Search results for: time series regression
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 22472

Search results for: time series regression

21692 Evaluation of Reliability Indices Using Monte Carlo Simulation Accounting Time to Switch

Authors: Sajjad Asefi, Hossein Afrakhte

Abstract:

This paper presents the evaluation of reliability indices of an electrical distribution system using Monte Carlo simulation technique accounting Time To Switch (TTS) for each section. In this paper, the distribution system has been assumed by accounting random repair time omission. For simplicity, we have assumed the reliability analysis to be based on exponential law. Each segment has a specified rate of failure (λ) and repair time (r) which will give us the mean up time and mean down time of each section in distribution system. After calculating the modified mean up time (MUT) in years, mean down time (MDT) in hours and unavailability (U) in h/year, TTS have been added to the time which the system is not available, i.e. MDT. In this paper, we have assumed the TTS to be a random variable with Log-Normal distribution.

Keywords: distribution system, Monte Carlo simulation, reliability, repair time, time to switch (TTS)

Procedia PDF Downloads 430
21691 Application of Fourier Series Based Learning Control on Mechatronic Systems

Authors: Sandra Baßler, Peter Dünow, Mathias Marquardt

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A Fourier series based learning control (FSBLC) algorithm for tracking trajectories of mechanical systems with unknown nonlinearities is presented. Two processes are introduced to which the FSBLC with PD controller is applied. One is a simplified service robot capable of climbing stairs due to special wheels and the other is a propeller driven pendulum with nearly the same requirements on control. Additionally to the investigation of learning the feed forward for the desired trajectories some considerations on the implementation of such an algorithm on low cost microcontroller hardware are made. Simulations of the service robot as well as practical experiments on the pendulum show the capability of the used FSBLC algorithm to perform the task of improving control behavior for repetitive task of such mechanical systems.

Keywords: climbing stairs, FSBLC, ILC, service robot

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21690 Periodicity Analysis of Long-Term Waterquality Data Series of the Hungarian Section of the River Tisza Using Morlet Wavelet Spectrum Estimation

Authors: Péter Tanos, József Kovács, Angéla Anda, Gábor Várbíró, Sándor Molnár, István Gábor Hatvani

Abstract:

The River Tisza is the second largest river in Central Europe. In this study, Morlet wavelet spectrum (periodicity) analysis was used with chemical, biological and physical water quality data for the Hungarian section of the River Tisza. In the research 15, water quality parameters measured at 14 sampling sites in the River Tisza and 4 sampling sites in the main artificial changes were assessed for the time period 1993 - 2005. Results show that annual periodicity was not always to be found in the water quality parameters, at least at certain sampling sites. Periodicity was found to vary over space and time, but in general, an increase was observed in the company of higher trophic states of the river heading downstream.

Keywords: annual periodicity water quality, spatiotemporal variability of periodic behavior, Morlet wavelet spectrum analysis, River Tisza

Procedia PDF Downloads 348
21689 A Study of Anthropometric Correlation between Upper and Lower Limb Dimensions in Sudanese Population

Authors: Altayeb Abdalla Ahmed

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Skeletal phenotype is a product of a balanced interaction between genetics and environmental factors throughout different life stages. Therefore, interlimb proportions are variable between populations. Although interlimb proportion indices have been used in anthropology in assessing the influence of various environmental factors on limbs, an extensive literature review revealed that there is a paucity of published research assessing interlimb part correlations and possibility of reconstruction. Hence, this study aims to assess the relationships between upper and lower limb parts and develop regression formulae to reconstruct the parts from one another. The left upper arm length, ulnar length, wrist breadth, hand length, hand breadth, tibial length, bimalleolar breadth, foot length, and foot breadth of 376 right-handed subjects, comprising 187 males and 189 females (aged 25-35 years), were measured. Initially, the data were analyzed using basic univariate analysis and independent t-tests; then sex-specific simple and multiple linear regression models were used to estimate upper limb parts from lower limb parts and vice-versa. The results of this study indicated significant sexual dimorphism for all variables. The results indicated a significant correlation between the upper and lower limbs parts (p < 0.01). Linear and multiple (stepwise) regression equations were developed to reconstruct the limb parts in the presence of a single or multiple dimension(s) from the other limb. Multiple stepwise regression equations generated better reconstructions than simple equations. These results are significant in forensics as it can aid in identification of multiple isolated limb parts particularly during mass disasters and criminal dismemberment. Although a DNA analysis is the most reliable tool for identification, its usage has multiple limitations in undeveloped countries, e.g., cost, facility availability, and trained personnel. Furthermore, it has important implication in plastic and orthopedic reconstructive surgeries. This study is the only reported study assessing the correlation and prediction capabilities between many of the upper and lower dimensions. The present study demonstrates a significant correlation between the interlimb parts in both sexes, which indicates a possibility to reconstruction using regression equations.

