patricia Clayton

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The main objective of this work is to evaluate the advantages and disadvantages of various machine learning techniques in two key steps of seismic hazard and risk assessment of different types of structures. The first step is the development of ground-motion models, which are used for forecasting ground-motion intensity measures (IM) given source characteristics, source-to-site distance, and local site condition for future events. IMs such as peak ground acceleration and velocity (PGA and PGV, respectively) as well as 5% damped elastic pseudospectral accelerations at different periods (PSA), are indicators of the strength of shaking at the ground surface. Typically, linear regression-based models, with pre-defined equations and coefficients, are used in ground motion prediction. However, due to the restrictions of the linear regression methods, such models may not capture more complex nonlinear behaviors that exist in the data. Thus, this study comparatively investigates potential benefits from employing other machine learning techniques as statistical method in ground motion prediction such as Artificial Neural Network, Random Forest, and Support Vector Machine. The results indicate the algorithms satisfy some physically sound characteristics such as magnitude scaling distance dependency without requiring pre-defined equations or coefficients. Moreover, it is shown that, when sufficient data is available, all the alternative algorithms tend to provide more accurate estimates compared to the conventional linear regression-based method, and particularly, Random Forest outperforms the other algorithms. However, the conventional method is a better tool when limited data is available. Second, it is investigated how machine learning techniques could be beneficial for developing probabilistic seismic demand models (PSDMs), which provide the relationship between the structural demand responses (e.g., component deformations, accelerations, internal forces, etc.) and the ground motion IMs. In the risk framework, such models are used to develop fragility curves estimating exceeding probability of damage for pre-defined limit states, and therefore, control the reliability of the predictions in the risk assessment. In this study, machine learning algorithms like artificial neural network, random forest, and support vector machine are adopted and trained on the demand parameters to derive PSDMs for them. It is observed that such models can provide more accurate estimates of prediction in relatively shorter about of time compared to conventional methods. Moreover, they can be used for sensitivity analysis of fragility curves with respect to many modeling parameters without necessarily requiring more intense numerical response-history analysis.

Keywords: artificial neural network, machine learning, random forest, seismic risk analysis, seismic hazard analysis, support vector machine

Procedia PDF Downloads 106

Authors: Showkat Ahmad Lone, Ahmadur Rahman, Ariful Islam

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The major assumption in accelerated life tests (ALT) is that the mathematical model relating the lifetime of a test unit and the stress are known or can be assumed. In some cases, such life–stress relationships are not known and cannot be assumed, i.e. ALT data cannot be extrapolated to use condition. So, in such cases, partially accelerated life test (PALT) is a more suitable test to be performed for which tested units are subjected to both normal and accelerated conditions. This study deals with estimating information about failure times of items under step-stress partially accelerated life tests using progressive failure-censored hybrid data with random removals. The life data of the units under test is considered to follow exponential life distribution. The removals from the test are assumed to have binomial distributions. The point and interval maximum likelihood estimations are obtained for unknown distribution parameters and tampering coefficient. An optimum test plan is developed using the D-optimality criterion. The performances of the resulting estimators of the developed model parameters are evaluated and investigated by using a simulation algorithm.

Keywords: binomial distribution, d-optimality, multiple censoring, optimal design, partially accelerated life testing, simulation study

Procedia PDF Downloads 320

Authors: M. Babaeipour, M. Vejdanihemmat

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Optical properties of bulk and thin film of 1H-CaAlSi for two directions (1,0,0) and (0,0,1) were studied. The calculations are carried out by Density Functional Theory (DFT) method using full potential. GGA approximation was used to calculate exchange-correlation energy. The calculations are performed by WIEN2k package. The results showed that the absorption edge is shifted backward 0.82eV in the thin film than the bulk for both directions. The static values of the real part of dielectric function for four cases were obtained. The static values of the refractive index for four cases are calculated too. The reflectivity graphs have shown an intensive difference between the reflectivity of the thin film and the bulk in the ultraviolet region.

