Search results for: clustering comparison.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5617

Search results for: clustering comparison.

4987 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

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4986 Cotton Crops Vegetative Indices Based Assessment Using Multispectral Images

Authors: Muhammad Shahzad Shifa, Amna Shifa, Muhammad Omar, Aamir Shahzad, Rahmat Ali Khan

Abstract:

Many applications of remote sensing to vegetation and crop response depend on spectral properties of individual leaves and plants. Vegetation indices are usually determined to estimate crop biophysical parameters like crop canopies and crop leaf area indices with the help of remote sensing. Cotton crops assessment is performed with the help of vegetative indices. Remotely sensed images from an optical multispectral radiometer MSR5 are used in this study. The interpretation is based on the fact that different materials reflect and absorb light differently at different wavelengths. Non-normalized and normalized forms of these datasets are analyzed using two complementary data mining algorithms; K-means and K-nearest neighbor (KNN). Our analysis shows that the use of normalized reflectance data and vegetative indices are suitable for an automated assessment and decision making.

Keywords: cotton, condition assessment, KNN algorithm, clustering, MSR5, vegetation indices

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4985 Effectiveness of Office-Based Occupational Therapy for Office Workers with Low Back Pain: A Public Health Approach

Authors: Dina Jalalvand, Joshua A. Cleland

Abstract:

This double-blind, randomized control trial with parallel groups aimed to examine the effectiveness of office-based occupational therapy for office workers with low back pain on the intensity of pain and range of motion. Seventy-two male office workers (age: 20-50 years) with chronic low back pain (more than three months with at least two symptoms of chronic low back pain) satisfied eligibility criteria and agreed to participate in this study. The absence of joint burst following magnetic resonance imagining (MRI) was considered as an important inclusion criterion as well. Subjects were randomly assigned to a control or experimental group. The experimental group received the modified package of exercise-based occupational therapy, which included 11 simple exercise movements (derived from Williams and McKenzie), and the control group just received the conventional therapy, which included their routine physiotherapy sessions. The subjects completed the exercises three times a week for a duration of six weeks. Each exercise session was 10-15 minutes. Pain intensity and range of motion were the primary outcomes and were measured at baseline, 6 weeks, and 12 weeks after the end of the intervention using the numerical rating scale (NRS) and goniometer accordingly. Repeated measure ANOVA was used for analyzing data. The results of this study showed that significant decreases in pain intensity (p ≤ 0.05) and an increase in range of motion (p ≤ 0.001) in the experimental group in comparison with the control group after 6 and 12 weeks of intervention (between-group comparisons). In addition, there was a significant decrease in intensity of the pain (p ≤ 0.05) and an increase (p ≤ 0.001) in range of motion in the intervention group in comparison with baseline after 6 and 12 weeks (within-group comparison). This showed a positive effect of exercise-based occupational therapy that could potentially be used with low cost among office workers who suffer from low back pain. In addition, it should be noted that the introduced package of exercise training is easy to do, and there is not a need for a specific introduction.

Keywords: public health, office workers, low back pain, occupational therapy

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4984 Evaluation of Robust Feature Descriptors for Texture Classification

Authors: Jia-Hong Lee, Mei-Yi Wu, Hsien-Tsung Kuo

Abstract:

Texture is an important characteristic in real and synthetic scenes. Texture analysis plays a critical role in inspecting surfaces and provides important techniques in a variety of applications. Although several descriptors have been presented to extract texture features, the development of object recognition is still a difficult task due to the complex aspects of texture. Recently, many robust and scaling-invariant image features such as SIFT, SURF and ORB have been successfully used in image retrieval and object recognition. In this paper, we have tried to compare the performance for texture classification using these feature descriptors with k-means clustering. Different classifiers including K-NN, Naive Bayes, Back Propagation Neural Network , Decision Tree and Kstar were applied in three texture image sets - UIUCTex, KTH-TIPS and Brodatz, respectively. Experimental results reveal SIFTS as the best average accuracy rate holder in UIUCTex, KTH-TIPS and SURF is advantaged in Brodatz texture set. BP neuro network works best in the test set classification among all used classifiers.

Keywords: texture classification, texture descriptor, SIFT, SURF, ORB

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4983 Surface Roughness Formed during Hybrid Turning of Inconel Alloy

Authors: Pawel Twardowski, Tadeusz Chwalczuk, Szymon Wojciechowski

Abstract:

Inconel 718 is a material characterized by the unique mechanical properties, high temperature strength, high thermal conductivity and the corrosion resistance. However, these features affect the low machinability of this material, which is usually manifested by the intense tool wear and low surface finish. Therefore, this paper is focused on the evaluation of surface roughness during hybrid machining of Inconel 718. The primary aim of the study was to determine the relations between the vibrations generated during hybrid turning and the formed surface roughness. Moreover, the comparison of tested machining techniques in terms of vibrations, tool wear and surface roughness has been made. The conducted tests included the face turning of Inconel 718 with laser assistance in the range of variable cutting speeds. The surface roughness was inspected with the application of stylus profile meter and accelerations of vibrations were measured with the use of three-component piezoelectric accelerometer. The carried out research shows that application of laser assisted machining can contribute to the reduction of surface roughness and cutting vibrations, in comparison to conventional turning. Moreover, the obtained results enable the selection of effective cutting speed allowing the improvement of surface finish and cutting dynamics.