Keywords: anthropometry, correlation, limb, Sudanese

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21688 6D Posture Estimation of Road Vehicles from Color Images

Authors: Yoshimoto Kurihara, Tad Gonsalves

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Currently, in the field of object posture estimation, there is research on estimating the position and angle of an object by storing a 3D model of the object to be estimated in advance in a computer and matching it with the model. However, in this research, we have succeeded in creating a module that is much simpler, smaller in scale, and faster in operation. Our 6D pose estimation model consists of two different networks – a classification network and a regression network. From a single RGB image, the trained model estimates the class of the object in the image, the coordinates of the object, and its rotation angle in 3D space. In addition, we compared the estimation accuracy of each camera position, i.e., the angle from which the object was captured. The highest accuracy was recorded when the camera position was 75°, the accuracy of the classification was about 87.3%, and that of regression was about 98.9%.

Keywords: 6D posture estimation, image recognition, deep learning, AlexNet

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21687 Effective Parameter Selection for Audio-Based Music Mood Classification for Christian Kokborok Song: A Regression-Based Approach

Authors: Sanchali Das, Swapan Debbarma

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Music mood classification is developing in both the areas of music information retrieval (MIR) and natural language processing (NLP). Some of the Indian languages like Hindi English etc. have considerable exposure in MIR. But research in mood classification in regional language is very less. In this paper, powerful audio based feature for Kokborok Christian song is identified and mood classification task has been performed. Kokborok is an Indo-Burman language especially spoken in the northeastern part of India and also some other countries like Bangladesh, Myanmar etc. For performing audio-based classification task, useful audio features are taken out by jMIR software. There are some standard audio parameters are there for the audio-based task but as known to all that every language has its unique characteristics. So here, the most significant features which are the best fit for the database of Kokborok song is analysed. The regression-based model is used to find out the independent parameters that act as a predictor and predicts the dependencies of parameters and shows how it will impact on overall classification result. For classification WEKA 3.5 is used, and selected parameters create a classification model. And another model is developed by using all the standard audio features that are used by most of the researcher. In this experiment, the essential parameters that are responsible for effective audio based mood classification and parameters that do not significantly change for each of the Christian Kokborok songs are analysed, and a comparison is also shown between the two above model.

Keywords: Christian Kokborok song, mood classification, music information retrieval, regression

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21686 Prime Graphs of Polynomials and Power Series Over Non-Commutative Rings

Authors: Walaa Obaidallah Alqarafi, Wafaa Mohammed Fakieh, Alaa Abdallah Altassan

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Algebraic graph theory is defined as a bridge between algebraic structures and graphs. It has several uses in many fields, including chemistry, physics, and computer science. The prime graph is a type of graph associated with a ring R, where the vertex set is the whole ring R, and two vertices x and y are adjacent if either xRy=0 or yRx=0. However, the investigation of the prime graph over rings remains relatively limited. The behavior of this graph in extended rings, like R[x] and R[[x]], where R is a non-commutative ring, deserves more attention because of the wider applicability in algebra and other mathematical fields. To study the prime graphs over polynomials and power series rings, we used a combination of ring-theoretic and graph-theoretic techniques. This paper focuses on two invariants: the diameter and the girth of these graphs. Furthermore, the work discusses how the graph structures change when passing from R to R[x] and R[[x]]. In our study, we found that the set of strong zero-divisors of ring R represents the set of vertices in prime graphs. Based on this discovery, we redefined the vertices of prime graphs using the definition of strong zero divisors. Additionally, our results show that although the prime graphs of R[x] and R[[x]] are comparable to the graph of R, they have different combinatorial characteristics since these extensions contain new strong zero-divisors. In particular, we find conditions in which the diameter and girth of the graphs, as they expand from R to R[x] and R[[x]], do not change or do change. In conclusion, this study shows how extending a non-commutative ring R to R[x] and R[[x]] affects the structure of their prime graphs, particularly in terms of diameter and girth. These findings enhance the understanding of the relationship between ring extensions and graph properties.

Keywords: prime graph, diameter, girth, polynomial ring, power series ring

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21685 A Stochastic Model to Predict Earthquake Ground Motion Duration Recorded in Soft Soils Based on Nonlinear Regression

Authors: Issam Aouari, Abdelmalek Abdelhamid

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For seismologists, the characterization of seismic demand should include the amplitude and duration of strong shaking in the system. The duration of ground shaking is one of the key parameters in earthquake resistant design of structures. This paper proposes a nonlinear statistical model to estimate earthquake ground motion duration in soft soils using multiple seismicity indicators. Three definitions of ground motion duration proposed by literature have been applied. With a comparative study, we select the most significant definition to use for predict the duration. A stochastic model is presented for the McCann and Shah Method using nonlinear regression analysis based on a data set for moment magnitude, source to site distance and site conditions. The data set applied is taken from PEER strong motion databank and contains shallow earthquakes from different regions in the world; America, Turkey, London, China, Italy, Chili, Mexico...etc. Main emphasis is placed on soft site condition. The predictive relationship has been developed based on 600 records and three input indicators. Results have been compared with others published models. It has been found that the proposed model can predict earthquake ground motion duration in soft soils for different regions and sites conditions.

