Search results for: volatility clustering
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 810

Search results for: volatility clustering

570 Multi-Level Clustering Based Congestion Control Protocol for Cyber Physical Systems

Authors: Manpreet Kaur, Amita Rani, Sanjay Kumar

Abstract:

The Internet of Things (IoT), a cyber-physical paradigm, allows a large number of devices to connect and send the sensory data in the network simultaneously. This tremendous amount of data generated leads to very high network load consequently resulting in network congestion. It further amounts to frequent loss of useful information and depletion of significant amount of nodes’ energy. Therefore, there is a need to control congestion in IoT so as to prolong network lifetime and improve the quality of service (QoS). Hence, we propose a two-level clustering based routing algorithm considering congestion score and packet priority metrics that focus on minimizing the network congestion. In the proposed Priority based Congestion Control (PBCC) protocol the sensor nodes in IoT network form clusters that reduces the amount of traffic and the nodes are prioritized to emphasize important data. Simultaneously, a congestion score determines the occurrence of congestion at a particular node. The proposed protocol outperforms the existing Packet Discard Network Clustering (PDNC) protocol in terms of buffer size, packet transmission range, network region and number of nodes, under various simulation scenarios.

Keywords: internet of things, cyber-physical systems, congestion control, priority, transmission rate

Procedia PDF Downloads 284
569 Evaluating Performance of Value at Risk Models for the MENA Islamic Stock Market Portfolios

Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed

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In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.

Keywords: value-at-risk, risk management, islamic finance, GARCH models

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568 Fusion Models for Cyber Threat Defense: Integrating Clustering, Random Forests, and Support Vector Machines to Against Windows Malware

Authors: Azita Ramezani, Atousa Ramezani

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In the ever-escalating landscape of windows malware the necessity for pioneering defense strategies turns into undeniable this study introduces an avant-garde approach fusing the capabilities of clustering random forests and support vector machines SVM to combat the intricate web of cyber threats our fusion model triumphs with a staggering accuracy of 98.67 and an equally formidable f1 score of 98.68 a testament to its effectiveness in the realm of windows malware defense by deciphering the intricate patterns within malicious code our model not only raises the bar for detection precision but also redefines the paradigm of cybersecurity preparedness this breakthrough underscores the potential embedded in the fusion of diverse analytical methodologies and signals a paradigm shift in fortifying against the relentless evolution of windows malicious threats as we traverse through the dynamic cybersecurity terrain this research serves as a beacon illuminating the path toward a resilient future where innovative fusion models stand at the forefront of cyber threat defense.

Keywords: fusion models, cyber threat defense, windows malware, clustering, random forests, support vector machines (SVM), accuracy, f1-score, cybersecurity, malicious code detection

Procedia PDF Downloads 39
567 Employing GIS to Analyze Areas Prone to Flooding: Case Study of Thailand

Authors: Sanpachai Huvanandana, Settapong Malisuwan, Soparwan Tongyuak, Prust Pannachet, Anong Phoepueak, Navneet Madan

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Many regions of Thailand are prone to flooding due to tropical climate. A commonly increasing precipitation in this continent results in risk of flooding. Many efforts have been implemented such as drainage control system, multiple dams, and irrigation canals. In order to decide where the drainages, dams, and canal should be appropriately located, the flooding risk area should be determined. This paper is aimed to identify the appropriate features that can be used to classify the flooding risk area in Thailand. Several features have been analyzed and used to classify the area. Non-supervised clustering techniques have been used and the results have been compared with ten years average actual flooding area.

Keywords: flood area clustering, geographical information system, flood features

Procedia PDF Downloads 261
566 Detecting of Crime Hot Spots for Crime Mapping

Authors: Somayeh Nezami

Abstract:

The management of financial and human resources of police in metropolitans requires many information and exact plans to reduce a rate of crime and increase the safety of the society. Geographical Information Systems have an important role in providing crime maps and their analysis. By using them and identification of crime hot spots along with spatial presentation of the results, it is possible to allocate optimum resources while presenting effective methods for decision making and preventive solutions. In this paper, we try to explain and compare between some of the methods of hot spots analysis such as Mode, Fuzzy Mode and Nearest Neighbour Hierarchical spatial clustering (NNH). Then the spots with the highest crime rates of drug smuggling for one province in Iran with borderline with Afghanistan are obtained. We will show that among these three methods NNH leads to the best result.