Keywords: hybrid machining, nickel alloys, surface roughness, turning, vibrations

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4982 Comparison of Applicability of Time Series Forecasting Models VAR, ARCH and ARMA in Management Science: Study Based on Empirical Analysis of Time Series Techniques

Authors: Muhammad Tariq, Hammad Tahir, Fawwad Mahmood Butt

Abstract:

Purpose: This study attempts to examine the best forecasting methodologies in the time series. The time series forecasting models such as VAR, ARCH and the ARMA are considered for the analysis. Methodology: The Bench Marks or the parameters such as Adjusted R square, F-stats, Durban Watson, and Direction of the roots have been critically and empirically analyzed. The empirical analysis consists of time series data of Consumer Price Index and Closing Stock Price. Findings: The results show that the VAR model performed better in comparison to other models. Both the reliability and significance of VAR model is highly appreciable. In contrary to it, the ARCH model showed very poor results for forecasting. However, the results of ARMA model appeared double standards i.e. the AR roots showed that model is stationary and that of MA roots showed that the model is invertible. Therefore, the forecasting would remain doubtful if it made on the bases of ARMA model. It has been concluded that VAR model provides best forecasting results. Practical Implications: This paper provides empirical evidences for the application of time series forecasting model. This paper therefore provides the base for the application of best time series forecasting model.

Keywords: forecasting, time series, auto regression, ARCH, ARMA

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4981 Performance Evaluation of Various Segmentation Techniques on MRI of Brain Tissue

Authors: U.V. Suryawanshi, S.S. Chowhan, U.V Kulkarni

Abstract:

Accuracy of segmentation methods is of great importance in brain image analysis. Tissue classification in Magnetic Resonance brain images (MRI) is an important issue in the analysis of several brain dementias. This paper portraits performance of segmentation techniques that are used on Brain MRI. A large variety of algorithms for segmentation of Brain MRI has been developed. The objective of this paper is to perform a segmentation process on MR images of the human brain, using Fuzzy c-means (FCM), Kernel based Fuzzy c-means clustering (KFCM), Spatial Fuzzy c-means (SFCM) and Improved Fuzzy c-means (IFCM). The review covers imaging modalities, MRI and methods for noise reduction and segmentation approaches. All methods are applied on MRI brain images which are degraded by salt-pepper noise demonstrate that the IFCM algorithm performs more robust to noise than the standard FCM algorithm. We conclude with a discussion on the trend of future research in brain segmentation and changing norms in IFCM for better results.

Keywords: image segmentation, preprocessing, MRI, FCM, KFCM, SFCM, IFCM

Procedia PDF Downloads 315
4980 Comparison Analysis on the Safety Culture between the Executives and the Operators: Case Study in the Aircraft Manufacturer in Taiwan

Authors: Wen-Chen Hwang, Yu-Hsi Yuan

Abstract:

According to the estimation made by researchers of safety and hygiene, 80% to 90% of workplace accidents in enterprises could be attributed to human factors. Nevertheless, human factors are not the only cause for accidents; instead, happening of accidents is also closely associated with the safety culture of the organization. Therefore, the most effective way of reducing accident rate would be to improve the social and the organizational factors that influence organization’s safety performance. Overview the present study is to understand the current level of safety culture in manufacturing enterprises. A tool for evaluating safety culture matching the needs and characteristics of manufacturing enterprises was developed by reviewing literature of safety culture, and taking the special backgrounds of the case enterprises into consideration. Expert validity was also implied for developing the questionnaire. Moreover, safety culture assessment was conducted through the practical investigation of the case enterprises. Total 505 samples were involved, 53 were executives and 452 were operators. The result of this study in comparison of the safety culture level between the executives and the operators was reached the significant level in 8 dimensions: Safety Commitment, Safety System, Safety Training, Safety Involvement, Reward and Motivation, Communication and Reporting, Leadership and Supervision, Learning and Changing. In general, the overall safety culture were executive level higher than operators level (M: 74.98 > 69.08; t=2.87; p < 0.01).

