Search results for: copula-based regression models

Authors: Joel Podgorski, Manouchehr Amini, Annette Johnson, Michael Berg

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One-third of the world’s population relies on groundwater for its drinking water. Natural geogenic arsenic and fluoride contaminate ~10% of wells. Prolonged exposure to high levels of arsenic can result in various internal cancers, while high levels of fluoride are responsible for the development of dental and crippling skeletal fluorosis. In poor urban and rural settings, the provision of drinking water free of geogenic contamination can be a major challenge. In order to efficiently apply limited resources in the testing of wells, water resource managers need to know where geogenically contaminated groundwater is likely to occur. The Groundwater Assessment Platform (GAP) fulfills this need by providing state-of-the-art global arsenic and fluoride contamination hazard maps as well as enabling users to create their own groundwater quality models. The global risk models were produced by logistic regression of arsenic and fluoride measurements using predictor variables of various soil, geological and climate parameters. The maps display the probability of encountering concentrations of arsenic or fluoride exceeding the World Health Organization’s (WHO) stipulated concentration limits of 10 µg/L or 1.5 mg/L, respectively. In addition to a reconsideration of the relevant geochemical settings, these second-generation maps represent a great improvement over the previous risk maps due to a significant increase in data quantity and resolution. For example, there is a 10-fold increase in the number of measured data points, and the resolution of predictor variables is generally 60 times greater. These same predictor variable datasets are available on the GAP platform for visualization as well as for use with a modeling tool. The latter requires that users upload their own concentration measurements and select the predictor variables that they wish to incorporate in their models. In addition, users can upload additional predictor variable datasets either as features or coverages. Such models can represent an improvement over the global models already supplied, since (a) users may be able to use their own, more detailed datasets of measured concentrations and (b) the various processes leading to arsenic and fluoride groundwater contamination can be isolated more effectively on a smaller scale, thereby resulting in a more accurate model. All maps, including user-created risk models, can be downloaded as PDFs. There is also the option to share data in a secure environment as well as the possibility to collaborate in a secure environment through the creation of communities. In summary, GAP provides users with the means to reliably and efficiently produce models specific to their region of interest by making available the latest datasets of predictor variables along with the necessary modeling infrastructure.

Keywords: arsenic, fluoride, groundwater contamination, logistic regression

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Authors: P. S. Jagadeesh Kumar, Mingmin Pan, Xianpei Li, Yanmin Yuan, Tracy Lin Huan

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Researchers are doing enchanting research into the inherited features of Alzheimer’s disease and probable consistent therapies. In Alzheimer’s, memories are extinct in reverse order; memories formed lately are more transitory than those from formerly. Reminiscence therapy includes the conversation of past actions, trials and knowledges with another individual or set of people, frequently with the help of perceptible reminders such as photos, household and other acquainted matters from the past, music and collection of tapes. In this manuscript, the competence of reminiscence therapy for Alzheimer’s disease is measured using logistic regression based linear bootstrap aggregating. Logistic regression is used to envisage the experiential features of the patient’s memory through various therapies. Linear bootstrap aggregating shows better stability and accuracy of reminiscence therapy used in statistical classification and regression of memories related to validation therapy, supportive psychotherapy, sensory integration and simulated presence therapy.

Keywords: Alzheimer’s disease, linear bootstrap aggregating, logistic regression, reminiscence therapy

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Authors: Amanda Rithieli Pereira Dos Santos, Rute Quelvia De Faria, Álvaro De Oliveira Cardoso, Anderson Rodrigo Da Silva, Érica Leão Fernandes Araújo

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The study of the kinetics of drying has great importance for the mathematical modeling, allowing to know about the processes of transference of heat and mass between the products and to adjust dryers managing new technologies for these processes. The present work had the objective of studying the kinetics of drying of soybean seeds and adjusting different statistical models to the experimental data varying cultivar and temperature. Soybean seeds were pre-dried in a natural environment in order to reduce and homogenize the water content to the level of 14% (b.s.). Then, drying was carried out in a forced air circulation oven at controlled temperatures of 38, 43, 48, 53 and 58 ± 1 ° C, using two soybean cultivars, BRS 8780 and Sambaíba, until reaching a hygroscopic equilibrium. The experimental design was completely randomized in factorial 5 x 2 (temperature x cultivar) with 3 replicates. To the experimental data were adjusted eleven statistical models used to explain the drying process of agricultural products. Regression analysis was performed using the least squares Gauss-Newton algorithm to estimate the parameters. The degree of adjustment was evaluated from the analysis of the coefficient of determination (R²), the adjusted coefficient of determination (R² Aj.) And the standard error (S.E). The models that best represent the drying kinetics of soybean seeds are those of Midilli and Logarítmico.

