Search results for: general linear regression model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 24236

Search results for: general linear regression model

23456 Selection of Variogram Model for Environmental Variables

Authors: Sheikh Samsuzzhan Alam

Abstract:

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

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

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23455 The Moderating Effects of Attachment Style on the Relationship between the Psychological Symptoms and Well-Being of Mental Health Practitioners in Rehabilitation Centers: A Preliminary Study

Authors: Amaba, Marinela C., Espino, Gianne Ericka S. J. Valencia, Zeia Beatriz C.

Abstract:

This study aims to determine the moderating role of attachment style on the relationship between psychological symptoms and well-being of mental health practitioners in rehabilitation centers that are accredited of the Department of Health in Pampanga. Using the data gathered from 46 mental health practitioners, multiple regression models were conducted to test the main and moderating effects of attachment styles. The findings show that all three psychological symptoms namely depression, anxiety, and stress have main effects on their general well-being on a negative direction. However, attachment style did not moderate the relationship between the psychological symptoms and general well-being. On one hand, results about the relationship of psychological symptoms and well-being are consistent to previous findings of other studies while on the other hand, results in moderation were contradicting.

Keywords: attachment style, psychological symptoms, well-being, mental health practitioners, rehabilitation centers

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23454 On the Topological Entropy of Nonlinear Dynamical Systems

Authors: Graziano Chesi

Abstract:

The topological entropy plays a key role in linear dynamical systems, allowing one to establish the existence of stabilizing feedback controllers for linear systems in the presence of communications constraints. This paper addresses the determination of a robust value of the topological entropy in nonlinear dynamical systems, specifically the largest value of the topological entropy over all linearized models in a region of interest of the state space. It is shown that a sufficient condition for establishing upper bounds of the sought robust value of the topological entropy can be given in terms of a semidefinite program (SDP), which belongs to the class of convex optimization problems.

Keywords: non-linear system, communication constraint, topological entropy

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23453 Fiscal Size and Composition Effects on Growth: Empirical Evidence from Asian Economies

Authors: Jeeban Amgain

Abstract:

This paper investigates the impact of the size and composition of government expenditure and tax on GDP per capita growth in 36 Asian economies over the period of 1991-2012. The research employs the technique of panel regression; Fixed Effects and Generalized Method of Moments (GMM) as well as other statistical and descriptive approaches. The finding concludes that the size of government expenditure and tax revenue are generally low in this region. GDP per capita growth is strongly negative in response to Government expenditure, however, no significant relationship can be measured in case of size of taxation although it is positively correlated with economic growth. Panel regression of decomposed fiscal components also shows that the pattern of allocation of expenditure and taxation really matters on growth. Taxes on international trade and property have a significant positive impact on growth. In contrast, a major portion of expenditure, i.e. expenditure on general public services, health and education are found to have significant negative impact on growth, implying that government expenditures are not being productive in the Asian region for some reasons. Comparatively smaller and efficient government size would enhance the growth.

Keywords: government expenditure, tax, GDP per capita growth, composition

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23452 Best Resource Recommendation for a Stochastic Process

Authors: Likewin Thomas, M. V. Manoj Kumar, B. Annappa

Abstract:

The aim of this study was to develop an Artificial Neural Network0 s recommendation model for an online process using the complexity of load, performance, and average servicing time of the resources. Here, the proposed model investigates the resource performance using stochastic gradient decent method for learning ranking function. A probabilistic cost function is implemented to identify the optimal θ values (load) on each resource. Based on this result the recommendation of resource suitable for performing the currently executing task is made. The test result of CoSeLoG project is presented with an accuracy of 72.856%.

Keywords: ADALINE, neural network, gradient decent, process mining, resource behaviour, polynomial regression model

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23451 An Approach on Robust Multi Inversion of a Nonlinear Model for an Omni-Directional Mobile

Authors: Fernando P. Silva, Valter J. S. Leite, Erivelton G. Nepomuceno

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In this paper, a nonlinear controller design for an omnidirectional mobile is presented. The robot controller consists of an inner-loop controller and an outer-loop controller, the first is designed using state feedback (robust allocation) and the second controller is designed based on Robust Multi Inversion (RMI) approach. The objective of RMI controller is rendering the robust inversion of the dynamic, when the model is affected by uncertainties. A model nonlinear MIMO of an omni-directional robot (small-league of Robocup) is used to simulate the RMI approach. The parameters of linear and nonlinear model are varied to cause modelling uncertainties among the model and the real model (real system) generating an error in inner-loop controller signal that must be compensated by RMI controller. The simulation test results show that the RMI is capable of compensating the uncertainties and keep the system stable and controlled under uncertainties.

