Search results for: context-based fuzzy clustering

Authors: Yuan-lin Liu, Ye Li, Tian Xia

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There are some shortcomings in Chinese existing taxi management modes. This paper suggests to establish the third-party comprehensive information management platform and put forward an evaluation model based on credit. Four indicators are used to evaluate the drivers’ credit, they are passengers’ evaluation score, driving behavior evaluation, drivers’ average bad record number, and personal credit score. A weighted clustering method is used to achieve credit level evaluation for taxi drivers. The management of taxi industry is based on the credit level, while the grade of the drivers is accorded to their credit rating. Credit rating determines the cost, income levels, the market access, useful period of license and the level of wage and bonus, as well as violation fine. These methods can make the credit evaluation effective. In conclusion, more credit data will help to set up a more accurate and detailed classification standard library.

Keywords: credit, mobile internet, e-hailing taxi, management mode, weighted cluster

Procedia PDF Downloads 326

Authors: L. Belkhiri, L. Mouni, A. Tiri, T.S. Narany

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In the present study, the self-organizing map (SOM) clustering technique was applied to identify homogeneous clusters of hydrochemical parameters in El Milia plain, Algeria, to assess the quality of groundwater for potable and agricultural purposes. The visualization of SOM-analysis indicated that 35 groundwater samples collected in the study area were classified into three clusters, which showed progressive increase in electrical conductivity from cluster one to cluster three. Samples belonging to cluster one are mostly located in the recharge zone showing hard fresh water type, however, water type gradually changed to hard-brackish type in the discharge zone, including clusters two and three. Ionic ratio studies indicated the role of carbonate rock dissolution in increases on groundwater hardness, especially in cluster one. However, evaporation and evapotranspiration are the main processes increasing salinity in cluster two and three.

Keywords: groundwater quality, self-organizing maps, drinking water, irrigation water

Procedia PDF Downloads 258

Authors: I. Khutsishvili, G. Sirbiladze, B. Ghvaberidze

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This work proposes a fuzzy methodology to support the investment decisions. While choosing among competitive investment projects, the methodology makes ranking of projects using the new aggregation OWA operator – AsPOWA, presented in the environment of possibility uncertainty. For numerical evaluation of the weighting vector associated with the AsPOWA operator the mathematical programming problem is constructed. On the basis of the AsPOWA operator the projects’ group ranking maximum criteria is constructed. The methodology also allows making the most profitable investments into several of the project using the method developed by the authors for discrete possibilistic bicriteria problems. The article provides an example of the investment decision-making that explains the work of the proposed methodology.

Keywords: expert evaluations, investment decision making, OWA operator, possibility uncertainty

Procedia PDF Downloads 558

Authors: Musaab Riyadh, Norwati Mustapha, Dina Riyadh

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Trajectory similarity can be defined as the cost of transforming one trajectory into another based on certain similarity method. It is the core of numerous mining tasks such as clustering, classification, and indexing. Various approaches have been suggested to measure similarity based on the geometric and dynamic properties of trajectory, the overlapping between trajectory segments, and the confined area between entire trajectories. In this article, an evaluation of these approaches has been done based on computational cost, usage memory, accuracy, and the amount of data which is needed in advance to determine its suitability to stream mining applications. The evaluation results show that the stream mining applications support similarity methods which have low computational cost and memory, single scan on data, and free of mathematical complexity due to the high-speed generation of data.

Keywords: global distance measure, local distance measure, semantic trajectory, spatial dimension, stream data mining

Procedia PDF Downloads 396

Authors: Bakhtiar Ul Haq, R. Ahmed, A. Shaari, Mazmira Binti Mohamed, Nisar Ali

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The capability of exploiting the electronic charge and spin properties simultaneously in a single material has made diluted magnetic semiconductors (DMS) remarkable in the field of spintronics. We report the designing of DMS based on zinc-blend ZnO doped with Cr impurity. The full potential linearized augmented plane wave plus local orbital FP-L(APW+lo) method in density functional theory (DFT) has been adapted to carry out these investigations. For treatment of exchange and correlation energy, generalized gradient approximations have been used. Introducing Cr atoms in the matrix of ZnO has induced strong magnetic moment with ferromagnetic ordering at stable ground state. Cr:ZnO was found to favor the short range magnetic interaction that reflect the tendency of Cr clustering. The electronic structure of ZnO is strongly influenced in the presence of Cr impurity atoms where impurity bands appear in the band gap.