Keywords: 1H-CaAlSi, absorption, bulk, optical, thin film

Procedia PDF Downloads 518

Authors: Aysheh Maslemani, Ruth Mayo, Greg Maio, Ariel Knafo-Noam

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Values are abstract ideals that serve as guiding principles in one's life. As inherently positive and desirable concepts, values are seen as motivators for actions and behaviors. However, research has largely ignored the possibility that values may elicit negative feelings despite being explicitly important to us. In the current study, we aim to examine this possibility. Four hundred participants over 18 years(M=41.6, SD=13.7, Female=178) from the UK completed a questionnaire in which they were asked to indicate their level of positive/negative feelings towards a comprehensive list of values and then report the importance of these values to them. The results support our argument by showing that people can have negative feelings towards their values and that people can feel both positive and negative emotions towards their values simultaneously, which means feeling ambivalence. We ran a mixed-effect model with ambivalence, value type, and their interaction as fixed effects, with by subject random intercept and by subject random slope for ambivalence. The results reveal that values that elicit less ambivalence predicted higher ratings for value importance. This research contributes to the field of values on multiple levels. Theoretically, it will uncover new insights about values, such as the existence of negative emotions towards them and the presence of ambivalence towards values. These findings may inspire future studies to explore the effects of ambivalence on people's well-being, behaviors, cognition, and their affect. We discuss the findings and consider their implications for understanding the social psychological mechanisms underpinning value ambivalence.

Keywords: emotion, social cognition, values., ambivalence

Procedia PDF Downloads 67

Authors: Aysheh Maslemani, Ruth Mayo, Greg Maio, Ariel Knafo-Noam

Abstract:

Values are abstract ideals that serve as guiding principles in one's life. As inherently positive and desirable concepts, values are seen as motivators for actions and behaviors. However, research has largely ignored the possibility that values may elicit negative feelings despite being explicitly important to us. In the current study we aim to examine this possibility. Four hundred participants over 18 years(M=41.6,SD=13.7,Female=178) from the UK completed a questionnaire in which they were asked to indicate their level of positive/negative feelings towards a comprehensive list of values and then report the importance of these values to them. The results support our argument by showing that people can have negative feelings towards their values and that people can feel both positive and negative emotions towards their values simultaneously, which means feeling ambivalence. We ran a mixed-effect model with ambivalence, value type, and their interaction as fixed effects, with by subject random intercept, and by subject random slope for ambivalence. The results reveal that values that elicit less ambivalence predicted higher ratings for value importance. This research contributes to the field of values on multiple levels. Theoretically, it will uncover new insights about values, such as the existence of negative emotions towards them, the presence of ambivalence towards values. These findings may inspire future studies to explore the effects of ambivalence on people's well-being, behaviors, cognition, and their affect. We discuss the findings and consider their implications for understanding the social psychological mechanisms underpinning value ambivalence.

Keywords: ambivalence, emotion, social cognition, values

Procedia PDF Downloads 67

Authors: Behnam Zahednejad, Saeed Kosari

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Widespread deployment of Internet of Things (IoT) has raised security and privacy issues in this environment. Designing a secure two-factor authentication scheme between the user and server is still a challenging task. In this paper, we focus on Cancelable Biometric (CB) as an authentication factor in IoT. We show that previous CB-based scheme fail to provide real two-factor security, Perfect Forward Secrecy (PFS) and suffer database attacks and traceability of the user. Then we propose our improved scheme based on CB and Physically Unclonable Functions (PUF), which can provide real two-factor security, PFS, user’s unlinkability, and resistance to database attack. In addition, Key Compromise Impersonation (KCI) resilience is achieved in our scheme. We also prove the security of our proposed scheme formally using both Real-Or-Random (RoR) model and the ProVerif analysis tool. For the usability of our scheme, we conducted a performance analysis and showed that our scheme has the least communication cost compared to the previous CB-based scheme. The computational cost of our scheme is also acceptable for the IoT environment.

Keywords: IoT, two-factor security, cancelable biometric, key compromise impersonation resilience, perfect forward secrecy, database attack, real-or-random model, ProVerif

Procedia PDF Downloads 102

Authors: Irmak Gunes Yuceil

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This paper outlines interferences and analytical errors which are encountered in the qualification and quantification of archaeological and ethnographic artifacts, by means of handheld x-ray fluorescence. These shortcomings were evaluated through case studies carried out on metallic artifacts related to various periods and cultures around Anatolia. An Innov-X Delta Standard 2000 handheld x-ray fluorescence spectrometer was used to collect data from 1361 artifacts, through 6789 measurements and 70 hours’ tube usage, in between 2013-2017. Spectrum processing was done by Delta Advanced PC Software. Qualitative and quantitative results screened by the device were compared with the spectrum graphs, and major discrepancies associated with physical and analytical interferences were clarified in this paper.

