Search results for: elastic net regression

Authors: Kamna Solanki, Yudhvir Singh, Sandeep Dalal

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Software testing is a time and cost intensive process. A scrutiny of the code and rigorous testing is required to identify and rectify the putative bugs. The process of bug identification and its consequent correction is continuous in nature and often some of the bugs are removed after the software has been launched in the market. This process of code validation of the altered software during the maintenance phase is termed as Regression testing. Regression testing ubiquitously considers resource constraints; therefore, the deduction of an appropriate set of test cases, from the ensemble of the entire gamut of test cases, is a critical issue for regression test planning. This paper presents a novel method for designing a suitable prioritization process to optimize fault detection rate and performance of regression test on predefined constraints. The proposed method for test case prioritization m-ACO alters the food source selection criteria of natural ants and is basically a modified version of Ant Colony Optimization (ACO). The proposed m-ACO approach has been coded in 'Perl' language and results are validated using three examples by computation of Average Percentage of Faults Detected (APFD) metric.

Keywords: regression testing, software testing, test case prioritization, test suite optimization

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Authors: Peter L. Varkonyi, Andras A. Sipos

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The quasi-static growth of elastic fibers is studied in the presence of distributed contact with an immobile surface, subject to isotropic dry or viscous friction. Unlike classical problems of elastic stability modelled by autonomous dynamical systems with multiple time scales (slowly varying bifurcation parameter, and fast system dynamics), this problem can only be formulated as a non-autonomous system without time scale separation. It is found that the fibers initially converge to a trivial, straight configuration, which is later replaced by divergence reminiscent of buckling phenomena. In order to capture the loss of stability, a new definition of exponential stability against infinitesimal perturbations for systems defined over finite time intervals is developed. A semi-analytical method for the determination of the critical length based on eigenvalue analysis is proposed. The post-critical behavior of the fibers is studied numerically by using variational methods. The emerging post-critical shapes and the asymptotic behavior as length goes to infinity are identified for simple spatial distributions of growth. Comparison with physical experiments indicates reasonable accuracy of the theoretical model. Some applications from modeling plant root growth to the design of soft manipulators in robotics are briefly discussed.

Keywords: buckling, elastica, friction, growth

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Authors: Ahmed Abada, Kadda Amara, Said Hiadsi, Bouhalouane Amrani

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Half-metallic properties of new predicted Mn2-based full Heusler alloys Mn2ZrSi and Mn2ZrGe have been studied by first-principles full-potential linearized augmented plane wave plus local orbital (FP-LAPW+lo) method based on density functional theory (DFT). Our investigation is focused on the structural, elastic, electronic and magnetic properties of these compounds. The AlCu2Mn-type structure is found to be energetically more favorable than the CuHg2Ti-type structure for both compounds and are half-metallic ferrimagnets (HMFIs) with total magnetic moments of 2.000 µB per formula unit, well consistent with Slater-Pauling rule (Mtot = ( 24 – Ztot ) µB). Calculations show that both the alloys have an indirect band gaps, in the majority-spin channel, with values of 0.505 eV and 0.278 eV for Mn2ZrSi and Mn2ZrGe, respectively. It was found that Mn2ZrSi and Mn2ZrGe preserved their half-metallicity for lattice constants range of 5.85–6.38 Å and 6.05–6.38 Å, respectively, and kept a 100% of spin polarization at the Fermi level. Moreover, the calculated formation energies and elastic constants confirm that these compounds are stable chemically and mechanically, and the good crystallographic compatibility with the lattice of semiconductors used industrially makes them promising magnetic materials in spintronic applications.

Keywords: first-principles calculations, full Heusler structure, half-metallic ferrimagnets, elastic properties

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Authors: N. Alhazmi

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Knowing the thermodynamics properties of hydrocarbons is vital when it comes to analyzing the related chemical reaction outcomes and understanding the reaction process, especially in terms of petrochemical industrial applications, combustions, and catalytic reactions. However, measuring the thermodynamics properties experimentally is time-consuming and costly. In this paper, Gaussian process regression (GPR) has been used to directly predict the main thermodynamic properties - standard enthalpy of formation, standard entropy, and heat capacity -for more than 360 cyclic and non-cyclic alkanes, alkenes, and alkynes. A simple workflow has been proposed that can be applied to directly predict the main properties of any hydrocarbon by knowing its descriptors and chemical structure and can be generalized to predict the main properties of any material. The model was evaluated by calculating the statistical error R², which was more than 0.9794 for all the predicted properties.