Keywords: GIS, Hot spots, nearest neighbor hierarchical spatial clustering, NNH, spatial analysis of crime

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565 A Decision Support System to Detect the Lumbar Disc Disease on the Basis of Clinical MRI

Authors: Yavuz Unal, Kemal Polat, H. Erdinc Kocer

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In this study, a decision support system comprising three stages has been proposed to detect the disc abnormalities of the lumbar region. In the first stage named the feature extraction, T2-weighted sagittal and axial Magnetic Resonance Images (MRI) were taken from 55 people and then 27 appearance and shape features were acquired from both sagittal and transverse images. In the second stage named the feature weighting process, k-means clustering based feature weighting (KMCBFW) proposed by Gunes et al. Finally, in the third stage named the classification process, the classifier algorithms including multi-layer perceptron (MLP- neural network), support vector machine (SVM), Naïve Bayes, and decision tree have been used to classify whether the subject has lumbar disc or not. In order to test the performance of the proposed method, the classification accuracy (%), sensitivity, specificity, precision, recall, f-measure, kappa value, and computation times have been used. The best hybrid model is the combination of k-means clustering based feature weighting and decision tree in the detecting of lumbar disc disease based on both sagittal and axial MR images.

Keywords: lumbar disc abnormality, lumbar MRI, lumbar spine, hybrid models, hybrid features, k-means clustering based feature weighting

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564 Design an Algorithm for Software Development in CBSE Envrionment Using Feed Forward Neural Network

Authors: Amit Verma, Pardeep Kaur

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In software development organizations, Component based Software engineering (CBSE) is emerging paradigm for software development and gained wide acceptance as it often results in increase quality of software product within development time and budget. In component reusability, main challenges are the right component identification from large repositories at right time. The major objective of this work is to provide efficient algorithm for storage and effective retrieval of components using neural network and parameters based on user choice through clustering. This research paper aims to propose an algorithm that provides error free and automatic process (for retrieval of the components) while reuse of the component. In this algorithm, keywords (or components) are extracted from software document, after by applying k mean clustering algorithm. Then weights assigned to those keywords based on their frequency and after assigning weights, ANN predicts whether correct weight is assigned to keywords (or components) or not, otherwise it back propagates in to initial step (re-assign the weights). In last, store those all keywords into repositories for effective retrieval. Proposed algorithm is very effective in the error correction and detection with user base choice while choice of component for reusability for efficient retrieval is there.

Keywords: component based development, clustering, back propagation algorithm, keyword based retrieval

Procedia PDF Downloads 359
563 In Search of Zero Beta Assets: Evidence from the Sukuk Market

Authors: Andrea Paltrinieri, Alberto Dreassi, Stefano Miani, Alex Sclip

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The financial crises caused a collapse in prices of most asset classes, raising the attention on alternative investments such as Sukuk, a smaller, fast growing but often misunderstood market. We study diversification benefits of Sukuk, their correlation with other asset classes and the effects of their inclusion in investment portfolios of institutional and retail investors, through a comprehensive comparison of their risk/return profiles during and after the financial crisis. We find a beneficial performance adjusted for the specific volatility together with a lower correlation especially during the financial crisis. The distribution of Sukuk returns is positively skewed and leptokurtic, with a risk/return profile similarly to high yield bonds. Overall, our results suggest that Sukuk present diversification opportunities, a significant volatility-adjusted performance and lower correlations especially during the financial crisis. Our findings are relevant for a number of institutional investors. Long term investors, such as life insurers would benefit from Sukuk’s protective features during financial crisis yet keeping return and growth opportunities, whereas banks would gain due to their role of placers, advisors, market makers or underwriters.

Keywords: sukuk, zero beta asset, asset allocation, sukuk market

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562 Financial Centers and BRICS Stock Markets: The Effect of the Recent Crises

Authors: Marco Barassi, Nicola Spagnolo

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This paper uses a DCC-GARCH model framework to examine mean and volatility spillovers (i.e. causality in mean and variance) dynamics between financial centers and the stock market indexes of the BRICS countries. In addition, tests for changes in the transmission mechanism are carried out by first testing for structural breaks and then setting a dummy variable to control for the 2008 financial crises. We use weekly data for nine countries, four financial centers (Germany, Japan, UK and USA) and the five BRICS countries (Brazil, Russia, India, China and South Africa). Furthermore, we control for monetary policy using domestic interest rates (90-day Treasury Bill interest rate) over the period 03/1/1990 - 04/2/2014, for a total of 1204 observations. Results show that the 2008 financial crises changed the causality dynamics for most of the countries considered. The same pattern can also be observed in conditional correlation showing a shift upward following the turbulence associated to the 2008 crises. The magnitude of these effects suggests a leading role played by the financial centers in effecting Brazil and South Africa, whereas Russia, India and China show a higher degree of resilience.

