Search results for: variable clustering
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2711

Search results for: variable clustering

2591 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

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

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

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2590 Bayesian Variable Selection in Quantile Regression with Application to the Health and Retirement Study

Authors: Priya Kedia, Kiranmoy Das

Abstract:

There is a rich literature on variable selection in regression setting. However, most of these methods assume normality for the response variable under consideration for implementing the methodology and establishing the statistical properties of the estimates. In many real applications, the distribution for the response variable may be non-Gaussian, and one might be interested in finding the best subset of covariates at some predetermined quantile level. We develop dynamic Bayesian approach for variable selection in quantile regression framework. We use a zero-inflated mixture prior for the regression coefficients, and consider the asymmetric Laplace distribution for the response variable for modeling different quantiles of its distribution. An efficient Gibbs sampler is developed for our computation. Our proposed approach is assessed through extensive simulation studies, and real application of the proposed approach is also illustrated. We consider the data from health and retirement study conducted by the University of Michigan, and select the important predictors when the outcome of interest is out-of-pocket medical cost, which is considered as an important measure for financial risk. Our analysis finds important predictors at different quantiles of the outcome, and thus enhance our understanding on the effects of different predictors on the out-of-pocket medical cost.

Keywords: variable selection, quantile regression, Gibbs sampler, asymmetric Laplace distribution

Procedia PDF Downloads 146
2589 Effect of Variable Fluxes on Optimal Flux Distribution in a Metabolic Network

Authors: Ehsan Motamedian

Abstract:

Finding all optimal flux distributions of a metabolic model is an important challenge in systems biology. In this paper, a new algorithm is introduced to identify all alternate optimal solutions of a large scale metabolic network. The algorithm reduces the model to decrease computations for finding optimal solutions. The algorithm was implemented on the Escherichia coli metabolic model to find all optimal solutions for lactate and acetate production. There were more optimal flux distributions when acetate production was optimized. The model was reduced from 1076 to 80 variable fluxes for lactate while it was reduced to 91 variable fluxes for acetate. These 11 more variable fluxes resulted in about three times more optimal flux distributions. Variable fluxes were from 12 various metabolic pathways and most of them belonged to nucleotide salvage and extra cellular transport pathways.

Keywords: flux variability, metabolic network, mixed-integer linear programming, multiple optimal solutions

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2588 Analysing Industry Clustering to Develop Competitive Advantage for Wualai Silver Handicraft

Authors: Khanita Tumphasuwan

Abstract:

The Wualai community of Northern Thailand represents important intellectual and social capital and their silver handicraft products are desirable tourist souvenirs within Chiang Mai Province. This community has been in danger of losing this social and intellectual capital due to the application of an improper tool, the Scottish Enterprise model of clustering. This research aims to analyze and increase its competitive advantages for preventing the loss of social and intellectual capital. To improve the Wualai’s competitive advantage, analysis is undertaken using a Porterian cluster approach, including the diamond model, five forces model and cluster mapping. Research results suggest that utilizing the community’s Buddhist beliefs can foster collaboration between community members and is the only way to improve cluster effectiveness, increase competitive advantage, and in turn conserve the Wualai community.

Keywords: industry clustering, silver handicraft, competitive advantage, intellectual capital, social capital

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2587 An Intrusion Detection Systems Based on K-Means, K-Medoids and Support Vector Clustering Using Ensemble

Authors: A. Mohammadpour, Ebrahim Najafi Kajabad, Ghazale Ipakchi

Abstract:

Presently, computer networks’ security rise in importance and many studies have also been conducted in this field. By the penetration of the internet networks in different fields, many things need to be done to provide a secure industrial and non-industrial network. Fire walls, appropriate Intrusion Detection Systems (IDS), encryption protocols for information sending and receiving, and use of authentication certificated are among things, which should be considered for system security. The aim of the present study is to use the outcome of several algorithms, which cause decline in IDS errors, in the way that improves system security and prevents additional overload to the system. Finally, regarding the obtained result we can also detect the amount and percentage of more sub attacks. By running the proposed system, which is based on the use of multi-algorithmic outcome and comparing that by the proposed single algorithmic methods, we observed a 78.64% result in attack detection that is improved by 3.14% than the proposed algorithms.

Keywords: intrusion detection systems, clustering, k-means, k-medoids, SV clustering, ensemble

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2586 Clustering for Detection of the Population at Risk of Anticholinergic Medication

Authors: A. Shirazibeheshti, T. Radwan, A. Ettefaghian, G. Wilson, C. Luca, Farbod Khanizadeh

Abstract:

Anticholinergic medication has been associated with events such as falls, delirium, and cognitive impairment in older patients. To further assess this, anticholinergic burden scores have been developed to quantify risk. A risk model based on clustering was deployed in a healthcare management system to cluster patients into multiple risk groups according to anticholinergic burden scores of multiple medicines prescribed to patients to facilitate clinical decision-making. To do so, anticholinergic burden scores of drugs were extracted from the literature, which categorizes the risk on a scale of 1 to 3. Given the patients’ prescription data on the healthcare database, a weighted anticholinergic risk score was derived per patient based on the prescription of multiple anticholinergic drugs. This study was conducted on over 300,000 records of patients currently registered with a major regional UK-based healthcare provider. The weighted risk scores were used as inputs to an unsupervised learning algorithm (mean-shift clustering) that groups patients into clusters that represent different levels of anticholinergic risk. To further evaluate the performance of the model, any association between the average risk score within each group and other factors such as socioeconomic status (i.e., Index of Multiple Deprivation) and an index of health and disability were investigated. The clustering identifies a group of 15 patients at the highest risk from multiple anticholinergic medication. Our findings also show that this group of patients is located within more deprived areas of London compared to the population of other risk groups. Furthermore, the prescription of anticholinergic medicines is more skewed to female than male patients, indicating that females are more at risk from this kind of multiple medications. The risk may be monitored and controlled in well artificial intelligence-equipped healthcare management systems.

Keywords: anticholinergic medicines, clustering, deprivation, socioeconomic status

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2585 Filtering Intrusion Detection Alarms Using Ant Clustering Approach

Authors: Ghodhbani Salah, Jemili Farah

Abstract:

With the growth of cyber attacks, information safety has become an important issue all over the world. Many firms rely on security technologies such as intrusion detection systems (IDSs) to manage information technology security risks. IDSs are considered to be the last line of defense to secure a network and play a very important role in detecting large number of attacks. However the main problem with today’s most popular commercial IDSs is generating high volume of alerts and huge number of false positives. This drawback has become the main motivation for many research papers in IDS area. Hence, in this paper we present a data mining technique to assist network administrators to analyze and reduce false positive alarms that are produced by an IDS and increase detection accuracy. Our data mining technique is unsupervised clustering method based on hybrid ANT algorithm. This algorithm discovers clusters of intruders’ behavior without prior knowledge of a possible number of classes, then we apply K-means algorithm to improve the convergence of the ANT clustering. Experimental results on real dataset show that our proposed approach is efficient with high detection rate and low false alarm rate.

Keywords: intrusion detection system, alarm filtering, ANT class, ant clustering, intruders’ behaviors, false alarms

Procedia PDF Downloads 390
2584 Factors Affecting Cesarean Section among Women in Qatar Using Multiple Indicator Cluster Survey Database

Authors: Sahar Elsaleh, Ghada Farhat, Shaikha Al-Derham, Fasih Alam

Abstract:

Background: Cesarean section (CS) delivery is one of the major concerns both in developing and developed countries. The rate of CS deliveries are on the rise globally, and especially in Qatar. Many socio-economic, demographic, clinical and institutional factors play an important role for cesarean sections. This study aims to investigate factors affecting the prevalence of CS among women in Qatar using the UNICEF’s Multiple Indicator Cluster Survey (MICS) 2012 database. Methods: The study has focused on the women’s questionnaire of the MICS, which was successfully distributed to 5699 participants. Following study inclusion and exclusion criteria, a final sample of 761 women aged 19- 49 years who had at least one delivery of giving birth in their lifetime before the survey were included. A number of socio-economic, demographic, clinical and institutional factors, identified through literature review and available in the data, were considered for the analyses. Bivariate and multivariate logistic regression models, along with a multi-level modeling to investigate clustering effect, were undertaken to identify the factors that affect CS prevalence in Qatar. Results: From the bivariate analyses the study has shown that, a number of categorical factors are statistically significantly associated with the dependent variable (CS). When identifying the factors from a multivariate logistic regression, the study found that only three categorical factors -‘age of women’, ‘place at delivery’ and ‘baby weight’ appeared to be significantly affecting the CS among women in Qatar. Although the MICS dataset is based on a cluster survey, an exploratory multi-level analysis did not show any clustering effect, i.e. no significant variation in results at higher level (households), suggesting that all analyses at lower level (individual respondent) are valid without any significant bias in results. Conclusion: The study found a statistically significant association between the dependent variable (CS delivery) and age of women, frequency of TV watching, assistance at birth and place of birth. These results need to be interpreted cautiously; however, it can be used as evidence-base for further research on cesarean section delivery in Qatar.

Keywords: cesarean section, factors, multiple indicator cluster survey, MICS database, Qatar

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2583 A Comparative Analysis of Clustering Approaches for Understanding Patterns in Health Insurance Uptake: Evidence from Sociodemographic Kenyan Data

Authors: Nelson Kimeli Kemboi Yego, Juma Kasozi, Joseph Nkruzinza, Francis Kipkogei

Abstract:

