Search results for: robust penalized regression
4547 Internet Purchases in European Union Countries: Multiple Linear Regression Approach
Authors: Ksenija Dumičić, Anita Čeh Časni, Irena Palić
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This paper examines economic and Information and Communication Technology (ICT) development influence on recently increasing Internet purchases by individuals for European Union member states. After a growing trend for Internet purchases in EU27 was noticed, all possible regression analysis was applied using nine independent variables in 2011. Finally, two linear regression models were studied in detail. Conducted simple linear regression analysis confirmed the research hypothesis that the Internet purchases in analysed EU countries is positively correlated with statistically significant variable Gross Domestic Product per capita (GDPpc). Also, analysed multiple linear regression model with four regressors, showing ICT development level, indicates that ICT development is crucial for explaining the Internet purchases by individuals, confirming the research hypothesis.Keywords: European union, Internet purchases, multiple linear regression model, outlier
Procedia PDF Downloads 3024546 Indian Premier League (IPL) Score Prediction: Comparative Analysis of Machine Learning Models
Authors: Rohini Hariharan, Yazhini R, Bhamidipati Naga Shrikarti
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In the realm of cricket, particularly within the context of the Indian Premier League (IPL), the ability to predict team scores accurately holds significant importance for both cricket enthusiasts and stakeholders alike. This paper presents a comprehensive study on IPL score prediction utilizing various machine learning algorithms, including Support Vector Machines (SVM), XGBoost, Multiple Regression, Linear Regression, K-nearest neighbors (KNN), and Random Forest. Through meticulous data preprocessing, feature engineering, and model selection, we aimed to develop a robust predictive framework capable of forecasting team scores with high precision. Our experimentation involved the analysis of historical IPL match data encompassing diverse match and player statistics. Leveraging this data, we employed state-of-the-art machine learning techniques to train and evaluate the performance of each model. Notably, Multiple Regression emerged as the top-performing algorithm, achieving an impressive accuracy of 77.19% and a precision of 54.05% (within a threshold of +/- 10 runs). This research contributes to the advancement of sports analytics by demonstrating the efficacy of machine learning in predicting IPL team scores. The findings underscore the potential of advanced predictive modeling techniques to provide valuable insights for cricket enthusiasts, team management, and betting agencies. Additionally, this study serves as a benchmark for future research endeavors aimed at enhancing the accuracy and interpretability of IPL score prediction models.Keywords: indian premier league (IPL), cricket, score prediction, machine learning, support vector machines (SVM), xgboost, multiple regression, linear regression, k-nearest neighbors (KNN), random forest, sports analytics
Procedia PDF Downloads 534545 Copula-Based Estimation of Direct and Indirect Effects in Path Analysis Models
Authors: Alam Ali, Ashok Kumar Pathak
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Path analysis is a statistical technique used to evaluate the direct and indirect effects of variables in path models. One or more structural regression equations are used to estimate a series of parameters in path models to find the better fit of data. However, sometimes the assumptions of classical regression models, such as ordinary least squares (OLS), are violated by the nature of the data, resulting in insignificant direct and indirect effects of exogenous variables. This article aims to explore the effectiveness of a copula-based regression approach as an alternative to classical regression, specifically when variables are linked through an elliptical copula.Keywords: path analysis, copula-based regression models, direct and indirect effects, k-fold cross validation technique
Procedia PDF Downloads 414544 Optimization of Slider Crank Mechanism Using Design of Experiments and Multi-Linear Regression
Authors: Galal Elkobrosy, Amr M. Abdelrazek, Bassuny M. Elsouhily, Mohamed E. Khidr
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Crank shaft length, connecting rod length, crank angle, engine rpm, cylinder bore, mass of piston and compression ratio are the inputs that can control the performance of the slider crank mechanism and then its efficiency. Several combinations of these seven inputs are used and compared. The throughput engine torque predicted by the simulation is analyzed through two different regression models, with and without interaction terms, developed according to multi-linear regression using LU decomposition to solve system of algebraic equations. These models are validated. A regression model in seven inputs including their interaction terms lowered the polynomial degree from 3rd degree to 1st degree and suggested valid predictions and stable explanations.Keywords: design of experiments, regression analysis, SI engine, statistical modeling
