Search results for: Bayesian Inference

Authors: Hassan Naseh, Javad Roozgard

Abstract:

This paper represents the methodology based on Artificial Intelligent (AI) applied to Liquid Propellant Engine (LPE) optimization. The AI methodology utilized from Adaptive neural Fuzzy Inference System (ANFIS). In this methodology, the optimum objective function means to achieve maximum performance (specific impulse). The independent design variables in ANFIS modeling are combustion chamber pressure and temperature and oxidizer to fuel ratio and output of this modeling are specific impulse that can be applied with other objective functions in LPE design optimization. To this end, the LPE’s parameter has been modeled in ANFIS methodology based on generating fuzzy inference system structure by using grid partitioning, subtractive clustering and Fuzzy C-Means (FCM) clustering for both inferences (Mamdani and Sugeno) and various types of membership functions. The final comparing optimization results shown accuracy and processing run time of the Gaussian ANFIS Methodology between all methods.

Keywords: ANFIS methodology, artificial intelligent, liquid propellant engine, optimization

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Authors: Svetlana K. Eden

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Movies and TV shows have long become part of modern culture. We all have our preferred genre, story, actors, and actresses. However, can we objectively discern good acting from the bad? As laymen, we are probably not objective, but what about the Oscar academy members? Are their votes based on objective measures? Oscar academy members are probably also biased due to many factors, including their professional affiliations or advertisement exposure. Heavily advertised films bring more publicity to their cast and are likely to have bigger budgets. Because a bigger budget may also help earn a Best Picture (BP) nomination, we hypothesize that best actor/actress (BA) nominees from BP-nominated movies would have higher chances of winning the award than those BA nominees from non-BP-nominated films. To test this hypothesis, three Bayesian hierarchical models are proposed, and their performance is evaluated. The results from all three models largely support our hypothesis. Depending on the proportion of BP nominations among BA nominees, the odds ratios (estimated over expected) of winning the BA award conditional on BP nomination vary from 2.8 [0.8-7.0] to 4.3 [2.0, 15.8] for actors and from 1.5 [0.0, 12.2] to 5.4 [2.7, 14.2] for actresses.

Keywords: Oscar, best picture, best actor/actress, bias

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Authors: Elham Saraee, Saurabh Singh, Margrit Betke

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Evaluation of a person’s posture while exercising is important in physical therapy. During a therapy session, a physical therapist or a monitoring system must assure that the person is performing an exercise correctly to achieve the desired therapeutic effect. In this work, we introduce a system called POSTURECHECK for exercise assessment in physical therapy. POSTURECHECK assesses the posture of a person who is exercising with the Proficio robotic arm while being recorded by the Microsoft Kinect interface. POSTURECHECK extracts unique features from the person’s upper body during the exercise, and classifies the sequence of postures as correct or incorrect using Bayesian estimation and majority voting. If POSTURECHECK recognizes an incorrect posture, it specifies what the user can do to correct it. The result of our experiment shows that POSTURECHECK is capable of recognizing the incorrect postures in real time while the user is performing an exercise.

Keywords: Bayesian estimation, majority voting, Microsoft Kinect, PostureCheck, Proficio robotic arm, upper body physical therapy

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Authors: Elnaz Lashgari, Emel Demircan

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Electromyography (EMG) is one of the most important interfaces between humans and robots for rehabilitation. Decoding this signal helps to recognize muscle activation and converts it into smooth motion for the robots. Detecting each muscle’s pattern during walking and running is vital for improving the quality of a patient’s life. In this study, EMG data from 10 muscles in 10 subjects at 4 different speeds were analyzed. EMG signals are nonlinear with high dimensionality. To deal with this challenge, we extracted some features in time-frequency domain and used manifold learning and Laplacian Eigenmaps algorithm to find the intrinsic features that represent data in low-dimensional space. We then used the Bayesian classifier to identify various patterns of EMG signals for different muscles across a range of running speeds. The best result for vastus medialis muscle corresponds to 97.87±0.69 for sensitivity and 88.37±0.79 for specificity with 97.07±0.29 accuracy using Bayesian classifier. The results of this study provide important insight into human movement and its application for robotics research.