The study investigated the low uptake of health insurance in Kenya despite efforts to achieve universal health coverage through various health insurance schemes. Unsupervised machine learning techniques were employed to identify patterns in health insurance uptake based on sociodemographic factors among Kenyan households. The aim was to identify key demographic groups that are underinsured and to provide insights for the development of effective policies and outreach programs. Using the 2021 FinAccess Survey, the study clustered Kenyan households based on their health insurance uptake and sociodemographic features to reveal patterns in health insurance uptake across the country. The effectiveness of k-prototypes clustering, hierarchical clustering, and agglomerative hierarchical clustering in clustering based on sociodemographic factors was compared. The k-prototypes approach was found to be the most effective at uncovering distinct and well-separated clusters in the Kenyan sociodemographic data related to health insurance uptake based on silhouette, Calinski-Harabasz, Davies-Bouldin, and Rand indices. Hence, it was utilized in uncovering the patterns in uptake. The results of the analysis indicate that inclusivity in health insurance is greatly related to affordability. The findings suggest that targeted policy interventions and outreach programs are necessary to increase health insurance uptake in Kenya, with the ultimate goal of achieving universal health coverage. The study provides important insights for policymakers and stakeholders in the health insurance sector to address the low uptake of health insurance and to ensure that healthcare services are accessible and affordable to all Kenyans, regardless of their socio-demographic status. The study highlights the potential of unsupervised machine learning techniques to provide insights into complex health policy issues and improve decision-making in the health sector.

Keywords: health insurance, unsupervised learning, clustering algorithms, machine learning

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2582 Deepnic, A Method to Transform Each Variable into Image for Deep Learning

Authors: Nguyen J. M., Lucas G., Brunner M., Ruan S., Antonioli D.

Abstract:

Deep learning based on convolutional neural networks (CNN) is a very powerful technique for classifying information from an image. We propose a new method, DeepNic, to transform each variable of a tabular dataset into an image where each pixel represents a set of conditions that allow the variable to make an error-free prediction. The contrast of each pixel is proportional to its prediction performance and the color of each pixel corresponds to a sub-family of NICs. NICs are probabilities that depend on the number of inputs to each neuron and the range of coefficients of the inputs. Each variable can therefore be expressed as a function of a matrix of 2 vectors corresponding to an image whose pixels express predictive capabilities. Our objective is to transform each variable of tabular data into images into an image that can be analysed by CNNs, unlike other methods which use all the variables to construct an image. We analyse the NIC information of each variable and express it as a function of the number of neurons and the range of coefficients used. The predictive value and the category of the NIC are expressed by the contrast and the color of the pixel. We have developed a pipeline to implement this technology and have successfully applied it to genomic expressions on an Affymetrix chip.

Keywords: tabular data, deep learning, perfect trees, NICS

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2581 Estimation of Missing Values in Aggregate Level Spatial Data

Authors: Amitha Puranik, V. S. Binu, Seena Biju

Abstract:

Missing data is a common problem in spatial analysis especially at the aggregate level. Missing can either occur in covariate or in response variable or in both in a given location. Many missing data techniques are available to estimate the missing data values but not all of these methods can be applied on spatial data since the data are autocorrelated. Hence there is a need to develop a method that estimates the missing values in both response variable and covariates in spatial data by taking account of the spatial autocorrelation. The present study aims to develop a model to estimate the missing data points at the aggregate level in spatial data by accounting for (a) Spatial autocorrelation of the response variable (b) Spatial autocorrelation of covariates and (c) Correlation between covariates and the response variable. Estimating the missing values of spatial data requires a model that explicitly account for the spatial autocorrelation. The proposed model not only accounts for spatial autocorrelation but also utilizes the correlation that exists between covariates, within covariates and between a response variable and covariates. The precise estimation of the missing data points in spatial data will result in an increased precision of the estimated effects of independent variables on the response variable in spatial regression analysis.

Keywords: spatial regression, missing data estimation, spatial autocorrelation, simulation analysis

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2580 Applying Hybrid Graph Drawing and Clustering Methods on Stock Investment Analysis

Authors: Mouataz Zreika, Maria Estela Varua

Abstract:

Stock investment decisions are often made based on current events of the global economy and the analysis of historical data. Conversely, visual representation could assist investors’ gain deeper understanding and better insight on stock market trends more efficiently. The trend analysis is based on long-term data collection. The study adopts a hybrid method that combines the Clustering algorithm and Force-directed algorithm to overcome the scalability problem when visualizing large data. This method exemplifies the potential relationships between each stock, as well as determining the degree of strength and connectivity, which will provide investors another understanding of the stock relationship for reference. Information derived from visualization will also help them make an informed decision. The results of the experiments show that the proposed method is able to produced visualized data aesthetically by providing clearer views for connectivity and edge weights.

Keywords: clustering, force-directed, graph drawing, stock investment analysis

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2579 An Interpretable Data-Driven Approach for the Stratification of the Cardiorespiratory Fitness

Authors: D.Mendes, J. Henriques, P. Carvalho, T. Rocha, S. Paredes, R. Cabiddu, R. Trimer, R. Mendes, A. Borghi-Silva, L. Kaminsky, E. Ashley, R. Arena, J. Myers

Abstract:

The continued exploration of clinically relevant predictive models continues to be an important pursuit. Cardiorespiratory fitness (CRF) portends clinical vital information and as such its accurate prediction is of high importance. Therefore, the aim of the current study was to develop a data-driven model, based on computational intelligence techniques and, in particular, clustering approaches, to predict CRF. Two prediction models were implemented and compared: 1) the traditional Wasserman/Hansen Equations; and 2) an interpretable clustering approach. Data used for this analysis were from the 'FRIEND - Fitness Registry and the Importance of Exercise: The National Data Base'; in the present study a subset of 10690 apparently healthy individuals were utilized. The accuracy of the models was performed through the computation of sensitivity, specificity, and geometric mean values. The results show the superiority of the clustering approach in the accurate estimation of CRF (i.e., maximal oxygen consumption).