Keywords: thermodynamic, Gaussian process regression, hydrocarbons, regression, supervised learning, entropy, enthalpy, heat capacity

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Authors: A. Bentabet, A. Aydin, N. Fenineche

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In this work, we try to determine the best analytical approximation of differential cross sections, used generally in Monte Carlo simulation, to study the electron/positron slowing down in solid targets in the energy range up to 10 keV. Actually, our comparative study was carried out on the angular distribution of the scattering angle, the elastic total and the first transport cross sections which are the essential quantities used generally in the electron/positron transport study by using both stochastic and deterministic methods. Indeed, the obtained results using the relativistic partial wave expansion method and the backscattering coefficient experimental data are used as criteria to evaluate the used model.

Keywords: differential cross-section, backscattering coefficient, Rutherford cross-section, Vicanek and Urbassek theory

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Authors: A. Tavangari, N. Salehzadeh

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In the crack growth analysis, the Stress Intensity Factor (SIF) is a fundamental prerequisite. In the present study, the mode I stress intensity factor (SIF) of three-dimensional penny-Shaped crack is obtained in an isotropic elastic cylindrical medium with arbitrary dimensions under arbitrary loading at the top of the cylinder, by the semi-analytical method based on the Rayleigh-Ritz method. This method that is based on minimizing the potential energy amount of the whole of the system, gives a very close results to the previous studies. Defining the displacements (elastic fields) by hypothetical functions in a defined coordinate system is the base of this research. So for creating the singularity conditions at the tip of the crack the appropriate terms should be found.

Keywords: penny-shaped crack, stress intensity factor, fracture mechanics, Ritz method

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Authors: K. N. Ashna

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Lightweight fills are a viable alternative where weak soils such as soft clay, peat, and loose silt are encountered. Materials such as Expanded Polystyrene (EPS) geo-foam, plastics, tire wastes, rubber wastes have been used along with soil in order to obtain a lightweight fill. Out of these, Expanded Polystyrene (EPS) geo-foam has gained wide popularity in civil engineering over the past years due to its wide variety of applications. It is extremely lightweight, durable and is available in various densities to meet the strength requirements. It can be used as backfill behind retaining walls to reduce lateral load, as a fill over soft clay or weak soils to prevent the excessive settlements and to reduce seismic forces. Geo-foam is available in block form as well as beads form. In this project Expanded Polystyrene (EPS) beads of various diameters and varying densities were mixed along with sand to study their lightweight as well as strength properties. Four types of EPS beads were used 1mm, 2mm, 3-7 mm and a mix of 1-7 mm. In this project, EPS beads were varied at .25%, .5%, .75% and 1% by weight of sand. A water content of 10% by weight of sand was added to prevent segregation of the mixture. Unconsolidated Unconfined (UU) tri-axial test was conducted at 100kPa, 200 kPa and 300 kPa and angle of internal friction, and cohesion was obtained. Unit weight of the mix was obtained for a relative density of 65%. The results showed that by increasing the EPS content by weight, maximum deviator stress, unit weight, angle of internal friction and initial elastic modulus decreased. An optimum EPS bead content was arrived at by considering the strength as well as the unit weight. The stress-strain behaviour of the mix was found to be dependent on type of bead, bead content and density of the beads. Finally, regression equations were developed to predict the initial elastic modulus of the mix.

Keywords: expanded polystyrene beads, geofoam, lightweight fills, stress-strain behavior, triaxial test

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Authors: Wanatchapong Kongkaew

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This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.

Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness

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Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

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Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: bootstrap, edgeworth approximation, IID, quantile

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Authors: Ali N. Suri, Ahmad A. Al-Makhlufi

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In this paper the problem of buckling of plates on foundation of finite length and with different side support is studied. The Finite Strip Method is used as tool for the analysis. This method uses finite strip elastic, foundation, and geometric matrices to build the assembly matrices for the whole structure, then after introducing boundary conditions at supports, the resulting reduced matrices is transformed into a standard Eigenvalue-Eigenvector problem. The solution of this problem will enable the determination of the buckling load, the associated buckling modes and the buckling wave length. To carry out the buckling analysis starting from the elastic, foundation, and geometric stiffness matrices for each strip a computer program FORTRAN list is developed. Since stiffness matrices are function of wave length of buckling, the computer program used an iteration procedure to find the critical buckling stress for each value of foundation modulus and for each boundary condition. The results showed the use of elastic medium to support plates subject to axial load increase a great deal the buckling load, the results found are very close with those obtained by other analytical methods and experimental work. The results also showed that foundation compensates the effect of the weakness of some types of constraint of side support and maximum benefit found for plate with one side simply supported the other free.

Keywords: buckling, finite strip, different sides support, plates on foundation

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Authors: Kunjie Fan

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Fly ash has been widely used as supplemental cementitious material in concrete for decades, especially in the ready-mixed concrete industry. Addition of fly ash not only brings economic and environmental benefits but also improves the engineering properties of concrete. It is well known that the pre-fire load has significant impacts on mechanical properties of concrete at high temperatures, however, the fire performance of stressed fly ash concrete is still not clear. Therefore, an apparatus was specially designed for testing “hot” mechanical properties of fly ash concrete with different heating-loading regimes. Through the experimental research, the mechanical properties, including compressive strength, peak strain, elastic modulus, complete stress-strain relationship, and transient thermal creep of fly ash concrete under uniaxial compression at elevated temperatures, have been investigated. It was found that the compressive strength and the elastic modulus increase with the load level, while the peak strain decreases with the applied stress level. In addition, 25% replacement of OPC with FA in the concrete mitigated the deterioration of the compressive strength, the development of transient thermal creep, and the nonlinearity of stress-strain response at elevated temperatures but hardly influenced the value of the elastic modulus and the peak strain. The applicability of Eurocode EN1992-1-2 to normal strength concrete with 25% replacement of fly ash has been verified to be safe. Based on the experimental analysis, an advanced constitutive model for stressed fly ash concrete at high temperatures was proposed.

Keywords: fire performance, fly ash concrete, pre-fire load, mechanical properties, transient thermal creep

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Authors: A. Amar

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Analysis of the elastic scattering of protons on ¹⁰B nuclei has been done in the framework of the optical model and single folding model at the beam energies up to 17 MeV. We could enhance the optical potential parameters using Esis88 Code, as well as SPI GENOA Code. Linear relationship between volume real potential (V₀) and proton energy (E_p) has been obtained. Also, surface imaginary potential W_D is proportional to the proton energy (E_p) in the range 0.400 and 17 MeV. The radiative reaction ¹⁰B(p,γ)¹¹C has been analyzed using potential model. A comparison between ¹⁰B(p,γ)¹¹C and ⁶Li(p,γ)⁷Be has been made. Good agreement has been found between theoretical and experimental results in the whole range of energy. The radiative resonance reaction ⁷Li(p,γ)⁸Be has been studied.

Keywords: elastic scattering of protons on 10B nuclei, optical potential parameters, potential model, radiative reaction

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Authors: Paúl I. Cornejo

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The elastic energy released through Strombolian explosions has been quite studied, detailing various processes, sources, and precursory events at several volcanoes. We realized an analysis based on the relative partitioning of the elastic energy radiated into the atmosphere and ground by Strombolian-type explosions recorded at El Reventador volcano, using infrasound and seismic signals at high and moderate seismicity episodes during intense eruptive stages of explosive and effusive activity. Our results show that considerable values of Volcano Acoustic-Seismic Ratio (VASR or η) are obtained at high seismicity stages. VASR is a physical diagnostic of explosive degassing that we used to compare eruption mechanisms at El Reventador volcano for two datasets of explosions recorded at a Broad-Band BB seismic and infrasonic station located at ~5 kilometers from the vent. We conclude that the acoustic energy EA released during explosive activity (VASR η = 0.47, standard deviation σ = 0.8) is higher than the EA released during effusive activity; therefore, producing the highest values of η. Furthermore, we realized the analysis and characterization of the eruptive intensity for two episodes at high seismicity, calculating a η three-time higher for an episode of effusive activity with an occasional explosive component (η = 0.32, and σ = 0.42), than a η for an episode of only effusive activity (η = 0.11, and σ = 0.18), but more energetic.