Keywords: robust multi inversion, omni-directional robot, robocup, nonlinear control

Procedia PDF Downloads 589
23450 Statistical Time-Series and Neural Architecture of Malaria Patients Records in Lagos, Nigeria

Authors: Akinbo Razak Yinka, Adesanya Kehinde Kazeem, Oladokun Oluwagbenga Peter

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Time series data are sequences of observations collected over a period of time. Such data can be used to predict health outcomes, such as disease progression, mortality, hospitalization, etc. The Statistical approach is based on mathematical models that capture the patterns and trends of the data, such as autocorrelation, seasonality, and noise, while Neural methods are based on artificial neural networks, which are computational models that mimic the structure and function of biological neurons. This paper compared both parametric and non-parametric time series models of patients treated for malaria in Maternal and Child Health Centres in Lagos State, Nigeria. The forecast methods considered linear regression, Integrated Moving Average, ARIMA and SARIMA Modeling for the parametric approach, while Multilayer Perceptron (MLP) and Long Short-Term Memory (LSTM) Network were used for the non-parametric model. The performance of each method is evaluated using the Mean Absolute Error (MAE), R-squared (R2) and Root Mean Square Error (RMSE) as criteria to determine the accuracy of each model. The study revealed that the best performance in terms of error was found in MLP, followed by the LSTM and ARIMA models. In addition, the Bootstrap Aggregating technique was used to make robust forecasts when there are uncertainties in the data.

Keywords: ARIMA, bootstrap aggregation, MLP, LSTM, SARIMA, time-series analysis

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23449 An Exploratory Study on 'Sub-Region Life Circle' in Chinese Big Cities Based on Human High-Probability Daily Activity: Characteristic and Formation Mechanism as a Case of Wuhan

Authors: Zhuoran Shan, Li Wan, Xianchun Zhang

Abstract:

With an increasing trend of regionalization and polycentricity in Chinese contemporary big cities, “sub-region life circle” turns to be an effective method on rational organization of urban function and spatial structure. By the method of questionnaire, network big data, route inversion on internet map, GIS spatial analysis and logistic regression, this article makes research on characteristic and formation mechanism of “sub-region life circle” based on human high-probability daily activity in Chinese big cities. Firstly, it shows that “sub-region life circle” has been a new general spatial sphere of residents' high-probability daily activity and mobility in China. Unlike the former analysis of the whole metropolitan or the micro community, “sub-region life circle” has its own characteristic on geographical sphere, functional element, spatial morphology and land distribution. Secondly, according to the analysis result with Binary Logistic Regression Model, the research also shows that seven factors including land-use mixed degree and bus station density impact the formation of “sub-region life circle” most, and then analyzes the index critical value of each factor. Finally, to establish a smarter “sub-region life circle”, this paper indicates that several strategies including jobs-housing fit, service cohesion and space reconstruction are the keys for its spatial organization optimization. This study expands the further understanding of cities' inner sub-region spatial structure based on human daily activity, and contributes to the theory of “life circle” in urban's meso-scale.

Keywords: sub-region life circle, characteristic, formation mechanism, human activity, spatial structure

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23448 A Hierarchical Method for Multi-Class Probabilistic Classification Vector Machines

Authors: P. Byrnes, F. A. DiazDelaO

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The Support Vector Machine (SVM) has become widely recognised as one of the leading algorithms in machine learning for both regression and binary classification. It expresses predictions in terms of a linear combination of kernel functions, referred to as support vectors. Despite its popularity amongst practitioners, SVM has some limitations, with the most significant being the generation of point prediction as opposed to predictive distributions. Stemming from this issue, a probabilistic model namely, Probabilistic Classification Vector Machines (PCVM), has been proposed which respects the original functional form of SVM whilst also providing a predictive distribution. As physical system designs become more complex, an increasing number of classification tasks involving industrial applications consist of more than two classes. Consequently, this research proposes a framework which allows for the extension of PCVM to a multi class setting. Additionally, the original PCVM framework relies on the use of type II maximum likelihood to provide estimates for both the kernel hyperparameters and model evidence. In a high dimensional multi class setting, however, this approach has been shown to be ineffective due to bad scaling as the number of classes increases. Accordingly, we propose the application of Markov Chain Monte Carlo (MCMC) based methods to provide a posterior distribution over both parameters and hyperparameters. The proposed framework will be validated against current multi class classifiers through synthetic and real life implementations.

Keywords: probabilistic classification vector machines, multi class classification, MCMC, support vector machines

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23447 Impact of Individual and Neighborhood Social Capital on the Health Status of the Pregnant Women in Riyadh City, Saudi Arabia

Authors: Abrar Almutairi, Alyaa Farouk, Amal Gouda

Abstract:

Background: Social capital is a factor that helps in bonding in a social network. The individual and the neighborhood social capital affect the health status of members of a particular society. In addition, to the influence of social health on the health of the population, social health has a significant effect on women, especially those with pregnancy. Study objective was to assess the impact of the social capital on the health status of pregnant women Design: A descriptive crosssectional correlational design was utilized in this study. Methods: A convenient sample of 210 pregnant women who attended the outpatient antenatal clinicsfor follow-up in King Fahad hospital (Ministry of National Guard Health Affairs/Riyadh) and King Abdullah bin Abdelaziz University Hospital (KAAUH, Ministry of Education /Riyadh) were included in the study. Data was collected using a self-administered questionnaire that was developed by the researchers based on the “World Bank Social Capital Assessment Tool” and SF-36 questionnaire (Short Form Health Survey). The questionnaire consists of 4 parts to collect information regarding socio-demographic data, obstetric and gynecological history, general scale of health status and social activity during pregnancy and the social capital of the study participants, with different types of questions such as multiple-choice questions, polar questions, and Likert scales. Data analysis was carried out by using Statistical Package for the Social Sciences version 23. Descriptive statistic as frequency, percentage, mean, and standard deviation was used to describe the sample characteristics, and the simple linear regression test was used to assess the relationship between the different variables, with level of significance P≤0.005. Result: This study revealed that only 31.1% of the study participants perceived that they have good general health status. About two thirds (62.8%) of the participants have moderate social capital, more than one ten (11.2٪) have high social capital and more than a quarter (26%) of them have low social capital. All dimensions of social capital except for empowerment and political action had positive significant correlations with the health status of pregnant women with P value ranging from 0.001 to 0.010in all dimensions. In general, the social capital showed high statistically significant association with the health status of the pregnant (P=0.002). Conclusion: Less than one third of the study participants had good perceived health status, and the majority of the study participants have moderate social capital, with only about one ten of them perceived that they have high social capital. Finally, neighborhood residency area, family size, sufficiency of income, past medical and surgical history and parity of the study participants were all significantly impacting the assessed health domains of the pregnant women.