Keywords: questionnaire survey, safety culture, t-test, media studies

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4979 Changing Body Ideals of Ethnically Diverse Gay and Heterosexual Men and the Proliferation of Social and Entertainment Media

Authors: Cristina Azocar, Ivana Markova

Abstract:

A survey of 565 male undergraduates examined the effects of exposure to social networking sites and entertainment media on young men’s body image. Exposure to social and to entertainment media was found to have negative effects on men’s body satisfaction, social comparison, and thin ideal internalization. Findings indicated significant differences in those men who were more exposed to social and to entertainment media than those who were not as exposed. Consistent with past studies, gay men were found to be more dissatisfied with their bodies than straight men. Gay men compared themselves to other better-looking individuals and internalized ideal body types seen in media significantly more than their straight counterparts. Surprisingly, straight men seem to care as much about their physical attractiveness/appearance as gay men do, but only in public settings such as at the beach, at athletic events (including gyms) and social events. Although on average ethnic groups were more similar than different, small but significant differences occurred with Asian men indicating significantly higher body dissatisfaction than White/European men and Middle Eastern/Arab men their counterparts. The study increases our knowledge about SNS and entertainment use and its associated body image, and body satisfaction affects among low-income ethnic minority men.

Keywords: body dissatisfaction, body image, entertainment media, gay men, race and ethnicity, social economic status, social comparison, social media

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4978 Selective Extraction of Couple Nickel(II) / Cobalt(II) by a Series of Schiff Bases in Sulfate Medium, in the Chloroforme-Water

Authors: N. Belhadj, M. Hadj Youcef, T. Benabdallah, Belbachir Ibtissem, N. Boceiri

Abstract:

This work deals with the synthesis, the structural elucidation and the exploration the extracting properties of a series of ortho-hydroxy Schiff base in sulfate medium. After the synthesis and characterization of their structures, the study of their behavior in solution was carried out by pH-metric titration in different media homogeneous and heterogeneous solution. This allowed to explore and to quantify in each of these media, some of their properties in solution such as, their acid-base behavior (determination and comparison of pKa), their distribution powers (determination and comparison of logKd), and their thermodynamic constants (determining ∆H°, ΔS° and ∆G°moy) by optimizing both the temperature and ionic strength. Study of the extraction of nickel (II) and cobalt(II) separately was undertaken in the aqueous-organic system, chloroform-water. Different extraction parameters have been thus optimized such, the pH, the concentration of extractant and the ionic strength, and the extraction constants established in each case. The extracted metal complexes have been isolated and their spatial configurations elucidated. The selective extraction of the couple cobalt (II)/nickel (II) was finally performed by our series of Schiff base in the chloroforme/water.

Keywords: selective extraction, Schiff base, distribution, cobalt(II), nickel(II)

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4977 A Memetic Algorithm Approach to Clustering in Mobile Wireless Sensor Networks

Authors: Masood Ahmad, Ataul Aziz Ikram, Ishtiaq Wahid

Abstract:

Wireless sensor network (WSN) is the interconnection of mobile wireless nodes with limited energy and memory. These networks can be deployed formany critical applications like military operations, rescue management, fire detection and so on. In flat routing structure, every node plays an equal role of sensor and router. The topology may change very frequently due to the mobile nature of nodes in WSNs. The topology maintenance may produce more overhead messages. To avoid topology maintenance overhead messages, an optimized cluster based mobile wireless sensor network using memetic algorithm is proposed in this paper. The nodes in this network are first divided into clusters. The cluster leaders then transmit data to that base station. The network is validated through extensive simulation study. The results show that the proposed technique has superior results compared to existing techniques.

Keywords: WSN, routing, cluster based, meme, memetic algorithm

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4976 Metagenomic Identification of Cave Microorganisms in Lascaux and Other Périgord Caves

Authors: Lise Alonso, Audrey Dubost, Patricia Luis, Thomas Pommier, Yvan Moënne-Loccoz

Abstract:

The Lascaux Cave in South-Est France is an archeological landmark renowned for its Paleolithic paintings dating back c.18.000 years. Extensive touristic frequenting and repeated chemical treatments have resulted in the development of microbial stains on cave walls, which is a major issue in terms of art conservation. Therefore, it is of prime importance to better understand the microbiology specific to the Lascaux Cave, in comparison to regional situations. To this end, we compared the microbial community (i.e. both prokaryotic and eukaryotic microbial populations) of Lascaux Cave with three other anthropized Périgord caves as well as three pristine caves from the same area. We used state-of-the-art metagenomic analyses of cave wall samples to obtain a global view of the composition of the microbial community colonizing cave walls. We measured the relative abundance and diversity of four DNA markers targeting different fractions of the ribosomal genes of bacteria (i.e. eubacteria), archaea (i.e. archeobacteria), fungi and other micro-eukaryotes. All groups were highly abundant and diverse in all Périgord caves, as several hundred genera of microorganisms were identified in each. However, Lascaux Cave displayed a specify microbial community, which differed from those of both pristine and anthropized caves. Comparison of stains versus non-stained samples from the Passage area of the Lascaux Cave indicated that a few taxa (e.g. the Sordiaromycetes amongst fungi) were more prevalent within than outside stains, yet the main difference was in the relative proportion of the different microbial taxonomic groups and genera, which supposedly supports the biological origin of the stains. Overall, metagenomic sequencing of cave wall samples was effective to evidence the large colonization of caves by a diversified range of microorganisms. It also showed that Lascaux Cave represented a very particular situation in comparison with neighboring caves, probably in relation to the extent of disturbance it had undergone. Our results provide key baseline information to guide conservation efforts in anthropized caves such as Lascaux and pave the way to modern monitoring of ornamented caves.