Keywords: ZnO, density functional theory, diluted agnetic semiconductors, ferromagnetic materials, FP-L(APW+lo)

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Authors: Yifan Dong, Xincheng Pu

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Rural settlements originate from the accumulation of residential building elements, and their agglomeration forms the settlement pattern and defines the relationship between the settlement and the inside and outside. The settlement boundary is an important part of the settlement pattern. Compared with the simplification of the urban settlement boundary, the settlement of the country is more complex, fuzzy and uncertain, and then presents a rich and diverse boundary morphological phenomenon. In this paper, China traditional rural settlements plane boundary as the research object, using fractal theory and fractal dimension method, quantitative analysis of planar shape boundary settlement, and expounds the research for the architectural design, ancient architecture protection and renewal and development and the significance of the protection of settlements.

Keywords: rural settlement, border, fractal, quantification

Procedia PDF Downloads 251

Authors: Sara Rejeb, Catherine Duveau, Tabea Rebafka

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To monitor the production process of turbofan aircraft engines, multiple measurements of various geometrical parameters are systematically recorded on manufactured parts. Engine parts are subject to extremely high standards as they can impact the performance of the engine. Therefore, it is essential to analyze these databases to better understand the influence of the different parameters on the engine's performance. Self-organizing maps are unsupervised neural networks which achieve two tasks simultaneously: they visualize high-dimensional data by projection onto a 2-dimensional map and provide clustering of the data. This technique has become very popular for data exploration since it provides easily interpretable results and a meaningful global view of the data. As such, self-organizing maps are usually applied to aircraft engine condition monitoring. As databases in this field are huge and complex, they naturally contain multiple missing entries for various reasons. The classical Kohonen algorithm to compute self-organizing maps is conceived for complete data only. A naive approach to deal with partially observed data consists in deleting items or variables with missing entries. However, this requires a sufficient number of complete individuals to be fairly representative of the population; otherwise, deletion leads to a considerable loss of information. Moreover, deletion can also induce bias in the analysis results. Alternatively, one can first apply a common imputation method to create a complete dataset and then apply the Kohonen algorithm. However, the choice of the imputation method may have a strong impact on the resulting self-organizing map. Our approach is to address simultaneously the two problems of computing a self-organizing map and imputing missing values, as these tasks are not independent. In this work, we propose an extension of self-organizing maps for partially observed data, referred to as missSOM. First, we introduce a criterion to be optimized, that aims at defining simultaneously the best self-organizing map and the best imputations for the missing entries. As such, missSOM is also an imputation method for missing values. To minimize the criterion, we propose an iterative algorithm that alternates the learning of a self-organizing map and the imputation of missing values. Moreover, we develop an accelerated version of the algorithm by entwining the iterations of the Kohonen algorithm with the updates of the imputed values. This method is efficiently implemented in R and will soon be released on CRAN. Compared to the standard Kohonen algorithm, it does not come with any additional cost in terms of computing time. Numerical experiments illustrate that missSOM performs well in terms of both clustering and imputation compared to the state of the art. In particular, it turns out that missSOM is robust to the missingness mechanism, which is in contrast to many imputation methods that are appropriate for only a single mechanism. This is an important property of missSOM as, in practice, the missingness mechanism is often unknown. An application to measurements on one type of part is also provided and shows the practical interest of missSOM.