Keywords: hand-held x-ray fluorescence spectroscopy, art and archaeology, interferences and analytical errors, pre-diagnosis in conservation

Procedia PDF Downloads 195

Authors: Erhan Çetin, Ali Kurşun, Şafak Aksoy, Merve Tunay Çetin

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The closed form study deal with elastic stress analysis of annular bi-material discs with variable thickness subjected to the mechanical and termomechanical loads. Those discs have many applications in the aerospace industry, such as gas turbines and gears. Those discs normally work under thermal and mechanical loads. Their life cycle can increase when stress components are minimized. Each material property is assumed to be isotropic. The results show that material combinations and thickness profiles play an important role in determining the responses of bi-material discs and an optimal design of those structures. Stress distribution is investigated and results are shown as graphs.

Keywords: bi-material discs, elastic stress analysis, mechanical loads, rotating discs

Procedia PDF Downloads 328

Authors: Ahmed Nouainia, Mohamed Hajji, Taoufik Aguili

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In this paper, an electromagnetic analysis is presented for describing the influence of shielding in a rectangular waveguide. A hybridization based on the method of moments combined to the generalized equivalent circuit MoM-GEC is used to model the problem. This is validated by applying the MoM-GEC hybridization to investigate a diffraction structure. It consists of electromagnetic diffraction by an iris in a rectangular waveguide. Numerical results are shown and discussed and a comparison with FEM and Marcuvitz methods is achieved.

Keywords: method MoM-GEC, waveguide, shielding, equivalent circuit

Procedia PDF Downloads 374

Authors: Ashok Kalagura

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This paper presents a data-mining model for fault-zone identification of flexible AC transmission systems (FACTS)-based transmission line including a thyristor-controlled series compensator (TCSC) and unified power-flow controller (UPFC), using ensemble decision trees. Given the randomness in the ensemble of decision trees stacked inside the random forests model, it provides an effective decision on the fault-zone identification. Half-cycle post-fault current and voltage samples from the fault inception are used as an input vector against target output ‘1’ for the fault after TCSC/UPFC and ‘1’ for the fault before TCSC/UPFC for fault-zone identification. The algorithm is tested on simulated fault data with wide variations in operating parameters of the power system network, including noisy environment providing a reliability measure of 99% with faster response time (3/4th cycle from fault inception). The results of the presented approach using the RF model indicate the reliable identification of the fault zone in FACTS-based transmission lines.

Keywords: distance relaying, fault-zone identification, random forests, RFs, support vector machine, SVM, thyristor-controlled series compensator, TCSC, unified power-flow controller, UPFC

Procedia PDF Downloads 423

Authors: Akiode Ayobami, Akiode Akinsewa, Odeku Mojisola, Salako Busola, Odutolu Omobola, Nuhu Khadija

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Purpose: Evidence exists that family planning use can contribute to reduction in infant and maternal mortality in any country. Despite these benefits, contraceptive use in Nigeria still remains very low, only 10% among married women. Understanding factors that predict contraceptive use is very important in order to improve the situation. In this paper, we analysed data from the 2013 Nigerian Demographic and Health Survey (NDHS) to better understand predictors of contraceptive use in Nigeria. The use of logistics regression and other traditional models in this type of situation is not appropriate as they do not account for social structure influence brought about by the hierarchical nature of the data on response variable. We therefore used multilevel modelling to explore the determinants of contraceptive use in order to account for the significant variation in modern contraceptive use by socio-demographic, and other proximate variables across the different Nigerian states. Method: This data has a two-level hierarchical structure. We considered the data of 26, 403 married women of reproductive age at level 1 and nested them within the 36 states and the Federal Capital Territory, Abuja at level 2. We modelled use of modern contraceptive against demographic variables, being told about FP at health facility, heard of FP on TV, Magazine or radio, husband desire for more children nested within the state. Results: Our results showed that the independent variables in the model were significant predictors of modern contraceptive use. The estimated variance component for the null model, random intercept, and random slope models were significant (p=0.00), indicating that the variation in contraceptive use across the Nigerian states is significant, and needs to be accounted for in order to accurately determine the predictors of contraceptive use, hence the data is best fitted by the multilevel model. Only being told about family planning at the health facility and religion have a significant random effect, implying that their predictability of contraceptive use varies across the states. Conclusion and Recommendation: Results showed that providing FP information at the health facility and religion needs to be considered when programming to improve contraceptive use at the state levels.