Keywords: duration, earthquake, prediction, regression, soft soil

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21684 How to Use E-Learning to Increase Job Satisfaction in Large Commercial Bank in Bangkok

Authors: Teerada Apibunyopas, Nithinant Thammakoranonta

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Many organizations bring e-Learning to use as a tool in their training and human development department. It is getting more popular because it is easy to access to get knowledge all the time and also it provides a rich content, which can develop the employees skill efficiently. This study focused on the factors that affect using e-Learning efficiently, so it will make job satisfaction increased. The questionnaires were sent to employees in large commercial banks, which use e-Learning located in Bangkok, the results from multiple linear regression analysis showed that employee’s characteristics, characteristics of e-Learning, learning and growth have influence on job satisfaction.

Keywords: e-Learning, job satisfaction, learning and growth, Bangkok

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21683 Integrating Machine Learning and Rule-Based Decision Models for Enhanced B2B Sales Forecasting and Customer Prioritization

Authors: Wenqi Liu, Reginald Bailey

Abstract:

This study proposes a comprehensive and effective approach to business-to-business (B2B) sales forecasting by integrating advanced machine learning models with a rule-based decision-making framework. The methodology addresses the critical challenge of optimizing sales pipeline performance and improving conversion rates through predictive analytics and actionable insights. The first component involves developing a classification model to predict the likelihood of conversion, aiming to outperform traditional methods such as logistic regression in terms of accuracy, precision, recall, and F1 score. Feature importance analysis highlights key predictive factors, such as client revenue size and sales velocity, providing valuable insights into conversion dynamics. The second component focuses on forecasting sales value using a regression model, designed to achieve superior performance compared to linear regression by minimizing mean absolute error (MAE), mean squared error (MSE), and maximizing R-squared metrics. The regression analysis identifies primary drivers of sales value, further informing data-driven strategies. To bridge the gap between predictive modeling and actionable outcomes, a rule-based decision framework is introduced. This model categorizes leads into high, medium, and low priorities based on thresholds for conversion probability and predicted sales value. By combining classification and regression outputs, this framework enables sales teams to allocate resources effectively, focus on high-value opportunities, and streamline lead management processes. The integrated approach significantly enhances lead prioritization, increases conversion rates, and drives revenue generation, offering a robust solution to the declining pipeline conversion rates faced by many B2B organizations. Our findings demonstrate the practical benefits of blending machine learning with decision-making frameworks, providing a scalable, data-driven solution for strategic sales optimization. This study underscores the potential of predictive analytics to transform B2B sales operations, enabling more informed decision-making and improved organizational outcomes in competitive markets.

Keywords: machine learning, XGBoost, regression, decision making framework, system engineering

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21682 A New Floating Point Implementation of Base 2 Logarithm

Authors: Ahmed M. Mansour, Ali M. El-Sawy, Ahmed T. Sayed

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Logarithms reduce products to sums and powers to products; they play an important role in signal processing, communication and information theory. They are primarily used for hardware calculations, handling multiplications, divisions, powers, and roots effectively. There are three commonly used bases for logarithms; the logarithm with base-10 is called the common logarithm, the natural logarithm with base-e and the binary logarithm with base-2. This paper demonstrates different methods of calculation for log2 showing the complexity of each and finds out the most accurate and efficient besides giving in- sights to their hardware design. We present a new method called Floor Shift for fast calculation of log2, and then we combine this algorithm with Taylor series to improve the accuracy of the output, we illustrate that by using two examples. We finally compare the algorithms and conclude with our remarks.

Keywords: logarithms, log2, floor, iterative, CORDIC, Taylor series

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21681 Molecular Detection of Leishmania from the Phlebotomus Genus: Tendency towards Leishmaniasis Regression in Constantine, North-East of Algeria

Authors: K. Frahtia, I. Mihoubi, S. Picot

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Leishmaniasis is a group of parasitic disease with a varied clinical expression caused by flagellate protozoa of the Leishmania genus. These diseases are transmitted to humans and animals by the sting of a vector insect, the female sandfly. Among the groups of dipteral disease vectors, Phlebotominae occupy a prime position and play a significant role in human pathology, such as leishmaniasis that affects nearly 350 million people worldwide. The vector control operation launched by health services throughout the country proves to be effective since despite the prevalence of the disease remains high especially in rural areas, leishmaniasis appears to be declining in Algeria. In this context, this study mainly concerns molecular detection of Leishmania from the vector. Furthermore, a molecular diagnosis has also been made on skin samples taken from patients in the region of Constantine, located in the North-East of Algeria. Concerning the vector, 5858 sandflies were captured, including 4360 males and 1498 females. Male specimens were identified based on their morphological. The morphological identification highlighted the presence of the Phlebotomus genus with a prevalence of 93% against 7% represented by the Sergentomyia genus. About the identified species, P. perniciosus is the most abundant with 59.4% of the male identified population followed by P. longicuspis with 24.7% of the workforce. P. perfiliewi is poorly represented by 6.7% of specimens followed by P. papatasi with 2.2% and 1.5% S. dreyfussi. Concerning skin samples, 45/79 (56.96%) collected samples were found positive by real-time PCR. This rate appears to be in sharp decline compared to previous years (alert peak of 30,227 cases in 2005). Concerning the detection of Leishmania from sandflies by RT-PCR, the results show that 3/60 PCR performed genus are positive with melting temperatures corresponding to that of the reference strain (84.1 +/- 0.4 ° C for L. infantum). This proves that the vectors were parasitized. On the other side, identification by RT-PCR species did not give any results. This could be explained by the presence of an insufficient amount of leishmanian DNA in the vector, and therefore support the hypothesis of the regression of leishmaniasis in Constantine.