Keywords: curve of drying seeds, Glycine max L., moisture ratio, statistical models

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Authors: Serkan Aras, Emrah Gulay

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Combining various forecasting models is an important tool for researchers to attain more accurate forecasts. A great number of papers have shown that selecting single models as dissimilar models, or methods based on different information as possible leads to better forecasting performances. However, there is not a certain rule regarding the number of single models to be used in any combining methods. This study focuses on determining the optimal or near optimal number for single models with the help of statistical tests. An extensive experiment is carried out by utilizing some well-known time series data sets from diverse fields. Furthermore, many rival forecasting methods and some of the commonly used combining methods are employed. The obtained results indicate that some statistically significant performance differences can be found regarding the number of the single models in the combining methods under investigation.

Keywords: combined forecast, forecasting, M-competition, time series

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Authors: Al Omari Mohammed Ahmed

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This paper focuses on Maximum Likelihood Estimator with Covariate. Covariates are incorporated into the Weibull model. Under this regression model with regards to maximum likelihood estimator, the parameters of the covariate, shape parameter, survival function and hazard rate of the Weibull regression distribution with right censored data are estimated. The mean square error (MSE) and absolute bias are used to compare the performance of Weibull regression distribution. For the simulation comparison, the study used various sample sizes and several specific values of the Weibull shape parameter.

Keywords: weibull regression distribution, maximum likelihood estimator, survival function, hazard rate, right censoring

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Authors: Sheena K. J., Jyoti Badge, Sayed Mohammed Zeeshan

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A Comparative Study of Exponential and Logistic Population Growth Models in India India is the second most populous city in the world, just behind China, and is going to be in the first place by next year. The Indian population has remarkably at higher rate than the other countries from the past 20 years. There were many scientists and demographers who has formulated various models of population growth in order to study and predict the future population. Some of the models are Fibonacci population growth model, Exponential growth model, Logistic growth model, Lotka-Volterra model, etc. These models have been effective in the past to an extent in predicting the population. However, it is essential to have a detailed comparative study between the population models to come out with a more accurate one. Having said that, this research study helps to analyze and compare the two population models under consideration - exponential and logistic growth models, thereby identifying the most effective one. Using the census data of 2011, the approximate population for 2016 to 2031 are calculated for 20 Indian states using both the models, compared and recorded the data with the actual population. On comparing the results of both models, it is found that logistic population model is more accurate than the exponential model, and using this model, we can predict the future population in a more effective way. This will give an insight to the researchers about the effective models of population and how effective these population models are in predicting the future population.

Keywords: population growth, population models, exponential model, logistic model, fibonacci model, lotka-volterra model, future population prediction, demographers

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Authors: Yeliz Ekinci, Melis Koyuncu

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Successful planning of solid waste management systems requires successful prediction of the amount of solid waste generated in an area. Waste management planning can protect the environment and human health, hence it is tremendously important for countries. The lack of information in waste generation can cause many environmental and health problems. Turkey is a country that plans to join European Union, hence, solid waste management is one of the most significant criteria that should be handled in order to be a part of this community. Solid waste management system requires a good forecast of solid waste generation. Thus, this study aims to forecast solid waste generation in Turkey. Artificial Neural Network and Linear Regression models will be used for this aim. Many models will be run and the best one will be selected based on some predetermined performance measures.

Keywords: forecast, solid waste generation, solid waste management, Turkey

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Authors: Issam Aouari, Abdelmalek Abdelhamid

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For seismologists, the characterization of seismic demand should include the amplitude and duration of strong shaking in the system. The duration of ground shaking is one of the key parameters in earthquake resistant design of structures. This paper proposes a nonlinear statistical model to estimate earthquake ground motion duration in soft soils using multiple seismicity indicators. Three definitions of ground motion duration proposed by literature have been applied. With a comparative study, we select the most significant definition to use for predict the duration. A stochastic model is presented for the McCann and Shah Method using nonlinear regression analysis based on a data set for moment magnitude, source to site distance and site conditions. The data set applied is taken from PEER strong motion databank and contains shallow earthquakes from different regions in the world; America, Turkey, London, China, Italy, Chili, Mexico...etc. Main emphasis is placed on soft site condition. The predictive relationship has been developed based on 600 records and three input indicators. Results have been compared with others published models. It has been found that the proposed model can predict earthquake ground motion duration in soft soils for different regions and sites conditions.