Keywords: impact, social capital, health status, pregnant women

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23446 Vibration of a Beam on an Elastic Foundation Using the Variational Iteration Method

Authors: Desmond Adair, Kairat Ismailov, Martin Jaeger

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Modelling of Timoshenko beams on elastic foundations has been widely used in the analysis of buildings, geotechnical problems, and, railway and aerospace structures. For the elastic foundation, the most widely used models are one-parameter mechanical models or two-parameter models to include continuity and cohesion of typical foundations, with the two-parameter usually considered the better of the two. Knowledge of free vibration characteristics of beams on an elastic foundation is considered necessary for optimal design solutions in many engineering applications, and in this work, the efficient and accurate variational iteration method is developed and used to calculate natural frequencies of a Timoshenko beam on a two-parameter foundation. The variational iteration method is a technique capable of dealing with some linear and non-linear problems in an easy and efficient way. The calculations are compared with those using a finite-element method and other analytical solutions, and it is shown that the results are accurate and are obtained efficiently. It is found that the effect of the presence of the two-parameter foundation is to increase the beam’s natural frequencies and this is thought to be because of the shear-layer stiffness, which has an effect on the elastic stiffness. By setting the two-parameter model’s stiffness parameter to zero, it is possible to obtain a one-parameter foundation model, and so, comparison between the two foundation models is also made.

Keywords: Timoshenko beam, variational iteration method, two-parameter elastic foundation model

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23445 Optimal Trajectories for Highly Automated Driving

Authors: Christian Rathgeber, Franz Winkler, Xiaoyu Kang, Steffen Müller

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In this contribution two approaches for calculating optimal trajectories for highly automated vehicles are presented and compared. The first one is based on a non-linear vehicle model, used for evaluation. The second one is based on a simplified model and can be implemented on a current ECU. In usual driving situations both approaches show very similar results.

Keywords: trajectory planning, direct method, indirect method, highly automated driving

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23444 The Role of Macroeconomic Condition and Volatility in Credit Risk: An Empirical Analysis of Credit Default Swap Index Spread on Structural Models in U.S. Market during Post-Crisis Period

Authors: Xu Wang

Abstract:

This research builds linear regressions of U.S. macroeconomic condition and volatility measures in the investment grade and high yield Credit Default Swap index spreads using monthly data from March 2009 to July 2016, to study the relationship between different dimensions of macroeconomy and overall credit risk quality. The most significant contribution of this research is systematically examining individual and joint effects of macroeconomic condition and volatility on CDX spreads by including macroeconomic time series that captures different dimensions of the U.S. economy. The industrial production index growth, non-farm payroll growth, consumer price index growth, 3-month treasury rate and consumer sentiment are introduced to capture the condition of real economic activity, employment, inflation, monetary policy and risk aversion respectively. The conditional variance of the macroeconomic series is constructed using ARMA-GARCH model and is used to measure macroeconomic volatility. The linear regression model is conducted to capture relationships between monthly average CDX spreads and macroeconomic variables. The Newey–West estimator is used to control for autocorrelation and heteroskedasticity in error terms. Furthermore, the sensitivity factor analysis and standardized coefficients analysis are conducted to compare the sensitivity of CDX spreads to different macroeconomic variables and to compare relative effects of macroeconomic condition versus macroeconomic uncertainty respectively. This research shows that macroeconomic condition can have a negative effect on CDX spread while macroeconomic volatility has a positive effect on determining CDX spread. Macroeconomic condition and volatility variables can jointly explain more than 70% of the whole variation of the CDX spread. In addition, sensitivity factor analysis shows that the CDX spread is the most sensitive to Consumer Sentiment index. Finally, the standardized coefficients analysis shows that both macroeconomic condition and volatility variables are important in determining CDX spread but macroeconomic condition category of variables have more relative importance in determining CDX spread than macroeconomic volatility category of variables. This research shows that the CDX spread can reflect the individual and joint effects of macroeconomic condition and volatility, which suggests that individual investors or government should carefully regard CDX spread as a measure of overall credit risk because the CDX spread is influenced by macroeconomy. In addition, the significance of macroeconomic condition and volatility variables, such as Non-farm Payroll growth rate and Industrial Production Index growth volatility suggests that the government, should pay more attention to the overall credit quality in the market when macroecnomy is low or volatile.