Keywords: cardiorespiratory fitness, data-driven models, knowledge extraction, machine learning

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2578 Rd-PLS Regression: From the Analysis of Two Blocks of Variables to Path Modeling

Authors: E. Tchandao Mangamana, V. Cariou, E. Vigneau, R. Glele Kakai, E. M. Qannari

Abstract:

A new definition of a latent variable associated with a dataset makes it possible to propose variants of the PLS2 regression and the multi-block PLS (MB-PLS). We shall refer to these variants as Rd-PLS regression and Rd-MB-PLS respectively because they are inspired by both Redundancy analysis and PLS regression. Usually, a latent variable t associated with a dataset Z is defined as a linear combination of the variables of Z with the constraint that the length of the loading weights vector equals 1. Formally, t=Zw with ‖w‖=1. Denoting by Z' the transpose of Z, we define herein, a latent variable by t=ZZ’q with the constraint that the auxiliary variable q has a norm equal to 1. This new definition of a latent variable entails that, as previously, t is a linear combination of the variables in Z and, in addition, the loading vector w=Z’q is constrained to be a linear combination of the rows of Z. More importantly, t could be interpreted as a kind of projection of the auxiliary variable q onto the space generated by the variables in Z, since it is collinear to the first PLS1 component of q onto Z. Consider the situation in which we aim to predict a dataset Y from another dataset X. These two datasets relate to the same individuals and are assumed to be centered. Let us consider a latent variable u=YY’q to which we associate the variable t= XX’YY’q. Rd-PLS consists in seeking q (and therefore u and t) so that the covariance between t and u is maximum. The solution to this problem is straightforward and consists in setting q to the eigenvector of YY’XX’YY’ associated with the largest eigenvalue. For the determination of higher order components, we deflate X and Y with respect to the latent variable t. Extending Rd-PLS to the context of multi-block data is relatively easy. Starting from a latent variable u=YY’q, we consider its ‘projection’ on the space generated by the variables of each block Xk (k=1, ..., K) namely, tk= XkXk'YY’q. Thereafter, Rd-MB-PLS seeks q in order to maximize the average of the covariances of u with tk (k=1, ..., K). The solution to this problem is given by q, eigenvector of YY’XX’YY’, where X is the dataset obtained by horizontally merging datasets Xk (k=1, ..., K). For the determination of latent variables of order higher than 1, we use a deflation of Y and Xk with respect to the variable t= XX’YY’q. In the same vein, extending Rd-MB-PLS to the path modeling setting is straightforward. Methods are illustrated on the basis of case studies and performance of Rd-PLS and Rd-MB-PLS in terms of prediction is compared to that of PLS2 and MB-PLS.

Keywords: multiblock data analysis, partial least squares regression, path modeling, redundancy analysis

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2577 Thermal Fracture Analysis of Fibrous Composites with Variable Fiber Spacing Using Jk-Integral

Authors: Farid Saeidi, Serkan Dag

Abstract:

In this study, fracture analysis of a fibrous composite laminate with variable fiber spacing is carried out using Jk-integral method. The laminate is assumed to be under thermal loading. Jk-integral is formulated by using the constitutive relations of plane orthotropic thermoelasticity. Developed domain independent form of the Jk-integral is then integrated into the general purpose finite element analysis software ANSYS. Numerical results are generated so as to assess the influence of variable fiber spacing on mode I and II stress intensity factors, energy release rate, and T-stress. For verification, some of the results are compared to those obtained using displacement correlation technique (DCT).

Keywords: Jk-integral, Variable Fiber Spacing, Thermoelasticity, T-stress, Finite Element Method, Fibrous Composite.

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2576 A 5G Architecture Based to Dynamic Vehicular Clustering Enhancing VoD Services Over Vehicular Ad hoc Networks

Authors: Lamaa Sellami, Bechir Alaya

Abstract:

Nowadays, video-on-demand (VoD) applications are becoming one of the tendencies driving vehicular network users. In this paper, considering the unpredictable vehicle density, the unexpected acceleration or deceleration of the different cars included in the vehicular traffic load, and the limited radio range of the employed communication scheme, we introduce the “Dynamic Vehicular Clustering” (DVC) algorithm as a new scheme for video streaming systems over VANET. The proposed algorithm takes advantage of the concept of small cells and the introduction of wireless backhauls, inspired by the different features and the performance of the Long Term Evolution (LTE)- Advanced network. The proposed clustering algorithm considers multiple characteristics such as the vehicle’s position and acceleration to reduce latency and packet loss. Therefore, each cluster is counted as a small cell containing vehicular nodes and an access point that is elected regarding some particular specifications.