Keywords: electromyography, manifold learning, ISOMAP, Laplacian Eigenmaps, locally linear embedding

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Authors: Andi Darmawan, Dewi Retno Sari Saputro, Purnami Widyaningsih

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Diabetes mellitus (DM) is a chronic disease in human that occurred if pancreas cannot produce enough of insulin hormone or the body uses ineffectively insulin hormone which causes increasing level of glucose in the blood, or it was called hyperglycemia. In Indonesia, DM is a serious disease on health because it can cause blindness, kidney disease, diabetic feet (gangrene), and stroke. The type of DM criteria can also be divided based on the main causes; they are DM type 1, type 2, and gestational. Diabetes type 1 or previously known as insulin-independent diabetes is due to a lack of production of insulin hormone. Diabetes type 2 or previously known as non-insulin dependent diabetes is due to ineffective use of insulin while gestational diabetes is a hyperglycemia that found during pregnancy. The most one type commonly found in patient is DM type 2. The main factors of this disease are genetic (A) and life style (E). Those disease with 2 factors can be constructed with additive genetic and unique environment (AE) model. In this article was discussed parameter estimation of AE model using Bayesian method and the inheritance character simulation on parent-offspring. On the AE model, there are response variable, predictor variables, and parameters were capable of representing the number of population on research. The population can be measured through a taken random sample. The response and predictor variables can be determined by sample while the parameters are unknown, so it was required to estimate the parameters based on the sample. Estimation of AE model parameters was obtained based on a joint posterior distribution. The simulation was conducted to get the value of genetic variance and life style variance. The results of simulation are 0.3600 for genetic variance and 0.0899 for life style variance. Therefore, the variance of genetic factor in DM type 2 is greater than life style.

Keywords: AE model, Bayesian method, diabetes mellitus type 2, genetic, life style

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Authors: Yu-Wen Chen, Szu-Wei Huang, Chung-Hsiang Mu, Kelvin Cheng

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This paper developed a data-driven based model to deal with the causality between the Continuous Emission Monitoring System (CEMS, by Environmental Protection Administration, Taiwan) in industrial factories, and the air quality around environment. Compared to the heavy burden of traditional numerical models of regional weather and air pollution simulation, the lightweight burden of the proposed model can provide forecasting hourly with current observations of weather, air pollution and emissions from factories. The observation data are included wind speed, wind direction, relative humidity, temperature and others. The observations can be collected real time from Open APIs of civil IoT Taiwan, which are sourced from 439 weather stations, 10,193 qualitative air stations, 77 national quantitative stations and 140 CEMS quantitative industrial factories. This study completed a causal inference engine and gave an air pollution forecasting for the next 12 hours related to local industrial factories. The outcomes of the pollution forecasting are produced hourly with a grid resolution of 1km*1km on IIoTC (Industrial Internet of Things Cloud) and saved in netCDF4 format. The elaborated procedures to generate forecasts comprise data recalibrating, outlier elimination, Kriging Interpolation and particle tracking and random walk techniques for the mechanisms of diffusion and advection. The solution of these equations reveals the causality between factories emission and the associated air pollution. Further, with the aid of installed real-time flue emission (Total Suspension Emission, TSP) sensors and the mentioned forecasted air pollution map, this study also disclosed the converting mechanism between the TSP and PM2.5/PM10 for different region and industrial characteristics, according to the long-term data observation and calibration. These different time-series qualitative and quantitative data which successfully achieved a causal inference engine in cloud for factory management control in practicable. Once the forecasted air quality for a region is marked as harmful, the correlated factories are notified and asked to suppress its operation and reduces emission in advance.

Keywords: continuous emission monitoring system, total suspension particulates, causal inference, air pollution forecast, IoT

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Authors: Paul Rowley, Adam Thirkill, Nick Doylend, Philip Leicester, Becky Gough

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The dynamic performance of all energy generation technologies is impacted to varying degrees by the stochastic properties of the wider system within which the generation technology is located. This stochasticity can include the varying nature of ambient renewable energy resources such as wind or solar radiation, or unpredicted changes in energy demand which impact upon the operational behaviour of thermal generation technologies. An understanding of these stochastic impacts are especially important in contexts such as highly distributed (or embedded) generation, where an understanding of issues affecting the individual or aggregated performance of high numbers of relatively small generators is especially important, such as in ESCO projects. Probabilistic evaluation of monitored or simulated performance data is one technique which can provide an insight into the dynamic performance characteristics of generating systems, both in a prognostic sense (such as the prediction of future performance at the project’s design stage) as well as in a diagnostic sense (such as in the real-time analysis of underperforming systems). In this work, we describe the development, application and outcomes of a new approach to the acquisition of datasets suitable for use in the subsequent performance and impact analysis (including the use of Bayesian approaches) for a number of distributed generation technologies. The application of the approach is illustrated using a number of case studies involving domestic and small commercial scale photovoltaic, solar thermal and natural gas boiler installations, and the results as presented show that the methodology offers significant advantages in terms of plant efficiency prediction or diagnosis, along with allied environmental and social impacts such as greenhouse gas emission reduction or fuel affordability.