Keywords: autoregressive moving average model, credit spread puzzle, credit default swap spread, generalized autoregressive conditional heteroskedasticity model, macroeconomic conditions, macroeconomic uncertainty

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23443 Convergence Analysis of Training Two-Hidden-Layer Partially Over-Parameterized ReLU Networks via Gradient Descent

Authors: Zhifeng Kong

Abstract:

Over-parameterized neural networks have attracted a great deal of attention in recent deep learning theory research, as they challenge the classic perspective of over-fitting when the model has excessive parameters and have gained empirical success in various settings. While a number of theoretical works have been presented to demystify properties of such models, the convergence properties of such models are still far from being thoroughly understood. In this work, we study the convergence properties of training two-hidden-layer partially over-parameterized fully connected networks with the Rectified Linear Unit activation via gradient descent. To our knowledge, this is the first theoretical work to understand convergence properties of deep over-parameterized networks without the equally-wide-hidden-layer assumption and other unrealistic assumptions. We provide a probabilistic lower bound of the widths of hidden layers and proved linear convergence rate of gradient descent. We also conducted experiments on synthetic and real-world datasets to validate our theory.

Keywords: over-parameterization, rectified linear units ReLU, convergence, gradient descent, neural networks

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23442 Implication of Built-Up Area, Vegetation, and Motorized Vehicles to Urban Microclimate in Bandung City Center

Authors: Ira Irawati, Muhammad Rangga Sururi

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The expansion of built-up areas in many cities, particularly, as the consequences of urbanization process, is a common phenomenon in our contemporary world. As happened in many cities in developing world, this horizontal expansion let only a handful size of the area left for green open spaces, creating an extreme unbalance between built-up and green spaces. Combined with the high density and variety of human activities with its transportation modes; a process of urban heat island will occur, resulting in an increase in air temperature. This is one of the indicators of decreasing of the quality of urban microclimate. This paper will explore the effect of several variables of built-up areas and open spaces to the increase of air temperature using multiple linear regression analysis. We selected 11 zones within the radius of 1 km in Inner Bandung city center, and each zones measured within 300 m radius to represent the variety of land use, as well as the composition of buildings and green open spaces. By using a quantitative method which is multiple linear regression analysis, six dependent variables which are a) tree density-x1, b) shade level of tree-x2, c) surface area of buildings’ side which are facing west and east-x3, d) surface area of building side material-x4, e) surface area of pathway material, and f) numbers of motorized vehicles-x6; are calculated to find those influence to the air temperature as an independent variable-y. Finally, the relationship between those variables shows in this equation: y = 30.316 - 3.689 X1 – 6.563 X2 + 0.002 X3 – 2,517E6 X4 + 1.919E-9 X5 + 1.952E-4 X6. It shows that the existence of vegetation has a great impact on lowering temperature. In another way around, built up the area and motorized vehicles would increase the temperature. However, one component of built up area, the surface area of buildings’ sides which are facing west and east, has different result due to the building material is classified in low-middle heat capacity.

Keywords: built-up area, microclimate, vehicles, urban heat island, vegetation

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23441 A Nonlinear Dynamical System with Application

Authors: Abdullah Eqal Al Mazrooei

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In this paper, a nonlinear dynamical system is presented. This system is a bilinear class. The bilinear systems are very important kind of nonlinear systems because they have many applications in real life. They are used in biology, chemistry, manufacturing, engineering, and economics where linear models are ineffective or inadequate. They have also been recently used to analyze and forecast weather conditions. Bilinear systems have three advantages: First, they define many problems which have a great applied importance. Second, they give us approximations to nonlinear systems. Thirdly, they have a rich geometric and algebraic structures, which promises to be a fruitful field of research for scientists and applications. The type of nonlinearity that is treated and analyzed consists of bilinear interaction between the states vectors and the system input. By using some properties of the tensor product, these systems can be transformed to linear systems. But, here we discuss the nonlinearity when the state vector is multiplied by itself. So, this model will be able to handle evolutions according to the Lotka-Volterra models or the Lorenz weather models, thus enabling a wider and more flexible application of such models. Here we apply by using an estimator to estimate temperatures. The results prove the efficiency of the proposed system.

Keywords: Lorenz models, nonlinear systems, nonlinear estimator, state-space model

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23440 Self-Tuning Power System Stabilizer Based on Recursive Least Square Identification and Linear Quadratic Regulator

Authors: J. Ritonja

Abstract:

Available commercial applications of power system stabilizers assure optimal damping of synchronous generator’s oscillations only in a small part of operating range. Parameters of the power system stabilizer are usually tuned for the selected operating point. Extensive variations of the synchronous generator’s operation result in changed dynamic characteristics. This is the reason that the power system stabilizer tuned for the nominal operating point does not satisfy preferred damping in the overall operation area. The small-signal stability and the transient stability of the synchronous generators have represented an attractive problem for testing different concepts of the modern control theory. Of all the methods, the adaptive control has proved to be the most suitable for the design of the power system stabilizers. The adaptive control has been used in order to assure the optimal damping through the entire synchronous generator’s operating range. The use of the adaptive control is possible because the loading variations and consequently the variations of the synchronous generator’s dynamic characteristics are, in most cases, essentially slower than the adaptation mechanism. The paper shows the development and the application of the self-tuning power system stabilizer based on recursive least square identification method and linear quadratic regulator. Identification method is used to calculate the parameters of the Heffron-Phillips model of the synchronous generator. On the basis of the calculated parameters of the synchronous generator’s mathematical model, the synthesis of the linear quadratic regulator is carried-out. The identification and the synthesis are implemented on-line. In this way, the self-tuning power system stabilizer adapts to the different operating conditions. A purpose of this paper is to contribute to development of the more effective power system stabilizers, which would replace currently used linear stabilizers. The presented self-tuning power system stabilizer makes the tuning of the controller parameters easier and assures damping improvement in the complete operating range. The results of simulations and experiments show essential improvement of the synchronous generator’s damping and power system stability.