Keywords: video-on-demand, vehicular ad-hoc network, mobility, vehicular traffic load, small cell, wireless backhaul, LTE-advanced, latency, packet loss

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2575 Influence of Iron Ore Mineralogy on Cluster Formation inside the Shaft Furnace

Authors: M. Bahgat, H. A. Hanafy, S. Lakdawala

Abstract:

Clustering phenomenon of pellets was observed frequently in shaft processes operating at higher temperatures. Clustering is a result of the growth of fibrous iron precipitates (iron whiskers) that become hooked to each other and finally become crystallized during the initial stages of metallization. If the pellet clustering is pronounced, sometimes leads to blocking inside the furnace and forced shutdown takes place. This work clarifies further the relation between metallic iron whisker growth and iron ore mineralogy. Various pellet sizes (6 – 12.0 & +12.0 mm) from three different ores (A, B & C) were (completely and partially) reduced at 985 oC with H2/CO gas mixture using thermos-gravimetric technique. It was found that reducibility increases by decreasing the iron ore pellet’s size. Ore (A) has the highest reducibility than ore (B) and ore (C). Increasing the iron ore pellet’s size leads to increase the probability of metallic iron whisker formation. Ore (A) has the highest tendency for metallic iron whisker formation than ore (B) and ore (C). The reduction reactions for all iron ores A, B and C are mainly controlled by diffusion reaction mechanism.

Keywords: shaft furnace, cluster, metallic iron whisker, mineralogy, ferrous metallurgy

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2574 A Hybrid Fuzzy Clustering Approach for Fertile and Unfertile Analysis

Authors: Shima Soltanzadeh, Mohammad Hosain Fazel Zarandi, Mojtaba Barzegar Astanjin

Abstract:

Diagnosis of male infertility by the laboratory tests is expensive and, sometimes it is intolerable for patients. Filling out the questionnaire and then using classification method can be the first step in decision-making process, so only in the cases with a high probability of infertility we can use the laboratory tests. In this paper, we evaluated the performance of four classification methods including naive Bayesian, neural network, logistic regression and fuzzy c-means clustering as a classification, in the diagnosis of male infertility due to environmental factors. Since the data are unbalanced, the ROC curves are most suitable method for the comparison. In this paper, we also have selected the more important features using a filtering method and examined the impact of this feature reduction on the performance of each methods; generally, most of the methods had better performance after applying the filter. We have showed that using fuzzy c-means clustering as a classification has a good performance according to the ROC curves and its performance is comparable to other classification methods like logistic regression.

Keywords: classification, fuzzy c-means, logistic regression, Naive Bayesian, neural network, ROC curve

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2573 Maximization of Lifetime for Wireless Sensor Networks Based on Energy Efficient Clustering Algorithm

Authors: Frodouard Minani

Abstract:

Since last decade, wireless sensor networks (WSNs) have been used in many areas like health care, agriculture, defense, military, disaster hit areas and so on. Wireless Sensor Networks consist of a Base Station (BS) and more number of wireless sensors in order to monitor temperature, pressure, motion in different environment conditions. The key parameter that plays a major role in designing a protocol for Wireless Sensor Networks is energy efficiency which is a scarcest resource of sensor nodes and it determines the lifetime of sensor nodes. Maximizing sensor node’s lifetime is an important issue in the design of applications and protocols for Wireless Sensor Networks. Clustering sensor nodes mechanism is an effective topology control approach for helping to achieve the goal of this research. In this paper, the researcher presents an energy efficiency protocol to prolong the network lifetime based on Energy efficient clustering algorithm. The Low Energy Adaptive Clustering Hierarchy (LEACH) is a routing protocol for clusters which is used to lower the energy consumption and also to improve the lifetime of the Wireless Sensor Networks. Maximizing energy dissipation and network lifetime are important matters in the design of applications and protocols for wireless sensor networks. Proposed system is to maximize the lifetime of the Wireless Sensor Networks by choosing the farthest cluster head (CH) instead of the closest CH and forming the cluster by considering the following parameter metrics such as Node’s density, residual-energy and distance between clusters (inter-cluster distance). In this paper, comparisons between the proposed protocol and comparative protocols in different scenarios have been done and the simulation results showed that the proposed protocol performs well over other comparative protocols in various scenarios.