Procedia PDF Downloads 1864543 Robust Inference with a Skew T Distribution
Authors: M. Qamarul Islam, Ergun Dogan, Mehmet Yazici
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There is a growing body of evidence that non-normal data is more prevalent in nature than the normal one. Examples can be quoted from, but not restricted to, the areas of Economics, Finance and Actuarial Science. The non-normality considered here is expressed in terms of fat-tailedness and asymmetry of the relevant distribution. In this study a skew t distribution that can be used to model a data that exhibit inherent non-normal behavior is considered. This distribution has tails fatter than a normal distribution and it also exhibits skewness. Although maximum likelihood estimates can be obtained by solving iteratively the likelihood equations that are non-linear in form, this can be problematic in terms of convergence and in many other respects as well. Therefore, it is preferred to use the method of modified maximum likelihood in which the likelihood estimates are derived by expressing the intractable non-linear likelihood equations in terms of standardized ordered variates and replacing the intractable terms by their linear approximations obtained from the first two terms of a Taylor series expansion about the quantiles of the distribution. These estimates, called modified maximum likelihood estimates, are obtained in closed form. Hence, they are easy to compute and to manipulate analytically. In fact the modified maximum likelihood estimates are equivalent to maximum likelihood estimates, asymptotically. Even in small samples the modified maximum likelihood estimates are found to be approximately the same as maximum likelihood estimates that are obtained iteratively. It is shown in this study that the modified maximum likelihood estimates are not only unbiased but substantially more efficient than the commonly used moment estimates or the least square estimates that are known to be biased and inefficient in such cases. Furthermore, in conventional regression analysis, it is assumed that the error terms are distributed normally and, hence, the well-known least square method is considered to be a suitable and preferred method for making the relevant statistical inferences. However, a number of empirical researches have shown that non-normal errors are more prevalent. Even transforming and/or filtering techniques may not produce normally distributed residuals. Here, a study is done for multiple linear regression models with random error having non-normal pattern. Through an extensive simulation it is shown that the modified maximum likelihood estimates of regression parameters are plausibly robust to the distributional assumptions and to various data anomalies as compared to the widely used least square estimates. Relevant tests of hypothesis are developed and are explored for desirable properties in terms of their size and power. The tests based upon modified maximum likelihood estimates are found to be substantially more powerful than the tests based upon least square estimates. Several examples are provided from the areas of Economics and Finance where such distributions are interpretable in terms of efficient market hypothesis with respect to asset pricing, portfolio selection, risk measurement and capital allocation, etc.Keywords: least square estimates, linear regression, maximum likelihood estimates, modified maximum likelihood method, non-normality, robustness
Procedia PDF Downloads 3974542 An Epsilon Hierarchical Fuzzy Twin Support Vector Regression
Authors: Arindam Chaudhuri
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The research presents epsilon- hierarchical fuzzy twin support vector regression (epsilon-HFTSVR) based on epsilon-fuzzy twin support vector regression (epsilon-FTSVR) and epsilon-twin support vector regression (epsilon-TSVR). Epsilon-FTSVR is achieved by incorporating trapezoidal fuzzy numbers to epsilon-TSVR which takes care of uncertainty existing in forecasting problems. Epsilon-FTSVR determines a pair of epsilon-insensitive proximal functions by solving two related quadratic programming problems. The structural risk minimization principle is implemented by introducing regularization term in primal problems of epsilon-FTSVR. This yields dual stable positive definite problems which improves regression performance. Epsilon-FTSVR is then reformulated as epsilon-HFTSVR consisting of a set of hierarchical layers each containing epsilon-FTSVR. Experimental results on both synthetic and real datasets reveal that epsilon-HFTSVR has remarkable generalization performance with minimum training time.Keywords: regression, epsilon-TSVR, epsilon-FTSVR, epsilon-HFTSVR