Keywords: multilevel modelling, family planning, predictors, Nigeria

Procedia PDF Downloads 419

Authors: Janne Engblom, Elias Oikarinen

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A panel dataset is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. Panel data models include a variety of fixed and random effects models which form a wide range of linear models. A special case of panel data models are dynamic in nature. A complication regarding a dynamic panel data model that includes the lagged dependent variable is endogeneity bias of estimates. Several approaches have been developed to account for this problem. In this paper, the panel models were estimated using the Arellano-Bover/Blundell-Bond Generalized method of moments (GMM) estimator which is an extension of the Arellano-Bond model where past values and different transformations of past values of the potentially problematic independent variable are used as instruments together with other instrumental variables. The Arellano–Bover/Blundell–Bond estimator augments Arellano–Bond by making an additional assumption that first differences of instrument variables are uncorrelated with the fixed effects. This allows the introduction of more instruments and can dramatically improve efficiency. It builds a system of two equations—the original equation and the transformed one—and is also known as system GMM. In this study, Finnish housing price dynamics were examined empirically by using the Arellano–Bover/Blundell–Bond estimation technique together with ordinary OLS. The aim of the analysis was to provide a comparison between conventional fixed-effects panel data models and dynamic panel data models. The Arellano–Bover/Blundell–Bond estimator is suitable for this analysis for a number of reasons: It is a general estimator designed for situations with 1) a linear functional relationship; 2) one left-hand-side variable that is dynamic, depending on its own past realizations; 3) independent variables that are not strictly exogenous, meaning they are correlated with past and possibly current realizations of the error; 4) fixed individual effects; and 5) heteroskedasticity and autocorrelation within individuals but not across them. Based on data of 14 Finnish cities over 1988-2012 differences of short-run housing price dynamics estimates were considerable when different models and instrumenting were used. Especially, the use of different instrumental variables caused variation of model estimates together with their statistical significance. This was particularly clear when comparing estimates of OLS with different dynamic panel data models. Estimates provided by dynamic panel data models were more in line with theory of housing price dynamics.