Keywords: base station, clustering algorithm, energy efficient, sensors, wireless sensor networks

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2572 Feature Evaluation Based on Random Subspace and Multiple-K Ensemble

Authors: Jaehong Yu, Seoung Bum Kim

Abstract:

Clustering analysis can facilitate the extraction of intrinsic patterns in a dataset and reveal its natural groupings without requiring class information. For effective clustering analysis in high dimensional datasets, unsupervised dimensionality reduction is an important task. Unsupervised dimensionality reduction can generally be achieved by feature extraction or feature selection. In many situations, feature selection methods are more appropriate than feature extraction methods because of their clear interpretation with respect to the original features. The unsupervised feature selection can be categorized as feature subset selection and feature ranking method, and we focused on unsupervised feature ranking methods which evaluate the features based on their importance scores. Recently, several unsupervised feature ranking methods were developed based on ensemble approaches to achieve their higher accuracy and stability. However, most of the ensemble-based feature ranking methods require the true number of clusters. Furthermore, these algorithms evaluate the feature importance depending on the ensemble clustering solution, and they produce undesirable evaluation results if the clustering solutions are inaccurate. To address these limitations, we proposed an ensemble-based feature ranking method with random subspace and multiple-k ensemble (FRRM). The proposed FRRM algorithm evaluates the importance of each feature with the random subspace ensemble, and all evaluation results are combined with the ensemble importance scores. Moreover, FRRM does not require the determination of the true number of clusters in advance through the use of the multiple-k ensemble idea. Experiments on various benchmark datasets were conducted to examine the properties of the proposed FRRM algorithm and to compare its performance with that of existing feature ranking methods. The experimental results demonstrated that the proposed FRRM outperformed the competitors.

Keywords: clustering analysis, multiple-k ensemble, random subspace-based feature evaluation, unsupervised feature ranking

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2571 Spatial-Temporal Clustering Characteristics of Dengue in the Northern Region of Sri Lanka, 2010-2013

Authors: Sumiko Anno, Keiji Imaoka, Takeo Tadono, Tamotsu Igarashi, Subramaniam Sivaganesh, Selvam Kannathasan, Vaithehi Kumaran, Sinnathamby Noble Surendran

Abstract:

Dengue outbreaks are affected by biological, ecological, socio-economic and demographic factors that vary over time and space. These factors have been examined separately and still require systematic clarification. The present study aimed to investigate the spatial-temporal clustering relationships between these factors and dengue outbreaks in the northern region of Sri Lanka. Remote sensing (RS) data gathered from a plurality of satellites were used to develop an index comprising rainfall, humidity and temperature data. RS data gathered by ALOS/AVNIR-2 were used to detect urbanization, and a digital land cover map was used to extract land cover information. Other data on relevant factors and dengue outbreaks were collected through institutions and extant databases. The analyzed RS data and databases were integrated into geographic information systems, enabling temporal analysis, spatial statistical analysis and space-time clustering analysis. Our present results showed that increases in the number of the combination of ecological factor and socio-economic and demographic factors with above the average or the presence contribute to significantly high rates of space-time dengue clusters.

Keywords: ALOS/AVNIR-2, dengue, space-time clustering analysis, Sri Lanka

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2570 A Two-Stage Bayesian Variable Selection Method with the Extension of Lasso for Geo-Referenced Data

Authors: Georgiana Onicescu, Yuqian Shen

Abstract:

Due to the complex nature of geo-referenced data, multicollinearity of the risk factors in public health spatial studies is a commonly encountered issue, which leads to low parameter estimation accuracy because it inflates the variance in the regression analysis. To address this issue, we proposed a two-stage variable selection method by extending the least absolute shrinkage and selection operator (Lasso) to the Bayesian spatial setting, investigating the impact of risk factors to health outcomes. Specifically, in stage I, we performed the variable selection using Bayesian Lasso and several other variable selection approaches. Then, in stage II, we performed the model selection with only the selected variables from stage I and compared again the methods. To evaluate the performance of the two-stage variable selection methods, we conducted a simulation study with different distributions for the risk factors, using geo-referenced count data as the outcome and Michigan as the research region. We considered the cases when all candidate risk factors are independently normally distributed, or follow a multivariate normal distribution with different correlation levels. Two other Bayesian variable selection methods, Binary indicator, and the combination of Binary indicator and Lasso were considered and compared as alternative methods. The simulation results indicated that the proposed two-stage Bayesian Lasso variable selection method has the best performance for both independent and dependent cases considered. When compared with the one-stage approach, and the other two alternative methods, the two-stage Bayesian Lasso approach provides the highest estimation accuracy in all scenarios considered.

Keywords: Lasso, Bayesian analysis, spatial analysis, variable selection

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2569 DEA-Based Variable Structure Position Control of DC Servo Motor

Authors: Ladan Maijama’a, Jibril D. Jiya, Ejike C. Anene

Abstract:

This paper presents Differential Evolution Algorithm (DEA) based Variable Structure Position Control (VSPC) of Laboratory DC servomotor (LDCSM). DEA is employed for the optimal tuning of Variable Structure Control (VSC) parameters for position control of a DC servomotor. The VSC combines the techniques of Sliding Mode Control (SMC) that gives the advantages of small overshoot, improved step response characteristics, faster dynamic response and adaptability to plant parameter variations, suppressed influences of disturbances and uncertainties in system behavior. The results of the simulation responses of the VSC parameters adjustment by DEA were performed in Matlab Version 2010a platform and yield better dynamic performance compared with the untuned VSC designed.