Procedia PDF Downloads 3754541 The Effect of Penalizing Wrong Answers in the Computerized Modified Multiple Choice Testing System
Authors: Min Hae Song, Jooyong Park
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Even though assessment using information and communication technology will most likely lead the future of educational assessment, there is little research on this topic. Computerized assessment will not only cut costs but also measure students' performance in ways not possible before. In this context, this study introduces a tool which can overcome the problems of multiple choice tests. Multiple-choice tests (MC) are efficient in automatic grading, however structural problems of multiple-choice tests allow students to find the correct answer from options even though they do not know the answer. A computerized modified multiple-choice testing system (CMMT) was developed using the interactivity of computers, that presents questions first, and options later for a short time when the student requests for them. This study was conducted to find out whether penalizing for wrong answers in CMMT could lower random guessing. In this study, we checked whether students knew the answers by having them respond to the short-answer tests before choosing the given options in CMMT or MC format. Ninety-four students were tested with the directions that they will be penalized for wrong answers, but not for no response. There were 4 experimental conditions: two conditions of high or low percentage of penalizing, each in traditional multiple-choice or CMMT format. In the low penalty condition, the penalty rate was the probability of getting the correct answer by random guessing. In the high penalty condition, students were penalized at twice the percentage of the low penalty condition. The results showed that the number of no response was significantly higher for the CMMT format and the number of random guesses was significantly lower for the CMMT format. There were no significant between the two penalty conditions. This result may be due to the fact that the actual score difference between the two conditions was too small. In the discussion, the possibility of applying CMMT format tests while penalizing wrong answers in actual testing settings was addressed.Keywords: computerized modified multiple choice test format, multiple-choice test format, penalizing, test format
Procedia PDF Downloads 1674540 Efficient Credit Card Fraud Detection Based on Multiple ML Algorithms
Authors: Neha Ahirwar
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In the contemporary digital era, the rise of credit card fraud poses a significant threat to both financial institutions and consumers. As fraudulent activities become more sophisticated, there is an escalating demand for robust and effective fraud detection mechanisms. Advanced machine learning algorithms have become crucial tools in addressing this challenge. This paper conducts a thorough examination of the design and evaluation of a credit card fraud detection system, utilizing four prominent machine learning algorithms: random forest, logistic regression, decision tree, and XGBoost. The surge in digital transactions has opened avenues for fraudsters to exploit vulnerabilities within payment systems. Consequently, there is an urgent need for proactive and adaptable fraud detection systems. This study addresses this imperative by exploring the efficacy of machine learning algorithms in identifying fraudulent credit card transactions. The selection of random forest, logistic regression, decision tree, and XGBoost for scrutiny in this study is based on their documented effectiveness in diverse domains, particularly in credit card fraud detection. These algorithms are renowned for their capability to model intricate patterns and provide accurate predictions. Each algorithm is implemented and evaluated for its performance in a controlled environment, utilizing a diverse dataset comprising both genuine and fraudulent credit card transactions.Keywords: efficient credit card fraud detection, random forest, logistic regression, XGBoost, decision tree
Procedia PDF Downloads 664539 Nonparametric Truncated Spline Regression Model on the Data of Human Development Index in Indonesia
Authors: Kornelius Ronald Demu, Dewi Retno Sari Saputro, Purnami Widyaningsih