Keywords: duration, earthquake, prediction, regression, soft soil

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Authors: Omar Dib, Rita Yaacoub, Luc Eveleigh, Nathalie Locquet, Hussein Dib, Ali Bassal, Christophe B. Y. Cordella

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The potential of front-face fluorescence coupled with chemometric techniques, namely parallel factor analysis (PARAFAC) and multiple linear regression (MLR) as a rapid analysis tool to characterize Lebanese virgin olive oils was investigated. Fluorescence fingerprints were acquired directly on 102 Lebanese virgin olive oil samples in the range of 280-540 nm in excitation and 280-700 nm in emission. A PARAFAC model with seven components was considered optimal with a residual of 99.64% and core consistency value of 78.65. The model revealed seven main fluorescence profiles in olive oil and was mainly associated with tocopherols, polyphenols, chlorophyllic compounds and oxidation/hydrolysis products. 23 MLR regression models based on PARAFAC scores were generated, the majority of which showed a good correlation coefficient (R > 0.7 for 12 predicted variables), thus satisfactory prediction performances. Acid values, peroxide values, and Delta K had the models with the highest predictions, with R values of 0.89, 0.84 and 0.81 respectively. Among fatty acids, linoleic and oleic acids were also highly predicted with R values of 0.8 and 0.76, respectively. Factors contributing to the model's construction were related to common fluorophores found in olive oil, mainly chlorophyll, polyphenols, and oxidation products. This study demonstrates the interest of front-face fluorescence as a promising tool for quality control of Lebanese virgin olive oils.

Keywords: front-face fluorescence, Lebanese virgin olive oils, multiple Linear regressions, PARAFAC analysis

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Authors: Shan-Hong Ying, Ying-Fang Wang

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A surrogate approach was deployed for assessing exposures of multiple chemicals at the selected working area of coating processes and applied to assess the exposure concentration of similar exposed groups using the same chemicals but different formula ratios. For the selected area, 6 to 12 portable photoionization detector (PID) were placed uniformly in its workplace to measure its total VOCs concentrations (CT-VOCs) for 6 randomly selected workshifts. Simultaneously, one sampling strain was placed beside one of these portable PIDs, and the collected air sample was analyzed for individual concentration (CVOCi) of 5 VOCs (xylene, butanone, toluene, butyl acetate, and dimethylformamide). Predictive models were established by relating the CT-VOCs to CVOCi of each individual compound via simple regression analysis. The established predictive models were employed to predict each CVOCi based on the measured CT-VOC for each the similar working area using the same portable PID. Results show that predictive models obtained from simple linear regression analyses were found with an R2 = 0.83~0.99 indicating that CT-VOCs were adequate for predicting CVOCi. In order to verify the validity of the exposure prediction model, the sampling analysis of the above chemical substances was further carried out and the correlation between the measured value (Cm) and the predicted value (Cp) was analyzed. It was found that there is a good correction between the predicted value and measured value of each measured chemical substance (R2=0.83~0.98). Therefore, the surrogate approach could be assessed the exposure concentration of similar exposed groups using the same chemicals but different formula ratios. However, it is recommended to establish the prediction model between the chemical substances belonging to each coater and the direct-reading PID, which is more representative of reality exposure situation and more accurately to estimate the long-term exposure concentration of operators.

Keywords: exposure assessment, exposure prediction model, surrogate approach, TVOC

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Authors: Navab Karimi, Tohid Alizadeh

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An intelligent vision-based system was designed to measure the quality and purity of raisins. A machine vision setup was utilized to capture the images of bulk raisins in ranges of 5-50% mixed pure-impure berries. The textural features of bulk raisins were extracted using Grey-level Histograms, Co-occurrence Matrix, and Local Binary Pattern (a total of 108 features). Genetic Algorithm and neural network regression were used for selecting and ranking the best features (21 features). As a result, the GLCM features set was found to have the highest accuracy (92.4%) among the other sets. Followingly, multiple feature combinations of the previous stage were fed into the second regression (linear regression) to increase accuracy, wherein a combination of 16 features was found to be the optimum. Finally, a Support Vector Machine (SVM) classifier was used to differentiate the mixtures, producing the best efficiency and accuracy of 96.2% and 97.35%, respectively.

Keywords: sun-dried organic raisin, genetic algorithm, feature extraction, ann regression, linear regression, support vector machine, south azerbaijan.