Keywords: Algeria, molecular diagnostic, phlebotomus, real time PCR

Procedia PDF Downloads 275
21680 The Realization of a System’s State Space Based on Markov Parameters by Using Flexible Neural Networks

Authors: Ali Isapour, Ramin Nateghi

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— Markov parameters are unique parameters of the system and remain unchanged under similarity transformations. Markov parameters from a power series that is convergent only if the system matrix’s eigenvalues are inside the unity circle. Therefore, Markov parameters of a stable discrete-time system are convergent. In this study, we aim to realize the system based on Markov parameters by using Artificial Neural Networks (ANN), and this end, we use Flexible Neural Networks. Realization means determining the elements of matrices A, B, C, and D.

Keywords: Markov parameters, realization, activation function, flexible neural network

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21679 Kosodum Tribal Dance Series, Series 1 Dhemsa and Rela: An Example of an Exceptional Inter-Organizational Cooperation for the Preservation of Tribal Dance Form

Authors: Vidya Meshram, Shrinivas Surpam, Akshay Kokode, Laxman Shedmake, Ramesh Parchake

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Tribal dance form is an integral part of the tribal culture as they represent the traditional culture of the tribal community. This article provide the reasons for the need to preserve the tribal dance form of Indian tribal people as a part of the cultural heritage. This article describe our experience of co-ordination of three organization to conduct a dance performance of Gond Tribe artists in the Mumbai City. This is the part of the promotion of tribal artist at big platform, although the preservation and awareness of tribal dance form in the metro cities. This is an example of an exceptional Inter-Organizational Cooperation between Kosodum Welfare Private Limited, GondwanaJangomDhemsaRelaNrutya Dal &GondwanaMitraMandal, Mumbai, for the preservation of tribal dance form.

Keywords: tribal, art, culture, preservation

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21678 Quantile Smoothing Splines: Application on Productivity of Enterprises

Authors: Semra Turkan

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In this paper, we have examined the factors that affect the productivity of Turkey’s Top 500 Industrial Enterprises in 2014. The labor productivity of enterprises is taken as an indicator of productivity of industrial enterprises. When the relationships between some financial ratios and labor productivity, it is seen that there is a nonparametric relationship between labor productivity and return on sales. In addition, the distribution of labor productivity of enterprises is right-skewed. If the dependent distribution is skewed, the quantile regression is more suitable for this data. Hence, the nonparametric relationship between labor productivity and return on sales by quantile smoothing splines.

Keywords: quantile regression, smoothing spline, labor productivity, financial ratios

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21677 A General Variable Neighborhood Search Algorithm to Minimize Makespan of the Distributed Permutation Flowshop Scheduling Problem

Authors: G. M. Komaki, S. Mobin, E. Teymourian, S. Sheikh

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This paper addresses minimizing the makespan of the distributed permutation flow shop scheduling problem. In this problem, there are several parallel identical factories or flowshops each with series of similar machines. Each job should be allocated to one of the factories and all of the operations of the jobs should be performed in the allocated factory. This problem has recently gained attention and due to NP-Hard nature of the problem, metaheuristic algorithms have been proposed to tackle it. Majority of the proposed algorithms require large computational time which is the main drawback. In this study, a general variable neighborhood search algorithm (GVNS) is proposed where several time-saving schemes have been incorporated into it. Also, the GVNS uses the sophisticated method to change the shaking procedure or perturbation depending on the progress of the incumbent solution to prevent stagnation of the search. The performance of the proposed algorithm is compared to the state-of-the-art algorithms based on standard benchmark instances.

Keywords: distributed permutation flow shop, scheduling, makespan, general variable neighborhood search algorithm

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21676 Optimization, Yield and Chemical Composition of Essential Oil from Cymbopogon citratus: Comparative Study with Microwave Assisted Extraction and Hydrodistillation

Authors: Irsha Dhotre

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Cymbopogon citratus is generally known as Indian Lemongrass and is widely applicable in the cosmetic, pharmaceutical, dairy puddings, and food industries. To enhance the quality of extraction, microwave-oven-aided hydro distillation processes were implemented. The basic parameter which influences the rate of extraction is considered, such as the temperature of extraction, the time required for extraction, and microwave-oven power applied. Locally available CKP 25 Cymbopogon citratus was used for the extraction of essential oil. Optimization of Extractions Parameters and full factorial Box–Behnken design (BBD) evaluated by using Design expert 13 software. The regression model revealed that the optimum parameters required for extractions are a temperature of 35℃, a time of extraction of 130 minutes, and microwave-oven power of 700 W. The extraction efficiency of yield is 4.76%. Gas Chromatography-Mass Spectroscopy (GC-MS) analysis confirmed the significant components present in the extraction of lemongrass oil.