Keywords: effusive, explosion quakes, explosive, Strombolian, VASR

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Authors: I-Ling Chang, Jer-An Chen

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The elastic properties and fracture of two-dimensional graphene were calculated purely from the atomic bonding (stretching and bending) based on molecular mechanics method. Considering the representative unit cell of graphene under various loading conditions, the deformations of carbon bonds and the variations of the interlayer distance could be realized numerically under the geometry constraints and minimum energy assumption. In elastic region, it was found that graphene was in-plane isotropic. Meanwhile, the in-plane deformation of the representative unit cell is not uniform along armchair direction due to the discrete and non-uniform distributions of the atoms. The fracture of graphene could be predicted using fracture criteria based on the critical bond length, over which the bond would break. It was noticed that the fracture behavior were directional dependent, which was consistent with molecular dynamics simulation results.

Keywords: energy minimization, fracture, graphene, molecular mechanics

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Authors: G. Traini, V. Giacometti, R. Mirabelli, V. Patera, D. Pinci, A. Sarti, A. Sciubba, M. Marafini

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The MONDO (MOnitor for Neutron Dose in hadrOntherapy) project aims a precise characterisation of the secondary fast and ultrafast neutrons produced in particle therapy treatments. The detector is composed of a matrix of scintillating fibres (250 um) readout by CMOS Digital-SPAD based sensors. Recoil protons from n-p elastic scattering are detected and used to track neutrons. A prototype was tested with proton beams (Trento Proton Therapy Centre): efficiency, light yield, and track-reconstruction capability were studied. The results of a MonteCarlo FLUKA simulation used to evaluated double scattering efficiency and expected backgrounds will be presented.

Keywords: secondary neutrons, particle therapy, tracking, elastic scattering

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Authors: Monika Chuchro

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This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain a subgroups of time series data with normal distribution from inflow into waste water treatment plant data which Composed of several groups differing by mean value. Two simple algorithms: K-mean and EM were chosen as a clustering method. The rand index was used to measure the similarity. After simple meta-clustering, regression model was performed for each subgroups. The final model was a sum of subgroups models. The quality of obtained model was compared with the regression model made using the same explanatory variables but with no clustering of data. Results were compared by determination coefficient (R2), measure of prediction accuracy mean absolute percentage error (MAPE) and comparison on linear chart. Preliminary results allows to foresee the potential of the presented technique.

Keywords: clustering, data analysis, data mining, predictive models

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Authors: Yakubu Suleiman, S. A. Musa

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Nigeria is the largest cowpea producer in the world, accounting for about 45%, followed by Brazil with about 17%. Cowpea is grown in Kano, Bauchi, Katsina, Borno in the north, Oyo in the west, and to the lesser extent in Enugu in the east. This study was conducted to determine the input–output relationship of Cowpea production in Kano, Katsina, and Jigawa states of Nigeria. The data were collected with the aid of 1000 structured questionnaires that were randomly distributed to Cowpea farmers in the three states mentioned above of the study area. The data collected were analyzed using regression analysis (Cobb–Douglass production function model). The result of the regression analysis revealed the coefficient of multiple determinations, R2, to be 72.5% and the F ration to be 106.20 and was found to be significant (P < 0.01). The regression coefficient of constant is 0.5382 and is significant (P < 0.01). The regression coefficient with respect to labor and seeds were 0.65554 and 0.4336, respectively, and they are highly significant (P < 0.01). The regression coefficient with respect to fertilizer is 0.26341 which is significant (P < 0.05). This implies that a unit increase of any one of the variable inputs used while holding all other variables inputs constants, will significantly increase the total Cowpea output by their corresponding coefficient. This indicated that farmers in the study area are operating in stage II of the production function. The result revealed that Cowpea farmer in Kano, Jigawa and Katsina States realized a profit of N15,997, N34,016 and N19,788 per hectare respectively. It is hereby recommended that more attention should be given to Cowpea production by government and research institutions.