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Human Development Index (HDI) is a standard measurement for a country's human development. Several factors may have influenced it, such as life expectancy, gross domestic product (GDP) based on the province's annual expenditure, the number of poor people, and the percentage of an illiterate people. The scatter plot between HDI and the influenced factors show that the plot does not follow a specific pattern or form. Therefore, the HDI's data in Indonesia can be applied with a nonparametric regression model. The estimation of the regression curve in the nonparametric regression model is flexible because it follows the shape of the data pattern. One of the nonparametric regression's method is a truncated spline. Truncated spline regression is one of the nonparametric approach, which is a modification of the segmented polynomial functions. The estimator of a truncated spline regression model was affected by the selection of the optimal knots point. Knot points is a focus point of spline truncated functions. The optimal knots point was determined by the minimum value of generalized cross validation (GCV). In this article were applied the data of Human Development Index with a truncated spline nonparametric regression model. The results of this research were obtained the best-truncated spline regression model to the HDI's data in Indonesia with the combination of optimal knots point 5-5-5-4. Life expectancy and the percentage of an illiterate people were the significant factors depend to the HDI in Indonesia. The coefficient of determination is 94.54%. This means the regression model is good enough to applied on the data of HDI in Indonesia.Keywords: generalized cross validation (GCV), Human Development Index (HDI), knots point, nonparametric regression, truncated spline
Procedia PDF Downloads 3384538 Regression Model Evaluation on Depth Camera Data for Gaze Estimation
Authors: James Purnama, Riri Fitri Sari
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We investigate the machine learning algorithm selection problem in the term of a depth image based eye gaze estimation, with respect to its essential difficulty in reducing the number of required training samples and duration time of training. Statistics based prediction accuracy are increasingly used to assess and evaluate prediction or estimation in gaze estimation. This article evaluates Root Mean Squared Error (RMSE) and R-Squared statistical analysis to assess machine learning methods on depth camera data for gaze estimation. There are 4 machines learning methods have been evaluated: Random Forest Regression, Regression Tree, Support Vector Machine (SVM), and Linear Regression. The experiment results show that the Random Forest Regression has the lowest RMSE and the highest R-Squared, which means that it is the best among other methods.Keywords: gaze estimation, gaze tracking, eye tracking, kinect, regression model, orange python
Procedia PDF Downloads 5384537 Generalized Extreme Value Regression with Binary Dependent Variable: An Application for Predicting Meteorological Drought Probabilities
Authors: Retius Chifurira
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Logistic regression model is the most used regression model to predict meteorological drought probabilities. When the dependent variable is extreme, the logistic model fails to adequately capture drought probabilities. In order to adequately predict drought probabilities, we use the generalized linear model (GLM) with the quantile function of the generalized extreme value distribution (GEVD) as the link function. The method maximum likelihood estimation is used to estimate the parameters of the generalized extreme value (GEV) regression model. We compare the performance of the logistic and the GEV regression models in predicting drought probabilities for Zimbabwe. The performance of the regression models are assessed using the goodness-of-fit tests, namely; relative root mean square error (RRMSE) and relative mean absolute error (RMAE). Results show that the GEV regression model performs better than the logistic model, thereby providing a good alternative candidate for predicting drought probabilities. This paper provides the first application of GLM derived from extreme value theory to predict drought probabilities for a drought-prone country such as Zimbabwe.Keywords: generalized extreme value distribution, general linear model, mean annual rainfall, meteorological drought probabilities
Procedia PDF Downloads 2004536 Designing a Robust Controller for a 6 Linkage Robot
Authors: G. Khamooshian
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One of the main points of application of the mechanisms of the series and parallel is the subject of managing them. The control of this mechanism and similar mechanisms is one that has always been the intention of the scholars. On the other hand, modeling the behavior of the system is difficult due to the large number of its parameters, and it leads to complex equations that are difficult to solve and eventually difficult to control. In this paper, a six-linkage robot has been presented that could be used in different areas such as medical robots. Using these robots needs a robust control. In this paper, the system equations are first found, and then the system conversion function is written. A new controller has been designed for this robot which could be used in other parallel robots and could be very useful. Parallel robots are so important in robotics because of their stability, so methods for control of them are important and the robust controller, especially in parallel robots, makes a sense.Keywords: 3-RRS, 6 linkage, parallel robot, control