Keywords: Box–Behnken design, Cymbopogon citratus, hydro distillation, microwave-oven, response surface methodology

Procedia PDF Downloads 99
21675 Microbial Fuel Cells: Performance and Applications

Authors: Andrea Pietrelli, Vincenzo Ferrara, Bruno Allard, Francois Buret, Irene Bavasso, Nicola Lovecchio, Francesca Costantini, Firas Khaled

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This paper aims to show some applications of microbial fuel cells (MFCs), an energy harvesting technique, as clean power source to supply low power device for application like wireless sensor network (WSN) for environmental monitoring. Furthermore, MFC can be used directly as biosensor to analyse parameters like pH and temperature or arranged in form of cluster devices in order to use as small power plant. An MFC is a bioreactor that converts energy stored in chemical bonds of organic matter into electrical energy, through a series of reactions catalysed by microorganisms. We have developed a lab-scale terrestrial microbial fuel cell (TMFC), based on soil that acts as source of bacteria and flow of nutrient and a lab-scale waste water microbial fuel cell (WWMFC), where waste water acts as flow of nutrient and bacteria. We performed large series of tests to exploit the capability as biosensor. The pH value has strong influence on the open circuit voltage (OCV) delivered from TMFCs. We analyzed three condition: test A and B were filled with same soil but changing pH from 6 to 6.63, test C was prepared using a different soil with a pH value of 6.3. Experimental results clearly show how with higher pH value a higher OCV was produced; indeed reactors are influenced by different values of pH which increases the voltage in case of a higher pH value until the best pH value of 7 is achieved. The influence of pH on OCV of lab-scales WWMFC was analyzed at pH value of 6.5, 7, 7.2, 7.5 and 8. WWMFCs are influenced from temperature more than TMFCs. We tested the power performance of WWMFCs considering four imposed values of ambient temperature. Results show how power performance increase proportionally with higher temperature values, doubling the output power from 20° to 40°. The best value of power produced from our lab-scale TMFC was equal to 310 μW using peaty soil, at 1KΩ, corresponding to a current of 0.5 mA. A TMFC can supply proper energy to low power devices of a WSN by means of the design of three stages scheme of an energy management system, which adapts voltage level of TMFC to those required by a WSN node, as 3.3V. Using a commercial DC/DC boost converter, that needs an input voltage of 700 mV, the current source of 0.5 mA, charges a capacitor of 6.8 mF until it will have accumulated an amount of charge equal to 700 mV in a time of 10 s. The output stage includes an output switch that close the circuit after a time of 10s + 1.5ms because the converter can boost the voltage from 0.7V to 3.3V in 1.5 ms. Furthermore, we tested in form of clusters connected in series up to 20 WWMFCs, we have obtained a high voltage value as output, around 10V, but low current value. MFC can be considered a suitable clean energy source to be used to supply low power devices as a WSN node or to be used directly as biosensor.

Keywords: energy harvesting, low power electronics, microbial fuel cell, terrestrial microbial fuel cell, waste-water microbial fuel cell, wireless sensor network

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21674 Lifestyle Factors Associated With Overweight/obesity Status In Croatian Adolescents: A Population-Based Study

Authors: Lovro Štefan

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The main purpose of the present study was to investigate the associations between the overweight/obesity status and lifestyle factors. In this cross-sectional study, participants were 1950 urban secondary-school students (54.7% of female students) aged 17-18 years old. Dependent variable was body-mass index status derived from self-reported height and weight. The outcome was binarised, where participants with value <25 kg/m2 were collapsed into „normal“, while those ≥25 kg/m2 into „overweight/obesity“ category. Independent variables were gender, type of school, physical activity, sedentary behaviour, self-rated health, self-perceived socioeconomic status and psychological distress. The associations between the dependent and independent variables were analyzed by using multiple logistic regression analysis. In the univariate model, being overweight/obese was significantly associated with being a male student (OR 0.31; 95% CI 0.23 to 0.42), attending a vocational school (OR 1.87; 95% CI 1.42 to 2.48), not meeting the recommendations for moderate-to-vigorous physical activity (OR 0.44; 95% CI 0.22 to 0.88), more time spending in sedentary behaviour (OR 1.53; 95% CI 1.07 to 2.19), poor self-rated health (OR 0.35, 95% CI 0.20 to 0.56) and lower socioeconomic status (OR 0.63; 95% CI 0.48 to 0.84). In the multivariate model, the same associations occured between the dependent and independent variable. In both models, psychological distress was not associated with being overweight/obese. In conclusion, our findings suggest, that lifestyle factors are independently associated with body-mass index

Keywords: body mass index, secondary-school students, Croatia, physical activity, sedentary behaviour, logistic regression

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21673 Real Estate Trend Prediction with Artificial Intelligence Techniques

