Search results for: covariance forecasting
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 692

Search results for: covariance forecasting

272 The Effect of a Three-Month Training Program on the Back Kyphosis of Former Male Addicts

Authors: M. J. Pourvaghar, Sh. Khoshemehry

Abstract:

Adopting inappropriate body posture during addiction can cause muscular and skeletal deformities. This study is aimed at investigating the effects of a program of the selected corrective exercises on the kyphosis of addicted male patients. Materials and methods: This was a quasi-experimental study. This study has been carried out using the semi-experimental method. The subjects of the present study included 104 addicted men between 25 to 45 years of age. In 2014, these men were referred to one of the NA (Narcotic Anonymous) centres in Kashan in 2015. A total of 24 people suffering from drug withdrawal, who had abnormal kyphosis, were purposefully selected as a sample. The sample was randomly divided into two groups, experimental and control; each group consisted of 12 people. The experimental group participated in a training program for 12 weeks consisting of three 60 minute sessions per week. That includes strengthening, stretching and PNF exercises (deep stretching of the muscle). The control group did no exercise or corrective activity. The Kolmogorov-Smirnov test was used to assess normal distribution of data; and a paired t-test and covariance analysis test were used to assess the effectiveness of the exercises, with a significance level of P≤0.05 by using SPSS18. The results showed that three months of the selected corrective exercises had a significant effect (P≤ 0.005) on the correction of the kyphosis of the addicted male patients after three months of rehabilitation (drug withdrawal) in the experimental group, while there was no significant difference recorded in the control group (P≥0.05). The results show that exercise and corrective activities can be used as non-invasive and non-pharmacological methods to rehabilitate kyphosis abnormalities after drug withdrawal and treatment for addiction.

Keywords: kyphosis, exercise-rehabilitation, addict, addiction

Procedia PDF Downloads 258
271 Synoptic Analysis of a Heavy Flood in the Province of Sistan-Va-Balouchestan: Iran January 2020

Authors: N. Pegahfar, P. Ghafarian

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In this research, the synoptic weather conditions during the heavy flood of 10-12 January 2020 in the Sistan-va-Balouchestan Province of Iran will be analyzed. To this aim, reanalysis data from the National Centers for Environmental Prediction (NCEP) and National Center for Atmospheric Research (NCAR), NCEP Global Forecasting System (GFS) analysis data, measured data from a surface station together with satellite images from the European Organization for the Exploitation of Meteorological Satellites (EUMETSAT) have been used from 9 to 12 January 2020. Atmospheric parameters both at the lower troposphere and also at the upper part of that have been used, including absolute vorticity, wind velocity, temperature, geopotential height, relative humidity, and precipitation. Results indicated that both lower-level and upper-level currents were strong. In addition, the transport of a large amount of humidity from the Oman Sea and the Red Sea to the south and southeast of Iran (Sistan-va-Balouchestan Province) led to the vast and unexpected precipitation and then a heavy flood.

Keywords: Sistan-va-Balouchestn Province, heavy flood, synoptic, analysis data

Procedia PDF Downloads 78
270 Replicating Brain’s Resting State Functional Connectivity Network Using a Multi-Factor Hub-Based Model

Authors: B. L. Ho, L. Shi, D. F. Wang, V. C. T. Mok

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The brain’s functional connectivity while temporally non-stationary does express consistency at a macro spatial level. The study of stable resting state connectivity patterns hence provides opportunities for identification of diseases if such stability is severely perturbed. A mathematical model replicating the brain’s spatial connections will be useful for understanding brain’s representative geometry and complements the empirical model where it falls short. Empirical computations tend to involve large matrices and become infeasible with fine parcellation. However, the proposed analytical model has no such computational problems. To improve replicability, 92 subject data are obtained from two open sources. The proposed methodology, inspired by financial theory, uses multivariate regression to find relationships of every cortical region of interest (ROI) with some pre-identified hubs. These hubs acted as representatives for the entire cortical surface. A variance-covariance framework of all ROIs is then built based on these relationships to link up all the ROIs. The result is a high level of match between model and empirical correlations in the range of 0.59 to 0.66 after adjusting for sample size; an increase of almost forty percent. More significantly, the model framework provides an intuitive way to delineate between systemic drivers and idiosyncratic noise while reducing dimensions by more than 30 folds, hence, providing a way to conduct attribution analysis. Due to its analytical nature and simple structure, the model is useful as a standalone toolkit for network dependency analysis or as a module for other mathematical models.