Keywords: adaptive control, linear quadratic regulator, power system stabilizer, recursive least square identification

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23439 A Novel Approach towards Test Case Prioritization Technique

Authors: Kamna Solanki, Yudhvir Singh, Sandeep Dalal

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Software testing is a time and cost intensive process. A scrutiny of the code and rigorous testing is required to identify and rectify the putative bugs. The process of bug identification and its consequent correction is continuous in nature and often some of the bugs are removed after the software has been launched in the market. This process of code validation of the altered software during the maintenance phase is termed as Regression testing. Regression testing ubiquitously considers resource constraints; therefore, the deduction of an appropriate set of test cases, from the ensemble of the entire gamut of test cases, is a critical issue for regression test planning. This paper presents a novel method for designing a suitable prioritization process to optimize fault detection rate and performance of regression test on predefined constraints. The proposed method for test case prioritization m-ACO alters the food source selection criteria of natural ants and is basically a modified version of Ant Colony Optimization (ACO). The proposed m-ACO approach has been coded in 'Perl' language and results are validated using three examples by computation of Average Percentage of Faults Detected (APFD) metric.

Keywords: regression testing, software testing, test case prioritization, test suite optimization

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23438 The Role of Motivational Beliefs and Self-Regulated Learning Strategies in The Prediction of Mathematics Teacher Candidates' Technological Pedagogical And Content Knowledge (TPACK) Perceptions

Authors: Ahmet Erdoğan, Şahin Kesici, Mustafa Baloğlu

Abstract:

Information technologies have lead to changes in the areas of communication, learning, and teaching. Besides offering many opportunities to the learners, these technologies have changed the teaching methods and beliefs of teachers. What the Technological Pedagogical Content Knowledge (TPACK) means to the teachers is considerably important to integrate technology successfully into teaching processes. It is necessary to understand how to plan and apply teacher training programs in order to balance students’ pedagogical and technological knowledge. Because of many inefficient teacher training programs, teachers have difficulties in relating technology, pedagogy and content knowledge each other. While providing an efficient training supported with technology, understanding the three main components (technology, pedagogy and content knowledge) and their relationship are very crucial. The purpose of this study is to determine whether motivational beliefs and self-regulated learning strategies are significant predictors of mathematics teacher candidates' TPACK perceptions. A hundred seventy five Turkish mathematics teachers candidates responded to the Motivated Strategies for Learning Questionnaire (MSLQ) and the Technological Pedagogical And Content Knowledge (TPACK) Scale. Of the group, 129 (73.7%) were women and 46 (26.3%) were men. Participants' ages ranged from 20 to 31 years with a mean of 23.04 years (SD = 2.001). In this study, a multiple linear regression analysis was used. In multiple linear regression analysis, the relationship between the predictor variables, mathematics teacher candidates' motivational beliefs, and self-regulated learning strategies, and the dependent variable, TPACK perceptions, were tested. It was determined that self-efficacy for learning and performance and intrinsic goal orientation are significant predictors of mathematics teacher candidates' TPACK perceptions. Additionally, mathematics teacher candidates' critical thinking, metacognitive self-regulation, organisation, time and study environment management, and help-seeking were found to be significant predictors for their TPACK perceptions.

Keywords: candidate mathematics teachers, motivational beliefs, self-regulated learning strategies, technological and pedagogical knowledge, content knowledge

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23437 Mutual Fund Anchoring Bias with its Parent Firm Performance: Evidence from Mutual Fund Industry of Pakistan

Authors: Muhammad Tahir

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Purpose The purpose of the study is to find anchoring bias behavior in mutual fund return with its parent firm performance in Pakistan. Research Methodology The paper used monthly returns of equity funds whose parent firm exist from 2011 to 2021, along with parent firm return. Proximity to 52-week highest return calculated by dividing fund return by parent firm 52-week highest return. Control variables are also taken and used pannel regression model to estimate our results. For robust results, we also used feasible generalize least square (FGLS) model. Findings The results showed that there exist anchoring biased in mutual fund return with its parent firm performance. The FGLS results reaffirms the same results as obtained from panner regression results. Proximity to 52-week highest Xc is significant in both models. Research Implication Since most of mutual funds has a parent firm, anchoring behavior biased found in mutual fund with its parent firm performance. Practical Implication Mutual fund investors in Pakistan invest in equity funds in which behavioral bias exist, although there might be better opportunity in market. Originality/Value Addition Our research is a pioneer study to investigate anchoring bias in mutual fund return with its parent firm performance. Research limitations Our sample is limited to only 23 equity funds, which has a parent firm and data was available from 2011 to 2021.