Authors: Sophia Liang Zhou

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For investors, businesses, consumers, and governments, an accurate assessment of future housing prices is crucial to critical decisions in resource allocation, policy formation, and investment strategies. Previous studies are contradictory about macroeconomic determinants of housing price and largely focused on one or two areas using point prediction. This study aims to develop data-driven models to accurately predict future housing market trends in different markets. This work studied five different metropolitan areas representing different market trends and compared three-time lagging situations: no lag, 6-month lag, and 12-month lag. Linear regression (LR), random forest (RF), and artificial neural network (ANN) were employed to model the real estate price using datasets with S&P/Case-Shiller home price index and 12 demographic and macroeconomic features, such as gross domestic product (GDP), resident population, personal income, etc. in five metropolitan areas: Boston, Dallas, New York, Chicago, and San Francisco. The data from March 2005 to December 2018 were collected from the Federal Reserve Bank, FBI, and Freddie Mac. In the original data, some factors are monthly, some quarterly, and some yearly. Thus, two methods to compensate missing values, backfill or interpolation, were compared. The models were evaluated by accuracy, mean absolute error, and root mean square error. The LR and ANN models outperformed the RF model due to RF’s inherent limitations. Both ANN and LR methods generated predictive models with high accuracy ( > 95%). It was found that personal income, GDP, population, and measures of debt consistently appeared as the most important factors. It also showed that technique to compensate missing values in the dataset and implementation of time lag can have a significant influence on the model performance and require further investigation. The best performing models varied for each area, but the backfilled 12-month lag LR models and the interpolated no lag ANN models showed the best stable performance overall, with accuracies > 95% for each city. This study reveals the influence of input variables in different markets. It also provides evidence to support future studies to identify the optimal time lag and data imputing methods for establishing accurate predictive models.

Keywords: linear regression, random forest, artificial neural network, real estate price prediction

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21672 Parametric Approach for Reserve Liability Estimate in Mortgage Insurance

Authors: Rajinder Singh, Ram Valluru

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Chain Ladder (CL) method, Expected Loss Ratio (ELR) method and Bornhuetter-Ferguson (BF) method, in addition to more complex transition-rate modeling, are commonly used actuarial reserving methods in general insurance. There is limited published research about their relative performance in the context of Mortgage Insurance (MI). In our experience, these traditional techniques pose unique challenges and do not provide stable claim estimates for medium to longer term liabilities. The relative strengths and weaknesses among various alternative approaches revolve around: stability in the recent loss development pattern, sufficiency and reliability of loss development data, and agreement/disagreement between reported losses to date and ultimate loss estimate. CL method results in volatile reserve estimates, especially for accident periods with little development experience. The ELR method breaks down especially when ultimate loss ratios are not stable and predictable. While the BF method provides a good tradeoff between the loss development approach (CL) and ELR, the approach generates claim development and ultimate reserves that are disconnected from the ever-to-date (ETD) development experience for some accident years that have more development experience. Further, BF is based on subjective a priori assumption. The fundamental shortcoming of these methods is their inability to model exogenous factors, like the economy, which impact various cohorts at the same chronological time but at staggered points along their life-time development. This paper proposes an alternative approach of parametrizing the loss development curve and using logistic regression to generate the ultimate loss estimate for each homogeneous group (accident year or delinquency period). The methodology was tested on an actual MI claim development dataset where various cohorts followed a sigmoidal trend, but levels varied substantially depending upon the economic and operational conditions during the development period spanning over many years. The proposed approach provides the ability to indirectly incorporate such exogenous factors and produce more stable loss forecasts for reserving purposes as compared to the traditional CL and BF methods.

Keywords: actuarial loss reserving techniques, logistic regression, parametric function, volatility

Procedia PDF Downloads 135
21671 An Alternative Concept of Green Screen Keying

Authors: Jin Zhi

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This study focuses on a green screen keying method developed especially for film visual effects. There are a series of ways of using existing tools for creating mattes from green or blue screen plates. However, it is still a time-consuming process, and the results vary especially when it comes to retaining tiny details, such as hair and fur. This paper introduces an alternative concept and method for retaining edge details of characters on a green screen plate, also, a number of connected mathematical equations are explored. At the end of this study, a simplified process of applying this method in real productions is also introduced.

Keywords: green screen, visual effects, compositing, matte

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21670 Risk Assessments of Longest Dry Spells Phenomenon in Northern Tunisia

Authors: Majid Mathlouthi, Fethi Lebdi

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Throughout the world, the extent and magnitude of droughts have economic, social and environmental consequences. Today climate change has become more and more felt; most likely they increase the frequency and duration of droughts. An analysis by event of dry event, from series of observations of the daily rainfall is carried out. A daily precipitation threshold value has been set. A catchment localized in Northern Tunisia where the average rainfall is about 600 mm has been studied. Rainfall events are defined as an uninterrupted series of rainfall days understanding at least a day having received a precipitation superior or equal to a fixed threshold. The dry events are constituted of a series of dry days framed by two successive rainfall events. A rainfall event is a vector of coordinates the duration, the rainfall depth per event and the duration of the dry event. The depth and duration are found to be correlated. So we use conditional probabilities to analyse the depth per event. The negative binomial distribution fits well the dry event. The duration of the rainfall event follows a geometric distribution. The length of the climatically cycle adjusts to the Incomplete Gamma. Results of this analysis was used to study of the effects of climate change on water resources and crops and to calibrate precipitation models with little rainfall records. In response to long droughts in the basin, the drought management system is based on three phases during each of the three phases; different measurements are applied and executed. The first is before drought, preparedness and early warning; the second is drought management, mitigation in the event of drought; and the last subsequent drought, when the drought is over.