Keywords: functional magnetic resonance imaging, multivariate regression, network hubs, resting state functional connectivity

Procedia PDF Downloads 130
269 New Hybrid Method to Model Extreme Rainfalls

Authors: Youness Laaroussi, Zine Elabidine Guennoun, Amine Amar

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Modeling and forecasting dynamics of rainfall occurrences constitute one of the major topics, which have been largely treated by statisticians, hydrologists, climatologists and many other groups of scientists. In the same issue, we propose in the present paper a new hybrid method, which combines Extreme Values and fractal theories. We illustrate the use of our methodology for transformed Emberger Index series, constructed basing on data recorded in Oujda (Morocco). The index is treated at first by Peaks Over Threshold (POT) approach, to identify excess observations over an optimal threshold u. In the second step, we consider the resulting excess as a fractal object included in one dimensional space of time. We identify fractal dimension by the box counting. We discuss the prospect descriptions of rainfall data sets under Generalized Pareto Distribution, assured by Extreme Values Theory (EVT). We show that, despite of the appropriateness of return periods given by POT approach, the introduction of fractal dimension provides accurate interpretation results, which can ameliorate apprehension of rainfall occurrences.

Keywords: extreme values theory, fractals dimensions, peaks Over threshold, rainfall occurrences

Procedia PDF Downloads 338
268 Comparative Study of Line Voltage Stability Indices for Voltage Collapse Forecasting in Power Transmission System

Authors: H. H. Goh, Q. S. Chua, S. W. Lee, B. C. Kok, K. C. Goh, K. T. K. Teo

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At present, the evaluation of voltage stability assessment experiences sizeable anxiety in the safe operation of power systems. This is due to the complications of a strain power system. With the snowballing of power demand by the consumers and also the restricted amount of power sources, therefore, the system has to perform at its maximum proficiency. Consequently, the noteworthy to discover the maximum ability boundary prior to voltage collapse should be undertaken. A preliminary warning can be perceived to evade the interruption of power system’s capacity. The effectiveness of line voltage stability indices (LVSI) is differentiated in this paper. The main purpose of the indices is used to predict the proximity of voltage instability of the electric power system. On the other hand, the indices are also able to decide the weakest load buses which are close to voltage collapse in the power system. The line stability indices are assessed using the IEEE 14 bus test system to validate its practicability. Results demonstrated that the implemented indices are practically relevant in predicting the manifestation of voltage collapse in the system. Therefore, essential actions can be taken to dodge the incident from arising.

Keywords: critical line, line outage, line voltage stability indices (LVSI), maximum loadability, voltage collapse, voltage instability, voltage stability analysis

Procedia PDF Downloads 326
267 An IM-COH Algorithm Neural Network Optimization with Cuckoo Search Algorithm for Time Series Samples

Authors: Wullapa Wongsinlatam

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Back propagation algorithm (BP) is a widely used technique in artificial neural network and has been used as a tool for solving the time series problems, such as decreasing training time, maximizing the ability to fall into local minima, and optimizing sensitivity of the initial weights and bias. This paper proposes an improvement of a BP technique which is called IM-COH algorithm (IM-COH). By combining IM-COH algorithm with cuckoo search algorithm (CS), the result is cuckoo search improved control output hidden layer algorithm (CS-IM-COH). This new algorithm has a better ability in optimizing sensitivity of the initial weights and bias than the original BP algorithm. In this research, the algorithm of CS-IM-COH is compared with the original BP, the IM-COH, and the original BP with CS (CS-BP). Furthermore, the selected benchmarks, four time series samples, are shown in this research for illustration. The research shows that the CS-IM-COH algorithm give the best forecasting results compared with the selected samples.

Keywords: artificial neural networks, back propagation algorithm, time series, local minima problem, metaheuristic optimization

Procedia PDF Downloads 121
266 Socio-Economic Modelling Approaches Linked to Water Quality: A Review

Authors: Aurelia Samuel

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Socio-economic modelling approaches linked to water management have contributed to impact assessments of agricultural policies and management practices on water quality at catchment level. With an increasing interest in informing water management policy that considers complex links between socioeconomic factors, climate change, agricultural production, and water quality, several models have been developed and applied in the literature to capture these relationships. This paper offers an overview of socio-economic approaches that have been incorporated within an integrated framework. It also highlights how data gaps on socio-economic factors have been addressed using forecasting techniques. Findings of the review show that while integrated frameworks have the potential to account for complexities within dynamic systems, they generally do not provide direct, measurable financial impact of socio-economic factors on biophysical water parameters that affect water quality. The paper concludes with a recommendation that modelling framework is kept simple to make it more transparent and easier to capture the most important relationship.