Keywords: financial crises, DCC-GARCH model, volatility spillovers, economics

Procedia PDF Downloads 335
561 Agile Manifesto Construct for the Film Industry

Authors: Kiri Trier, Theresa Treffers

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In the course of continuous volatility like production stops due to the COVID-19 pandemic, video-on-demand player monopolizing the film industry, filmmakers are stuck in traditional, linear content development processes. The industry has to become more agile in order to react quickly and easily to changes. Since content development in agile project management is scientifically–empirically not at all recorded, and a lack beyond the software development in terms of agile methods consists, we examined if the agile manifesto values and principles from the software development can be adapted to the film industry to enable agility and digitalization of content development in the industry. We conducted an online questionnaire with 184 German filmmakers (producers, authors, directors, actors, film financiers) for a first cross-sectional assessment for adaptability of the agile manifesto from the software development to the film industry, factor analysis was used to validate the construct. Our results show that it is crucial to digitalize traditional content development to agile content development end-to-end, with tools, lean processes, new collaboration structures, and holacracy to prepare for any volatility. Overall, we examined the first construct for an agile manifesto for the film industry with four values related to nine own principles. Our findings help to get a better understanding of the agile manifesto beyond the software development as a guideline for implementing agility in the film industry.

Keywords: agile manifesto, agile project management, agility, film industry

Procedia PDF Downloads 175
560 Laser Data Based Automatic Generation of Lane-Level Road Map for Intelligent Vehicles

Authors: Zehai Yu, Hui Zhu, Linglong Lin, Huawei Liang, Biao Yu, Weixin Huang

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With the development of intelligent vehicle systems, a high-precision road map is increasingly needed in many aspects. The automatic lane lines extraction and modeling are the most essential steps for the generation of a precise lane-level road map. In this paper, an automatic lane-level road map generation system is proposed. To extract the road markings on the ground, the multi-region Otsu thresholding method is applied, which calculates the intensity value of laser data that maximizes the variance between background and road markings. The extracted road marking points are then projected to the raster image and clustered using a two-stage clustering algorithm. Lane lines are subsequently recognized from these clusters by the shape features of their minimum bounding rectangle. To ensure the storage efficiency of the map, the lane lines are approximated to cubic polynomial curves using a Bayesian estimation approach. The proposed lane-level road map generation system has been tested on urban and expressway conditions in Hefei, China. The experimental results on the datasets show that our method can achieve excellent extraction and clustering effect, and the fitted lines can reach a high position accuracy with an error of less than 10 cm.

Keywords: curve fitting, lane-level road map, line recognition, multi-thresholding, two-stage clustering

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559 Fuzzy Time Series Forecasting Based on Fuzzy Logical Relationships, PSO Technique, and Automatic Clustering Algorithm

Authors: A. K. M. Kamrul Islam, Abdelhamid Bouchachia, Suang Cang, Hongnian Yu

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Forecasting model has a great impact in terms of prediction and continues to do so into the future. Although many forecasting models have been studied in recent years, most researchers focus on different forecasting methods based on fuzzy time series to solve forecasting problems. The forecasted models accuracy fully depends on the two terms that are the length of the interval in the universe of discourse and the content of the forecast rules. Moreover, a hybrid forecasting method can be an effective and efficient way to improve forecasts rather than an individual forecasting model. There are different hybrids forecasting models which combined fuzzy time series with evolutionary algorithms, but the performances are not quite satisfactory. In this paper, we proposed a hybrid forecasting model which deals with the first order as well as high order fuzzy time series and particle swarm optimization to improve the forecasted accuracy. The proposed method used the historical enrollments of the University of Alabama as dataset in the forecasting process. Firstly, we considered an automatic clustering algorithm to calculate the appropriate interval for the historical enrollments. Then particle swarm optimization and fuzzy time series are combined that shows better forecasting accuracy than other existing forecasting models.