Keywords: mutual fund, anchoring bias, 52-week high return, proximity to 52-week high, parent firm performance, pannel regression, FGLS

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23436 Critical Parameters of a Square-Well Fluid

Authors: Hamza Javar Magnier, Leslie V. Woodcock

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We report extensive molecular dynamics (MD) computational investigations into the thermodynamic description of supercritical properties for a model fluid that is the simplest realistic representation of atoms or molecules. The pair potential is a hard-sphere repulsion of diameter σ with a very short attraction of length λσ. When λ = 1.005 the range is so short that the model atoms are referred to as “adhesive spheres”. Molecular dimers, trimers …etc. up to large clusters, or droplets, of many adhesive-sphere atoms are unambiguously defined. This then defines percolation transitions at the molecular level that bound the existence of gas and liquid phases at supercritical temperatures, and which define the existence of a supercritical mesophase. Both liquid and gas phases are seen to terminate at the loci of percolation transitions, and below a second characteristic temperature (Tc2) are separated by the supercritical mesophase. An analysis of the distribution of clusters in gas, meso- and liquid phases confirms the colloidal nature of this mesophase. The general phase behaviour is compared with both experimental properties of the water-steam supercritical region and also with formally exact cluster theory of Mayer and Mayer. Both are found to be consistent with the present findings that in this system the supercritical mesophase narrows in density with increasing T > Tc and terminates at a higher Tc2 at a confluence of the primary percolation loci. The expended plot of the MD data points in the mesophase of 7 critical and supercritical isotherms in highlight this narrowing in density of the linear-slope region of the mesophase as temperature is increased above the critical. This linearity in the mesophase implies the existence of a linear combination rule between gas and liquid which is an extension of the Lever rule in the subcritical region, and can be used to obtain critical parameters without resorting to experimental data in the two-phase region. Using this combination rule, the calculated critical parameters Tc = 0.2007 and Pc = 0.0278 are found be agree with the values found by of Largo and coworkers. The properties of this supercritical mesophase are shown to be consistent with an alternative description of the phenomenon of critical opalescence seen in the supercritical region of both molecular and colloidal-protein supercritical fluids.

Keywords: critical opalescence, supercritical, square-well, percolation transition, critical parameters.

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23435 Control of a Quadcopter Using Genetic Algorithm Methods

Authors: Mostafa Mjahed

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This paper concerns the control of a nonlinear system using two different methods, reference model and genetic algorithm. The quadcopter is a nonlinear unstable system, which is a part of aerial robots. It is constituted by four rotors placed at the end of a cross. The center of this cross is occupied by the control circuit. Its motions are governed by six degrees of freedom: three rotations around 3 axes (roll, pitch and yaw) and the three spatial translations. The control of such system is complex, because of nonlinearity of its dynamic representation and the number of parameters, which it involves. Numerous studies have been developed to model and stabilize such systems. The classical PID and LQ correction methods are widely used. If the latter represent the advantage to be simple because they are linear, they reveal the drawback to require the presence of a linear model to synthesize. It also implies the complexity of the established laws of command because the latter must be widened on all the domain of flight of these quadcopter. Note that, if the classical design methods are widely used to control aeronautical systems, the Artificial Intelligence methods as genetic algorithms technique receives little attention. In this paper, we suggest comparing two PID design methods. Firstly, the parameters of the PID are calculated according to the reference model. In a second phase, these parameters are established using genetic algorithms. By reference model, we mean that the corrected system behaves according to a reference system, imposed by some specifications: settling time, zero overshoot etc. Inspired from the natural evolution of Darwin's theory advocating the survival of the best, John Holland developed this evolutionary algorithm. Genetic algorithm (GA) possesses three basic operators: selection, crossover and mutation. We start iterations with an initial population. Each member of this population is evaluated through a fitness function. Our purpose is to correct the behavior of the quadcopter around three axes (roll, pitch and yaw) with 3 PD controllers. For the altitude, we adopt a PID controller.

Keywords: quadcopter, genetic algorithm, PID, fitness, model, control, nonlinear system

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23434 Development of Vertically Integrated 2D Lake Victoria Flow Models in COMSOL Multiphysics

Authors: Seema Paul, Jesper Oppelstrup, Roger Thunvik, Vladimir Cvetkovic

Abstract:

Lake Victoria is the second largest fresh water body in the world, located in East Africa with a catchment area of 250,000 km², of which 68,800 km² is the actual lake surface. The hydrodynamic processes of the shallow (40–80 m deep) water system are unique due to its location at the equator, which makes Coriolis effects weak. The paper describes a St.Venant shallow water model of Lake Victoria developed in COMSOL Multiphysics software, a general purpose finite element tool for solving partial differential equations. Depth soundings taken in smaller parts of the lake were combined with recent more extensive data to resolve the discrepancies of the lake shore coordinates. The topography model must have continuous gradients, and Delaunay triangulation with Gaussian smoothing was used to produce the lake depth model. The model shows large-scale flow patterns, passive tracer concentration and water level variations in response to river and tracer inflow, rain and evaporation, and wind stress. Actual data of precipitation, evaporation, in- and outflows were applied in a fifty-year simulation model. It should be noted that the water balance is dominated by rain and evaporation and model simulations are validated by Matlab and COMSOL. The model conserves water volume, the celerity gradients are very small, and the volume flow is very slow and irrotational except at river mouths. Numerical experiments show that the single outflow can be modelled by a simple linear control law responding only to mean water level, except for a few instances. Experiments with tracer input in rivers show very slow dispersion of the tracer, a result of the slow mean velocities, in turn, caused by the near-balance of rain with evaporation. The numerical and hydrodynamical model can evaluate the effects of wind stress which is exerted by the wind on the lake surface that will impact on lake water level. Also, model can evaluate the effects of the expected climate change, as manifest in changes to rainfall over the catchment area of Lake Victoria in the future.