Keywords: dry spell, precipitation threshold, climate vulnerability, adaptation measures

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21669 Effect of Curing Temperature on Unconfined Compression Strength of Bagasse Ash-Calcium Carbide Residue Treated Organic Clay

Authors: John Trihatmoko, Luky Handoko

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A series of experimental program was undertaken to study the effect of curing temperature on the unconfined compression strength of bagasse ash (BA) - calcium carbide residue (CCR) stabilized organic clay (OC). A preliminary experiment was performed to get the physical properties of OC, and to get the optimum water content (OMC), the standard compaction test was done. The stabilizing agents used in this research was (40% BA + 60% CCR) . Then to obtain the best binder proportion, unconfined compression test was undertaken for OC + 3, 6, 9, 12 and 15% of binder with 7, 14, 21, 28 and 56 days curing period. The best quantity of the binder was found on 9%. Finally, to study the effect of curing temperature, the unconfined compression test was performed on OC + 9% binder with 7, 14, 21, 28 and 56 days curing time with 20O, 25O, 30O, 40O, and 50O C curing temperature. The result indicates that unconfined compression strength (UCS) of treated OC improve according to the increase of curing temperature at the same curing time. The improvement of UCS is probably due to the degree of cementation and pozzolanic reactions.

Keywords: curing temperature, organic clay, bagasse ash, calcium carbide residue, unconfined compression strength

Procedia PDF Downloads 131
21668 Analysis of Eco-Efficiency and the Determinants of Family Agriculture in Southeast Spain

Authors: Emilio Galdeano-Gómez, Ángeles Godoy-Durán, Juan C. Pérez-Mesa, Laura Piedra-Muñoz

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Eco-efficiency is receiving ever-increasing interest as an indicator of sustainability, as it links environmental and economic performances in productive activities. In agriculture, these indicators and their determinants prove relevant due to the close relationships in this activity between the use of natural resources, which is generally limited, and the provision of basic goods to society. In this context, various analyses have focused on eco-efficiency by considering individual family farms as the basic production unit. However, not only must the measure of efficiency be taken into account, but also the existence of a series of factors which constitute socio-economic, political-institutional, and environmental determinants. Said factors have been studied to a lesser extent in the literature. The present work analyzes eco-efficiency at a micro level, focusing on small-scale family farms as the main decision-making units in horticulture in southeast Spain, a sector which represents about 30% of the fresh vegetables produced in the country and about 20% of those consumed in Europe. The objectives of this study are a) to obtain a series of eco-efficiency indicators by estimating several pressure ratios and economic value added in farming, b) to analyze the influence of specific social, economic and environmental variables on the aforementioned eco-efficiency indicators. The present work applies the method of Data Envelopment Analysis (DEA), which calculates different combinations of environmental pressures (water usage, phytosanitary contamination, waste management, etc.) and aggregate economic value. In a second stage, an analysis is conducted on the influence of the socio-economic and environmental characteristics of family farms on the eco-efficiency indicators, as endogeneous variables, through the use of truncated regression and bootstrapping techniques, following Simar-Wilson methodology. The results reveal considerable inefficiency in aspects such as waste management, while there is relatively little inefficiency in water usage and nitrogen balance. On the other hand, characteristics, such as product specialization, the adoption of quality certifications and belonging to a cooperative do have a positive impact on eco-efficiency. These results are deemed to be of interest to agri-food systems structured on small-scale producers, and they may prove useful to policy-makers as regards managing public environmental programs in agriculture.

Keywords: data envelopment analysis, eco-efficiency, family farms, horticulture, socioeconomic features

Procedia PDF Downloads 197
21667 Predictor Factors for Treatment Failure among Patients on Second Line Antiretroviral Therapy

Authors: Mohd. A. M. Rahim, Yahaya Hassan, Mathumalar L. Fahrni

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Second line antiretroviral therapy (ART) regimen is used when patients fail their first line regimen. There are many factors such as non-adherence, drug resistance as well as virological and immunological failure that lead to second line highly active antiretroviral therapy (HAART) regimen treatment failure. This study was aimed at determining predictor factors to treatment failure with second line HAART and analyzing median survival time. An observational, retrospective study was conducted in Sungai Buloh Hospital (HSB) to assess current status of HIV patients treated with second line HAART regimen. Convenience sampling was used and 104 patients were included based on the study’s inclusion and exclusion criteria. Data was collected for six months i.e. from July until December 2013. Data was then analysed using SPSS version 18. Kaplan-Meier and Cox regression analyses were used to measure median survival times and predictor factors for treatment failure. The study population consisted mainly of male subjects, aged 30-45 years, who were heterosexual, and had HIV infection for less than 6 years. The most common second line HAART regimen given was lopinavir/ritonavir (LPV/r)-based combination. Kaplan-Meier analysis showed that patients on LPV/r demonstrated longer median survival times than patients on indinavir/ritonavir (IDV/r) based combination (p<0.001). The commonest reason for a treatment to fail with second line HAART was non-adherence. Based on Cox regression analysis, other predictor factors for treatment failure with second line HAART regimen were age and mode of HIV transmission.