Keywords: fuzzy time series (fts), particle swarm optimization, clustering algorithm, hybrid forecasting model

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558 Energy Efficient Clustering with Reliable and Load-Balanced Multipath Routing for Wireless Sensor Networks

Authors: Alamgir Naushad, Ghulam Abbas, Shehzad Ali Shah, Ziaul Haq Abbas

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Unlike conventional networks, it is particularly challenging to manage resources efficiently in Wireless Sensor Networks (WSNs) due to their inherent characteristics, such as dynamic network topology and limited bandwidth and battery power. To ensure energy efficiency, this paper presents a routing protocol for WSNs, namely, Enhanced Hybrid Multipath Routing (EHMR), which employs hierarchical clustering and proposes a next hop selection mechanism between nodes according to a maximum residual energy metric together with a minimum hop count. Load-balancing of data traffic over multiple paths is achieved for a better packet delivery ratio and low latency rate. Reliability is ensured in terms of higher data rate and lower end-to-end delay. EHMR also enhances the fast-failure recovery mechanism to recover a failed path. Simulation results demonstrate that EHMR achieves a higher packet delivery ratio, reduced energy consumption per-packet delivery, lower end-to-end latency, and reduced effect of data rate on packet delivery ratio when compared with eminent WSN routing protocols.

Keywords: energy efficiency, load-balancing, hierarchical clustering, multipath routing, wireless sensor networks

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557 Multi-Objective Evolutionary Computation Based Feature Selection Applied to Behaviour Assessment of Children

Authors: F. Jiménez, R. Jódar, M. Martín, G. Sánchez, G. Sciavicco

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Abstract—Attribute or feature selection is one of the basic strategies to improve the performances of data classification tasks, and, at the same time, to reduce the complexity of classifiers, and it is a particularly fundamental one when the number of attributes is relatively high. Its application to unsupervised classification is restricted to a limited number of experiments in the literature. Evolutionary computation has already proven itself to be a very effective choice to consistently reduce the number of attributes towards a better classification rate and a simpler semantic interpretation of the inferred classifiers. We present a feature selection wrapper model composed by a multi-objective evolutionary algorithm, the clustering method Expectation-Maximization (EM), and the classifier C4.5 for the unsupervised classification of data extracted from a psychological test named BASC-II (Behavior Assessment System for Children - II ed.) with two objectives: Maximizing the likelihood of the clustering model and maximizing the accuracy of the obtained classifier. We present a methodology to integrate feature selection for unsupervised classification, model evaluation, decision making (to choose the most satisfactory model according to a a posteriori process in a multi-objective context), and testing. We compare the performance of the classifier obtained by the multi-objective evolutionary algorithms ENORA and NSGA-II, and the best solution is then validated by the psychologists that collected the data.

Keywords: evolutionary computation, feature selection, classification, clustering

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556 Method of Visual Prosthesis Design Based on Biologically Inspired Design

Authors: Shen Jian, Hu Jie, Zhu Guo Niu, Peng Ying Hong

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There are two issues exited in the traditional visual prosthesis: lacking systematic method and the low level of humanization. To tackcle those obstacles, a visual prosthesis design method based on biologically inspired design is proposed. Firstly, a constrained FBS knowledge cell model is applied to construct the functional model of visual prosthesis in biological field. Then the clustering results of engineering domain are ob-tained with the use of the cross-domain knowledge cell clustering algorithm. Finally, a prototype system is designed to support the bio-logically inspired design where the conflict is digested by TRIZ and other tools, and the validity of the method is verified by the solution scheme

Keywords: knowledge-based engineering, visual prosthesis, biologically inspired design, biomedical engineering

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555 Visualization and Performance Measure to Determine Number of Topics in Twitter Data Clustering Using Hybrid Topic Modeling

Authors: Moulana Mohammed

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Topic models are widely used in building clusters of documents for more than a decade, yet problems occurring in choosing optimal number of topics. The main problem is the lack of a stable metric of the quality of topics obtained during the construction of topic models. The authors analyzed from previous works, most of the models used in determining the number of topics are non-parametric and quality of topics determined by using perplexity and coherence measures and concluded that they are not applicable in solving this problem. In this paper, we used the parametric method, which is an extension of the traditional topic model with visual access tendency for visualization of the number of topics (clusters) to complement clustering and to choose optimal number of topics based on results of cluster validity indices. Developed hybrid topic models are demonstrated with different Twitter datasets on various topics in obtaining the optimal number of topics and in measuring the quality of clusters. The experimental results showed that the Visual Non-negative Matrix Factorization (VNMF) topic model performs well in determining the optimal number of topics with interactive visualization and in performance measure of the quality of clusters with validity indices.