Keywords: imputation method of missing data, partially observed data, robustness to missingness mechanism, self-organizing maps

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Authors: Marc Toutain, Pascale Leconte, Antoine Gauthier

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Introduction: Eating Disorders (ED), such as anorexia, bulimia, and binge eating, are psychiatric illnesses that mostly affect young people. The main symptoms concern eating (restriction, excessive food intake) and weight control behaviors (laxatives, vomiting). Psychological comorbidities (depression, executive function disorders, etc.) and problematic behaviors toward physical activity (PA) are commonly associated with ED. Acquaintances on ED risk factors are still lacking, and more community sample studies are needed to improve prevention and early detection. To our knowledge, studies are needed to specifically investigate the link between ED risk level, PA, and psychological risk factors in a community sample of adolescents. The aim of this study is to assess the relation between ED risk level, exercise (type, frequency, and motivations for engaging in exercise), and psychological factors based on the Jacobi risk factors model. We suppose that a high risk of ED will be associated with the practice of high caloric cost PA, motivations oriented to weight and shape control, and psychological disturbances. Method: An online survey destined for students has been sent to several middle schools and colleges in northwest France. This survey combined several questionnaires, the Eating Attitude Test-26 assessing ED risk; the Exercise Motivation Inventory–2 assessing motivations toward PA; the Hospital Anxiety and Depression Scale assessing anxiety and depression, the Contour Drawing Rating Scale; and the Body Esteem Scale assessing body dissatisfaction, Rosenberg Self-esteem Scale assessing self-esteem, the Exercise Dependence Scale-Revised assessing PA dependence, the Multidimensional Assessment of Interoceptive Awareness assessing interoceptive awareness and the Frost Multidimensional Perfectionism Scale assessing perfectionism. Machine learning analysis will be performed in order to constitute groups with a tree-based model clustering method, extract risk profile(s) with a bootstrap method comparison, and predict ED risk with a prediction method based on a decision tree-based model. Expected results: 1044 complete records have already been collected, and the survey will be closed at the end of May 2022. Records will be analyzed with a clustering method and a bootstrap method in order to reveal risk profile(s). Furthermore, a predictive tree decision method will be done to extract an accurate predictive model of ED risk. This analysis will confirm typical main risk factors and will give more data on presumed strong risk factors such as exercise motivations and interoceptive deficit. Furthermore, it will enlighten particular risk profiles with a strong level of proof and greatly contribute to improving the early detection of ED and contribute to a better understanding of ED risk factors.

Keywords: eating disorders, risk factors, physical activity, machine learning

Procedia PDF Downloads 83

Authors: Huda Al-Shuaily, E. M. Lacap

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Higher Education is one of the most essential fundamentals for the advancement and progress of a country. It demands to be as accessible as possible and as comprehensive as it can be reached. In this paper, we succeeded to expand the accessibility and delivery of higher education using an Open Educational Resources (OER), a freely accessible, openly licensed documents, and media for teaching and learning. This study creates a comparative design of student’s academic performance on the course Introduction to Database and student engagement to the virtual learning environment (VLE). The study was done in two successive semesters - one without using the OER and the other is using OER. In the study, we established that there is a significant increase in student’s engagement in VLE in the latter semester compared to the former. By using the latter semester’s data, we manage to show that the student’s engagement has a positive impact on students’ academic performance. Moreso, after clustering their academic performance, the impact is seen higher for students who are low performing. The results show that these engagements can be used to potentially predict the learning styles of the student with a high degree of precision.