Procedia PDF Downloads 1584535 Cell Line Screens Identify Biomarkers of Drug Sensitivity in GLIOMA Cancer
Authors: Noora Al Muftah, Reda Rawi, Richard Thompson, Halima Bensmail
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Clinical responses to anticancer therapies are often restricted to a subset of patients. In some cases, mutated cancer genes are potent biomarkers of response to targeted agents. There is an urgent need to identify biomarkers that predict which patients with are most likely to respond to treatment. Systematic efforts to correlate tumor mutational data with biologic dependencies may facilitate the translation of somatic mutation catalogs into meaningful biomarkers for patient stratification. To identify genomic features associated with drug sensitivity and uncover new biomarkers of sensitivity and resistance to cancer therapeutics, we have screened and integrated a panel of several hundred cancer cell lines from different databases, mutation, DNA copy number, and gene expression data for hundreds of cell lines with their responses to targeted and cytotoxic therapies with drugs under clinical and preclinical investigation. We found mutated cancer genes were associated with cellular response to most currently available Glioma cancer drugs and some frequently mutated genes were associated with sensitivity to a broad range of therapeutic agents. By linking drug activity to the functional complexity of cancer genomes, systematic pharmacogenomic profiling in cancer cell lines provides a powerful biomarker discovery platform to guide rational cancer therapeutic strategies.Keywords: cancer, gene network, Lasso, penalized regression, P-values, unbiased estimator
Procedia PDF Downloads 4094534 Parameterized Lyapunov Function Based Robust Diagonal Dominance Pre-Compensator Design for Linear Parameter Varying Model
Authors: Xiaobao Han, Huacong Li, Jia Li
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For dynamic decoupling of linear parameter varying system, a robust dominance pre-compensator design method is given. The parameterized pre-compensator design problem is converted into optimal problem constrained with parameterized linear matrix inequalities (PLMI); To solve this problem, firstly, this optimization problem is equivalently transformed into a new form with elimination of coupling relationship between parameterized Lyapunov function (PLF) and pre-compensator. Then the problem was reduced to a normal convex optimization problem with normal linear matrix inequalities (LMI) constraints on a newly constructed convex polyhedron. Moreover, a parameter scheduling pre-compensator was achieved, which satisfies robust performance and decoupling performances. Finally, the feasibility and validity of the robust diagonal dominance pre-compensator design method are verified by the numerical simulation of a turbofan engine PLPV model.Keywords: linear parameter varying (LPV), parameterized Lyapunov function (PLF), linear matrix inequalities (LMI), diagonal dominance pre-compensator
Procedia PDF Downloads 3994533 The Extended Skew Gaussian Process for Regression
Authors: M. T. Alodat
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In this paper, we propose a generalization to the Gaussian process regression(GPR) model called the extended skew Gaussian process for regression(ESGPr) model. The ESGPR model works better than the GPR model when the errors are skewed. We derive the predictive distribution for the ESGPR model at a new input. Also we apply the ESGPR model to FOREX data and we find that it fits the Forex data better than the GPR model.Keywords: extended skew normal distribution, Gaussian process for regression, predictive distribution, ESGPr model
Procedia PDF Downloads 5534532 Integrated Nested Laplace Approximations For Quantile Regression
Authors: Kajingulu Malandala, Ranganai Edmore
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The asymmetric Laplace distribution (ADL) is commonly used as the likelihood function of the Bayesian quantile regression, and it offers different families of likelihood method for quantile regression. Notwithstanding their popularity and practicality, ADL is not smooth and thus making it difficult to maximize its likelihood. Furthermore, Bayesian inference is time consuming and the selection of likelihood may mislead the inference, as the Bayes theorem does not automatically establish the posterior inference. Furthermore, ADL does not account for greater skewness and Kurtosis. This paper develops a new aspect of quantile regression approach for count data based on inverse of the cumulative density function of the Poisson, binomial and Delaporte distributions using the integrated nested Laplace Approximations. Our result validates the benefit of using the integrated nested Laplace Approximations and support the approach for count data.Keywords: quantile regression, Delaporte distribution, count data, integrated nested Laplace approximation