Keywords: bathymetry, lake flow and steady state analysis, water level validation and concentration, wind stress

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23433 Analysis of the Relationship between the Unitary Impulse Response for the nth-Volterra Kernel of a Duffing Oscillator System

Authors: Guillermo Manuel Flores Figueroa, Juan Alejandro Vazquez Feijoo, Jose Navarro Antonio

Abstract:

A continuous nonlinear system response may be obtained by an infinite sum of the so-called Volterra operators. Each operator is obtained from multidimensional convolution of nth-order between the nth-order Volterra kernel and the system input. These operators can also be obtained from the Associated Linear Equations (ALEs) that are linear models of subsystems which inputs and outputs are of the same nth-order. Each ALEs produces a particular nth-Volterra operator. As linear models a unitary impulse response can be obtained from them. This work shows the relationship between this unitary impulse responses and the corresponding order Volterra kernel.

Keywords: Volterra series, frequency response functions FRF, associated linear equations ALEs, unitary response function, Voterra kernel

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23432 Towards an Effective Approach for Modelling near Surface Air Temperature Combining Weather and Satellite Data

Authors: Nicola Colaninno, Eugenio Morello

Abstract:

The urban environment affects local-to-global climate and, in turn, suffers global warming phenomena, with worrying impacts on human well-being, health, social and economic activities. Physic-morphological features of the built-up space affect urban air temperature, locally, causing the urban environment to be warmer compared to surrounding rural. This occurrence, typically known as the Urban Heat Island (UHI), is normally assessed by means of air temperature from fixed weather stations and/or traverse observations or based on remotely sensed Land Surface Temperatures (LST). The information provided by ground weather stations is key for assessing local air temperature. However, the spatial coverage is normally limited due to low density and uneven distribution of the stations. Although different interpolation techniques such as Inverse Distance Weighting (IDW), Ordinary Kriging (OK), or Multiple Linear Regression (MLR) are used to estimate air temperature from observed points, such an approach may not effectively reflect the real climatic conditions of an interpolated point. Quantifying local UHI for extensive areas based on weather stations’ observations only is not practicable. Alternatively, the use of thermal remote sensing has been widely investigated based on LST. Data from Landsat, ASTER, or MODIS have been extensively used. Indeed, LST has an indirect but significant influence on air temperatures. However, high-resolution near-surface air temperature (NSAT) is currently difficult to retrieve. Here we have experimented Geographically Weighted Regression (GWR) as an effective approach to enable NSAT estimation by accounting for spatial non-stationarity of the phenomenon. The model combines on-site measurements of air temperature, from fixed weather stations and satellite-derived LST. The approach is structured upon two main steps. First, a GWR model has been set to estimate NSAT at low resolution, by combining air temperature from discrete observations retrieved by weather stations (dependent variable) and the LST from satellite observations (predictor). At this step, MODIS data, from Terra satellite, at 1 kilometer of spatial resolution have been employed. Two time periods are considered according to satellite revisit period, i.e. 10:30 am and 9:30 pm. Afterward, the results have been downscaled at 30 meters of spatial resolution by setting a GWR model between the previously retrieved near-surface air temperature (dependent variable), the multispectral information as provided by the Landsat mission, in particular the albedo, and Digital Elevation Model (DEM) from the Shuttle Radar Topography Mission (SRTM), both at 30 meters. Albedo and DEM are now the predictors. The area under investigation is the Metropolitan City of Milan, which covers an area of approximately 1,575 km2 and encompasses a population of over 3 million inhabitants. Both models, low- (1 km) and high-resolution (30 meters), have been validated according to a cross-validation that relies on indicators such as R2, Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE). All the employed indicators give evidence of highly efficient models. In addition, an alternative network of weather stations, available for the City of Milano only, has been employed for testing the accuracy of the predicted temperatures, giving and RMSE of 0.6 and 0.7 for daytime and night-time, respectively.

Keywords: urban climate, urban heat island, geographically weighted regression, remote sensing

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23431 An Optimized Method for Calculating the Linear and Nonlinear Response of SDOF System Subjected to an Arbitrary Base Excitation

Authors: Hossein Kabir, Mojtaba Sadeghi

Abstract:

Finding the linear and nonlinear responses of a typical single-degree-of-freedom system (SDOF) is always being regarded as a time-consuming process. This study attempts to provide modifications in the renowned Newmark method in order to make it more time efficient than it used to be and make it more accurate by modifying the system in its own non-linear state. The efficacy of the presented method is demonstrated by assigning three base excitations such as Tabas 1978, El Centro 1940, and MEXICO CITY/SCT 1985 earthquakes to a SDOF system, that is, SDOF, to compute the strength reduction factor, yield pseudo acceleration, and ductility factor.