Keywords: EDM, learning analytics, moodle, OER, student-engagement

Procedia PDF Downloads 339

Authors: Lena Payati, Maria Kazou, Effie Tsakalidou

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Table olives are one of the most popular fermented vegetables worldwide, which along with olive oil, have a crucial role in the world economy. They are highly appreciated by the consumers for their characteristic taste and pleasant aromas, while several health and nutritional benefits have been reported as well. Until recently, microbial biogeography, i.e., the study of microbial diversity over time and space, has been mainly associated with wine. However, nowadays, the term 'terroir' has been extended to other crops and food products so as to link the geographical origin and environmental conditions to quality aspects of fermented foods. Taking the above into consideration, the present study focuses on the microbial fingerprinting of the most important olive varieties of Greece with the state-of-the-art amplicon-based metagenomics analysis. Towards this, in 2019, 61 samples from 38 different olive varieties were collected at the final stage of ripening from 13 well spread geographical regions in Greece. For the metagenomics analysis, total DNA was extracted from the olive samples, and the 16S rRNA gene and ITS DNA region were sequenced and analyzed using bioinformatics tools for the identification of bacterial and yeasts/fungal diversity, respectively. Furthermore, principal component analysis (PCA) was also performed for data clustering based on the average microbial composition of all samples from each region of origin. According to the composition, results obtained, when samples were analyzed separately, the majority of both bacteria (such as Pantoea, Enterobacter, Roserbergiella, and Pseudomonas) and yeasts/fungi (such as Aureobasidium, Debaromyces, Candida, and Cladosporium) genera identified were found in all 61 samples. Even though interesting differences were observed at the relative abundance level of the identified genera, the bacterial genus Pantoea and the yeast/fungi genus Aureobasidium were the dominant ones in 35 and 40 samples, respectively. Of note, olive samples collected from the same region had similar fingerprint (genera identified and relative abundance level) regardless of the variety, indicating a potential association between the relative abundance of certain taxa and the geographical region. When samples were grouped by region of origin, distinct bacterial profiles per region were observed, which was also evident from the PCA analysis. This was not the case for the yeast/fungi profiles since 10 out of the 13 regions were grouped together mainly due to the dominance of the genus Aureobasidium. A second cluster was formed for the islands Crete and Rhodes, both of which are located in the Southeast Aegean Sea. These two regions clustered together mainly due to the identification of the genus Toxicocladosporium in relatively high abundances. Finally, the Agrinio region was separated from the others as it showed a completely different microbial fingerprinting. However, due to the limited number of olive samples from some regions, a subsequent PCA analysis with more samples from these regions is expected to yield in a more clear clustering. The present study is part of a bigger project, the first of its kind in Greece, with the ultimate goal to analyze a larger set of olive samples of different varieties and from different regions in Greece in order to have a reliable olives’ microbial biogeography.

Keywords: amplicon-based metagenomics analysis, bacteria, microbial biogeography, olive microbiota, yeasts/fungi

Procedia PDF Downloads 117

Authors: Rugang Tian

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In this study, we generated whole-genome sequence (WGS) data from110 native cattle. Together with whole-genome sequences from world-wide cattle populations, we estimated the genetic diversity and population genetic structure of different cattle populations. Our findings revealed clustering of cattle groups in line with their geographic locations. We identified noticeable genetic diversity between indigenous cattle breeds and commercial populations. Among all studied cattle groups, lower genetic diversity measures were found in commercial populations, however, high genetic diversity were detected in some local cattle, particularly in Rashoki and Mongolian breeds. Our search for potential genomic regions under selection in native cattle revealed several candidate genes related with immune response and cold shock protein on multiple chromosomes such as TRPM8, NMUR1, PRKAA2, SMTNL2 and OXR1 that are involved in energy metabolism and metabolic homeostasis.

Keywords: cattle, whole-genome, population structure, adaptation

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Authors: Mohammad Nadeem, Haider Banka, R. Venugopal

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Granulation or agglomeration is a size enlargement process to transform the fine particulates into larger aggregates since the fine size of available materials and minerals poses difficulty in their utilization. Though a long list of methods is available in the literature for the modeling of granulation process to facilitate the in-depth understanding and interpretation of the system, there is still scope of improvements using novel tools and techniques. Intelligent techniques, such as artificial neural network, fuzzy logic, self-organizing map, support vector machine and others, have emerged as compelling alternatives for dealing with imprecision and complex non-linearity of the systems. The present study tries to review the applications of intelligent techniques in the modeling of size enlargement process for fine materials.