Keywords: coefficient, constant, inputs, regression

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Authors: Kiurski S. Jelena, Aksentijević M. Snežana, Oros B. Ivana, Kecić S. Vesna, Djogo Z. Maja

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The paper investigates the effect of light intensity on the formation of two ketones, acetone and methyl ethyl ketone, in working premises of five pad printing departments in Novi Sad, Serbia. Multiple linear regression analysis examined the form of interdependency concentrations of methyl ethyl ketone, acetone and light intensity in five printing presses at seven sampling points, using Statistica software package version 10th. The results show an average stacking variation investigated variable and can be presented by the general regression model: y = b0 + b1xi1 + b2xi2.

Keywords: acetone, methyl ethyl ketone, multiple linear regression analysis, pad printing

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Authors: Praveena Sridhar, Nihar Devathi, Parikshit Chakraborty

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As the software product changes versions across releases, there are changes to the API’s and features and the upgrades become necessary. Hence, it becomes imperative to get the impact of upgrading the dependent components. This tool finds out API changes across two versions and their impact on other API’s followed by execution of the automated regression suites relevant to updates and their impacted areas. This tool has 4 layer architecture, each layer with its own unique pre-assigned capability which it does and sends the required information to next layer. This are the 4 layers. 1) Comparator: Compares the two versions of API. 2) Analyzer: Analyses the API doc and gives the modified class and its dependencies along with implemented interface details. 3) Impact Filter: Find the impact of the modified class on the other API methods. 4) Auto Executer: Based on the output given by Impact Filter, Executor will run the API regression Suite. Tool reads the java doc and extracts the required information of classes, interfaces and enumerations. The extracted information is saved into a data structure which shows the class details and its dependencies along with interfaces and enumerations that are listed in the java doc.

Keywords: automation impact regression, java doc, executor, analyzer, layers

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Authors: Faiz N. K. Yusufi, Aquil Ahmed, Jamal Ahmad

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Predicting the risk of diabetic retinopathy (DR) in Indian type 2 diabetes patients is immensely necessary. India, being the second largest country after China in terms of a number of diabetic patients, to the best of our knowledge not a single risk score for complications has ever been investigated. Diabetic retinopathy is a serious complication and is the topmost reason for visual impairment across countries. Any type or form of DR has been taken as the event of interest, be it mild, back, grade I, II, III, and IV DR. A sample was determined and randomly collected from the Rajiv Gandhi Centre for Diabetes and Endocrinology, J.N.M.C., A.M.U., Aligarh, India. Collected variables include patients data such as sex, age, height, weight, body mass index (BMI), blood sugar fasting (BSF), post prandial sugar (PP), glycosylated haemoglobin (HbA1c), diastolic blood pressure (DBP), systolic blood pressure (SBP), smoking, alcohol habits, total cholesterol (TC), triglycerides (TG), high density lipoprotein (HDL), low density lipoprotein (LDL), very low density lipoprotein (VLDL), physical activity, duration of diabetes, diet control, history of antihypertensive drug treatment, family history of diabetes, waist circumference, hip circumference, medications, central obesity and history of DR. Cox proportional hazard regression is used to design risk scores for the prediction of retinopathy. Model calibration and discrimination are assessed from Hosmer Lemeshow and area under receiver operating characteristic curve (ROC). Overfitting and underfitting of the model are checked by applying regularization techniques and best method is selected between ridge, lasso and elastic net regression. Optimal cut off point is chosen by Youden’s index. Five-year probability of DR is predicted by both survival function, and Markov chain two state model and the better technique is concluded. The risk scores developed can be applied by doctors and patients themselves for self evaluation. Furthermore, the five-year probabilities can be applied as well to forecast and maintain the condition of patients. This provides immense benefit in real application of DR prediction in T2DM.