Procedia PDF Downloads 1634531 The Use of Geographically Weighted Regression for Deforestation Analysis: Case Study in Brazilian Cerrado
Authors: Ana Paula Camelo, Keila Sanches
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The Geographically Weighted Regression (GWR) was proposed in geography literature to allow relationship in a regression model to vary over space. In Brazil, the agricultural exploitation of the Cerrado Biome is the main cause of deforestation. In this study, we propose a methodology using geostatistical methods to characterize the spatial dependence of deforestation in the Cerrado based on agricultural production indicators. Therefore, it was used the set of exploratory spatial data analysis tools (ESDA) and confirmatory analysis using GWR. It was made the calibration a non-spatial model, evaluation the nature of the regression curve, election of the variables by stepwise process and multicollinearity analysis. After the evaluation of the non-spatial model was processed the spatial-regression model, statistic evaluation of the intercept and verification of its effect on calibration. In an analysis of Spearman’s correlation the results between deforestation and livestock was +0.783 and with soybeans +0.405. The model presented R²=0.936 and showed a strong spatial dependence of agricultural activity of soybeans associated to maize and cotton crops. The GWR is a very effective tool presenting results closer to the reality of deforestation in the Cerrado when compared with other analysis.Keywords: deforestation, geographically weighted regression, land use, spatial analysis
Procedia PDF Downloads 3634530 Robust Diagnosis Efficiency by Bond-Graph Approach
Authors: Benazzouz Djamel, Termeche Adel, Touati Youcef, Alem Said, Ouziala Mahdi
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This paper presents an approach which detect and isolate efficiently a fault in a system. This approach avoids false alarms, non-detections and delays in detecting faults. A study case have been proposed to show the importance of taking into consideration the uncertainties in the decision-making procedure and their effect on the degradation diagnostic performance and advantage of using Bond Graph (BG) for such degradation. The use of BG in the Linear Fractional Transformation (LFT) form allows generating robust Analytical Redundancy Relations (ARR’s), where the uncertain part of ARR’s is used to generate the residuals adaptive thresholds. The study case concerns an electromechanical system composed of a motor, a reducer and an external load. The aim of this application is to show the effectiveness of the BG-LFT approach to robust fault detection.Keywords: bond graph, LFT, uncertainties, detection and faults isolation, ARR
Procedia PDF Downloads 3054529 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
Procedia PDF Downloads 1184528 A Generalized Weighted Loss for Support Vextor Classification and Multilayer Perceptron
Authors: Filippo Portera
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Usually standard algorithms employ a loss where each error is the mere absolute difference between the true value and the prediction, in case of a regression task. In the present, we present several error weighting schemes that are a generalization of the consolidated routine. We study both a binary classification model for Support Vextor Classification and a regression net for Multylayer Perceptron. Results proves that the error is never worse than the standard procedure and several times it is better.Keywords: loss, binary-classification, MLP, weights, regression
Procedia PDF Downloads 954527 Interference among Lambsquarters and Oil Rapeseed Cultivars
Authors: Reza Siyami, Bahram Mirshekari
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Seed and oil yield of rapeseed is considerably affected by weeds interference including mustard (Sinapis arvensis L.), lambsquarters (Chenopodium album L.) and redroot pigweed (Amaranthus retroflexus L.) throughout the East Azerbaijan province in Iran. To formulate the relationship between four independent growth variables measured in our experiment with a dependent variable, multiple regression analysis was carried out for the weed leaves number per plant (X1), green cover percentage (X2), LAI (X3) and leaf area per plant (X4) as independent variables and rapeseed oil yield as a dependent variable. The multiple regression equation is shown as follows: Seed essential oil yield (kg/ha) = 0.156 + 0.0325 (X1) + 0.0489 (X2) + 0.0415 (X3) + 0.133 (X4). Furthermore, the stepwise regression analysis was also carried out for the data obtained to test the significance of the independent variables affecting the oil yield as a dependent variable. The resulted stepwise regression equation is shown as follows: Oil yield = 4.42 + 0.0841 (X2) + 0.0801 (X3); R2 = 81.5. The stepwise regression analysis verified that the green cover percentage and LAI of weed had a marked increasing effect on the oil yield of rapeseed.Keywords: green cover percentage, independent variable, interference, regression