Keywords: differential evolution algorithm, laboratory DC servomotor, sliding mode control, variable structure control

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2568 Uncertainty Quantification of Corrosion Anomaly Length of Oil and Gas Steel Pipelines Based on Inline Inspection and Field Data

Authors: Tammeen Siraj, Wenxing Zhou, Terry Huang, Mohammad Al-Amin

Abstract:

The high resolution inline inspection (ILI) tool is used extensively in the pipeline industry to identify, locate, and measure metal-loss corrosion anomalies on buried oil and gas steel pipelines. Corrosion anomalies may occur singly (i.e. individual anomalies) or as clusters (i.e. a colony of corrosion anomalies). Although the ILI technology has advanced immensely, there are measurement errors associated with the sizes of corrosion anomalies reported by ILI tools due limitations of the tools and associated sizing algorithms, and detection threshold of the tools (i.e. the minimum detectable feature dimension). Quantifying the measurement error in the ILI data is crucial for corrosion management and developing maintenance strategies that satisfy the safety and economic constraints. Studies on the measurement error associated with the length of the corrosion anomalies (in the longitudinal direction of the pipeline) has been scarcely reported in the literature and will be investigated in the present study. Limitations in the ILI tool and clustering process can sometimes cause clustering error, which is defined as the error introduced during the clustering process by including or excluding a single or group of anomalies in or from a cluster. Clustering error has been found to be one of the biggest contributory factors for relatively high uncertainties associated with ILI reported anomaly length. As such, this study focuses on developing a consistent and comprehensive framework to quantify the measurement errors in the ILI-reported anomaly length by comparing the ILI data and corresponding field measurements for individual and clustered corrosion anomalies. The analysis carried out in this study is based on the ILI and field measurement data for a set of anomalies collected from two segments of a buried natural gas pipeline currently in service in Alberta, Canada. Data analyses showed that the measurement error associated with the ILI-reported length of the anomalies without clustering error, denoted as Type I anomalies is markedly less than that for anomalies with clustering error, denoted as Type II anomalies. A methodology employing data mining techniques is further proposed to classify the Type I and Type II anomalies based on the ILI-reported corrosion anomaly information.

Keywords: clustered corrosion anomaly, corrosion anomaly assessment, corrosion anomaly length, individual corrosion anomaly, metal-loss corrosion, oil and gas steel pipeline

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2567 Agglomerative Hierarchical Clustering Based on Morphmetric Parameters of the Populations of Labeo rohita

Authors: Fayyaz Rasool, Naureen Aziz Qureshi, Shakeela Parveen

Abstract:

Labeo rohita populations from five geographical locations from the hatchery and riverine system of Punjab-Pakistan were studied for the clustering on the basis of similarities and differences based on morphometric parameters within the species. Agglomerative Hierarchical Clustering (AHC) was done by using Pearson Correlation Coefficient and Unweighted Pair Group Method with Arithmetic Mean (UPGMA) as Agglomeration method by XLSTAT 2012 version 1.02. A dendrogram with the data on the morphometrics of the representative samples of each site divided the populations of Labeo rohita in to five major clusters or classes. The variance decomposition for the optimal classification values remained as 19.24% for within class variation, while 80.76% for the between class differences. The representative central objects of the each class, the distances between the class centroids and also the distance between the central objects of the classes were generated by the analysis. A measurable distinction between the classes of the populations of the Labeo rohita was indicated in this study which determined the impacts of changing environment and other possible factors influencing the variation level among the populations of the same species.

Keywords: AHC, Labeo rohita, hatchery, riverine, morphometric

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2566 Switched System Diagnosis Based on Intelligent State Filtering with Unknown Models

Authors: Nada Slimane, Foued Theljani, Faouzi Bouani

Abstract:

The paper addresses the problem of fault diagnosis for systems operating in several modes (normal or faulty) based on states assessment. We use, for this purpose, a methodology consisting of three main processes: 1) sequential data clustering, 2) linear model regression and 3) state filtering. Typically, Kalman Filter (KF) is an algorithm that provides estimation of unknown states using a sequence of I/O measurements. Inevitably, although it is an efficient technique for state estimation, it presents two main weaknesses. First, it merely predicts states without being able to isolate/classify them according to their different operating modes, whether normal or faulty modes. To deal with this dilemma, the KF is endowed with an extra clustering step based fully on sequential version of the k-means algorithm. Second, to provide state estimation, KF requires state space models, which can be unknown. A linear regularized regression is used to identify the required models. To prove its effectiveness, the proposed approach is assessed on a simulated benchmark.

Keywords: clustering, diagnosis, Kalman Filtering, k-means, regularized regression

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2565 Routing and Energy Efficiency through Data Coupled Clustering in Large Scale Wireless Sensor Networks (WSNs)

Authors: Jainendra Singh, Zaheeruddin

Abstract:

A typical wireless sensor networks (WSNs) consists of several tiny and low-power sensors which use radio frequency to perform distributed sensing tasks. The longevity of wireless sensor networks (WSNs) is a major issue that impacts the application of such networks. While routing protocols are striving to save energy by acting on sensor nodes, recent studies show that network lifetime can be enhanced by further involving sink mobility. A common approach for energy efficiency is partitioning the network into clusters with correlated data, where the representative nodes simply transmit or average measurements inside the cluster. In this paper, we propose an energy- efficient homogenous clustering (EHC) technique. In this technique, the decision of each sensor is based on their residual energy and an estimate of how many of its neighboring cluster heads (CHs) will benefit from it being a CH. We, also explore the routing algorithm in clustered WSNs. We show that the proposed schemes significantly outperform current approaches in terms of packet delay, hop count and energy consumption of WSNs.