Keywords: adherence, antiretroviral therapy, second line, treatment failure

Procedia PDF Downloads 267
21666 Democrat Support to Antiterorrism of USA from Hollywood: Homeland Series

Authors: Selman Selim Akyüz, Mete Kazaz

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Since The First Gulf War, USA, “Leader of The Free World” has been in trouble with terror. The USA created a complexity in The Middle East and paid the price with terrorist attacks in homeland. USA has made serious mistakes in terms of antiterrorism and fight against its supporters. Democrats have repaired damages caused by the Republican Party's management. Old methods about antiterrorism have been slowly abandoned. Hollywood, too, has played an important part in this war. Sometimes, Hollywood became an unquestioned patriot, sometimes it cried for the death of American Soldiers far away. In this study, messages in The Homeland, broadcast in the USA and a lot of countries around the world, are analyzed in terms of Washington’s foreign policy and position of the CIA in the fight against antiterrorism. The series reflect an orientalist viewpoint and has been criticized for offensive policy against the government. Homeland wanted to offer a perspective for the USA to be the “Leader of The Free World” again but with a liberal-democrat approach, dialogue and rational intelligence methods.

Keywords: antiterrorism, CIA, homeland, USA

Procedia PDF Downloads 365
21665 Hatching Rhythm, Larval Release of the Rocky Intertidal Crab Leptoduis exaratus (Brachyura: Xanthidae) in Kuwait, Arabian Gulf

Authors: Zainab Al-Wazzan, Luis Gimenez, Lewis Le Vay, Manaf Behbehani

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The hatching rhythm and larval release patterns of the rocky shore crab Leptoduis exaratus was investigated in relation to the tidal cycle, the time of the day, and lunar cycle. Ovigerous females were collected from rocky shores at six sites along the Kuwait coastline between April and July of 2014. The females were kept separated in aquaria under a natural photoperiod cycle and the pattern of larval release was monitored in relation to local tidal and dial cycles. Larval release occurred mostly during the night time, and was highly synchronized with neap tides that followed full moon; at the end of the hatching period, significant larval release occurred also during spring tides. Time series analysis showed a highly significant autocorrelation and the periodicity at a peak of 14-15 days. The cross-correlation analysis between hatching and the daily low tide level suggests that larvae are released about a day before neap tide. Hatching during neap tides occurred early in the night at times of the expected ebb tide. During spring tide period (late in the season), larval release occurred later during night at tides of the ebb tide. The results of this study indicated a strong relationship between the tidal cycle, time of the day and the hatching rhythm of L. exaratus. In addition, the results suggest that water level in the intertidal zone is also playing a very important role in determining the time of the hatching. Hatching and larval release synchronize with the preferred larval environmental conditions to prevent exposing larvae to physiological or environmental stress during their early larval stages. It is also an important factor in determining the larval dispersal.

Keywords: brachyura, hatching rhythm, larvae, Kuwait

Procedia PDF Downloads 681
21664 Factors for Entry Timing Choices Using Principal Axis Factorial Analysis and Logistic Regression Model

Authors: C. M. Mat Isa, H. Mohd Saman, S. R. Mohd Nasir, A. Jaapar

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International market expansion involves a strategic process of market entry decision through which a firm expands its operation from domestic to the international domain. Hence, entry timing choices require the needs to balance the early entry risks and the problems in losing opportunities as a result of late entry into a new market. Questionnaire surveys administered to 115 Malaysian construction firms operating in 51 countries worldwide have resulted in 39.1 percent response rate. Factor analysis was used to determine the most significant factors affecting entry timing choices of the firms to penetrate the international market. A logistic regression analysis used to examine the firms’ entry timing choices, indicates that the model has correctly classified 89.5 per cent of cases as late movers. The findings reveal that the most significant factor influencing the construction firms’ choices as late movers was the firm factor related to the firm’s international experience, resources, competencies and financing capacity. The study also offers valuable information to construction firms with intention to internationalize their businesses.

Keywords: factors, early movers, entry timing choices, late movers, logistic regression model, principal axis factorial analysis, Malaysian construction firms

Procedia PDF Downloads 381
21663 Optimal Maintenance Policy for a Partially Observable Two-Unit System

Authors: Leila Jafari, Viliam Makis, G. B. Akram Khaleghei

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In this paper, we present a maintenance model of a two-unit series system with economic dependence. Unit#1, which is considered to be more expensive and more important, is subject to condition monitoring (CM) at equidistant, discrete time epochs and unit#2, which is not subject to CM, has a general lifetime distribution. The multivariate observation vectors obtained through condition monitoring carry partial information about the hidden state of unit#1, which can be in a healthy or a warning state while operating. Only the failure state is assumed to be observable for both units. The objective is to find an optimal opportunistic maintenance policy minimizing the long-run expected average cost per unit time. The problem is formulated and solved in the partially observable semi-Markov decision process framework. An effective computational algorithm for finding the optimal policy and the minimum average cost is developed and illustrated by a numerical example.

Keywords: condition-based maintenance, semi-Markov decision process, multivariate Bayesian control chart, partially observable system, two-unit system

Procedia PDF Downloads 464