Keywords: financial impact, integrated framework, socio-economic modelling, water quality

Procedia PDF Downloads 122
265 Neural Network Approaches for Sea Surface Height Predictability Using Sea Surface Temperature

Authors: Luther Ollier, Sylvie Thiria, Anastase Charantonis, Carlos E. Mejia, Michel Crépon

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Sea Surface Height Anomaly (SLA) is a signature of the sub-mesoscale dynamics of the upper ocean. Sea Surface Temperature (SST) is driven by these dynamics and can be used to improve the spatial interpolation of SLA fields. In this study, we focused on the temporal evolution of SLA fields. We explored the capacity of deep learning (DL) methods to predict short-term SLA fields using SST fields. We used simulated daily SLA and SST data from the Mercator Global Analysis and Forecasting System, with a resolution of (1/12)◦ in the North Atlantic Ocean (26.5-44.42◦N, -64.25–41.83◦E), covering the period from 1993 to 2019. Using a slightly modified image-to-image convolutional DL architecture, we demonstrated that SST is a relevant variable for controlling the SLA prediction. With a learning process inspired by the teaching-forcing method, we managed to improve the SLA forecast at five days by using the SST fields as additional information. We obtained predictions of a 12 cm (20 cm) error of SLA evolution for scales smaller than mesoscales and at time scales of 5 days (20 days), respectively. Moreover, the information provided by the SST allows us to limit the SLA error to 16 cm at 20 days when learning the trajectory.

Keywords: deep-learning, altimetry, sea surface temperature, forecast

Procedia PDF Downloads 59
264 The Cost of Solar-Centric Renewable Portfolio

Authors: Timothy J. Considine, Edward J. M. Manderson

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This paper develops an econometric forecasting system of energy demand coupled with engineering-economic models of energy supply. The framework is used to quantify the impact of state-level renewable portfolio standards (RPSs) achieved predominately with solar generation on electricity rates, electricity consumption, and environmental quality. We perform the analysis using Arizona’s RPS as a case study. We forecast energy demand in Arizona out to 2035, and find by this time the state will require an additional 35 million MWh of electricity generation. If Arizona implements its RPS when supplying this electricity demand, we find there will be a substantial increase in electricity rates (relative to a business-as-usual scenario of reliance on gas-fired generation). Extending the current regime of tax credits can greatly reduce this increase, at the taxpayers’ expense. We find that by 2025 Arizona’s RPS will implicitly abate carbon dioxide emissions at a cost between $101 and $135 per metric ton, and by 2035 abatement costs are between $64 and $112 per metric ton (depending on the future evolution of nature gas prices).

Keywords: electricity demand, renewable portfolio standard, solar, carbon dioxide

Procedia PDF Downloads 460
263 An Improved Prediction Model of Ozone Concentration Time Series Based on Chaotic Approach

Authors: Nor Zila Abd Hamid, Mohd Salmi M. Noorani

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This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: chaotic approach, phase space, Cao method, local linear approximation method

Procedia PDF Downloads 302
262 R Data Science for Technology Management

Authors: Sunghae Jun

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Technology management (TM) is important issue in a company improving the competitiveness. Among many activities of TM, technology analysis (TA) is important factor, because most decisions for management of technology are decided by the results of TA. TA is to analyze the developed results of target technology using statistics or Delphi. TA based on Delphi is depended on the experts’ domain knowledge, in comparison, TA by statistics and machine learning algorithms use objective data such as patent or paper instead of the experts’ knowledge. Many quantitative TA methods based on statistics and machine learning have been studied, and these have been used for technology forecasting, technological innovation, and management of technology. They applied diverse computing tools and many analytical methods case by case. It is not easy to select the suitable software and statistical method for given TA work. So, in this paper, we propose a methodology for quantitative TA using statistical computing software called R and data science to construct a general framework of TA. From the result of case study, we also show how our methodology is applied to real field. This research contributes to R&D planning and technology valuation in TM areas.

Keywords: technology management, R system, R data science, statistics, machine learning

Procedia PDF Downloads 435
261 Fast Bayesian Inference of Multivariate Block-Nearest Neighbor Gaussian Process (NNGP) Models for Large Data

Authors: Carlos Gonzales, Zaida Quiroz, Marcos Prates

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Several spatial variables collected at the same location that share a common spatial distribution can be modeled simultaneously through a multivariate geostatistical model that takes into account the correlation between these variables and the spatial autocorrelation. The main goal of this model is to perform spatial prediction of these variables in the region of study. Here we focus on a geostatistical multivariate formulation that relies on sharing common spatial random effect terms. In particular, the first response variable can be modeled by a mean that incorporates a shared random spatial effect, while the other response variables depend on this shared spatial term, in addition to specific random spatial effects. Each spatial random effect is defined through a Gaussian process with a valid covariance function, but in order to improve the computational efficiency when the data are large, each Gaussian process is approximated to a Gaussian random Markov field (GRMF), specifically to the block nearest neighbor Gaussian process (Block-NNGP). This approach involves dividing the spatial domain into several dependent blocks under certain constraints, where the cross blocks allow capturing the spatial dependence on a large scale, while each individual block captures the spatial dependence on a smaller scale. The multivariate geostatistical model belongs to the class of Latent Gaussian Models; thus, to achieve fast Bayesian inference, it is used the integrated nested Laplace approximation (INLA) method. The good performance of the proposed model is shown through simulations and applications for massive data.