Keywords: renewable energy, dynamic performance simulation, Bayesian analysis, distributed generation

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Authors: Yaowei Hu, Yongkai Wu, Lu Zhang, Xintao Wu

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Causal inference from observational data is receiving wide applications in many fields. However, unidentifiable situations, where causal effects cannot be uniquely computed from observational data, pose critical barriers to applying causal inference to complicated real applications. In this paper, we develop a bounding method for estimating the average causal effect (ACE) under unidentifiable situations due to hidden confounders. We propose to parameterize the unknown exogenous random variables and structural equations of a causal model using neural networks and implicit generative models. Then, with an adversarial learning framework, we search the parameter space to explicitly traverse causal models that agree with the given observational distribution and find those that minimize or maximize the ACE to obtain its lower and upper bounds. The proposed method does not make any assumption about the data generating process and the type of the variables. Experiments using both synthetic and real-world datasets show the effectiveness of the method.

Keywords: average causal effect, hidden confounding, bound estimation, generative adversarial learning

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Authors: Gautier Viaud, Paul-Henry Cournède

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Plant growth models have been used extensively for the prediction of the phenotypic performance of plants. However, they remain most often calibrated for a given genotype and therefore do not take into account genotype by environment interactions. One way of achieving such an objective is to consider Bayesian hierarchical models. Three levels can be identified in such models: The first level describes how a given growth model describes the phenotype of the plant as a function of individual parameters, the second level describes how these individual parameters are distributed within a plant population, the third level corresponds to the attribution of priors on population parameters. Thanks to the Bayesian framework, choosing appropriate priors for the population parameters permits to derive analytical expressions for the full conditional distributions of these population parameters. As plant growth models are of a nonlinear nature, individual parameters cannot be sampled explicitly, and a Metropolis step must be performed. This allows for the use of a hybrid Gibbs--Metropolis sampler. A generic approach was devised for the implementation of both general state space models and estimation algorithms within a programming platform. It was designed using the Julia language, which combines an elegant syntax, metaprogramming capabilities and exhibits high efficiency. Results were obtained for Arabidopsis thaliana on both simulated and real data. An organ-scale Greenlab model for the latter is thus presented, where the surface areas of each individual leaf can be simulated. It is assumed that the error made on the measurement of leaf areas is proportional to the leaf area itself; multiplicative normal noises for the observations are therefore used. Real data were obtained via image analysis of zenithal images of Arabidopsis thaliana over a period of 21 days using a two-step segmentation and tracking algorithm which notably takes advantage of the Arabidopsis thaliana phyllotaxy. Since the model formulation is rather flexible, there is no need that the data for a single individual be available at all times, nor that the times at which data is available be the same for all the different individuals. This allows to discard data from image analysis when it is not considered reliable enough, thereby providing low-biased data in large quantity for leaf areas. The proposed model precisely reproduces the dynamics of Arabidopsis thaliana’s growth while accounting for the variability between genotypes. In addition to the estimation of the population parameters, the level of variability is an interesting indicator of the genotypic stability of model parameters. A promising perspective is to test whether some of the latter should be considered as fixed effects.

Keywords: bayesian, genotypic differentiation, hierarchical models, plant growth models

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Authors: Gerardo Arias, Richard Wall, Jamie Stevens

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Lucilia bufonivora Moniez, is an obligate parasite of toads and frogs widely distributed in Europe. Its sister taxon Lucilia silvarum Meigen behaves mainly as a carrion breeder in Europe, however it has been reported as a facultative parasite of amphibians. These two closely related species are morphologically almost identical, which has led to misidentification, and in fact, it has been suggested that the amphibian myiasis cases by L. silvarum reported in Europe should be attributed to L. bufonivora. Both species remain poorly studied and their taxonomic relationships are still unclear. The identification of the larval specimens involved in amphibian myiasis with molecular tools and phylogenetic analysis of these two closely related species may resolve this problem. In this work seventeen unidentified larval specimens extracted from toad myiasis cases of the UK, the Netherlands and Switzerland were obtained, their COX1 (mtDNA) and EF1-α (Nuclear DNA) gene regions were amplified and then sequenced. The 17 larval samples were identified with both molecular markers as L. bufonivora. Phylogenetic analysis was carried out with 10 other blowfly species, including L. silvarum samples from the UK and USA. Bayesian Inference trees of COX1 and a combined-gene dataset suggested that L. silvarum and L. bufonivora are separate sister species. However, the nuclear gene EF1-α does not appear to resolve their relationships, suggesting that the rates of evolution of the mtDNA are much faster than those of the nuclear DNA. This work provides the molecular evidence for successful identification of L. bufonivora and a molecular analysis of the populations of this obligate parasite from different locations across Europe. The relationships with L. silvarum are discussed.