Procedia PDF Downloads 4204526 Copula-Based Estimation of Direct and Indirect Effects in Path Analysis Model
Authors: Alam Ali, Ashok Kumar Pathak
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Path analysis is a statistical technique used to evaluate the strength of the direct and indirect effects of variables. One or more structural regression equations are used to estimate a series of parameters in order to find the better fit of data. Sometimes, exogenous variables do not show a significant strength of their direct and indirect effect when the assumption of classical regression (ordinary least squares (OLS)) are violated by the nature of the data. The main motive of this article is to investigate the efficacy of the copula-based regression approach over the classical regression approach and calculate the direct and indirect effects of variables when data violates the OLS assumption and variables are linked through an elliptical copula. We perform this study using a well-organized numerical scheme. Finally, a real data application is also presented to demonstrate the performance of the superiority of the copula approach.Keywords: path analysis, copula-based regression models, direct and indirect effects, k-fold cross validation technique
Procedia PDF Downloads 714525 A Robust Model Predictive Control for a Photovoltaic Pumping System Subject to Actuator Saturation Nonlinearity and Parameter Uncertainties: A Linear Matrix Inequality Approach
Authors: Sofiane Bououden, Ilyes Boulkaibet
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In this paper, a robust model predictive controller (RMPC) for uncertain nonlinear system under actuator saturation is designed to control a DC-DC buck converter in PV pumping application, where this system is subject to actuator saturation and parameter uncertainties. The considered nonlinear system contains a linear constant part perturbed by an additive state-dependent nonlinear term. Based on the saturating actuator property, an appropriate linear feedback control law is constructed and used to minimize an infinite horizon cost function within the framework of linear matrix inequalities. The proposed approach has successfully provided a solution to the optimization problem that can stabilize the nonlinear plants. Furthermore, sufficient conditions for the existence of the proposed controller guarantee the robust stability of the system in the presence of polytypic uncertainties. In addition, the simulation results have demonstrated the efficiency of the proposed control scheme.Keywords: PV pumping system, DC-DC buck converter, robust model predictive controller, nonlinear system, actuator saturation, linear matrix inequality
Procedia PDF Downloads 1804524 Performance Analysis of Proprietary and Non-Proprietary Tools for Regression Testing Using Genetic Algorithm
Authors: K. Hema Shankari, R. Thirumalaiselvi, N. V. Balasubramanian
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The present paper addresses to the research in the area of regression testing with emphasis on automated tools as well as prioritization of test cases. The uniqueness of regression testing and its cyclic nature is pointed out. The difference in approach between industry, with business model as basis, and academia, with focus on data mining, is highlighted. Test Metrics are discussed as a prelude to our formula for prioritization; a case study is further discussed to illustrate this methodology. An industrial case study is also described in the paper, where the number of test cases is so large that they have to be grouped as Test Suites. In such situations, a genetic algorithm proposed by us can be used to reconfigure these Test Suites in each cycle of regression testing. The comparison is made between a proprietary tool and an open source tool using the above-mentioned metrics. Our approach is clarified through several tables.Keywords: APFD metric, genetic algorithm, regression testing, RFT tool, test case prioritization, selenium tool
Procedia PDF Downloads 4354523 A Hybrid Model Tree and Logistic Regression Model for Prediction of Soil Shear Strength in Clay
Authors: Ehsan Mehryaar, Seyed Armin Motahari Tabari
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Without a doubt, soil shear strength is the most important property of the soil. The majority of fatal and catastrophic geological accidents are related to shear strength failure of the soil. Therefore, its prediction is a matter of high importance. However, acquiring the shear strength is usually a cumbersome task that might need complicated laboratory testing. Therefore, prediction of it based on common and easy to get soil properties can simplify the projects substantially. In this paper, A hybrid model based on the classification and regression tree algorithm and logistic regression is proposed where each leaf of the tree is an independent regression model. A database of 189 points for clay soil, including Moisture content, liquid limit, plastic limit, clay content, and shear strength, is collected. The performance of the developed model compared to the existing models and equations using root mean squared error and coefficient of correlation.Keywords: model tree, CART, logistic regression, soil shear strength