Keywords: interactive visualization, visual mon-negative matrix factorization model, optimal number of topics, cluster validity indices, Twitter data clustering

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554 Analyzing the Effects of Supply and Demand Shocks in the Spanish Economy

Authors: José M Martín-Moreno, Rafaela Pérez, Jesús Ruiz

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In this paper we use a small open economy Dynamic Stochastic General Equilibrium Model (DSGE) for the Spanish economy to search for a deeper characterization of the determinants of Spain’s macroeconomic fluctuations throughout the period 1970-2008. In order to do this, we distinguish between tradable and non-tradable goods to take into account the fact that the presence of non-tradable goods in this economy is one of the largest in the world. We estimate a DSGE model with supply and demand shocks (sectorial productivity, public spending, international real interest rate and preferences) using Kalman Filter techniques. We find the following results. First of all, our variance decomposition analysis suggests that 1) the preference shock basically accounts for private consumption volatility, 2) the idiosyncratic productivity shock accounts for non-tradable output volatility, and 3) the sectorial productivity shock along with the international interest rate both greatly account for tradable output. Secondly, the model closely replicates the time path observed in the data for the Spanish economy and finally, the model captures the main cyclical qualitative features of this economy reasonably well.

Keywords: business cycle, DSGE models, Kalman filter estimation, small open economy

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553 Neural Network Based Path Loss Prediction for Global System for Mobile Communication in an Urban Environment

Authors: Danladi Ali

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In this paper, we measured GSM signal strength in the Dnepropetrovsk city in order to predict path loss in study area using nonlinear autoregressive neural network prediction and we also, used neural network clustering to determine average GSM signal strength receive at the study area. The nonlinear auto-regressive neural network predicted that the GSM signal is attenuated with the mean square error (MSE) of 2.6748dB, this attenuation value is used to modify the COST 231 Hata and the Okumura-Hata models. The neural network clustering revealed that -75dB to -95dB is received more frequently. This means that the signal strength received at the study is mostly weak signal

Keywords: one-dimensional multilevel wavelets, path loss, GSM signal strength, propagation, urban environment and model

Procedia PDF Downloads 356
552 Hybrid Hierarchical Routing Protocol for WSN Lifetime Maximization

Authors: H. Aoudia, Y. Touati, E. H. Teguig, A. Ali Cherif

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Conceiving and developing routing protocols for wireless sensor networks requires considerations on constraints such as network lifetime and energy consumption. In this paper, we propose a hybrid hierarchical routing protocol named HHRP combining both clustering mechanism and multipath optimization taking into account residual energy and RSSI measures. HHRP consists of classifying dynamically nodes into clusters where coordinators nodes with extra privileges are able to manipulate messages, aggregate data and ensure transmission between nodes according to TDMA and CDMA schedules. The reconfiguration of the network is carried out dynamically based on a threshold value which is associated with the number of nodes belonging to the smallest cluster. To show the effectiveness of the proposed approach HHRP, a comparative study with LEACH protocol is illustrated in simulations.

Keywords: routing protocol, optimization, clustering, WSN

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551 A Computational Cost-Effective Clustering Algorithm in Multidimensional Space Using the Manhattan Metric: Application to the Global Terrorism Database

Authors: Semeh Ben Salem, Sami Naouali, Moetez Sallami

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The increasing amount of collected data has limited the performance of the current analyzing algorithms. Thus, developing new cost-effective algorithms in terms of complexity, scalability, and accuracy raised significant interests. In this paper, a modified effective k-means based algorithm is developed and experimented. The new algorithm aims to reduce the computational load without significantly affecting the quality of the clusterings. The algorithm uses the City Block distance and a new stop criterion to guarantee the convergence. Conducted experiments on a real data set show its high performance when compared with the original k-means version.