Keywords: cave conservation, Lascaux cave, microbes, paleolithic paintings

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4975 The Study on Blast Effect of Polymer Gel by Trazul Lead Block Test and Concrete Block Test

Authors: Young-Hun Ko, Seung-Jun Kim, Khaqan Baluch, Hyung- Sik Yang

Abstract:

In this study, the polymer gel was used as coupling material in a blasting hole and its comparison was made with other coupling materials like sand, water, and air. Trazul lead block test and AUTODYN numerical analysis were conducted to analyze the effects of the coupling materials on the intensity of the explosion, as well as the verification tests were conducted by using concrete block test. The emulsion explosives were used in decoupling conditions, sand, water, and polymer gel were used as the coupling materials. The lead block test and the numerical analysis showed that the expansion of the blast hole in the lead block was similar to that of the water and gelatin and followed by sand and air conditions. The validation of concrete block test result showed the similar result as Trazul lead block test and the explosion strength was measured at 0.8 for polymer gel, 0.7 for sand, and 0.6 for no coupling material, in comparison to the full charge (1.0) case.

Keywords: Trazul lead block test, AUTODYN numerical analysis, coupling material, polymer gel, soil covering concrete block explosion test

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4974 Prediction of Metals Available to Maize Seedlings in Crude Oil Contaminated Soil

Authors: Stella O. Olubodun, George E. Eriyamremu

Abstract:

The study assessed the effect of crude oil applied at rates, 0, 2, 5, and 10% on the fractional chemical forms and availability of some metals in soils from Usen, Edo State, with no known crude oil contamination and soil from a crude oil spill site in Ubeji, Delta State, Nigeria. Three methods were used to determine the bioavailability of metals in the soils: maize (Zea mays) plant, EDTA and BCR sequential extraction. The sequential extract acid soluble fraction of the BCR extraction (most labile fraction of the soils, normally associated with bioavailability) were compared with total metal concentration in maize seedlings as a means to compare the chemical and biological measures of bioavailability. Total Fe was higher in comparison to other metals for the crude oil contaminated soils. The metal concentrations were below the limits of 4.7% Fe, 190mg/kg Cu and 720mg/kg Zn intervention values and 36mg/kg Cu and 140mg/kg Zn target values for soils provided by the Department of Petroleum Resources (DPR) guidelines. The concentration of the metals in maize seedlings increased with increasing rates of crude oil contamination. Comparison of the metal concentrations in maize seedlings with EDTA extractable concentrations showed that EDTA extracted more metals than maize plant.

Keywords: availability, crude oil contamination, EDTA, maize, metals

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4973 Driving Mechanism of Urban Sprawl in Chinese Context from the Perspective of Domestic and Overseas Comparison

Authors: Tingke Wu, Yaping Huang

Abstract:

Many cities in China have been experiencing serious urban sprawl since the 1980s, which pose great challenges to a country with scare cultivated land and huge population. Because of different social and economic context and development stage, driving forces of urban sprawl in China are quite different from developed countries. Therefore, it is of great importance to probe into urban sprawl driving mechanism in Chinese context. By a comparison study of the background and features of urban sprawl between China and developed countries, this research establishes an analytical framework for sprawl dynamic mechanism in China. By literature review and analyzing data from national statistical yearbook, it then probes into the driving mechanism and the primary cause of urban sprawl. The results suggest that population increase, economic growth, traffic and information technology development lead to rapid expansion of urban space; defects of land institution and lack of effective guidance give rise to low efficiency of urban land use. Moreover, urban sprawl is ultimately attributed to imperfections of policy and institution. On this basis, this research puts forward several sprawl control strategies in Chinese context.

Keywords: China, driving forces, driving mechanism, land institution, urban expansion, urban sprawl

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4972 Analysis and Detection of Facial Expressions in Autism Spectrum Disorder People Using Machine Learning

Authors: Muhammad Maisam Abbas, Salman Tariq, Usama Riaz, Muhammad Tanveer, Humaira Abdul Ghafoor

Abstract:

Autism Spectrum Disorder (ASD) refers to a developmental disorder that impairs an individual's communication and interaction ability. Individuals feel difficult to read facial expressions while communicating or interacting. Facial Expression Recognition (FER) is a unique method of classifying basic human expressions, i.e., happiness, fear, surprise, sadness, disgust, neutral, and anger through static and dynamic sources. This paper conducts a comprehensive comparison and proposed optimal method for a continued research project—a system that can assist people who have Autism Spectrum Disorder (ASD) in recognizing facial expressions. Comparison has been conducted on three supervised learning algorithms EigenFace, FisherFace, and LBPH. The JAFFE, CK+, and TFEID (I&II) datasets have been used to train and test the algorithms. The results were then evaluated based on variance, standard deviation, and accuracy. The experiments showed that FisherFace has the highest accuracy for all datasets and is considered the best algorithm to be implemented in our system.