Keywords: Block-NNGP, geostatistics, gaussian process, GRMF, INLA, multivariate models.

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260 Inclusive Educational Technology for Students in Rural Areas in Nigeria: Experimenting Micro-Learning and Gamification in Basic Technology Classes

Authors: Efuwape Bamidele Michael, Efuwape Oluwabunmi Asake

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Nigeria has some deep rural environments that seem secluded from most of the technological amenities for convenient living and learning. Most schools in such environments are yet to be captured in the educational applications of technological facilities. The study explores the facilitation of basic technology instructions with micro-learning and gamification among students in rural Junior Secondary Schools in the Ipokia Local Government Area (LGA) of Ogun state. The study employed a quasi-experimental design, specifically the pre-test and post-test control group design. The study population comprised all Junior Secondary School students in the LGA. Four Junior Secondary Schools in the LGA were randomly selected for the study and classified into two experimental and two control groups. A total sample of 156 students participated in the study. Basic Technology Achievement Test and Junior School Students’ Attitudinal Scale were instruments used for data collection in the study with reliability coefficients of 0.87 and 0.83, respectively. Five hypotheses guided the study and were tested using Analysis of covariance (ANCOVA) at a 0.05 level of significance. Findings from the study established significant marginal differences in students’ academic performance (F = 644.301; p = .000), learning retention (F = 583.335; p = .000), and attitude towards learning basic technology (F = 491.226; p = .000) between the two groups in favour of the experimental group exposed to micro-learning and gamification. As a recommendation, adequate provisions for inclusive educational practices with technological applications should be ensured for all children irrespective of location within the country, especially to encourage effective learning in rural schools.

Keywords: inclusive education, educational technology, basic technology students, rural areas in Nigeria, micro-learning, gamification

Procedia PDF Downloads 55
259 Volatility Switching between Two Regimes

Authors: Josip Visković, Josip Arnerić, Ante Rozga

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Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modelling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behaviour of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.

Keywords: central and east European countries, financial crisis, Markov switching GARCH model, transition probabilities

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258 Case for Simulating Consumer Response to Feed in Tariff Based on Socio-Economic Parameters

Authors: Fahad Javed, Tasneem Akhter, Maria Zafar, Adnan Shafique

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Evaluation and quantification of techniques is critical element of research and development of technology. Simulations and models play an important role in providing the tools for such assessments. When we look at technologies which impact or is dependent on an average Joe consumer then modeling the socio-economic and psychological aspects of the consumer also gain an importance. For feed in tariff for home consumers which is being deployed for average consumer may force many consumers to be adapters of the technology. Understanding how consumers will adapt this technologies thus hold as much significance as evaluating how the techniques would work in consumer agnostic scenarios. In this paper we first build the case for simulators which accommodate socio-economic realities of the consumers to evaluate smart grid technologies, provide a glossary of data that can aid in this effort and present an abstract model to capture and simulate consumers' adaptation and behavioral response to smart grid technologies. We provide a case study to express the power of such simulators.

Keywords: smart grids, simulation, socio-economic parameters, feed in tariff (FiT), forecasting

Procedia PDF Downloads 335
257 Influence of Radio Frequency Identification Technology at Cost of Supply Chain as a Driver for the Generation of Competitive Advantage

Authors: Mona Baniahmadi, Saied Haghanifar

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Radio Frequency Identification (RFID) is regarded as a promising technology for the optimization of supply chain processes since it improves manufacturing and retail operations from forecasting demand for planning, managing inventory, and distribution. This study precisely aims at learning to know the RFID technology and at explaining how it can concretely be used for supply chain management and how it can help improving it in the case of Hejrat Company which is located in Iran and works on the distribution of medical drugs and cosmetics. This study uses some statistical analysis to calculate the expected benefits of an integrated RFID system on supply chain obtained through competitive advantages increases with decreasing cost factor. The study investigates how the cost of storage process, labor cost, the cost of missing goods, inventory management optimization, on-time delivery, order cost, lost sales and supply process optimization affect the performance of the integrated RFID supply chain regarding cost factors and provides a competitive advantage.