Keywords: pattern recognition, global terrorism database, Manhattan distance, k-means clustering, terrorism data analysis

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550 Altered Network Organization in Mild Alzheimer's Disease Compared to Mild Cognitive Impairment Using Resting-State EEG

Authors: Chia-Feng Lu, Yuh-Jen Wang, Shin Teng, Yu-Te Wu, Sui-Hing Yan

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Brain functional networks based on resting-state EEG data were compared between patients with mild Alzheimer’s disease (mAD) and matched patients with amnestic subtype of mild cognitive impairment (aMCI). We integrated the time–frequency cross mutual information (TFCMI) method to estimate the EEG functional connectivity between cortical regions and the network analysis based on graph theory to further investigate the alterations of functional networks in mAD compared with aMCI group. We aimed at investigating the changes of network integrity, local clustering, information processing efficiency, and fault tolerance in mAD brain networks for different frequency bands based on several topological properties, including degree, strength, clustering coefficient, shortest path length, and efficiency. Results showed that the disruptions of network integrity and reductions of network efficiency in mAD characterized by lower degree, decreased clustering coefficient, higher shortest path length, and reduced global and local efficiencies in the delta, theta, beta2, and gamma bands were evident. The significant changes in network organization can be used in assisting discrimination of mAD from aMCI in clinical.

Keywords: EEG, functional connectivity, graph theory, TFCMI

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549 Automatic Landmark Selection Based on Feature Clustering for Visual Autonomous Unmanned Aerial Vehicle Navigation

Authors: Paulo Fernando Silva Filho, Elcio Hideiti Shiguemori

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The selection of specific landmarks for an Unmanned Aerial Vehicles’ Visual Navigation systems based on Automatic Landmark Recognition has significant influence on the precision of the system’s estimated position. At the same time, manual selection of the landmarks does not guarantee a high recognition rate, which would also result on a poor precision. This work aims to develop an automatic landmark selection that will take the image of the flight area and identify the best landmarks to be recognized by the Visual Navigation Landmark Recognition System. The criterion to select a landmark is based on features detected by ORB or AKAZE and edges information on each possible landmark. Results have shown that disposition of possible landmarks is quite different from the human perception.

Keywords: clustering, edges, feature points, landmark selection, X-means

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548 Clustering Based and Centralized Routing Table Topology of Control Protocol in Mobile Wireless Sensor Networks

Authors: Mbida Mohamed, Ezzati Abdellah

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A strong challenge in the wireless sensor networks (WSN) is to save the energy and have a long life time in the network without having a high rate of loss information. However, topology control (TC) protocols are designed in a way that the network is divided and having a standard system of exchange packets between nodes. In this article, we will propose a clustering based and centralized routing table protocol of TC (CBCRT) which delegates a leader node that will encapsulate a single routing table in every cluster nodes. Hence, if a node wants to send packets to the sink, it requests the information's routing table of the current cluster from the node leader in order to root the packet.

Keywords: mobile wireless sensor networks, routing, topology of control, protocols

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547 Evaluation of Security and Performance of Master Node Protocol in the Bitcoin Peer-To-Peer Network

Authors: Muntadher Sallal, Gareth Owenson, Mo Adda, Safa Shubbar

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Bitcoin is a digital currency based on a peer-to-peer network to propagate and verify transactions. Bitcoin is gaining wider adoption than any previous crypto-currency. However, the mechanism of peers randomly choosing logical neighbors without any knowledge about underlying physical topology can cause a delay overhead in information propagation, which makes the system vulnerable to double-spend attacks. Aiming at alleviating the propagation delay problem, this paper introduces proximity-aware extensions to the current Bitcoin protocol, named Master Node Based Clustering (MNBC). The ultimate purpose of the proposed protocol, that are based on how clusters are formulated and how nodes can define their membership, is to improve the information propagation delay in the Bitcoin network. In MNBC protocol, physical internet connectivity increases, as well as the number of hops between nodes, decreases through assigning nodes to be responsible for maintaining clusters based on physical internet proximity. We show, through simulations, that the proposed protocol defines better clustering structures that optimize the performance of the transaction propagation over the Bitcoin protocol. The evaluation of partition attacks in the MNBC protocol, as well as the Bitcoin network, was done in this paper. Evaluation results prove that even though the Bitcoin network is more resistant against the partitioning attack than the MNBC protocol, more resources are needed to be spent to split the network in the MNBC protocol, especially with a higher number of nodes.