Keywords: calliphoridae, molecular evolution, myiasis, obligate parasitism

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Authors: Lee Yan Nian

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Safety investigation is different from an administrative investigation in that the former is conducted by an independent agency and the purpose of such investigation is to prevent accidents in the future and not to apportion blame or determine liability. Before October 2018, Taiwan railway occurrences were investigated by local supervisory authority. Characteristics of this kind of investigation are that enforcement actions, such as administrative penalty, are usually imposed on those persons or units involved in occurrence. On October 21, 2018, due to a Taiwan Railway accident, which caused 18 fatalities and injured another 267, establishing an agency to independently investigate this catastrophic railway accident was quickly decided. The Taiwan Transportation Safety Board (TTSB) was then established on August 1, 2019 to take charge of investigating major aviation, marine, railway and highway occurrences. The objective of this study is to assess the effectiveness of safety investigations conducted by the TTSB. In this study, the major railway occurrence investigation reports published by the TTSB are used for modeling and analysis. According to the classification of railway occurrences investigated by the TTSB, accident types of Taiwan railway occurrences can be categorized into: derailment, fire, Signal Passed at Danger and others. A Causal Factor Analysis System (CFAS) developed by the TTSB is used to identify the influencing causal factors and their causal relationships in the investigation reports. All terminologies used in the CFAS are equivalent to the Human Factors Analysis and Classification System (HFACS) terminologies, except for “Technical Events” which was added to classify causal factors resulting from mechanical failure. Accordingly, the Bayesian network structure of each occurrence category is established based on the identified causal factors in the CFAS. In the Bayesian networks, the prior probabilities of identified causal factors are obtained from the number of times in the investigation reports. Conditional Probability Table of each parent node is determined from domain experts’ experience and judgement. The resulting networks are quantitatively assessed under different scenarios to evaluate their forward predictions and backward diagnostic capabilities. Finally, the established Bayesian network of derailment is assessed using investigation reports of the same accident which was investigated by the TTSB and the local supervisory authority respectively. Based on the assessment results, findings of the administrative investigation is more closely tied to errors of front line personnel than to organizational related factors. Safety investigation can identify not only unsafe acts of individual but also in-depth causal factors of organizational influences. The results show that the proposed methodology can identify differences between safety investigation and administrative investigation. Therefore, effective intervention strategies in associated areas can be better addressed for safety improvement and future accident prevention through safety investigation.

Keywords: administrative investigation, bayesian network, causal factor analysis system, safety investigation

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Authors: Walaa Diab, Baher Atlam, Nadia El Nimer

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Egypt faces many obvious economic challenges, and it is so clear that a real economic transformation is needed to address those problems, especially after the recent decisions of floating the Egyptian pound and the gradual subsidy cuts that are trying to meet the needed conditions to get the IMF support of (a £12bn loan) for its economic reform program. Following the post-2008 revival of the interest in the fiscal policy and its vital role in speeding up or slowing down the economic growth. Here comes the value of this paper as it seeks to analyze the macroeconomic effects of fiscal policy in Egypt by applying A Bayesian SVAR Approach. The study uses the Bayesian method because it includes the prior information and no relevant information is omitted and so it is well suited for rational, evidence-based decision-making. Since the study aims to define the effects of fiscal policy shocks in Egypt to help the decision-makers in determining the proper means to correct the structural problems in the Egyptian economy, it has to study the period of 1990s economic reform, but unfortunately; the available data is on an annual frequency. Thus, it uses annual time series to study the period 1991: 2005 And quarterly data over the period 2006–2016. It uses a set of six main variables includes government expenditure and net tax revenues as fiscal policy arms affecting real GDP, unemployment, inflation and the interest rate. The study also tries to assess the 'crowding out' effects by considering the effects of government spending and government revenue shocks on the composition of GDP, namely, on private consumption and private investment. Last but not least the study provides its policy implications regarding the needed role of fiscal policy in Egypt in the upcoming economic reform building on the results it concludes from the previous reform program.

Keywords: fiscal policy, government spending, structural vector autoregression, taxation

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Authors: Azzedine Hamza, Chouaib Chakour, Messaoud Ramdani

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Energy demand prediction plays a crucial role in achieving next-generation power systems for agricultural greenhouses. As a result, high prediction quality is required for efficient smart grid management and therefore low-cost energy consumption. The aim of this paper is to investigate the effectiveness of a hybrid data-driven model in day-ahead energy demand prediction. The proposed model consists of Discrete Wavelet Transform (DWT), and Adaptive Neuro-Fuzzy Inference System (ANFIS). The DWT is employed to decompose the original signal in a set of subseries and then an ANFIS is used to generate the forecast for each subseries. The proposed hybrid method (DWT-ANFIS) was evaluated using a greenhouse energy demand data for a week and compared with ANFIS. The performances of the different models were evaluated by comparing the corresponding values of Mean Absolute Percentage Error (MAPE). It was demonstrated that discret wavelet transform can improve agricultural greenhouse energy demand modeling.