Keywords: dynamic model, fixed effects, panel data, price dynamics

Procedia PDF Downloads 1508

Authors: Jeremie Coullon, Robert J. Webber

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We introduce a Markov chain Monte Carlo (MCMC) sam-pler for infinite-dimensional inverse problems. Our sam-pler is based on the affine invariant ensemble sampler, which uses interacting walkers to adapt to the covariance structure of the target distribution. We extend this ensem-ble sampler for the first time to infinite-dimensional func-tion spaces, yielding a highly efficient gradient-free MCMC algorithm. Because our ensemble sampler does not require gradients or posterior covariance estimates, it is simple to implement and broadly applicable. In many Bayes-ian inverse problems, Markov chain Monte Carlo (MCMC) meth-ods are needed to approximate distributions on infinite-dimensional function spaces, for example, in groundwater flow, medical imaging, and traffic flow. Yet designing efficient MCMC methods for function spaces has proved challenging. Recent gradi-ent-based MCMC methods preconditioned MCMC methods, and SMC methods have improved the computational efficiency of functional random walk. However, these samplers require gradi-ents or posterior covariance estimates that may be challenging to obtain. Calculating gradients is difficult or impossible in many high-dimensional inverse problems involving a numerical integra-tor with a black-box code base. Additionally, accurately estimating posterior covariances can require a lengthy pilot run or adaptation period. These concerns raise the question: is there a functional sampler that outperforms functional random walk without requir-ing gradients or posterior covariance estimates? To address this question, we consider a gradient-free sampler that avoids explicit covariance estimation yet adapts naturally to the covariance struc-ture of the sampled distribution. This sampler works by consider-ing an ensemble of walkers and interpolating and extrapolating between walkers to make a proposal. This is called the affine in-variant ensemble sampler (AIES), which is easy to tune, easy to parallelize, and efficient at sampling spaces of moderate dimen-sionality (less than 20). The main contribution of this work is to propose a functional ensemble sampler (FES) that combines func-tional random walk and AIES. To apply this sampler, we first cal-culate the Karhunen–Loeve (KL) expansion for the Bayesian prior distribution, assumed to be Gaussian and trace-class. Then, we use AIES to sample the posterior distribution on the low-wavenumber KL components and use the functional random walk to sample the posterior distribution on the high-wavenumber KL components. Alternating between AIES and functional random walk updates, we obtain our functional ensemble sampler that is efficient and easy to use without requiring detailed knowledge of the target dis-tribution. In past work, several authors have proposed splitting the Bayesian posterior into low-wavenumber and high-wavenumber components and then applying enhanced sampling to the low-wavenumber components. Yet compared to these other samplers, FES is unique in its simplicity and broad applicability. FES does not require any derivatives, and the need for derivative-free sam-plers has previously been emphasized. FES also eliminates the requirement for posterior covariance estimates. Lastly, FES is more efficient than other gradient-free samplers in our tests. In two nu-merical examples, we apply FES to challenging inverse problems that involve estimating a functional parameter and one or more scalar parameters. We compare the performance of functional random walk, FES, and an alternative derivative-free sampler that explicitly estimates the posterior covariance matrix. We conclude that FES is the fastest available gradient-free sampler for these challenging and multimodal test problems.

Keywords: Bayesian inverse problems, Markov chain Monte Carlo, infinite-dimensional inverse problems, dimensionality reduction

Procedia PDF Downloads 154

Authors: Anjali Chouksey, Riya Nimje, Jahanvi Saraf

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Online transactions have increased dramatically in this new ‘social-distancing’ era. With online transactions, Fraud in online payments has also increased significantly. Frauds are a significant problem in various industries like insurance companies, baking, etc. These frauds include leaking sensitive information related to the credit card, which can be easily misused. Due to the government also pushing online transactions, E-commerce is on a boom. But due to increasing frauds in online payments, these E-commerce industries are suffering a great loss of trust from their customers. These companies are finding credit card fraud to be a big problem. People have started using online payment options and thus are becoming easy targets of credit card fraud. In this research paper, we will be discussing machine learning algorithms. We have used a decision tree, XGBOOST, k-nearest neighbour, logistic-regression, random forest, and SVM on a dataset in which there are transactions done online mode using credit cards. We will test all these algorithms for detecting fraud cases using the confusion matrix, F1 score, and calculating the accuracy score for each model to identify which algorithm can be used in detecting frauds.

Keywords: machine learning, fraud detection, artificial intelligence, decision tree, k nearest neighbour, random forest, XGBOOST, logistic regression, support vector machine

Procedia PDF Downloads 148

Authors: O. W. Lawal, L. O. Ahmed, Y. K. Ali

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The unsteady MHD Poiseuille flow of a third grade fluid between two parallel horizontal nonconducting porous plates is studied with heat transfer. The two plates are fixed but maintained at different constant temperature with the Joule and viscous dissipation taken into consideration. The fluid motion is produced by a sudden uniform exponential decaying pressure gradient and external uniform magnetic field that is perpendicular to the plates. The momentum and energy equations governing the flow are solved numerically using Maple program. The effects of magnetic field and third grade fluid parameters on velocity and temperature profile are examined through several graphs.

Keywords: exponential decaying pressure gradient, MHD flow, Poiseuille flow, third grade fluid

Procedia PDF Downloads 483

Authors: Gül Ebru Orhun

Abstract:

A half diallel crossing design was carried out during 2011 and 2012 growing seasons under Çanakkale-Turkey ecological conditions. In this research, 20 F1 maize hybrids obtained by 6x6 half diallel crossing were used. Gene action for protein content and grain yield traits were explored in half set involving six elite inbred lines. According to the results diallel analysis dominance and additive gene variances were determined for protein content. Variance/Co-variance graphs revealed for grain yield and protein content traits. In this study, inheritance of grain yield and protein content demonstrated over-dominance type of gene action.