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Authors: Lin-Han Chiang Hsieh, Hsiao-Yi Lin

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This study aims to determine the impact of the disclosure of flood potential map on housing prices. The disclosure is supposed to mitigate the market failure by reducing information asymmetry. On the other hand, opponents argue that the official disclosure of simulated results will only create unnecessary disturbances on the housing market. This study identifies the impact of the disclosure of the flood potential map by comparing the hedonic price of flood potential before and after the disclosure. The flood potential map used in this study is published by Taipei municipal government in 2015, which is a result of a comprehensive simulation based on geographical, hydrological, and meteorological factors. The residential property sales data of 2013 to 2016 is used in this study, which is collected from the actual sales price registration system by the Department of Land Administration (DLA). The result shows that the impact of flood potential on residential real estate market is statistically significant both before and after the disclosure. But the trend is clearer after the disclosure, suggesting that the disclosure does have an impact on the market. Also, the result shows that the impact of flood potential differs by the severity and frequency of precipitation. The negative impact for a relatively mild, high frequency flood potential is stronger than that for a heavy, low possibility flood potential. The result indicates that home buyers are of more concern to the frequency, than the intensity of flood. Another contribution of this study is in the methodological perspective. The classic hedonic price analysis with OLS regression suffers from two spatial problems: the endogeneity problem caused by omitted spatial-related variables, and the heterogeneity concern to the presumption that regression coefficients are spatially constant. These two problems are seldom considered in a single model. This study tries to deal with the endogeneity and heterogeneity problem together by combining the spatial fixed-effect model and geographically weighted regression (GWR). A series of literature indicates that the hedonic price of certain environmental assets varies spatially by applying GWR. Since the endogeneity problem is usually not considered in typical GWR models, it is arguable that the omitted spatial-related variables might bias the result of GWR models. By combing the spatial fixed-effect model and GWR, this study concludes that the effect of flood potential map is highly sensitive by location, even after controlling for the spatial autocorrelation at the same time. The main policy application of this result is that it is improper to determine the potential benefit of flood prevention policy by simply multiplying the hedonic price of flood risk by the number of houses. The effect of flood prevention might vary dramatically by location.

Keywords: flood potential, hedonic price analysis, endogeneity, heterogeneity, geographically-weighted regression

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Authors: Luh Eka Suryani, Purhadi

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Poisson regression is a non-linear regression model with response variable in the form of count data that follows Poisson distribution. Modeling for a pair of count data that show high correlation can be analyzed by Poisson Bivariate Regression. Data, the number of infant mortality and maternal mortality, are count data that can be analyzed by Poisson Bivariate Regression. The Poisson regression assumption is an equidispersion where the mean and variance values are equal. However, the actual count data has a variance value which can be greater or less than the mean value (overdispersion and underdispersion). Violations of this assumption can be overcome by applying Generalized Poisson Regression. Characteristics of each regency can affect the number of cases occurred. This issue can be overcome by spatial analysis called geographically weighted regression. This study analyzes the number of infant mortality and maternal mortality based on conditions in East Java in 2016 using Geographically Weighted Bivariate Generalized Poisson Regression (GWBGPR) method. Modeling is done with adaptive bisquare Kernel weighting which produces 3 regency groups based on infant mortality rate and 5 regency groups based on maternal mortality rate. Variables that significantly influence the number of infant and maternal mortality are the percentages of pregnant women visit health workers at least 4 times during pregnancy, pregnant women get Fe3 tablets, obstetric complication handled, clean household and healthy behavior, and married women with the first marriage age under 18 years.

Keywords: adaptive bisquare kernel, GWBGPR, infant mortality, maternal mortality, overdispersion

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Authors: S. Ghorbani, N. I. Polushin

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In this study, an approach to identify factors affecting on surface roughness in a machining process is presented. This study is based on 81 data about surface roughness over a wide range of cutting tools (conventional, cutting tool with holes, cutting tool with composite material), workpiece materials (AISI 1045 Steel, AA2024 aluminum alloy, A48-class30 gray cast iron), spindle speed (630-1000 rpm), feed rate (0.05-0.075 mm/rev), depth of cut (0.05-0.15 mm) and tool overhang (41-65 mm). A single decision tree (SDT) analysis was done to identify factors for predicting a model of surface roughness, and the CART algorithm was employed for building and evaluating regression tree. Results show that a single decision tree is better than traditional regression models with higher rate and forecast accuracy and strong value.

Keywords: cutting condition, surface roughness, decision tree, CART algorithm

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Authors: Mohammad Mahdi Mousavi

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Bankruptcy prediction models have been implemented for continuous evaluation and monitoring of firms. With the huge number of bankruptcy models, an extensive number of studies have focused on answering the question that which of these models are superior in performance. In practice, one of the drawbacks of existing comparative studies is that the relative assessment of alternative bankruptcy models remains an exercise that is mono-criterion in nature. Further, a very restricted number of criteria and measure have been applied to compare the performance of competing bankruptcy prediction models. In this research, we overcome these methodological gaps through implementing an extensive range of criteria and measures for comparison between dynamic and static bankruptcy models, and through proposing a multi-criteria framework to compare the relative performance of bankruptcy models in forecasting firm distress for UK firms.