Keywords: wavelet transform, ANFIS, energy consumption prediction, greenhouse

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Authors: Jude Opara, Esemokumo Perewarebo Akpos

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This paper is on non-parametric linear regression over its parametric counterparts with large sample size. Data set on anthropometric measurement of primary school pupils was taken for the analysis. The study used 50 randomly selected pupils for the study. The set of data was subjected to normality test, and it was discovered that the residuals are not normally distributed (i.e. they do not follow a Gaussian distribution) for the commonly used least squares regression method for fitting an equation into a set of (x,y)-data points using the Anderson-Darling technique. The algorithms for the nonparametric Theil’s regression are stated in this paper as well as its parametric OLS counterpart. The use of a programming language software known as “R Development” was used in this paper. From the analysis, the result showed that there exists a significant relationship between the response and the explanatory variable for both the parametric and non-parametric regression. To know the efficiency of one method over the other, the Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) are used, and it is discovered that the nonparametric regression performs better than its parametric regression counterparts due to their lower values in both the AIC and BIC. The study however recommends that future researchers should study a similar work by examining the presence of outliers in the data set, and probably expunge it if detected and re-analyze to compare results.

Keywords: Theil’s regression, Bayesian information criterion, Akaike information criterion, OLS

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Authors: Kharisma Utomo Mulyodinoto, Suwarno, A. Abu-Siada

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Dissolved Gas Analysis is one of impressive technique to detect and predict internal fault of transformers by using gas generated by transformer oil sample. A number of methods are used to interpret the dissolved gas from transformer oil sample: Doernenberg Ratio Method, IEC (International Electrotechnical Commission) Ratio Method, and Duval Triangle Method. While the assessment of dissolved gas within transformer oil samples has been standardized over the past two decades, analysis of the results is not always straight forward as it depends on personnel expertise more than mathematical formulas. To get over this limitation, this paper is aimed at improving the interpretation of Doernenberg Ratio Method, IEC Ratio Method, and Duval Triangle Method using Two Stages Adaptive Neuro-Fuzzy Inference System (ANFIS). Dissolved gas analysis data from 520 faulty transformers was analyzed to establish the proposed ANFIS model. Results show that the developed ANFIS model is accurate and can standardize the dissolved gas interpretation process with accuracy higher than 90%.

Keywords: ANFIS, dissolved gas analysis, Doernenberg ratio method, Duval triangular method, IEC ratio method, transformer

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Authors: Umberto Platini

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This paper analyses the role of government fragmentation as predictor of the use of emergency decrees in parliamentary democracies. In particular, it focuses on the relationship between ideological divisiveness within cabinets and the choice by executives to issue emergency decrees rather initiating ordinary legislative procedures. A Bayesian multilevel analysis conducted on the population of government-initiated legislation in Italy between 1996 and 2018 finds significant evidence that those legislative proposals which are further away from the ideological centre of gravity of the executive are around three times more likely to be issued as emergency decrees. Likewise, legislative projects regulating more contentious policy areas are significantly more likely to be issued by decree. However, for more contentious issues the importance of ideological distance as a predictor diminishes. This evidence suggests that cabinets prefer decrees to ordinary legislative procedures when they expect that the bargaining environment in Parliament is more hostile. These results persist regardless of the fluctuations of the political-economic cycle. Their robustness is also tested against a battery of controls and against fixed effects both at the government level and at the legislature level.

Keywords: Bayesian multilevel logit models, executive action, executive decrees, ideology, legislative studies, polarization

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Authors: S. Nandagopalan, N. Pradeep

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The aim of this paper is to propose a general framework for storing, analyzing, and extracting knowledge from two-dimensional echocardiographic images, color Doppler images, non-medical images, and general data sets. A number of high performance data mining algorithms have been used to carry out this task. Our framework encompasses four layers namely physical storage, object identification, knowledge discovery, user level. Techniques such as active contour model to identify the cardiac chambers, pixel classification to segment the color Doppler echo image, universal model for image retrieval, Bayesian method for classification, parallel algorithms for image segmentation, etc., were employed. Using the feature vector database that have been efficiently constructed, one can perform various data mining tasks like clustering, classification, etc. with efficient algorithms along with image mining given a query image. All these facilities are included in the framework that is supported by state-of-the-art user interface (UI). The algorithms were tested with actual patient data and Coral image database and the results show that their performance is better than the results reported already.