Keywords: protein, maize, inheritance, gene action

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Authors: Pedro Paulo Galindo Francisco, Eli Dhadad Junior

Abstract:

This study addresses the Meese-Rogoff Puzzle by introducing the latest machine learning techniques as alternatives for predicting the exchange rates. Using RMSE as a comparison metric, Meese and Rogoff discovered that economic models are unable to outperform the random walk model as short-term exchange rate predictors. Decades after this study, no statistical prediction technique has proven effective in overcoming this obstacle; although there were positive results, they did not apply to all currencies and defined periods. Recent advancements in artificial intelligence technologies have paved the way for a new approach to exchange rate prediction. Leveraging this technology, we applied five machine learning techniques to attempt to overcome the Meese-Rogoff puzzle. We considered daily data for the real, yen, British pound, euro, and Chinese yuan against the US dollar over a time horizon from 2010 to 2023. Our results showed that none of the presented techniques were able to produce an RMSE lower than the Random Walk model. However, the performance of some models, particularly LSTM and N-BEATS were able to outperform the ARIMA model. The results also suggest that machine learning models have untapped potential and could represent an effective long-term possibility for overcoming the Meese-Rogoff puzzle.

Keywords: exchage rate, prediction, machine learning, deep learning

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Authors: Mandira Mishra, Mark Allen

Abstract:

This meta-analysis explored whether rejection sensitivity relates to facets of romantic relationships. A comprehensive literature search identified 60 studies (147 effect sizes; 16,955 participants) that met inclusion criteria. Data were analysed using inverse-variance weighted random effects meta-analysis. Mean effect sizes from 21 meta-analyses provided evidence that more rejection sensitive individuals report lower levels of relationship satisfaction and relationship closeness, lower levels of perceived partner satisfaction, a greater likelihood of intimate partner violence (perpetration and victimization), higher levels of relationship concerns and relationship conflict, and higher levels of jealousy and self-silencing behaviours. There was also some evidence that rejection sensitive individuals are more likely to engage in risky sexual behaviour and are more prone to sexual compulsivity. There was no evidence of publication bias and various levels of heterogeneity in computed averages. Random effects meta-regression identified participant age and sex as important moderators of pooled mean effects. These findings provide a foundation for the theoretical development of rejection sensitivity in romantic relationships and should be of interest to relationship and marriage counsellors and other relationship professionals.

Keywords: intimate partner violence, relationship satisfaction, commitment, sexual orientation, risky sexual behaviour

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Authors: Rikson Gultom

Abstract:

Hate Speech and Abusive language on social media is difficult to detect, usually, it is detected after it becomes viral in cyberspace, of course, it is too late for prevention. An early detection system that has a fairly good accuracy is needed so that it can reduce conflicts that occur in society caused by postings on social media that attack individuals, groups, and governments in Indonesia. The purpose of this study is to find an early detection model on Twitter social media using machine learning that has high accuracy from several machine learning methods studied. In this study, the support vector machine (SVM), Naïve Bayes (NB), and Random Forest Decision Tree (RFDT) methods were compared with the Support Vector machine with genetic algorithm (SVM-GA), Nave Bayes with genetic algorithm (NB-GA), and Random Forest Decision Tree with Genetic Algorithm (RFDT-GA). The study produced a comparison table for the accuracy of the hate speech and abusive language detection model, and presented it in the form of a graph of the accuracy of the six algorithms developed based on the Indonesian-language Twitter dataset, and concluded the best model with the highest accuracy.

Keywords: abusive language, hate speech, machine learning, optimization, social media

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Authors: Mohammad Reza Shojaei, Mahdeih Mirzaeinia

Abstract:

We have studied the cluster structure of even-even stable isotopes of Ge and Sr. The Schrodinger equation has been solved using the generalized parametric Nikiforov-Uvarov method with a phenomenological potential. This potential is the sum of the attractive Yukawa-like potential, a Manning-Rosen-type potential, and the repulsive Yukawa potential for interaction between the cluster and the core. We have shown that the available experimental data of the first rotational band energies can be well described by assuming a binary system of the α cluster and the core and using an analytical solution. Our results were consistent with experimental values. Hence, this model can be applied to study the other even-even isotopes

Keywords: cluser model, NU method, ge and Sr, potential central

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