Keywords: autism spectrum disorder, ASD, EigenFace, facial expression recognition, FisherFace, local binary pattern histogram, LBPH

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4971 Comparison of Physical and Chemical Properties of Micro-Silica and Locally Produced Metakaolin and Effect on the Properties of Concrete

Authors: S. U. Khan, T. Ayub, N. Shafiq

Abstract:

The properties of locally produced metakaolin (MK) as cement replacing material and the comparison of reactivity with commercially available micro-silica have been investigated. Compressive strength, splitting tensile strength, and load-deflection behaviour under bending are the properties that have been studied. The amorphous phase of MK with micro-silica was compared through X-ray diffraction (XRD) pattern. Further, interfacial transition zone of concrete with micro-silica and MK was observed through Field Emission Scanning Electron Microscopy (FESEM). Three mixes of concrete were prepared. One of the mix is without cement replacement as control mix, and the remaining two mixes are 10% cement replacement with micro-silica and MK. It has been found that MK, due to its irregular structure and amorphous phase, has high reactivity with portlandite in concrete. The compressive strength at early age is higher with MK as compared to micro-silica. MK concrete showed higher splitting tensile strength and higher load carrying capacity as compared to control and micro-silica concrete at all ages respectively.

Keywords: metakaolin, compressive strength, splitting tensile strength, load deflection, interfacial transition zone

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4970 Novel Hole-Bar Standard Design and Inter-Comparison for Geometric Errors Identification on Machine-Tool

Authors: F. Viprey, H. Nouira, S. Lavernhe, C. Tournier

Abstract:

Manufacturing of freeform parts may be achieved on 5-axis machine tools currently considered as a common means of production. In particular, the geometrical quality of the freeform parts depends on the accuracy of the multi-axis structural loop, which is composed of several component assemblies maintaining the relative positioning between the tool and the workpiece. Therefore, to reach high quality of the geometries of the freeform parts the geometric errors of the 5 axis machine should be evaluated and compensated, which leads one to master the deviations between the tool and the workpiece (volumetric accuracy). In this study, a novel hole-bar design was developed and used for the characterization of the geometric errors of a RRTTT 5-axis machine tool. The hole-bar standard design is made of Invar material, selected since it is less sensitive to thermal drift. The proposed design allows once to extract 3 intrinsic parameters: one linear positioning and two straightnesses. These parameters can be obtained by measuring the cylindricity of 12 holes (bores) and 11 cylinders located on a perpendicular plane. By mathematical analysis, twelve 3D points coordinates can be identified and correspond to the intersection of each hole axis with the least square plane passing through two perpendicular neighbour cylinders axes. The hole-bar was calibrated using a precision CMM at LNE traceable the SI meter definition. The reversal technique was applied in order to separate the error forms of the hole bar from the motion errors of the mechanical guiding systems. An inter-comparison was additionally conducted between four NMIs (National Metrology Institutes) within the EMRP IND62: JRP-TIM project. Afterwards, the hole-bar was integrated in RRTTT 5-axis machine tool to identify its volumetric errors. Measurements were carried out in real time and combine raw data acquired by the Renishaw RMP600 touch probe and the linear and rotary encoders. The geometric errors of the 5 axis machine were also evaluated by an accurate laser tracer interferometer system. The results were compared to those obtained with the hole bar.

Keywords: volumetric errors, CMM, 3D hole-bar, inter-comparison

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4969 Leverage Effect for Volatility with Generalized Laplace Error

Authors: Farrukh Javed, Krzysztof Podgórski

Abstract:

We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data.

Keywords: heavy tails, volatility clustering, generalized asymmetric laplace distribution, leverage effect, conditional heteroskedasticity, asymmetric power volatility, GARCH models

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4968 Using Emerging Hot Spot Analysis to Analyze Overall Effectiveness of Policing Policy and Strategy in Chicago

Authors: Tyler Gill, Sophia Daniels

Abstract:

The paper examines how accessing the spatial-temporal constrains of data will help inform policymakers and law enforcement officials. The authors utilize Chicago crime data from 2006-2016 to demonstrate how the Emerging Hot Spot Tool is an ideal hot spot clustering approach to analyze crime data. Traditional approaches include density maps or creating a spatial weights matrix to include the spatial-temporal constrains. This new approach utilizes a space-time implementation of the Getis-Ord Gi* statistic to visualize the data more quickly to make better decisions. The research will help complement socio-cultural research to find key patterns to help frame future policies and evaluate the implementation of prior strategies. Through this analysis, homicide trends and patterns are found more effectively and recommendations for use by non-traditional users of GIS are offered for real life implementation.