Keywords: wireless sensor network, energy efficiency, clustering, routing

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2564 Enhanced Cluster Based Connectivity Maintenance in Vehicular Ad Hoc Network

Authors: Manverpreet Kaur, Amarpreet Singh

Abstract:

The demand of Vehicular ad hoc networks is increasing day by day, due to offering the various applications and marvelous benefits to VANET users. Clustering in VANETs is most important to overcome the connectivity problems of VANETs. In this paper, we proposed a new clustering technique Enhanced cluster based connectivity maintenance in vehicular ad hoc network. Our objective is to form long living clusters. The proposed approach is grouping the vehicles, on the basis of the longest list of neighbors to form clusters. The cluster formation and cluster head selection process done by the RSU that may results it reduces the chances of overhead on to the network. The cluster head selection procedure is the vehicle which has closest speed to average speed will elect as a cluster Head by the RSU and if two vehicles have same speed which is closest to average speed then they will be calculate by one of the new parameter i.e. distance to their respective destination. The vehicle which has largest distance to their destination will be choosing as a cluster Head by the RSU. Our simulation outcomes show that our technique performs better than the existing technique.

Keywords: VANETs, clustering, connectivity, cluster head, intelligent transportation system (ITS)

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2563 Radar on Bike: Coarse Classification based on Multi-Level Clustering for Cyclist Safety Enhancement

Authors: Asma Omri, Noureddine Benothman, Sofiane Sayahi, Fethi Tlili, Hichem Besbes

Abstract:

Cycling, a popular mode of transportation, can also be perilous due to cyclists' vulnerability to collisions with vehicles and obstacles. This paper presents an innovative cyclist safety system based on radar technology designed to offer real-time collision risk warnings to cyclists. The system incorporates a low-power radar sensor affixed to the bicycle and connected to a microcontroller. It leverages radar point cloud detections, a clustering algorithm, and a supervised classifier. These algorithms are optimized for efficiency to run on the TI’s AWR 1843 BOOST radar, utilizing a coarse classification approach distinguishing between cars, trucks, two-wheeled vehicles, and other objects. To enhance the performance of clustering techniques, we propose a 2-Level clustering approach. This approach builds on the state-of-the-art Density-based spatial clustering of applications with noise (DBSCAN). The objective is to first cluster objects based on their velocity, then refine the analysis by clustering based on position. The initial level identifies groups of objects with similar velocities and movement patterns. The subsequent level refines the analysis by considering the spatial distribution of these objects. The clusters obtained from the first level serve as input for the second level of clustering. Our proposed technique surpasses the classical DBSCAN algorithm in terms of geometrical metrics, including homogeneity, completeness, and V-score. Relevant cluster features are extracted and utilized to classify objects using an SVM classifier. Potential obstacles are identified based on their velocity and proximity to the cyclist. To optimize the system, we used the View of Delft dataset for hyperparameter selection and SVM classifier training. The system's performance was assessed using our collected dataset of radar point clouds synchronized with a camera on an Nvidia Jetson Nano board. The radar-based cyclist safety system is a practical solution that can be easily installed on any bicycle and connected to smartphones or other devices, offering real-time feedback and navigation assistance to cyclists. We conducted experiments to validate the system's feasibility, achieving an impressive 85% accuracy in the classification task. This system has the potential to significantly reduce the number of accidents involving cyclists and enhance their safety on the road.

Keywords: 2-level clustering, coarse classification, cyclist safety, warning system based on radar technology

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2562 Performance Analysis of Deterministic Stable Election Protocol Using Fuzzy Logic in Wireless Sensor Network

Authors: Sumanpreet Kaur, Harjit Pal Singh, Vikas Khullar

Abstract:

In Wireless Sensor Network (WSN), the sensor containing motes (nodes) incorporate batteries that can lament at some extent. To upgrade the energy utilization, clustering is one of the prototypical approaches for split sensor motes into a number of clusters where one mote (also called as node) proceeds as a Cluster Head (CH). CH selection is one of the optimization techniques for enlarging stability and network lifespan. Deterministic Stable Election Protocol (DSEP) is an effectual clustering protocol that makes use of three kinds of nodes with dissimilar residual energy for CH election. Fuzzy Logic technology is used to expand energy level of DSEP protocol by using fuzzy inference system. This paper presents protocol DSEP using Fuzzy Logic (DSEP-FL) CH by taking into account four linguistic variables such as energy, concentration, centrality and distance to base station. Simulation results show that our proposed method gives more effective results in term of a lifespan of network and stability as compared to the performance of other clustering protocols.

Keywords: DSEP, fuzzy logic, energy model, WSN

Procedia PDF Downloads 184