Keywords: Bitcoin network, propagation delay, clustering, scalability

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546 Time Series Modelling for Forecasting Wheat Production and Consumption of South Africa in Time of War

Authors: Yiseyon Hosu, Joseph Akande

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Wheat is one of the most important staple food grains of human for centuries and is largely consumed in South Africa. It has a special place in the South African economy because of its significance in food security, trade, and industry. This paper modelled and forecast the production and consumption of wheat in South Africa in the time covid-19 and the ongoing Russia-Ukraine war by using annual time series data from 1940–2021 based on the ARIMA models. Both the averaging forecast and selected models forecast indicate that there is the possibility of an increase with respect to production. The minimum and maximum growth in production is projected to be between 3million and 10 million tons, respectively. However, the model also forecast a possibility of depression with respect to consumption in South Africa. Although Covid-19 and the war between Ukraine and Russia, two major producers and exporters of global wheat, are having an effect on the volatility of the prices currently, the wheat production in South African is expected to increase and meat the consumption demand and provided an opportunity for increase export with respect to domestic consumption. The forecasting of production and consumption behaviours of major crops play an important role towards food and nutrition security, these findings can assist policymakers and will provide them with insights into the production and pricing policy of wheat in South Africa.

Keywords: ARIMA, food security, price volatility, staple food, South Africa

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545 Timing and Probability of Presurgical Teledermatology: Survival Analysis

Authors: Felipa de Mello-Sampayo

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The aim of this study is to undertake, from patient’s perspective, the timing and probability of using teledermatology, comparing it with a conventional referral system. The dynamic stochastic model’s main value-added consists of the concrete application to patients waiting for dermatology surgical intervention. Patients with low health level uncertainty must use teledermatology treatment as soon as possible, which is precisely when the teledermatology is least valuable. The results of the model were then tested empirically with the teledermatology network covering the area served by the Hospital Garcia da Horta, Portugal, links the primary care centers of 24 health districts with the hospital’s dermatology department via the corporate intranet of the Portuguese healthcare system. Health level volatility can be understood as the hazard of developing skin cancer and the trend of health level as the bias of developing skin lesions. The results of the survival analysis suggest that the theoretical model can explain the use of teledermatology. It depends negatively on the volatility of patients' health, and positively on the trend of health, i.e., the lower the risk of developing skin cancer and the younger the patients, the more presurgical teledermatology one expects to occur. Presurgical teledermatology also depends positively on out-of-pocket expenses and negatively on the opportunity costs of teledermatology, i.e., the lower the benefit missed by using teledermatology, the more presurgical teledermatology one expects to occur.

Keywords: teledermatology, wait time, uncertainty, opportunity cost, survival analysis

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544 Characterizing the Spatially Distributed Differences in the Operational Performance of Solar Power Plants Considering Input Volatility: Evidence from China

Authors: Bai-Chen Xie, Xian-Peng Chen

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China has become the world's largest energy producer and consumer, and its development of renewable energy is of great significance to global energy governance and the fight against climate change. The rapid growth of solar power in China could help achieve its ambitious carbon peak and carbon neutrality targets early. However, the non-technical costs of solar power in China are much higher than at international levels, meaning that inefficiencies are rooted in poor management and improper policy design and that efficiency distortions have become a serious challenge to the sustainable development of the renewable energy industry. Unlike fossil energy generation technologies, the output of solar power is closely related to the volatile solar resource, and the spatial unevenness of solar resource distribution leads to potential efficiency spatial distribution differences. It is necessary to develop an efficiency evaluation method that considers the volatility of solar resources and explores the mechanism of the influence of natural geography and social environment on the spatially varying characteristics of efficiency distribution to uncover the root causes of managing inefficiencies. The study sets solar resources as stochastic inputs, introduces a chance-constrained data envelopment analysis model combined with the directional distance function, and measures the solar resource utilization efficiency of 222 solar power plants in representative photovoltaic bases in northwestern China. By the meta-frontier analysis, we measured the characteristics of different power plant clusters and compared the differences among groups, discussed the mechanism of environmental factors influencing inefficiencies, and performed statistical tests through the system generalized method of moments. Rational localization of power plants is a systematic project that requires careful consideration of the full utilization of solar resources, low transmission costs, and power consumption guarantee. Suitable temperature, precipitation, and wind speed can improve the working performance of photovoltaic modules, reasonable terrain inclination can reduce land cost, and the proximity to cities strongly guarantees the consumption of electricity. The density of electricity demand and high-tech industries is more important than resource abundance because they trigger the clustering of power plants to result in a good demonstration and competitive effect. To ensure renewable energy consumption, increased support for rural grids and encouraging direct trading between generators and neighboring users will provide solutions. The study will provide proposals for improving the full life-cycle operational activities of solar power plants in China to reduce high non-technical costs and improve competitiveness against fossil energy sources.