Keywords: crime mapping, emerging hot spot analysis, Getis-Ord Gi*, spatial-temporal analysis

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4967 Imidacloprid and Acetamiprid Residues in Okra and Brinjal Grown in Peri-Urban Environments and Their Dietary Intake Assessment

Authors: Muhammad Atif Randhawa, Adnan Amjad

Abstract:

Assessment of insecticides used for growing vegetables in comparison with their safety status was the main purpose of this study. A total of 180 samples of okra (Abelmoschus esculentus L.) and brinjal (Solanum melongena L.) comprising 30 samples of each vegetable were collected from the peri-urban farming system of Multan, Faisalabad and Gujranwala. The mean value for imidacloprid residues found in brinjal (0.226 mg kg-1) and okra (0.176 mg kg-1) from Multan region were greater than the residues reported from Gujranwala and Faisalabad, showing excessive application of imidacloprid in Multan. Out of total 180 samples analysed for imidacloprid and acetamaprid residues, (90 samples for each of okra and brinjal), 104 (58%) and 117 (65%) samples contained detectable imidacloprid and acetamiprid residues, respectively. Whereas 10% and 15% samples exceeded their respective MRLs for imidacloprid and acetamiprid residues. Dietary intake assessment for imidacloprid and acetamiprid was calculated according to their MPI values 3.84 and 4.48 mg person-1day-1, respectively. The dietary intake assessment data revealed that although a reasonable proportion of samples exceeded the MRLs in studied areas but their consumption was found within safe limit in comparison to values obtained for MPI.

Keywords: Acceptable Daily Intake (ADI), insecticides, Maximum Residual Limits (MRLs), risk assessment, vegetables

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4966 Intelligent Software Architecture and Automatic Re-Architecting Based on Machine Learning

Authors: Gebremeskel Hagos Gebremedhin, Feng Chong, Heyan Huang

Abstract:

Software system is the combination of architecture and organized components to accomplish a specific function or set of functions. A good software architecture facilitates application system development, promotes achievement of functional requirements, and supports system reconfiguration. We describe three studies demonstrating the utility of our architecture in the subdomain of mobile office robots and identify software engineering principles embodied in the architecture. The main aim of this paper is to analyze prove architecture design and automatic re-architecting using machine learning. Intelligence software architecture and automatic re-architecting process is reorganizing in to more suitable one of the software organizational structure system using the user access dataset for creating relationship among the components of the system. The 3-step approach of data mining was used to analyze effective recovery, transformation and implantation with the use of clustering algorithm. Therefore, automatic re-architecting without changing the source code is possible to solve the software complexity problem and system software reuse.

Keywords: intelligence, software architecture, re-architecting, software reuse, High level design

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4965 A Comparative Evaluation of Antioxidant Activity of in vivo and in vitro Raised Holarrhena antidysenterica Linn.

Authors: Gayatri Nahak, Satyajit Kanungo, Rajani Kanta Sahu

Abstract:

Holarrhena antidysenterica Linn. (Apocynaceae) is a typical Indian medicinal plant popularly known as “Indrajav”. Traditionally the plant has been considered a popular remedy for the treatment of dysentery, diarrhea, intestinal worms and the seeds of this plant are also used as an anti-diabetic remedy. In the present study axillary shoot multiplication, callus induction and shoot regeneration from callus culture were obtained on Murashige and Skoog (MS) medium supplemented with different concentrations and combinations of plant growth regulators. Then in vivo and in vitro grown healthy plants were selected for study of antioxidant activity through DPPH and OH methods. Significantly higher antioxidant activity and phenol contents were observed in vitro raised plant in comparison to in vivo plants. The findings indicated the greater amount of phenolic compounds leads to more potent radical scavenging effect as shown in in vitro raised plant in comparison to in vivo plants which showed the ability to utilize tissue culture techniques towards development of desired bioactive metabolites from in vitro culture as an alternative way to avoid using endangered plants in pharmaceutical purposes.

Keywords: Holarrhena antidysenterica, in vitro, in vivo, antioxidant activity

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4964 Analytical Solution of Blassius Equation Using the Kourosh Method

Authors: Mohammad Reza Shahnazari, Reza Kazemi, Ali Saberi

Abstract:

Most of the engineering problems are in nonlinear forms. Nonlinear boundary layer problems defined in infinite intervals contain specific complexities, especially in boundary layer condition conformance. As an example of these nonlinear complex problems, the well-known Blasius equation can be mentioned, which itself is one of the classic boundary layer problems. No analytical solution has been proposed yet for the Blasius equation due to its complexity. In this paper, an analytical method, namely the Kourosh method, based on the singularity perturbation method and the Liao homotopy analysis is utilized to solve the Blasius problem. In this method, an inner solution is developed in the [0,1] interval to expedite the solution convergence. The magnitude of the f ˝(0), as an essential quantity for determining the physical parameters, is directly calculated from the solution of the boundary condition problem. The advantages of this solution are that it does not need any numerical solution, it has a closed form and that its validation is shown in the entire [0,∞] interval. Furthermore, all of the desirable parameters could be extracted through a series of simple analytical operations from the final solution. This solution also satisfies the continuity conditions, which is one of the main contributions of this paper in comparison with most of the other proposed analytical solutions available in the literature. Comparison with numerical solutions reveals that the proposed method is highly accurate and convenient for application.