Keywords: bankruptcy prediction, data envelopment analysis, performance criteria, performance measures

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Authors: P. V. Pramila , V. Mahesh

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Pulmonary Function Tests are important non-invasive diagnostic tests to assess respiratory impairments and provides quantifiable measures of lung function. Spirometry is the most frequently used measure of lung function and plays an essential role in the diagnosis and management of pulmonary diseases. However, the test requires considerable patient effort and cooperation, markedly related to the age of patients esulting in incomplete data sets. This paper presents, a nonlinear model built using Multivariate adaptive regression splines and Random forest regression model to predict the missing spirometric features. Random forest based feature selection is used to enhance both the generalization capability and the model interpretability. In the present study, flow-volume data are recorded for N= 198 subjects. The ranked order of feature importance index calculated by the random forests model shows that the spirometric features FVC, FEF 25, PEF,FEF 25-75, FEF50, and the demographic parameter height are the important descriptors. A comparison of performance assessment of both models prove that, the prediction ability of MARS with the `top two ranked features namely the FVC and FEF 25 is higher, yielding a model fit of R2= 0.96 and R2= 0.99 for normal and abnormal subjects. The Root Mean Square Error analysis of the RF model and the MARS model also shows that the latter is capable of predicting the missing values of FEV1 with a notably lower error value of 0.0191 (normal subjects) and 0.0106 (abnormal subjects). It is concluded that combining feature selection with a prediction model provides a minimum subset of predominant features to train the model, yielding better prediction performance. This analysis can assist clinicians with a intelligence support system in the medical diagnosis and improvement of clinical care.

Keywords: FEV, multivariate adaptive regression splines pulmonary function test, random forest

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Authors: Bhaveek Maini, Sanjay Dhanka, Surita Maini

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Electroencephalography (EEG) is used to classify several epileptic seizures worldwide. It is a very crucial task for the neurologist to identify the epileptic seizure with manual EEG analysis, as it takes lots of effort and time. Human error is always at high risk in EEG, as acquiring signals needs manual intervention. Disease diagnosis using machine learning (ML) has continuously been explored since its inception. Moreover, where a large number of datasets have to be analyzed, ML is acting as a boon for doctors. In this research paper, authors proposed two different ML models, i.e., logistic regression (LR) and Naïve Bayes (NB), to predict epileptic seizures based on general parameters. These two techniques are applied to the epileptic seizures recognition dataset, available on the UCI ML repository. The algorithms are implemented on an 80:20 train test ratio (80% for training and 20% for testing), and the performance of the model was validated by 10-fold cross-validation. The proposed study has claimed accuracy of 81.87% and 95.49% for LR and NB, respectively.

Keywords: epileptic seizure recognition, logistic regression, Naïve Bayes, machine learning

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Authors: Ekele Alih, Enejo Jalija

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Female Genital Mutilation (FGM) is made up of three types namely: Clitoridectomy, Excision and Infibulation. In this study, we examine the factors responsible for FGM in order to identify the causality variables in a logistic regression approach. From the result of the survey conducted by the Public Health Division, Nigeria Institute of Medical Research, Yaba, Lagos State, the tau statistic, τ was used to screen 9 factors that causes FGM in order to select few of the predictors before multiple regression equation is obtained. The need for this may be that the sample size may not be able to sustain having a regression with all the predictors or to avoid multi-collinearity. A total of 300 respondents, comprising 150 adult males and 150 adult females were selected for the household survey based on the multi-stage sampling procedure. The tau statistic,

Keywords: female genital mutilation, logistic regression, tau statistic, African society

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Authors: Georgios Charizanos, Haydar Demirhan, Duygu Icen

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Two of the most impactful issues in classical logistic regression are class imbalance and complete separation. These can result in model predictions heavily leaning towards the imbalanced class on the binary response variable or over-fitting issues. Fuzzy methodology offers key solutions for handling these problems. However, most studies propose the transformation of the binary responses into a continuous format limited within [0,1]. This is called the possibilistic approach within fuzzy logistic regression. Following this approach is more aligned with straightforward regression since a logit-link function is not utilized, and fuzzy probabilities are not generated. In contrast, we propose a method of fuzzifying binary response variables that allows for the use of the logit-link function; hence, a probabilistic fuzzy logistic regression model with the Monte Carlo method. The fuzzy probabilities are then classified by selecting a fuzzy threshold. Different combinations of fuzzy and crisp input, output, and coefficients are explored, aiming to understand which of these perform better under different conditions of imbalance and separation. We conduct numerical experiments using both synthetic and real datasets to demonstrate the performance of the fuzzy logistic regression framework against seven crisp machine learning methods. The proposed framework shows better performance irrespective of the degree of imbalance and presence of separation in the data, while the considered machine learning methods are significantly impacted.