Keywords: active contour, Bayesian, echocardiographic image, feature vector

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Authors: Yi-Fan Lin, Peter P. Howley, Frank A. Tuyl

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Quality measurement and reporting systems are used in healthcare internationally. In Australia, the Australian Council on Healthcare Standards records and reports hundreds of clinical indicators (CIs) nationally across the healthcare system. These CIs are measures of performance in the clinical setting, and are used as a screening tool to help assess whether a standard of care is being met. Existing analysis and reporting of these CIs incorporate Bayesian methods to address sampling variation; however, such assessments are retrospective in nature, reporting upon the previous six or twelve months of data. The use of Bayesian methods within statistical process control for monitoring systems is an important pursuit to support more timely decision-making. Our research has developed and assessed a new graphical monitoring tool, similar to a control chart, based on the beta-binomial posterior predictive (BBPP) distribution to facilitate the real-time assessment of health care organizational performance via CIs. The BBPP charts have been compared with the traditional Bernoulli CUSUM (BC) chart by simulation. The more traditional “central” and “highest posterior density” (HPD) interval approaches were each considered to define the limits, and the multiple charts were compared via in-control and out-of-control average run lengths (ARLs), assuming that the parameter representing the underlying CI rate (proportion of cases with an event of interest) required estimation. Preliminary results have identified that the BBPP chart with HPD-based control limits provides better out-of-control run length performance than the central interval-based and BC charts. Further, the BC chart’s performance may be improved by using Bayesian parameter estimation of the underlying CI rate.

Keywords: average run length (ARL), bernoulli cusum (BC) chart, beta binomial posterior predictive (BBPP) distribution, clinical indicator (CI), healthcare organization (HCO), highest posterior density (HPD) interval

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Authors: Niya Chen, Jennifer Chan

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In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

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Authors: Xiaoqin Wang, Li Yin

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Background and purpose: In many practices, one estimates causal effects arising from a complex stochastic process, where a sequence of treatments are assigned to influence a certain outcome of interest, and there exist time-dependent covariates between treatments. When covariates are plentiful and/or continuous, statistical modeling is needed to reduce the huge dimensionality of the problem and allow for the estimation of causal effects. Recently, Wang and Yin (Annals of statistics, 2020) derived a new general formula, which expresses these causal effects in terms of the point effects of treatments in single-point causal inference. As a result, it is possible to conduct the modeling via point effects. The purpose of the work is to study the modeling of these causal effects via point effects. Challenges and solutions: The time-dependent covariates often have influences from earlier treatments as well as on subsequent treatments. Consequently, the standard parameters – i.e., the mean of the outcome given all treatments and covariates-- are essentially all different (null paradox). Furthermore, the dimension of the parameters is huge (curse of dimensionality). Therefore, it can be difficult to conduct the modeling in terms of standard parameters. Instead of standard parameters, we have use point effects of treatments to develop likelihood-based parametric approach to the modeling of these causal effects and are able to model the causal effects of a sequence of treatments by modeling a small number of point effects of individual treatment Achievements: We are able to conduct the modeling of the causal effects from a sequence of treatments in the familiar framework of single-point causal inference. The simulation shows that our method achieves not only an unbiased estimate for the causal effect but also the nominal level of type I error and a low level of type II error for the hypothesis testing. We have applied this method to a longitudinal study of COVID-19 mortality among Scandinavian countries and found that the Swedish approach performed far worse than the other countries' approach for COVID-19 mortality and the poor performance was largely due to its early measure during the initial period of the pandemic.

Keywords: causal effect, point effect, statistical modelling, sequential causal inference

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Authors: Jamal Fayazi, Farhad Anoosheh, Mohammad R. Ghorbani, Ali R. Paydar

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In this study, to determine the best non-linear regression model describing the growth curve of native poultry, 9657 chicks of generations 18, 19, and 20 raised in Mazandaran breeding center were used. Fowls and roosters of this center distributed in south of Caspian Sea region. To estimate the genetic variability of none linear regression parameter of growth traits, a Gibbs sampling of Bayesian analysis was used. The average body weight traits in the first day (BW1), eighth week (BW8) and twelfth week (BW12) were respectively estimated as 36.05, 763.03, and 1194.98 grams. Based on the coefficient of determination, mean squares of error and Akaike information criteria, Gompertz model was selected as the best growth descriptive function. In Gompertz model, the estimated values for the parameters of maturity weight (A), integration constant (B) and maturity rate (K) were estimated to be 1734.4, 3.986, and 0.282, respectively. The direct heritability of BW1, BW8 and BW12 were respectively reported to be as 0.378, 0.3709, 0.316, 0.389, 0.43, 0.09 and 0.07. With regard to estimated parameters, the results of this study indicated that there is a possibility to improve some property of growth curve using appropriate selection programs.