Keywords: fine material, granulation, intelligent technique, modelling

Procedia PDF Downloads 375

Authors: Sirous Eydivandi

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Diacylglycerol-O-acyltransferase (DGAT1) gene encodes diacylglycerol transferase enzyme that plays an important role in glycerol lipid metabolism. DGAT1 is considered to be the key enzyme in controlling the synthesis of triglycerides in adipocytes. This enzyme catalyzes the final step of triglyceride synthesis (transform triacylglycerol (DAG) into triacylglycerol (TAG). A total of 20 DGAT1 gene sequences and corresponding amino acids belonging to 4 species include cattle, goats, sheep and yaks were analyzed, and the differentiation within and among the species was also studied. The length of the DGAT1 gene varies greatly, from 1527 to 1785 bp, due to deletion, insertion, and stop codon mutation resulting in elongation. Observed genetic diversity was higher among species than within species, and Goat had more polymorphisms than any other species. Novel amino acid variation sites were detected within several species which might be used to illustrate the functional variation. Differentiation of the DGAT1 gene was obvious among species, and the clustering result was consistent with the taxonomy in the National Center for Biotechnology Information.

Keywords: DGAT1gene, bioinformatic, ruminnants, biotechnology information

Procedia PDF Downloads 491

Authors: Swarnadip Ghosh

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Sentiment Analysis is the process of detecting the contextual polarity of text. In other words, it determines whether a piece of writing is positive, negative or neutral.Sentiment analysis of documents holds great importance in today's world, when numerous information is stored in databases and in the world wide web. An efficient algorithm to illicit such information, would be beneficial for social, economic as well as medical purposes. In this project, we have developed an algorithm to classify a document into positive or negative. Using our algorithm, we obtained a feature set from the data, and classified the documents based on this feature set. It is important to note that, in the classification, we have not used the independence assumption, which is considered by many procedures like the Naive Bayes. This makes the algorithm more general in scope. Moreover, because of the sparsity and high dimensionality of such data, we did not use empirical distribution for estimation, but developed a method by finding degree of close clustering of the data points. We have applied our algorithm on a movie review data set obtained from IMDb and obtained satisfactory results.

Keywords: sentiment, Run's Test, cross validation, higher dimensional pmf estimation

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Authors: Trapti Sharma, Devesh Kumar Srivastava

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This paper is basically a analysis study of above MapReduce implementation and also to verify and validate the MapReduce solution model for Parallel K-Mediod algorithm on Hadoop Cluster. MapReduce is a programming model which authorize the managing of huge amounts of data in parallel, on a large number of devices. It is specially well suited to constant or moderate changing set of data since the implementation point of a position is usually high. MapReduce has slowly become the framework of choice for “big data”. The MapReduce model authorizes for systematic and instant organizing of large scale data with a cluster of evaluate nodes. One of the primary affect in Hadoop is how to minimize the completion length (i.e. makespan) of a set of MapReduce duty. In this paper, we have verified and validated various MapReduce applications like wordcount, grep, terasort and parallel K-Mediod clustering algorithm. We have found that as the amount of nodes increases the completion time decreases.

Keywords: hadoop, mapreduce, k-mediod, validation, verification

Procedia PDF Downloads 370

Authors: C. Rana, S. K. Jain

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The enormous amount of Web data has challenged its usage in efficient manner in the past few years. As such, a range of techniques are applied to tackle this problem; prominent among them is personalization and recommender system. In fact, these are the tools that assist user in finding relevant information of web. Most of the e-commerce websites are applying such tools in one way or the other. In the past decade, a large number of recommendation algorithms have been proposed to tackle such problems. However, there have not been much research in the evaluation criteria for these algorithms. As such, the traditional accuracy and classification metrics are still used for the evaluation purpose that provides a static view. This paper studies how the evolution of user preference over a period of time can be mapped in a recommender system using a new evaluation methodology that explicitly using time dimension. We have also presented different types of experimental set up that are generally used for recommender system evaluation. Furthermore, an overview of major accuracy metrics and metrics that go beyond the scope of accuracy as researched in the past few years is also discussed in detail.