Keywords: fuzzy logistic regression, fuzzy, logistic, machine learning

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Authors: Deniz Peksen

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This thesis aims to predict trend movement of closing price of stock and to maximize portfolio by utilizing the predictions. In this context, the study aims to define a stock portfolio strategy from models created by using Logistic Regression, Gradient Boosting and Random Forest. Recently, predicting the trend of stock price has gained a significance role in making buy and sell decisions and generating returns with investment strategies formed by machine learning basis decisions. There are plenty of studies in the literature on the prediction of stock prices in capital markets using machine learning methods but most of them focus on closing prices instead of the direction of price trend. Our study differs from literature in terms of target definition. Ours is a classification problem which is focusing on the market trend in next 20 trading days. To predict trend direction, fourteen years of data were used for training. Following three years were used for validation. Finally, last three years were used for testing. Training data are between 2002-06-18 and 2016-12-30 Validation data are between 2017-01-02 and 2019-12-31 Testing data are between 2020-01-02 and 2022-03-17 We determine Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate as benchmarks which we should outperform. We compared our machine learning basis portfolio return on test data with return of Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate. We assessed our model performance with the help of roc-auc score and lift charts. We use logistic regression, Gradient Boosting and Random Forest with grid search approach to fine-tune hyper-parameters. As a result of the empirical study, the existence of uptrend and downtrend of five stocks could not be predicted by the models. When we use these predictions to define buy and sell decisions in order to generate model-based-portfolio, model-based-portfolio fails in test dataset. It was found that Model-based buy and sell decisions generated a stock portfolio strategy whose returns can not outperform non-model portfolio strategies on test dataset. We found that any effort for predicting the trend which is formulated on stock price is a challenge. We found same results as Random Walk Theory claims which says that stock price or price changes are unpredictable. Our model iterations failed on test dataset. Although, we built up several good models on validation dataset, we failed on test dataset. We implemented Random Forest, Gradient Boosting and Logistic Regression. We discovered that complex models did not provide advantage or additional performance while comparing them with Logistic Regression. More complexity did not lead us to reach better performance. Using a complex model is not an answer to figure out the stock-related prediction problem. Our approach was to predict the trend instead of the price. This approach converted our problem into classification. However, this label approach does not lead us to solve the stock prediction problem and deny or refute the accuracy of the Random Walk Theory for the stock price.

Keywords: stock prediction, portfolio optimization, data science, machine learning

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Authors: Priscilla Eng Lian Murphy

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This study examines the nature of student conceptions of mathematics in higher education using quantitative research methods. This study validates the Short Form of Conception of Mathematics survey as well as reveals the epistemological nature of student conceptions of mathematics. Using a random sample of mathematics students in Australia and New Zealand (N=274), this paper highlighted three key findings, of relevance to lecturers in higher education. Firstly, descriptive data shows that mathematics students in Australia and New Zealand reported that mathematics is about numbers and components, models and life. Secondly, models conceptions of mathematics predicted strong examination performances using regression analyses; and thirdly, there is a positive correlation between high mathematics examination scores and cohesive conceptions of mathematics.

Keywords: higher education, learning mathematics, mathematics performances, student conceptions of mathematics

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Authors: Sanja O. Podunavac-Kuzmanović, Lidija R. Jevrić, Strahinja Z. Kovačević

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Benzimidazoles are a group of compounds with significant antibacterial, antifungal and anticancer activity. The studied compounds consist of the main benzimidazole structure with different combinations of substituens. This study is based on the two-dimensional and three-dimensional molecular modeling and calculation of molecular descriptors (physicochemical and lipophilicity descriptors) of structurally diverse benzimidazoles. Molecular modeling was carried out by using ChemBio3D Ultra version 14.0 software. The obtained 3D models were subjected to energy minimization using molecular mechanics force field method (MM2). The cutoff for structure optimization was set at a gradient of 0.1 kcal/Åmol. The obtained set of molecular descriptors was used in principal component analysis (PCA) of possible similarities and dissimilarities among the studied derivatives. After the molecular modeling, the quantitative structure-property relationship (QSPR) analysis was applied in order to get the mathematical models which can be used in prediction of pKb values of structurally similar benzimidazoles. The obtained models are based on statistically valid multiple linear regression (MLR) equations. The calculated cross-validation parameters indicate the high prediction ability of the established QSPR models. This study is financially supported by COST action CM1306 and the project No. 114-451-347/2015-02, financially supported by the Provincial Secretariat for Science and Technological Development of Vojvodina.