Keywords: cost, competitive advantage, radio frequency identification, supply chain

Procedia PDF Downloads 248
256 Economic Forecasting Analysis for Solar Photovoltaic Application

Authors: Enas R. Shouman

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Economic development with population growth is leading to a continuous increase in energy demand. At the same time, growing global concern for the environment is driving to decrease the use of conventional energy sources and to increase the use of renewable energy sources. The objective of this study is to present the market trends of solar energy photovoltaic technology over the world and to represent economics methods for PV financial analyzes on the basis of expectations for the expansion of PV in many applications. In the course of this study, detailed information about the current PV market was gathered and analyzed to find factors influencing the penetration of PV energy. The paper methodology depended on five relevant economic financial analysis methods that are often used for investment decisions maker. These methods are payback analysis, net benefit analysis, saving-to-investment ratio, adjusted internal rate of return, and life-cycle cost. The results of this study may be considered as a marketing guide that helps diffusion of using PV Energy. The study showed that PV cost is economically reliable. The consumers will pay higher purchase prices for PV system installation but will get lower electricity bill.

Keywords: photovoltaic, financial methods, solar energy, economics, PV panel

Procedia PDF Downloads 86
255 Modern Trends in Foreign Direct Investments in Georgia

Authors: Rusudan Kinkladze, Guguli Kurashvili, Ketevan Chitaladze

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Foreign direct investment is a driving force in the development of the interdependent national economies, and the study and analysis of investments is an urgent problem. It is particularly important for transitional economies, such as Georgia, and the study and analysis of investments is an urgent problem. Consequently, the goal of the research is the study and analysis of direct foreign investments in Georgia, and identification and forecasting of modern trends, and covers the period of 2006-2015. The study uses the methods of statistical observation, grouping and analysis, the methods of analytical indicators of time series, trend identification and the predicted values are calculated, as well as various literary and Internet sources relevant to the research. The findings showed that modern investment policy In Georgia is favorable for domestic as well as foreign investors. Georgia is still a net importer of investments. In 2015, the top 10 investing countries was led by Azerbaijan, United Kingdom and Netherlands, and the largest share of FDIs were allocated in the transport and communication sector; the financial sector was the second, followed by the health and social work sector, and the same trend will continue in the future. 

Keywords: foreign direct investments, methods, statistics, analysis

Procedia PDF Downloads 297
254 The Impact of Technology on Sales Researches and Distribution

Authors: Nady Farag Faragalla Hanna

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In the car dealership industry in Japan, the sales specialist is a key factor in the success of the company. I hypothesize that when a company understands the characteristics of sales professionals in its industry, it is easier to recruit and train salespeople effectively. Lean human resources management ensures the economic success and performance of companies, especially small and medium-sized companies.The purpose of the article is to determine the characteristics of sales specialists for small and medium-sized car dealerships using the chi-square test and the proximate variable model. Accordingly, the results show that career change experience, learning ability and product knowledge are important, while university education, career building through internal transfer, leadership experience and people development are not important for becoming a sales professional. I also show that the characteristics of sales specialists are perseverance, humility, improvisation and passion for business.

Keywords: electronics engineering, marketing, sales, E-commerce digitalization, interactive systems, sales process ARIMA models, sales demand forecasting, time series, R codetraits of sales professionals, variable precision rough sets theory, sales professional, sales professionals

Procedia PDF Downloads 22
253 Primary School Teachers’ Conceptual and Procedural Knowledge of Rational Number and Its Effects on Pupils’ Achievement in Rational Numbers

Authors: R. M. Kashim

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The study investigated primary school teachers’ conceptual and procedural knowledge of rational numbers and its effects on pupil’s achievement in rational numbers. Specifically, primary school teachers’ level of conceptual knowledge about rational numbers, primary school teachers’ level of procedural knowledge about rational numbers, and the effects of teachers conceptual and procedural knowledge on their pupils understanding of rational numbers in primary schools is investigated. The study was carried out in Bauchi metropolis in the Bauchi state of Nigeria. The design of the study was a multi-stage design. The first stage was a descriptive design. The second stage involves a pre-test, post-test only quasi-experimental design. Two instruments were used for the data collection in the study. These were Conceptual and Procedural knowledge test (CPKT) and Rational number achievement test (RAT), the population of the study comprises of three (3) mathematics teachers’ holders of Nigerian Certificate in Education (NCE) teaching primary six and 210 pupils in their intact classes were used for the study. The data collected were analyzed using mean, standard deviation, analysis of variance, analysis of covariance and t- test. The findings indicated that the pupils taught rational number by a teacher that has high conceptual and procedural knowledge understand and perform better than the pupil taught by a teacher who has low conceptual and procedural knowledge of rational number. It is, therefore, recommended that teachers in primary schools should be encouraged to enrich their conceptual knowledge of rational numbers. Also, the superiority performance of teachers in procedural knowledge in rational number should not become an obstruction of understanding. Teachers Conceptual and procedural knowledge of rational numbers should be balanced so that primary school pupils will have a view of better teaching and learning of rational number in our contemporary schools.