Keywords: Cox proportional hazard regression, diabetic retinopathy, ROC curve, type 2 diabetes mellitus

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Authors: J. Satya Eswari, Ch. Venkateswarlu

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The formulation of a commercial pharmaceutical product involves several composition factors and response characteristics. When the formulation requires to satisfy multiple response characteristics which are conflicting, an optimal solution requires the need for an efficient multiobjective optimization technique. In this work, a regression is combined with a non-dominated sorting differential evolution (NSDE) involving Naïve & Slow and ε constraint techniques to derive different multiobjective optimization strategies, which are then evaluated by means of a trapidil pharmaceutical formulation. The analysis of the results show the effectiveness of the strategy that combines the regression model and NSDE with the integration of both Naïve & Slow and ε constraint techniques for Pareto optimization of trapidil formulation. With this strategy, the optimal formulation at pH=6.8 is obtained with the decision variables of micro crystalline cellulose, hydroxypropyl methylcellulose and compression pressure. The corresponding response characteristics of rate constant and release order are also noted down. The comparison of these results with the experimental data and with those of other multiple regression model based multiobjective evolutionary optimization strategies signify the better performance for optimal trapidil formulation.

Keywords: pharmaceutical formulation, multiple regression model, response surface method, radial basis function network, differential evolution, multiobjective optimization

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Authors: S. Deswal, M. Pal

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The paper aims to compare the performance of vertical and inclined multiple plunging jets and to model and predict their mass transfer capacity by multi-linear regression based approach. The multiple vertical plunging jets have jet impact angle of θ = 90O; whereas, multiple inclined plunging jets have jet impact angle of θ = 600. The results of the study suggests that mass transfer is higher for multiple jets, and inclined multiple plunging jets have up to 1.6 times higher mass transfer than vertical multiple plunging jets under similar conditions. The derived relationship, based on multi-linear regression approach, has successfully predicted the volumetric mass transfer coefficient (KLa) from operational parameters of multiple plunging jets with a correlation coefficient of 0.973, root mean square error of 0.002 and coefficient of determination of 0.946. The results suggests that predicted overall mass transfer coefficient is in good agreement with actual experimental values; thereby suggesting the utility of derived relationship based on multi-linear regression based approach and can be successfully employed in modelling mass transfer by multiple plunging jets.

Keywords: mass transfer, multiple plunging jets, multi-linear regression, earth sciences

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Authors: Chokri Slim

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The objective of this research is attempting to respond to this question: Is there a significant difference between the regression model and statistical learning models in predicting credit risk management? A Multiple Linear Regression (MLR) model was compared with neural networks including Multi-Layer Perceptron (MLP), and a Support vector regression (SVR). The population of this study includes 50 listed Banks in Tunis Stock Exchange (TSE) market from 2000 to 2016. Firstly, we show the factors that have significant effect on the quality of loan portfolios of banks in Tunisia. Secondly, it attempts to establish that the systematic use of objective techniques and methods designed to apprehend and assess risk when considering applications for granting credit, has a positive effect on the quality of loan portfolios of banks and their future collectability. Finally, we will try to show that the bank governance has an impact on the choice of methods and techniques for analyzing and measuring the risks inherent in the banking business, including the risk of non-repayment. The results of empirical tests confirm our claims.

Keywords: credit risk management, multiple linear regression, principal components analysis, artificial neural networks, support vector machines

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Authors: Sami Mestiri, Abdeljelil Farhat

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The aim of this current paper is to predict the credit risk of banks in Tunisia, over the period (2000-2005). For this purpose, two methods for the estimation of the logistic regression model with random effects: Penalized Quasi Likelihood (PQL) method and Gibbs Sampler algorithm are applied. By using the information on a sample of 528 Tunisian firms and 26 financial ratios, we show that Bayesian approach improves the quality of model predictions in terms of good classification as well as by the ROC curve result.

Keywords: forecasting, credit risk, Penalized Quasi Likelihood, Gibbs Sampler, logistic regression with random effects, curve ROC

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Authors: Priya Kedia, Kiranmoy Das

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

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

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Authors: A. Hocine, A. Ghouaoula, S. M. Medjdoub, M. Cherifi

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The present paper proposed a meso–macro model describing the mechanical behaviour composite laminates of staking sequence [+θ/-θ]s under tensil loading. The behaviour of a layer is ex-pressed through elasticity coupled to damage. The elastic strain is due to the elasticity of the layer and can be modeled by using the classical laminate theory, and the laminate is considered as an orthotropic material. This means that no coupling effect between strain and curvature is considered. In the present work, the damage is associated to cracking of the matrix and parallel to the fibers and it being taken into account by the changes in the stiffness of the layers. The anisotropic damage is completely described by a single scalar variable and its evolution law is specified from the principle of maximum dissipation. The stress/strain relationship is investigated in plane stress loading.