Keywords: single-degree-of-freedom system (SDOF), linear acceleration method, nonlinear excited system, equivalent displacement method, equivalent energy method

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23430 Development of a Multi-Factorial Instrument for Accident Analysis Based on Systemic Methods

Authors: C. V. Pietreanu, S. E. Zaharia, C. Dinu

Abstract:

The present research is built on three major pillars, commencing by making some considerations on accident investigation methods and pointing out both defining aspects and differences between linear and non-linear analysis. The traditional linear focus on accident analysis describes accidents as a sequence of events, while the latest systemic models outline interdependencies between different factors and define the processes evolution related to a specific (normal) situation. Linear and non-linear accident analysis methods have specific limitations, so the second point of interest is mirrored by the aim to discover the drawbacks of systemic models which becomes a starting point for developing new directions to identify risks or data closer to the cause of incidents/accidents. Since communication represents a critical issue in the interaction of human factor and has been proved to be the answer of the problems made by possible breakdowns in different communication procedures, from this focus point, on the third pylon a new error-modeling instrument suitable for risk assessment/accident analysis will be elaborated.

Keywords: accident analysis, multi-factorial error modeling, risk, systemic methods

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23429 Introducing a Practical Model for Instructional System Design Based on Determining of the knowledge Level of the Organization: Case Study of Isfahan Public Transportation Co.

Authors: Mojtaba Aghajari, Alireza Aghasi

Abstract:

The first challenge which the current research faced has been the identification or determination of the level of knowledge in Isfahan public transportation corporation, and the second challenge has been the recognition and choice of a proper approach for the instructional system design. Responding these two challenges will present an appropriate model of instructional system design. In order to respond the first challenge or question, Nonaka and Takeuchi KM model has been utilized due to its universality among the 26 models proposed so far. The statistical population of this research included 2200 people, among which 200 persons were chosen as the sample of the research by the use of Morgan’s method. The data gathering has been carried out by the means of a questionnaire based on Nonaka and Takeuchi KM model, analysis of which has been done by SPSS program. The output of this questionnaire, yielding the point of 1.96 (out of 5 points), revealed that the general condition of Isfahan public transportation corporation is weak concerning its being knowledge-centered. After placing this output on Jonassen’s continuum, it was revealed that the appropriate approach for instructional system design is the system (or behavioral) approach. Accordingly, different steps of the general model of ADDIE, which covers all of the ISO10015 standards, were adopted in the act of designing. Such process in Isfahan public transportation corporation was designed and divided into three main steps, including: instructional designing and planning, instructional course planning, determination of the evaluation and the effectiveness of the instructional courses.

Keywords: instructional system design, system approach, knowledge management, employees

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23428 An Alternative Stratified Cox Model for Correlated Variables in Infant Mortality

Authors: K. A. Adeleke

Abstract:

Often in epidemiological research, introducing stratified Cox model can account for the existence of interactions of some inherent factors with some major/noticeable factors. This research work aimed at modelling correlated variables in infant mortality with the existence of some inherent factors affecting the infant survival function. An alternative semiparametric Stratified Cox model is proposed with a view to take care of multilevel factors that have interactions with others. This, however, was used as a tool to model infant mortality data from Nigeria Demographic and Health Survey (NDHS) with some multilevel factors (Tetanus, Polio, and Breastfeeding) having correlation with main factors (Sex, Size, and Mode of Delivery). Asymptotic properties of the estimators are also studied via simulation. The tested model via data showed good fit and performed differently depending on the levels of the interaction of the strata variable Z*. An evidence that the baseline hazard functions and regression coefficients are not the same from stratum to stratum provides a gain in information as against the usage of Cox model. Simulation result showed that the present method produced better estimates in terms of bias, lower standard errors, and or mean square errors.

Keywords: stratified Cox, semiparametric model, infant mortality, multilevel factors, cofounding variables

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23427 Path-Tracking Controller for Tracked Mobile Robot on Rough Terrain

Authors: Toshifumi Hiramatsu, Satoshi Morita, Manuel Pencelli, Marta Niccolini, Matteo Ragaglia, Alfredo Argiolas

Abstract:

Automation technologies for agriculture field are needed to promote labor-saving. One of the most relevant problems in automated agriculture is represented by controlling the robot along a predetermined path in presence of rough terrain or incline ground. Unfortunately, disturbances originating from interaction with the ground, such as slipping, make it quite difficult to achieve the required accuracy. In general, it is required to move within 5-10 cm accuracy with respect to the predetermined path. Moreover, lateral velocity caused by gravity on the incline field also affects slipping. In this paper, a path-tracking controller for tracked mobile robots moving on rough terrains of incline field such as vineyard is presented. The controller is composed of a disturbance observer and an adaptive controller based on the kinematic model of the robot. The disturbance observer measures the difference between the measured and the reference yaw rate and linear velocity in order to estimate slip. Then, the adaptive controller adapts “virtual” parameter of the kinematics model: Instantaneous Centers of Rotation (ICRs). Finally, target angular velocity reference is computed according to the adapted parameter. This solution allows estimating the effects of slip without making the model too complex. Finally, the effectiveness of the proposed solution is tested in a simulation environment.

Keywords: the agricultural robot, autonomous control, path-tracking control, tracked mobile robot

Procedia PDF Downloads 172