Keywords: conceptual, procedural knowledge, rational number, pupils

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252 A Comparative Study of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Extreme Value Theory (EVT) Model in Modeling Value-at-Risk (VaR)

Authors: Longqing Li

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The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student’s t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market’s daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable.

Keywords: Value-at-Risk, Extreme Value Theory, conditional EVT, backtesting

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251 The Effectiveness of Sleep Behavioral Interventions during the Third Trimester of Pregnancy on Sleep Quality and Postpartum Depression in a Randomized Clinical Controlled Trial

Authors: Somaye Ghafarpour, Kamran Yazdanbakhsh, Mohamad Reza Zarbakhsh, Simin Hosseinian, Samira Ghafarpour

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Unsatisfactory sleep quality is one of the most common complications of pregnancy, which can predispose mothers to postpartum depression, requiring implementing effective psychological interventions to prevent and modify behaviors accentuating sleep problems. This study was a randomized clinical controlled trial with a pre-test/post-test design aiming to investigate the effectiveness of sleep behavioral interventions during the third trimester of pregnancy on sleep quality and postpartum depression. A total of 50 pregnant mothers in the 26-30 weeks of pregnancy suffering from sleep problems (based on the score obtained from the Pittsburgh Sleep Questionnaire) were randomized into two groups (control and intervention, n= 25 per group). The data were collected using interviews, the Pittsburgh Sleep Quality Index (PSQI), and the Edinburgh Postnatal Depression Scale (EPDS) were used. The participants in the intervention group received eight 60-minute sessions of combinational training for behavioral therapy techniques. At the end of the intervention and four weeks after delivery, sleep quality and postpartum depression were evaluated. Considering that the Kolmogorov Smirnov test confirmed the normal distribution of the data, the independent t-test and analysis of covariance were used to analyze the data, showing that the behavioral interventions were effective on the overall sleep quality after delivery (p=0.001); however, no statistically significant effects were observed on postpartum depression, the sub-scales of sleep disorders, and daily functioning (p>0.05). Considering the potential effectiveness of behavioral interventions in improving sleep quality and alleviating insomnia symptoms, it is recommended to implement such measures as an effective intervention to prevent or treat these problems during prenatal and postnatal periods.

Keywords: behavioral interventions, sleep quality, postpartum depression, pregnancy, delivery

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250 Forecasting the Fluctuation of Currency Exchange Rate Using Random Forest

Authors: Lule Basha, Eralda Gjika

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The exchange rate is one of the most important economic variables, especially for a small, open economy such as Albania. Its effect is noticeable in one country's competitiveness, trade and current account, inflation, wages, domestic economic activity, and bank stability. This study investigates the fluctuation of Albania’s exchange rates using monthly average foreign currency, Euro (Eur) to Albanian Lek (ALL) exchange rate with a time span from January 2008 to June 2021, and the macroeconomic factors that have a significant effect on the exchange rate. Initially, the Random Forest Regression algorithm is constructed to understand the impact of economic variables on the behavior of monthly average foreign currencies exchange rates. Then the forecast of macro-economic indicators for 12 months was performed using time series models. The predicted values received are placed in the random forest model in order to obtain the average monthly forecast of the Euro to Albanian Lek (ALL) exchange rate for the period July 2021 to June 2022.

Keywords: exchange rate, random forest, time series, machine learning, prediction

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249 The Effect of Eight Weeks of Aerobic Training on Indices of Cardio-Respiratory and Exercise Tolerance in Overweight Women with Chronic Asthma

Authors: Somayeh Negahdari, Mohsen Ghanbarzadeh, Masoud Nikbakht, Heshmatolah Tavakol

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Asthma, obesity and overweight are the main factors causing change within the heart and respiratory airways. Asthma symptoms are normally observed during exercising. Epidemiological studies have indicated asthma symptoms occurring due to certain lifestyle habits; for example, a sedentary lifestyle. In this study, eight weeks of aerobic exercises resulted in a positive effect overall in overweight women experiencing mild chronic asthma. The quasi-experimental applied research has been done based on experimental and control groups. The experimental group (seven patients) and control group (n = 7) were graded before and after the test. According to the Borg dyspnea and fatigue Perception Index, the training intensity has determined. Participants in the study performed a sub-maximal aerobic activity schedule (45% to 80% of maximum heart rate) for two months, while the control group (n = 7) stayed away from aerobic exercise. Data evaluation and analysis of covariance compared both the pre-test and post-test with paired t-test at significance level of P≤ 0.05. After eight weeks of exercise, the results of the experimental group show a significant decrease in resting heart rate, systolic blood pressure, minute ventilation, while a significant increase in maximal oxygen uptake and tolerance activity (P ≤ 0.05). In the control group, there was no significant difference in these parameters ((P ≤ 0.05). The results indicate the aerobic activity can strengthen the respiratory muscles, while other physiological factors could result in breathing and heart recovery. Aerobic activity also resulted in favorable changes in cardiovascular parameters, and exercise tolerance of overweight women with chronic asthma.