Procedia PDF Downloads 1974522 A Regression Model for Residual-State Creep Failure
Authors: Deepak Raj Bhat, Ryuichi Yatabe
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In this study, a residual-state creep failure model was developed based on the residual-state creep test results of clayey soils. To develop the proposed model, the regression analyses were done by using the R. The model results of the failure time (tf) and critical displacement (δc) were compared with experimental results and found in close agreements to each others. It is expected that the proposed regression model for residual-state creep failure will be more useful for the prediction of displacement of different clayey soils in the future.Keywords: regression model, residual-state creep failure, displacement prediction, clayey soils
Procedia PDF Downloads 4084521 Robust Diagnosability of PEMFC Based on Bond Graph LFT
Authors: Ould Bouamama, M. Bressel, D. Hissel, M. Hilairet
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Fuel cell (FC) is one of the best alternatives of fossil energy. Recently, the research community of fuel cell has shown a considerable interest for diagnosis in view to ensure safety, security, and availability when faults occur in the process. The problematic for model based FC diagnosis consists in that the model is complex because of coupling of several kind of energies and the numerical values of parameters are not always known or are uncertain. The present paper deals with use of one tool: the Linear Fractional Transformation bond graph tool not only for uncertain modelling but also for monitorability (ability to detect and isolate faults) analysis and formal generation of robust fault indicators with respect to parameter uncertainties.The developed theory applied to a nonlinear FC system has proved its efficiency.Keywords: bond graph, fuel cell, fault detection and isolation (FDI), robust diagnosis, structural analysis
Procedia PDF Downloads 3664520 Democracy as a Curve: A Study on How Democratization Impacts Economic Growth
Authors: Henrique Alpalhão
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This paper attempts to model the widely studied relationship between a country's economic growth and its level of democracy, with an emphasis on possible non-linearities. We adopt the concept of 'political capital' as a measure of democracy, which is extremely uncommon in the literature and brings considerable advantages both in terms of dynamic considerations and plausibility. While the literature is not consensual on this matter, we obtain, via panel Arellano-Bond regression analysis on a database of more than 60 countries over 50 years, significant and robust results that indicate that the impact of democratization on economic growth varies according to the stage of democratic development each country is in.Keywords: democracy, economic growth, political capital, political economy
Procedia PDF Downloads 3214519 A Fuzzy Nonlinear Regression Model for Interval Type-2 Fuzzy Sets
Authors: O. Poleshchuk, E. Komarov
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This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.Keywords: interval type-2 fuzzy sets, fuzzy regression, weighted interval
Procedia PDF Downloads 3734518 Formulating a Flexible-Spread Fuzzy Regression Model Based on Dissemblance Index
Authors: Shih-Pin Chen, Shih-Syuan You
Abstract:
This study proposes a regression model with flexible spreads for fuzzy input-output data to cope with the situation that the existing measures cannot reflect the actual estimation error. The main idea is that a dissemblance index (DI) is carefully identified and defined for precisely measuring the actual estimation error. Moreover, the graded mean integration (GMI) representation is adopted for determining more representative numeric regression coefficients. Notably, to comprehensively compare the performance of the proposed model with other ones, three different criteria are adopted. The results from commonly used test numerical examples and an application to Taiwan's business monitoring indicator illustrate that the proposed dissemblance index method not only produces valid fuzzy regression models for fuzzy input-output data, but also has satisfactory and stable performance in terms of the total estimation error based on these three criteria.Keywords: dissemblance index, forecasting, fuzzy sets, linear regression
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