Keywords: benzimidazoles, chemometrics, molecular modeling, molecular descriptors, QSPR

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Authors: Entisar A. Elgmati

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Recurrent infant diarrhea is studied using daily data collected in Salvador, Brazil over one year and three months. A logistic regression model is fitted instead of Aalen's additive model using the same covariates that were used in the analysis with the additive model. The model gives reasonably similar results to that using additive regression model. In addition, the problem with the estimated conditional probabilities not being constrained between zero and one in additive model is solved here. Also martingale residuals that have been used to judge the goodness of fit for the additive model are shown to be useful for judging the goodness of fit of the logistic model.

Keywords: additive model, cumulative probabilities, infant diarrhoea, recurrent event

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Authors: Sofia Stoica

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In this paper, we use historical data to predict the stock price of a tech company. To this end, we use a dataset consisting of the stock prices in the past five years of ten major tech companies – Adobe, Amazon, Apple, Facebook, Google, Microsoft, Netflix, Oracle, Salesforce, and Tesla. We experimented with a variety of models– a linear regressor model, K nearest Neighbors (KNN), a sequential neural network – and algorithms - Multiplicative Weight Update, and AdaBoost. We found that the sequential neural network performed the best, with a testing error of 0.18%. Interestingly, the linear model performed the second best with a testing error of 0.73%. These results show that using historical data is enough to obtain high accuracies, and a simple algorithm like linear regression has a performance similar to more sophisticated models while taking less time and resources to implement.

Keywords: finance, machine learning, opening price, stock market

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Authors: Mohd Aftar Abu Bakar, Noratiqah Mohd Ariff, Abdul Aziz Jemain

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Storm Event Analysis (SEA) provides a method to define rainfalls events as storms where each storm has its own amount and duration. By modelling daily probability of different types of storms, the onset, offset and cycle of rainfall seasons can be determined and investigated. Furthermore, researchers from the field of meteorology will be able to study the dynamical characteristics of rainfalls and make predictions for future reference. In this study, four categories of storms; short, intermediate, long and very long storms; are introduced based on the length of storm duration. Daily probability models of storms are built for these four categories of storms in Peninsular Malaysia. The models are constructed by using Bernoulli distribution and by applying linear regression on the first Fourier harmonic equation. From the models obtained, it is found that daily probability of storms at the Eastern part of Peninsular Malaysia shows a unimodal pattern with high probability of rain beginning at the end of the year and lasting until early the next year. This is very likely due to the Northeast monsoon season which occurs from November to March every year. Meanwhile, short and intermediate storms at other regions of Peninsular Malaysia experience a bimodal cycle due to the two inter-monsoon seasons. Overall, these models indicate that Peninsular Malaysia can be divided into four distinct regions based on the daily pattern for the probability of various storm events.

Keywords: daily probability model, monsoon seasons, regions, storm events

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Authors: Uswah Ahmad Khan, Muhammad Moazam Fraz, Humayoon Shafique Satti, Qasim Aziz

Abstract:

Approximately 10-14% of the global population experiences a functional disorder known as irritable bowel syndrome (IBS). The disorder is defined by persistent abdominal pain and an irregular bowel pattern. IBS significantly impairs work productivity and disrupts patients' daily lives and activities. Although IBS is widespread, there is still an incomplete understanding of its underlying pathophysiology. This study aims to help characterize the phenotype of IBS patients by differentiating the comorbidities found in IBS patients from those in non-IBS patients using machine learning algorithms. In this study, we extracted samples coding for IBS from the UK BioBank cohort and randomly selected patients without a code for IBS to create a total sample size of 18,000. We selected the codes for comorbidities of these cases from 2 years before and after their IBS diagnosis and compared them to the comorbidities in the non-IBS cohort. Machine learning models, including Decision Trees, Gradient Boosting, Support Vector Machine (SVM), AdaBoost, Logistic Regression, and XGBoost, were employed to assess their accuracy in predicting IBS. The most accurate model was then chosen to identify the features associated with IBS. In our case, we used XGBoost feature importance as a feature selection method. We applied different models to the top 10% of features, which numbered 50. Gradient Boosting, Logistic Regression and XGBoost algorithms yielded a diagnosis of IBS with an optimal accuracy of 71.08%, 71.427%, and 71.53%, respectively. Among the comorbidities most closely associated with IBS included gut diseases (Haemorrhoids, diverticular diseases), atopic conditions(asthma), and psychiatric comorbidities (depressive episodes or disorder, anxiety). This finding emphasizes the need for a comprehensive approach when evaluating the phenotype of IBS, suggesting the possibility of identifying new subsets of IBS rather than relying solely on the conventional classification based on stool type. Additionally, our study demonstrates the potential of machine learning algorithms in predicting the development of IBS based on comorbidities, which may enhance diagnosis and facilitate better management of modifiable risk factors for IBS. Further research is necessary to confirm our findings and establish cause and effect. Alternative feature selection methods and even larger and more diverse datasets may lead to more accurate classification models. Despite these limitations, our findings highlight the effectiveness of Logistic Regression and XGBoost in predicting IBS diagnosis.