Keywords: solar power plants, environmental factors, data envelopment analysis, efficiency evaluation

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543 Event Driven Dynamic Clustering and Data Aggregation in Wireless Sensor Network

Authors: Ashok V. Sutagundar, Sunilkumar S. Manvi

Abstract:

Energy, delay and bandwidth are the prime issues of wireless sensor network (WSN). Energy usage optimization and efficient bandwidth utilization are important issues in WSN. Event triggered data aggregation facilitates such optimal tasks for event affected area in WSN. Reliable delivery of the critical information to sink node is also a major challenge of WSN. To tackle these issues, we propose an event driven dynamic clustering and data aggregation scheme for WSN that enhances the life time of the network by minimizing redundant data transmission. The proposed scheme operates as follows: (1) Whenever the event is triggered, event triggered node selects the cluster head. (2) Cluster head gathers data from sensor nodes within the cluster. (3) Cluster head node identifies and classifies the events out of the collected data using Bayesian classifier. (4) Aggregation of data is done using statistical method. (5) Cluster head discovers the paths to the sink node using residual energy, path distance and bandwidth. (6) If the aggregated data is critical, cluster head sends the aggregated data over the multipath for reliable data communication. (7) Otherwise aggregated data is transmitted towards sink node over the single path which is having the more bandwidth and residual energy. The performance of the scheme is validated for various WSN scenarios to evaluate the effectiveness of the proposed approach in terms of aggregation time, cluster formation time and energy consumed for aggregation.

Keywords: wireless sensor network, dynamic clustering, data aggregation, wireless communication

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542 Unsupervised Part-of-Speech Tagging for Amharic Using K-Means Clustering

Authors: Zelalem Fantahun

Abstract:

Part-of-speech tagging is the process of assigning a part-of-speech or other lexical class marker to each word into naturally occurring text. Part-of-speech tagging is the most fundamental and basic task almost in all natural language processing. In natural language processing, the problem of providing large amount of manually annotated data is a knowledge acquisition bottleneck. Since, Amharic is one of under-resourced language, the availability of tagged corpus is the bottleneck problem for natural language processing especially for POS tagging. A promising direction to tackle this problem is to provide a system that does not require manually tagged data. In unsupervised learning, the learner is not provided with classifications. Unsupervised algorithms seek out similarity between pieces of data in order to determine whether they can be characterized as forming a group. This paper explicates the development of unsupervised part-of-speech tagger using K-Means clustering for Amharic language since large amount of data is produced in day-to-day activities. In the development of the tagger, the following procedures are followed. First, the unlabeled data (raw text) is divided into 10 folds and tokenization phase takes place; at this level, the raw text is chunked at sentence level and then into words. The second phase is feature extraction which includes word frequency, syntactic and morphological features of a word. The third phase is clustering. Among different clustering algorithms, K-means is selected and implemented in this study that brings group of similar words together. The fourth phase is mapping, which deals with looking at each cluster carefully and the most common tag is assigned to a group. This study finds out two features that are capable of distinguishing one part-of-speech from others these are morphological feature and positional information and show that it is possible to use unsupervised learning for Amharic POS tagging. In order to increase performance of the unsupervised part-of-speech tagger, there is a need to incorporate other features that are not included in this study, such as semantic related information. Finally, based on experimental result, the performance of the system achieves a maximum of 81% accuracy.

Keywords: POS tagging, Amharic, unsupervised learning, k-means

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541 Approach Based on Fuzzy C-Means for Band Selection in Hyperspectral Images

Authors: Diego Saqui, José H. Saito, José R. Campos, Lúcio A. de C. Jorge

Abstract:

Hyperspectral images and remote sensing are important for many applications. A problem in the use of these images is the high volume of data to be processed, stored and transferred. Dimensionality reduction techniques can be used to reduce the volume of data. In this paper, an approach to band selection based on clustering algorithms is presented. This approach allows to reduce the volume of data. The proposed structure is based on Fuzzy C-Means (or K-Means) and NWHFC algorithms. New attributes in relation to other studies in the literature, such as kurtosis and low correlation, are also considered. A comparison of the results of the approach using the Fuzzy C-Means and K-Means with different attributes is performed. The use of both algorithms show similar good results but, particularly when used attributes variance and kurtosis in the clustering process, however applicable in hyperspectral images.

Keywords: band selection, fuzzy c-means, k-means, hyperspectral image

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