Keywords: asthma, respiratory cardiac index, exercise tolerance, aerobic, overweight

Procedia PDF Downloads 209
248 Intermittent Demand Forecast in Telecommunication Service Provider by Using Artificial Neural Network

Authors: Widyani Fatwa Dewi, Subroto Athor

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In a telecommunication service provider, quantity and interval of customer demand often difficult to predict due to high dependency on customer expansion strategy and technological development. Demand arrives when a customer needs to add capacity to an existing site or build a network in a new site. Because demand is uncertain for each period, and sometimes there is a null demand for several equipments, it is categorized as intermittent. This research aims to improve demand forecast quality in Indonesia's telecommunication service providers by using Artificial Neural Network. In Artificial Neural Network, the pattern or relationship within data will be analyzed using the training process, followed by the learning process as validation stage. Historical demand data for 36 periods is used to support this research. It is found that demand forecast by using Artificial Neural Network outperforms the existing method if it is reviewed on two criteria: the forecast accuracy, using Mean Absolute Deviation (MAD), Mean of the sum of the Squares of the Forecasting Error (MSE), Mean Error (ME) and service level which is shown through inventory cost. This research is expected to increase the reference for a telecommunication demand forecast, which is currently still limited.

Keywords: artificial neural network, demand forecast, forecast accuracy, intermittent, service level, telecommunication

Procedia PDF Downloads 133
247 A Mobile Application for Analyzing and Forecasting Crime Using Autoregressive Integrated Moving Average with Artificial Neural Network

Authors: Gajaanuja Megalathan, Banuka Athuraliya

Abstract:

Crime is one of our society's most intimidating and threatening challenges. With the majority of the population residing in cities, many experts and data provided by local authorities suggest a rapid increase in the number of crimes committed in these cities in recent years. There has been an increasing graph in the crime rates. People living in Sri Lanka have the right to know the exact crime rates and the crime rates in the future of the place they are living in. Due to the current economic crisis, crime rates have spiked. There have been so many thefts and murders recorded within the last 6-10 months. Although there are many sources to find out, there is no solid way of searching and finding out the safety of the place. Due to all these reasons, there is a need for the public to feel safe when they are introduced to new places. Through this research, the author aims to develop a mobile application that will be a solution to this problem. It is mainly targeted at tourists, and people who recently relocated will gain advantage of this application. Moreover, the Arima Model combined with ANN is to be used to predict crime rates. From the past researchers' works, it is evidently clear that they haven’t used the Arima model combined with Artificial Neural Networks to forecast crimes.

Keywords: arima model, ANN, crime prediction, data analysis

Procedia PDF Downloads 85
246 An Analytical Method for Maintenance Cost Estimating Relationships of Helicopters Using Linear Programming

Authors: Meesun Sun, Yongmin Kim

Abstract:

Estimating maintenance cost is crucial in defense management because it affects military budgets and availability of equipment. When it comes to estimating maintenance cost of the deployed equipment, time series forecasting can be applied with the actual historical cost data. It is more difficult issue to estimate maintenance cost of new equipment for which the actual costs are not provided. In this underlying context, this study proposes an analytical method for maintenance cost estimating relationships (CERs) development of helicopters using linear programming. The CERs can be applied to a new helicopter because they use non-cost independent variables such as the number of engines, the empty weight and so on. In the Republic of Korea, the maintenance cost of new equipment has been usually estimated by reflecting maintenance cost to unit price ratio of the legacy equipment. This study confirms that the CERs perform well for the 10 types of airmobile helicopters in terms of mean absolute percentage error by applying leave-one-out cross-validation. The suggested method is very useful to estimate the maintenance cost of new equipment and can help in the affordability assessment of acquisition program portfolios for total life cycle systems management.