Keywords: Blasius equation, boundary layer, Kourosh method, analytical solution

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4963 Statistical Tools for SFRA Diagnosis in Power Transformers

Authors: Rahul Srivastava, Priti Pundir, Y. R. Sood, Rajnish Shrivastava

Abstract:

For the interpretation of the signatures of sweep frequency response analysis(SFRA) of transformer different types of statistical techniques serves as an effective tool for doing either phase to phase comparison or sister unit comparison. In this paper with the discussion on SFRA several statistics techniques like cross correlation coefficient (CCF), root square error (RSQ), comparative standard deviation (CSD), Absolute difference, mean square error(MSE),Min-Max ratio(MM) are presented through several case studies. These methods require sample data size and spot frequencies of SFRA signatures that are being compared. The techniques used are based on power signal processing tools that can simplify result and limits can be created for the severity of the fault occurring in the transformer due to several short circuit forces or due to ageing. The advantages of using statistics techniques for analyzing of SFRA result are being indicated through several case studies and hence the results are obtained which determines the state of the transformer.

Keywords: absolute difference (DABS), cross correlation coefficient (CCF), mean square error (MSE), min-max ratio (MM-ratio), root square error (RSQ), standard deviation (CSD), sweep frequency response analysis (SFRA)

Procedia PDF Downloads 687
4962 The Communication Library DIALOG for iFDAQ of the COMPASS Experiment

Authors: Y. Bai, M. Bodlak, V. Frolov, S. Huber, V. Jary, I. Konorov, D. Levit, J. Novy, D. Steffen, O. Subrt, M. Virius

Abstract:

Modern experiments in high energy physics impose great demands on the reliability, the efficiency, and the data rate of Data Acquisition Systems (DAQ). This contribution focuses on the development and deployment of the new communication library DIALOG for the intelligent, FPGA-based Data Acquisition System (iFDAQ) of the COMPASS experiment at CERN. The iFDAQ utilizing a hardware event builder is designed to be able to readout data at the maximum rate of the experiment. The DIALOG library is a communication system both for distributed and mixed environments, it provides a network transparent inter-process communication layer. Using the high-performance and modern C++ framework Qt and its Qt Network API, the DIALOG library presents an alternative to the previously used DIM library. The DIALOG library was fully incorporated to all processes in the iFDAQ during the run 2016. From the software point of view, it might be considered as a significant improvement of iFDAQ in comparison with the previous run. To extend the possibilities of debugging, the online monitoring of communication among processes via DIALOG GUI is a desirable feature. In the paper, we present the DIALOG library from several insights and discuss it in a detailed way. Moreover, the efficiency measurement and comparison with the DIM library with respect to the iFDAQ requirements is provided.

Keywords: data acquisition system, DIALOG library, DIM library, FPGA, Qt framework, TCP/IP

Procedia PDF Downloads 309
4961 A Machine Learning-Based Analysis of Autism Prevalence Rates across US States against Multiple Potential Explanatory Variables

Authors: Ronit Chakraborty, Sugata Banerji

Abstract:

There has been a marked increase in the reported prevalence of Autism Spectrum Disorder (ASD) among children in the US over the past two decades. This research has analyzed the growth in state-level ASD prevalence against 45 different potentially explanatory factors, including socio-economic, demographic, healthcare, public policy, and political factors. The goal was to understand if these factors have adequate predictive power in modeling the differential growth in ASD prevalence across various states and if they do, which factors are the most influential. The key findings of this study include (1) the confirmation that the chosen feature set has considerable power in predicting the growth in ASD prevalence, (2) the identification of the most influential predictive factors, (3) given the nature of the most influential predictive variables, an indication that a considerable portion of the reported ASD prevalence differentials across states could be attributable to over and under diagnosis, and (4) identification of Florida as a key outlier state pointing to a potential under-diagnosis of ASD there.

Keywords: autism spectrum disorder, clustering, machine learning, predictive modeling

Procedia PDF Downloads 86
4960 Spectral Anomaly Detection and Clustering in Radiological Search

Authors: Thomas L. McCullough, John D. Hague, Marylesa M. Howard, Matthew K. Kiser, Michael A. Mazur, Lance K. McLean, Johanna L. Turk

Abstract:

Radiological search and mapping depends on the successful recognition of anomalies in large data sets which contain varied and dynamic backgrounds. We present a new algorithmic approach for real-time anomaly detection which is resistant to common detector imperfections, avoids the limitations of a source template library and provides immediate, and easily interpretable, user feedback. This algorithm is based on a continuous wavelet transform for variance reduction and evaluates the deviation between a foreground measurement and a local background expectation using methods from linear algebra. We also present a technique for recognizing and visualizing spectrally similar clusters of data. This technique uses Laplacian Eigenmap Manifold Learning to perform dimensional reduction which preserves the geometric "closeness" of the data while maintaining sensitivity to outlying data. We illustrate the utility of both techniques on real-world data sets.