Keywords: collaborative filtering, data mining, evolutionary, clustering, algorithm, recommender systems

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Authors: Yusuf S. Dambatta, Ahmed A. D. Sarhan

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Fused deposition modelling (FDM) is one of the most prominent rapid prototyping (RP) technologies which is being used to efficiently fabricate CAD 3D geometric models. However, the process is coupled with many drawbacks, of which the surface quality of the manufactured RP parts is among. Hence, studies relating to improving the surface roughness have been a key issue in the field of RP research. In this work, a technique of modelling the surface roughness in FDM is presented. Using experimentally measured surface roughness response of the FDM parts, an ANFIS prediction model was developed to obtain the surface roughness in the FDM parts using the main critical process parameters that affects the surface quality. The ANFIS model was validated and compared with experimental test results.

Keywords: surface roughness, fused deposition modelling (FDM), adaptive neuro fuzzy inference system (ANFIS), orientation

Procedia PDF Downloads 462

Authors: Matthieu-P. Schapranow

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Recruitment of participants for clinical trials requires the screening of a big number of potential candidates, i.e. the testing for trial-specific inclusion and exclusion criteria, which is a time-consuming and complex task. Today, a significant amount of time is spent on identification of adequate trial participants as their selection may affect the overall study results. We introduce a unique patient eligibility metric, which allows systematic ranking and classification of candidates based on trial-specific filter criteria. Our web application enables real-time analysis of patient data and assessment of candidates using freely definable inclusion and exclusion criteria. As a result, the overall time required for identifying eligible candidates is tremendously reduced whilst additional degrees of freedom for evaluating the relevance of individual candidates are introduced by our contribution.

Keywords: in-memory technology, clinical trials, screening, eligibility metric, data analysis, clustering

Procedia PDF Downloads 493

Authors: Imam Taufik, Hilkatul Ilmi, Puryani, Mochammad Yuwono, Aty Widyawaruyanti

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Artocarpus champeden Spreng stembark (Moraceae) in Indonesia well known as ‘cempedak’ had been traditionally used for malarial remedies. The difference of growth locations could cause the difference of metabolite profiling. As a consequence, there were difference antimalarial activities in spite of the same plants. The aim of this research was to obtain the profile of metabolites that contained in A. champeden stembark from different locations in Indonesia for authentication and quality control purpose of this extract. The profiling had been performed by HPTLC-Densitometry technique and antimalarial activity had been also determined by HRP2-ELISA technique. The correlation between metabolite fingerprinting and antimalarial activity had been analyzed by Principle Component Analysis, Hierarchical Clustering Analysis and Partial Least Square. As a result, there is correlation between the difference metabolite fingerprinting and antimalarial activity from several different growth locations.

Keywords: antimalarial, artocarpus champeden spreng, metabolite fingerprinting, multivariate analysis

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Authors: Mehtap Dursun, Zeynep Şener

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Supplier selection is considered as one of the most critical issues encountered by operations and purchasing managers to sharpen the company’s competitive advantage. In this paper, a novel fuzzy multi-criteria group decision making approach integrating quality function deployment (QFD) and decision making trial and evaluation laboratory (DEMATEL) method is proposed for supplier selection. The proposed methodology enables to consider the impacts of inner dependence among supplier assessment criteria. A house of quality (HOQ) which translates purchased product features into supplier assessment criteria is built using the weights obtained by DEMATEL approach to determine the desired levels of supplier assessment criteria. Supplier alternatives are ranked by a distance-based method.