Keywords: damage, behavior modeling, meso-macro model, composite laminate, membrane loading

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Authors: Sumei Cai, Hong Li

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Either during water or gas injection into reservoir, in order to understand the areal flow pressure distribution underground, associated bounding deformation is prevalently monitored by ground or downhole tiltmeters. In this paper, an inverse solution to elastic response of far field displacements induced by reservoir pressure change due to flow injection was studied. Furthermore, the fundamental theory on inverse solution to elastic problem as well as its spatial smoothing approach is presented. Taking advantage of source code development based on Boundary Element Method, numerical analysis on the monitoring data of ground surface displacements to further understand the behavior of reservoir process was developed. Numerical examples were also conducted to verify the effectiveness.

Keywords: remote displacement, inverse problem, boundary element method, BEM, reservoir process

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Authors: Muzeyyen Balcikanli, Selma Ozaslan, Osman Sahin, Burak Uzal, Erdogan Ozbay

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In this study, the effect of nano-CaCO3 replacement with cement on the nano-mechanical properties of cement paste was investigated. Hydrophobic and hydrophilic characteristics Two types of nano CaCO3 were replaced with Portland cement at 0, 0.5 and 1%. Water to (cement+nano-CaCO3) ratio was kept constant at 0.5 for all mixtures. 36 indentations were applied on each cement paste, and the values of nano-hardness and elastic modulus of cement pastes were determined from the indentation depth-load graphs. Then, by getting the average of them, nano-hardness and elastic modulus were identified for each mixture. Test results illustrate that replacement of hydrophilic n-CaCO3 with cement lead to a significant increase in nano-mechanical properties, however, replacement of hydrophobic n-CaCO3 with cement worsened the nano-mechanical properties considerably.

Keywords: nanoindenter, CaCO3, nano-hardness, nano-mechanical properties

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Authors: Joonas Pääkkönen

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In sports, individuals and teams are typically interested in final rankings. Final results, such as times or distances, dictate these rankings, also known as places. Places can be further associated with ordered random variables, commonly referred to as order statistics. In this work, we introduce a simple, yet accurate order statistical ordinal regression function that predicts relay race places with changeover-times. We call this function the Fenton-Wilkinson Order Statistics model. This model is built on the following educated assumption: individual leg-times follow log-normal distributions. Moreover, our key idea is to utilize Fenton-Wilkinson approximations of changeover-times alongside an estimator for the total number of teams as in the notorious German tank problem. This original place regression function is sigmoidal and thus correctly predicts the existence of a small number of elite teams that significantly outperform the rest of the teams. Our model also describes how place increases linearly with changeover-time at the inflection point of the log-normal distribution function. With real-world data from Jukola 2019, a massive orienteering relay race, the model is shown to be highly accurate even when the size of the training set is only 5% of the whole data set. Numerical results also show that our model exhibits smaller place prediction root-mean-square-errors than linear regression, mord regression and Gaussian process regression.

Keywords: Fenton-Wilkinson approximation, German tank problem, log-normal distribution, order statistics, ordinal regression, orienteering, sports analytics, sports modeling

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Authors: Tahani Salman Alangari

Abstract:

Student success can be impacted by internal factors such as their emotional well-being and external factors such as organizational support and instructional support in the classroom. This study is to identify at least one factor that forecasts student engagement. It is a cross-sectional, conducted on 6206 teachers and encompassed three years of data collection and observations of math instruction in approximately 50 schools and 300 classrooms. A multiple linear regression revealed that a model predicting student engagement from emotional support, classroom organization, and instructional support was significant. Four linear regression models were tested using hierarchical regression to examine the effects of independent variables: emotional support was the highest predictor of student engagement while instructional support was the lowest.

Keywords: student engagement, emotional support, organizational support, instructional support, well-being

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