Keywords: direct heritability, Gompertz, growth traits, maturity weight, native poultry

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Authors: S. Nandagopalan, N. Pradeep

Abstract:

The aim of this paper is to propose a general framework for storing, analyzing, and extracting knowledge from two-dimensional echocardiographic images, color Doppler images, non-medical images, and general data sets. A number of high performance data mining algorithms have been used to carry out this task. Our framework encompasses four layers namely physical storage, object identification, knowledge discovery, user level. Techniques such as active contour model to identify the cardiac chambers, pixel classification to segment the color Doppler echo image, universal model for image retrieval, Bayesian method for classification, parallel algorithms for image segmentation, etc., were employed. Using the feature vector database that have been efficiently constructed, one can perform various data mining tasks like clustering, classification, etc. with efficient algorithms along with image mining given a query image. All these facilities are included in the framework that is supported by state-of-the-art user interface (UI). The algorithms were tested with actual patient data and Coral image database and the results show that their performance is better than the results reported already.

Keywords: active contour, bayesian, echocardiographic image, feature vector

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Authors: Belalia Douma Omar, Bakhta Boukhatem, Mohamed Ghrici

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Self-compacting concrete (SCC) developed in Japan in the late 80s has enabled the construction industry to reduce demand on the resources, improve the work condition and also reduce the impact of environment by elimination of the need for compaction. Fuzzy logic (FL) approaches has recently been used to model some of the human activities in many areas of civil engineering applications. Especially from these systems in the model experimental studies, very good results have been obtained. In the present study, a model for predicting compressive strength of SCC containing various proportions of fly ash, as partial replacement of cement has been developed by using Adaptive Neuro-Fuzzy Inference System (ANFIS). For the purpose of building this model, a database of experimental data were gathered from the literature and used for training and testing the model. The used data as the inputs of fuzzy logic models are arranged in a format of five parameters that cover the total binder content, fly ash replacement percentage, water content, super plasticizer and age of specimens. The training and testing results in the fuzzy logic model have shown a strong potential for predicting the compressive strength of SCC containing fly ash in the considered range.

Keywords: self-compacting concrete, fly ash, strength prediction, fuzzy logic

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Authors: Wided Bakari, Patrice Bellot, Omar Trigui, Mahmoud Neji

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This article constitutes an opening to think of the modeling and analysis of Arabic texts in the context of a question-answer system. It is a question of exceeding the traditional approaches focused on morphosyntactic approaches. Furthermore, we present a new approach that analyze a text in order to extract correct answers then transform it to logical predicates. In addition, we would like to represent different levels of information within a text to answer a question and choose an answer among several proposed. To do so, we transform both the question and the text into logical forms. Then, we try to recognize all entailment between them. The results of recognizing the entailment are a set of text sentences that can implicate the user’s question. Our work is now concentrated on an implementation step in order to develop a system of question-answering in Arabic using techniques to recognize textual implications. In this context, the extraction of text features (keywords, named entities, and relationships that link them) is actually considered the first step in our process of text modeling. The second one is the use of techniques of textual implication that relies on the notion of inference and logic representation to extract candidate answers. The last step is the extraction and selection of the desired answer.

Keywords: NLP, Arabic language, question-answering, recognition text entailment, logic forms

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Authors: Seyed Abbas Tabatabaei, Fereydoon Moghadas Nejad, Mohammad Saed

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The bleeding prediction of the asphalt is one of the most complex subjects in the pavement engineering. In this paper, an Adaptive Neuro Fuzzy Inference System (ANFIS) is used for modeling the effect of important parameters on bleeding is trained and tested with the experimental results. bleeding index based on the asphalt film thickness differential as target parameter,asphalt content, temperature depth of two centemeter, heavy traffic, dust to effective binder, Marshall strength, passing 3/4 sieves, passing 3/8 sieves,passing 3/16 sieves, passing NO8, passing NO50, passing NO100, passing NO200 as input parameters. Then, we randomly divided empirical data into train and test sections in order to accomplish modeling. We instructed ANFIS network by 72 percent of empirical data. 28 percent of primary data which had been considered for testing the approprativity of the modeling were entered into ANFIS model. Results were compared by two statistical criterions (R2, RMSE) with empirical ones. Considering the results, it is obvious that our proposed modeling by ANFIS is efficient and valid and it can also be promoted to more general states.