Keywords: radiological search, radiological mapping, radioactivity, radiation protection

Procedia PDF Downloads 685
4959 Comparison between Conventional Bacterial and Algal-Bacterial Aerobic Granular Sludge Systems in the Treatment of Saline Wastewater

Authors: Philip Semaha, Zhongfang Lei, Ziwen Zhao, Sen Liu, Zhenya Zhang, Kazuya Shimizu

Abstract:

The increasing generation of saline wastewater through various industrial activities is becoming a global concern for activated sludge (AS) based biological treatment which is widely applied in wastewater treatment plants (WWTPs). As for the AS process, an increase in wastewater salinity has negative impact on its overall performance. The advent of conventional aerobic granular sludge (AGS) or bacterial AGS biotechnology has gained much attention because of its superior performance. The development of algal-bacterial AGS could enhance better nutrients removal, potentially reduce aeration cost through symbiotic algae-bacterial activity, and thus, can also reduce overall treatment cost. Nonetheless, the potential of salt stress to decrease biomass growth, microbial activity and nutrient removal exist. Up to the present, little information is available on saline wastewater treatment by algal-bacterial AGS. To the authors’ best knowledge, a comparison of the two AGS systems has not been done to evaluate nutrients removal capacity in the context of salinity increase. This study sought to figure out the impact of salinity on the algal-bacterial AGS system in comparison to bacterial AGS one, contributing to the application of AGS technology in the real world of saline wastewater treatment. In this study, the salt concentrations tested were 0 g/L, 1 g/L, 5 g/L, 10 g/L and 15 g/L of NaCl with 24-hr artificial illuminance of approximately 97.2 µmol m¯²s¯¹, and mature bacterial and algal-bacterial AGS were used for the operation of two identical sequencing batch reactors (SBRs) with a working volume of 0.9 L each, respectively. The results showed that salinity increase caused no apparent change in the color of bacterial AGS; while for algal-bacterial AGS, its color was progressively changed from green to dark green. A consequent increase in granule diameter and fluffiness was observed in the bacterial AGS reactor with the increase of salinity in comparison to a decrease in algal-bacterial AGS diameter. However, nitrite accumulation peaked from 1.0 mg/L and 0.4 mg/L at 1 g/L NaCl in the bacterial and algal-bacterial AGS systems, respectively to 9.8 mg/L in both systems when NaCl concentration varied from 5 g/L to 15 g/L. Almost no ammonia nitrogen was detected in the effluent except at 10 g/L NaCl concentration, where it averaged 4.2 mg/L and 2.4 mg/L, respectively, in the bacterial and algal-bacterial AGS systems. Nutrients removal in the algal-bacterial system was relatively higher than the bacterial AGS in terms of nitrogen and phosphorus removals. Nonetheless, the nutrient removal rate was almost 50% or lower. Results show that algal-bacterial AGS is more adaptable to salinity increase and could be more suitable for saline wastewater treatment. Optimization of operation conditions for algal-bacterial AGS system would be important to ensure its stably high efficiency in practice.

Keywords: algal-bacterial aerobic granular sludge, bacterial aerobic granular sludge, Nutrients removal, saline wastewater, sequencing batch reactor

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4958 Critical Success Factors for Sustainable Smart City Project in India

Authors: Debasis Sarkar

Abstract:

Development of a Smart City would depend upon the development of its infrastructure in a smart way. Primarily based on the ideology of the fourth industrial revolution a Smart City project should have Smart governance, smart health care, smart building, smart transportation, smart mobility, smart energy, smart technology and smart citizen. Considering the Indian scenario of current state of cities in India, it has become very essential to decide the specific parameters which would govern the development of a Smart City project. It has been observed that there are significant parameters beyond Information and Communication Technology (ICT), which govern the development of a Smart City project. This paper is an attempt to identify the Critical Success Factors (CSF) which are significantly responsible for the development of a Smart City project in Western India. Responses to questionnaire survey were analyzed on basis of Likert scale. They were further critically evaluated with help of Factor Comparison Method (FCM) and Analytical Hierarchy Process (AHP). The project authorities need to incorporate Building Information Modeling (BIM) to make the smart city project more collaborative. To make the project more sustainable, use of flyash in the concrete used, reduced usage of cement and steel, use of alternate fuels like biodiesel is recommended.

Keywords: analytical hierarchical process, building information modeling, critical success factors, factor comparison method

Procedia PDF Downloads 239