Keywords: DEMATEL, group decision making, QFD, supplier selection

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Authors: Masoumeh Mofarrah, Amir NahanMoghadam

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Higher oil prices and increasing oil demand are main reasons for great attention to Enhanced Oil Recovery (EOR). Comprehensive researches have been accomplished to develop, appraise, and improve EOR methods and their application. Recently, Artificial Intelligence (AI) gained popularity in petroleum industry that can help petroleum engineers to solve some fundamental petroleum engineering problems such as reservoir simulation, EOR project risk analysis, well log interpretation and well test model selection. This study presents a historical overview of most popular AI tools including neural networks, genetic algorithms, fuzzy logic, and expert systems in petroleum industry and discusses two case studies to represent the application of two mentioned AI methods for selecting an appropriate EOR method based on reservoir characterization infeasible and effective way.

Keywords: artificial intelligence, EOR, neural networks, expert systems

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Authors: Xun Li, Haojie Wang

Abstract:

Federated learning is a kind of distributed training and centralized training mode, which is of great value in the protection of user privacy. In order to solve the problem that the model is vulnerable to backdoor attacks in federated learning, a backdoor attack detection method based on a weighted k-medoids algorithm is proposed. First of all, this paper collates the update parameters of the client to construct a vector group, then uses the principal components analysis (PCA) algorithm to extract the corresponding feature information from the vector group, and finally uses the improved k-medoids clustering algorithm to identify the normal and backdoor update parameters. In this paper, the backdoor is implanted in the federation learning model through the model replacement attack method in the simulation experiment, and the update parameters from the attacker are effectively detected and removed by the defense method proposed in this paper.

Keywords: federated learning, backdoor attack, PCA, k-medoids, backdoor defense

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Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

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

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

Procedia PDF Downloads 297

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

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

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

Procedia PDF Downloads 334

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

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

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

Procedia PDF Downloads 371

Authors: Masoumeh Mofarrah, Amir NahanMoghadam

Abstract:

Higher oil prices and increasing oil demand are main reasons for great attention to Enhanced Oil Recovery (EOR). Comprehensive researches have been accomplished to develop, appraise and improve EOR methods and their application. Recently Artificial Intelligence (AI) gained popularity in petroleum industry that can help petroleum engineers to solve some fundamental petroleum engineering problems such as reservoir simulation, EOR project risk analysis, well log interpretation and well test model selection. This study presents a historical overview of most popular AI tools including neural networks, genetic algorithms, fuzzy logic and expert systems in petroleum industry and discusses two case studies to represent the application of two mentioned AI methods for selecting an appropriate EOR method based on reservoir characterization in feasible and effective way.

Keywords: artificial intelligence, EOR, neural networks, expert systems

Procedia PDF Downloads 410

Authors: Masood Ahmad, Ataul Aziz Ikram, Ishtiaq Wahid

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

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

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Authors: Rana I. Abdulghani, Amera I. Melhum

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With the abnormal growth of the usage of computers over networks and under the consideration or agreement of most of the computer security experts who said that the goal of building a secure system is never achieved effectively, all these points led to the design of the intrusion detection systems(IDS). This research adopts a comparison between two techniques for network intrusion detection, The first one used the (Particles Swarm Optimization) that fall within the field (Swarm Intelligence). In this Act, the algorithm Enhanced for the purpose of obtaining the minimum error rate by amending the cluster centers when better fitness function is found through the training stages. Results show that this modification gives more efficient exploration of the original algorithm. The second algorithm used a (Back propagation NN) algorithm. Finally a comparison between the results of two methods used were based on (NSL_KDD) data sets for the construction and evaluation of intrusion detection systems. This research is only interested in clustering the two categories (Normal and Abnormal) for the given connection records. Practices experiments result in intrude detection rate (99.183818%) for EPSO and intrude detection rate (69.446416%) for BP neural network.

Keywords: IDS, SI, BP, NSL_KDD, PSO

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Authors: Farrukh Javed, Krzysztof Podgórski

Abstract:

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

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

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Authors: Tyler Gill, Sophia Daniels

Abstract:

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

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

Procedia PDF Downloads 245