Keywords: bleeding, asphalt film thickness differential, Anfis Modeling

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Authors: Abdelli Soulaima, Belhadj Besma

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The paper examines the choice of the central bank toward the movements of the nominal exchange rate and evaluates its effects on the volatility of the output growth and the inflation. The novel hybrid method of the dynamic stochastic general equilibrium called the DSGE-VAR is proposed for analyzing this policy experiment in a small scale open economy in particular Tunisia. The contribution is provided to the empirical literature as we apply the Tunisian data with this model, which is rarely used in this context. Note additionally that the issue of treating the degree of response of the central bank to the exchange rate in Tunisia is special. To ameliorate the estimation, the Bayesian technique is carried out for the sample 1980:q1 to 2011 q4. Our results reveal that the central bank should not react or softly react to the exchange rate. The variance decomposition displayed that the overall inflation volatility is more pronounced with the fixed exchange rate regime for most of the shocks except for the productivity and the interest rate. The output volatility is also higher with this regime with the majority of the shocks exempting the foreign interest rate and the interest rate shocks.

Keywords: DSGE-VAR modeling, exchange rate, monetary policy, Bayesian estimation

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Authors: Thomas Monahan, Nicolas Gorius, Thanh Nguyen

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Exoplanet atmospheric parameters retrieval is a complex, computationally intensive, inverse modeling problem in which an exoplanet’s atmospheric composition is extracted from an observed spectrum. Traditional Bayesian sampling methods require extensive time and computation, involving algorithms that compare large numbers of known atmospheric models to the input spectral data. Runtimes are directly proportional to the number of parameters under consideration. These increased power and runtime requirements are difficult to accommodate in space missions where model size, speed, and power consumption are of particular importance. The use of traditional Bayesian sampling methods, therefore, compromise model complexity or sampling accuracy. The Atmospheric Retrievals conditional Generative Adversarial Network (ARcGAN) is a deep convolutional generative adversarial network that improves on the previous model’s speed and accuracy. We demonstrate the efficacy of artificial intelligence to quickly and reliably predict atmospheric parameters and present it as a viable alternative to slow and computationally heavy Bayesian methods. In addition to its broad applicability across instruments and planetary types, ARcGAN has been designed to function on low power application-specific integrated circuits. The application of edge computing to atmospheric retrievals allows for real or near-real-time quantification of atmospheric constituents at the instrument level. Additionally, edge computing provides both high-performance and power-efficient computing for AI applications, both of which are critical for space missions. With the edge computing chip implementation, ArcGAN serves as a strong basis for the development of a similar machine-learning algorithm to reduce the downlinked data volume from the Compact Ultraviolet to Visible Imaging Spectrometer (CUVIS) onboard the DAVINCI mission to Venus.

Keywords: deep learning, generative adversarial network, edge computing, atmospheric parameters retrieval

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Authors: Priya Kedia, Kiranmoy Das

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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

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Authors: Emna Benmohamed, Hela Ltifi, Mounir Ben Ayed

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Bayesian Network (BN) is one of the most efficient classification methods. It is widely used in several fields (i.e., medical diagnostics, risk analysis, bioinformatics research). The BN is defined as a probabilistic graphical model that represents a formalism for reasoning under uncertainty. This classification method has a high-performance rate in the extraction of new knowledge from data. The construction of this model consists of two phases for structure learning and parameter learning. For solving this problem, the K2 algorithm is one of the representative data-driven algorithms, which is based on score and search approach. In addition, the integration of the expert's knowledge in the structure learning process allows the obtainment of the highest accuracy. In this paper, we propose a hybrid approach combining the improvement of the K2 algorithm called K2 algorithm for Parents and Children search (K2PC) and the expert-driven method for learning the structure of BN. The evaluation of the experimental results, using the well-known benchmarks, proves that our K2PC algorithm has better performance in terms of correct structure detection. The real application of our model shows its efficiency in the analysis of the phosphate laundry effluents' impact on the watershed in the Gafsa area (southwestern Tunisia).

Keywords: Bayesian network, classification, expert knowledge, structure learning, surface water analysis

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Authors: Anandita Mitro, Archana Srivastava, Bidisha Banerjee

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The present paper attempts to analyze the hierarchy and interconnection of factors responsible for the uptake of BCG vaccination in India. The study uses National Family Health Survey (NFHS-5) data which was conducted during 2019-21. The univariate logistic regression method is used to understand the univariate effects while the interconnection effects have been studied using the Categorical Inference Tree (CIT) which is a non-parametric Machine Learning (ML) model. The hierarchy of the factors is further established using Conditional Inference Forest which is an extension of the CIT approach. The results suggest that BCG vaccination coverage was influenced more by system-level factors and awareness than education or socio-economic status. Factors such as place of delivery, antenatal care, and postnatal care were crucial, with variations based on delivery location. Region-specific differences were also observed which could be explained by the factors. Awareness of the disease was less impactful along with the factor of wealth and urban or rural residence, although awareness did appear to substitute for inadequate ANC. Thus, from the policy point of view, it is revealed that certain subpopulations have less prevalence of vaccination which implies that there is a need for population-specific policy action to achieve a hundred percent coverage.

Keywords: vaccination, NFHS, machine learning, public health

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