Keywords: comorbidities, disease association, irritable bowel syndrome (IBS), predictive analytics

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Authors: Izabela L. Ciesielska-Wrόbel

Abstract:

This paper presents finite element models of the fingertip skin which have been created to simulate the contact of textile objects with the skin to gain a better understanding of the perception of textiles through the skin, so-called Hand of Textiles (HoT). Many objective and subjective techniques have been developed to analyze HoT, however none of them provide exact overall information concerning the sensation of textiles through the skin. As the human skin is a complex heterogeneous hyperelastic body composed of many particles, some simplifications had to be made at the stage of building the models. The same concerns models of woven structures, however their utilitarian value was maintained. The models reflect only friction between skin and woven textiles, deformation of the skin and fabrics when “touching” textiles and heat transfer from the surface of the skin into direction of textiles.

Keywords: fingertip skin models, finite element models, modelling of textiles, sensation of textiles through the skin

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Authors: Fatemeh Valizadeh Gamchi, Edward L. Boone

Abstract:

This research focuses on Lyme disease, a widespread infectious condition in the United States caused by the bacterium Borrelia burgdorferi sensu stricto. It is critical to identify environmental and economic elements that are contributing to the spread of the disease. This study examined data from Virginia to identify a subset of explanatory variables significant for Lyme disease case numbers. To identify relevant variables and avoid overfitting, linear poisson, and regularization regression methods such as a ridge, lasso, and elastic net penalty were employed. Cross-validation was performed to acquire tuning parameters. The methods proposed can automatically identify relevant disease count covariates. The efficacy of the techniques was assessed using four criteria on three simulated datasets. Finally, using the Virginia Department of Health’s Lyme disease data set, the study successfully identified key factors, and the results were consistent with previous studies.

Keywords: lyme disease, Poisson generalized linear model, ridge regression, lasso regression, elastic net regression

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Authors: Muhammad Bahrul Ilmi

Abstract:

The purpose of this research is to analyze the influence of Islamic financing and work relation founding simultaneously and partially towards non-performing financing in Islamic banks. This research was regression quantitative field research, and had been done in Muammalat Indonesia Bank and Islamic Danamon Bank in 3 months. The populations of this research were 15 account officers of Muammalat Indonesia Bank and Islamic Danamon Bank in Surakarta, Indonesia. The techniques of collecting data used in this research were documentation, questionnaire, literary study and interview. Regression analysis result shows that Islamic financing and work relation founding simultaneously has positive and significant effect towards non performing financing of two Islamic Banks. It is obtained with probability value 0.003 which is less than 0.05 and F value 9.584. The analysis result of Islamic financing regression towards non performing financing shows the significant effect. It is supported by double linear regression analysis with probability value 0.001 which is less than 0.05. The regression analysis of work relation founding effect towards non-performing financing shows insignificant effect. This is shown in the double linear regression analysis with probability value 0.161 which is bigger than 0.05.

Keywords: Syariah financing, work relation founding, non-performing financing (NPF), Islamic Bank

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Authors: Nelson Bii, Christopher Ouma, John Odhiambo

Abstract:

Non-response is a potential source of errors in sample surveys. It introduces bias and large variance in the estimation of finite population parameters. Regression models have been recognized as one of the techniques of reducing bias and variance due to random non-response using auxiliary data. In this study, it is assumed that random non-response occurs in the survey variable in the second stage of cluster sampling, assuming full auxiliary information is available throughout. Auxiliary information is used at the estimation stage via a regression model to address the problem of random non-response. In particular, the auxiliary information is used via an improved Nadaraya-Watson kernel regression technique to compensate for random non-response. The asymptotic bias and mean squared error of the estimator proposed are derived. Besides, a simulation study conducted indicates that the proposed estimator has smaller values of the bias and smaller mean squared error values compared to existing estimators of finite population mean. The proposed estimator is also shown to have tighter confidence interval lengths at a 95% coverage rate. The results obtained in this study are useful, for instance, in choosing efficient estimators of the finite population mean in demographic sample surveys.

Keywords: mean squared error, random non-response, two-stage cluster sampling, confidence interval lengths

Procedia PDF Downloads 107