Keywords: affordability analysis, cost estimating relationship, helicopter, linear programming, maintenance cost

Procedia PDF Downloads 117
245 Application of Constructivist-Based (5E’s) Instructional Approach on Pupils’ Retention: A Case Study in Primary Mathematics in Enugu State

Authors: Ezeamagu M.U, Madu B.C

Abstract:

This study was designed to investigate the efficacy of 5Es constructivist-based instructional model on students’ retention in primary Mathematics. 5Es stands for Engagement, Exploration, Explanation, Elaboration and Evaluation. The study adopted the pre test post test non-equivalent control group quasi-experimental research design. The sample size for the study was one hundred and thirty four pupils (134), seventy six male (76) and fifty eight female (58) from two primary schools in Nsukka education zone. Two intact classes in each of the sampled schools comprising all the primary four pupils were used. Each of the schools was given the opportunity of being assigned randomly to either experimental or control group. The Experimental group was taught using 5Es model while the control group was taught using the conventional method. Two research questions were formulated to guide the study and three hypotheses were tested at p ≤ 0. 05. A Fraction Achievement Test (FAT) of ten (10) questions were used to obtain data on pupils’ retention. Research questions were answered using mean and standard deviation while hypotheses were tested using analysis of covariance (ANCOVA). The result revealed that the 5Es model was more effective than the conventional method of teaching in enhancing pupils’ performance and retention in mathematics, secondly there is no significant difference in the mean retention scores of male and female students taught using 5Es instructional model. Based on the findings, it was recommended among other things, that the 5Es instructional model should be adopted in the teaching of mathematics in primary level of the educational system. Seminar, workshops and conferences should be mounted by professional bodies, federal and state ministries of education on the use of 5Es model. This will enable the mathematics educator, serving teachers, students and all to benefit from the approach.

Keywords: constructivist, education, mathematics, primary, retention

Procedia PDF Downloads 424
244 Effect of Correlation of Random Variables on Structural Reliability Index

Authors: Agnieszka Dudzik

Abstract:

The problem of correlation between random variables in the structural reliability analysis has been extensively discussed in literature on the subject. The cases taken under consideration were usually related to correlation between random variables from one side of ultimate limit state: correlation between particular loads applied on structure or correlation between resistance of particular members of a structure as a system. It has been proved that positive correlation between these random variables reduces the reliability of structure and increases the probability of failure. In the paper, the problem of correlation between random variables from both side of the limit state equation will be taken under consideration. The simplest case where these random variables are of the normal distributions will be concerned. The case when a degree of that correlation is described by the covariance or the coefficient of correlation will be used. Special attention will be paid on questions: how much that correlation changes the reliability level and can it be ignored. In reliability analysis will be used well-known methods for assessment of the failure probability: based on the Hasofer-Lind reliability index and Monte Carlo method adapted to the problem of correlation. The main purpose of this work will be a presentation how correlation of random variables influence on reliability index of steel bar structures. Structural design parameters will be defined as deterministic values and random variables. The latter will be correlated. The criterion of structural failure will be expressed by limit functions related to the ultimate and serviceability limit state. In the description of random variables will be used only for the normal distribution. Sensitivity of reliability index to the random variables will be defined. If the reliability index sensitivity due to the random variable X will be low when compared with other variables, it can be stated that the impact of this variable on failure probability is small. Therefore, in successive computations, it can be treated as a deterministic parameter. Sensitivity analysis leads to simplify the description of the mathematical model, determine the new limit functions and values of the Hasofer-Lind reliability index. In the examples, the NUMPRESS software will be used in the reliability analysis.

Keywords: correlation of random variables, reliability index, sensitivity of reliability index, steel structure

Procedia PDF Downloads 209
243 Forecasting the Influences of Information and Communication Technology on the Structural Changes of Japanese Industrial Sectors: A Study Using Statistical Analysis

Authors: Ubaidillah Zuhdi, Shunsuke Mori, Kazuhisa Kamegai

Abstract:

The purpose of this study is to forecast the influences of Information and Communication Technology (ICT) on the structural changes of Japanese economies based on Leontief Input-Output (IO) coefficients. This study establishes a statistical analysis to predict the future interrelationships among industries. We employ the Constrained Multivariate Regression (CMR) model to analyze the historical changes of input-output coefficients. Statistical significance of the model is then tested by Likelihood Ratio Test (LRT). In our model, ICT is represented by two explanatory variables, i.e. computers (including main parts and accessories) and telecommunications equipment. A previous study, which analyzed the influences of these variables on the structural changes of Japanese industrial sectors from 1985-2005, concluded that these variables had significant influences on the changes in the business circumstances of Japanese commerce, business services and office supplies, and personal services sectors. The projected future Japanese economic structure based on the above forecast generates the differentiated direct and indirect outcomes of ICT penetration.

Keywords: forecast, ICT, industrial structural changes, statistical analysis

Procedia PDF Downloads 352