Search results for: fuzzy clustering
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1222

Search results for: fuzzy clustering

292 Routing Protocol in Ship Dynamic Positioning Based on WSN Clustering Data Fusion System

Authors: Zhou Mo, Dennis Chow

Abstract:

In the dynamic positioning system (DPS) for vessels, the reliable information transmission between each note basically relies on the wireless protocols. From the perspective of cluster-based routing protocols for wireless sensor networks, the data fusion technology based on the sleep scheduling mechanism and remaining energy in network layer is proposed, which applies the sleep scheduling mechanism to the routing protocols, considering the remaining energy of node and location information when selecting cluster-head. The problem of uneven distribution of nodes in each cluster is solved by the Equilibrium. At the same time, Classified Forwarding Mechanism as well as Redelivery Policy strategy is adopted to avoid congestion in the transmission of huge amount of data, reduce the delay in data delivery and enhance the real-time response. In this paper, a simulation test is conducted to improve the routing protocols, which turn out to reduce the energy consumption of nodes and increase the efficiency of data delivery.

Keywords: DPS for vessel, wireless sensor network, data fusion, routing protocols

Procedia PDF Downloads 495
291 A Mixture Vine Copula Structures Model for Dependence Wind Speed among Wind Farms and Its Application in Reactive Power Optimization

Authors: Yibin Qiu, Yubo Ouyang, Shihan Li, Guorui Zhang, Qi Li, Weirong Chen

Abstract:

This paper aims at exploring the impacts of high dimensional dependencies of wind speed among wind farms on probabilistic optimal power flow. To obtain the reactive power optimization faster and more accurately, a mixture vine Copula structure model combining the K-means clustering, C vine copula and D vine copula is proposed in this paper, through which a more accurate correlation model can be obtained. Moreover, a Modified Backtracking Search Algorithm (MBSA), the three-point estimate method is applied to probabilistic optimal power flow. The validity of the mixture vine copula structure model and the MBSA are respectively tested in IEEE30 node system with measured data of 3 adjacent wind farms in a certain area, and the results indicate effectiveness of these methods.

Keywords: mixture vine copula structure model, three-point estimate method, the probability integral transform, modified backtracking search algorithm, reactive power optimization

Procedia PDF Downloads 229
290 Longevity of Soybean Seeds Submitted to Different Mechanized Harvesting Conditions

Authors: Rute Faria, Digo Moraes, Amanda Santos, Dione Morais, Maria Sartori

Abstract:

Seed vigor is a fundamental component for the good performance of the entire soybean production process. Seeds with mechanical damage at harvest time will be more susceptible to fungal and insect attack during storage, which will invariably reduce their vigor to the field, compromising uniformity and final stand performance. Harvesters, even the most modern ones, when not properly regulated or operated, can cause irreversible damages to the seeds, compromising even their commercialization. Therefore, the control of an efficient harvest is necessary in order to guarantee a good quality final product. In this work, the damage caused by two different harvesters (one rented, and another one) was evaluated, traveling in two speeds (4 and 8 km / h). The design was completely randomized in 2 x 2 factorial, with four replications. To evaluate the physiological quality seed germination and vigor tests were carried out over a period of six months. A multivariate analysis of Principal Components (PCA) and clustering allowed us to verify that the leased machine had better performance in the incidence of immediate damages in the seeds, but after a storage period of 6 months the vigor of these seeds reduced more than own machine evidencing that such a machine would bring more damages to the seeds.

Keywords: Glycine max (L.), cluster analysis, PCA, vigor

Procedia PDF Downloads 226
289 Logistic Model Tree and Expectation-Maximization for Pollen Recognition and Grouping

Authors: Endrick Barnacin, Jean-Luc Henry, Jack Molinié, Jimmy Nagau, Hélène Delatte, Gérard Lebreton

Abstract:

Palynology is a field of interest for many disciplines. It has multiple applications such as chronological dating, climatology, allergy treatment, and even honey characterization. Unfortunately, the analysis of a pollen slide is a complicated and time-consuming task that requires the intervention of experts in the field, which is becoming increasingly rare due to economic and social conditions. So, the automation of this task is a necessity. Pollen slides analysis is mainly a visual process as it is carried out with the naked eye. That is the reason why a primary method to automate palynology is the use of digital image processing. This method presents the lowest cost and has relatively good accuracy in pollen retrieval. In this work, we propose a system combining recognition and grouping of pollen. It consists of using a Logistic Model Tree to classify pollen already known by the proposed system while detecting any unknown species. Then, the unknown pollen species are divided using a cluster-based approach. Success rates for the recognition of known species have been achieved, and automated clustering seems to be a promising approach.

Keywords: pollen recognition, logistic model tree, expectation-maximization, local binary pattern

Procedia PDF Downloads 153
288 Research on Routing Protocol in Ship Dynamic Positioning Based on WSN Clustering Data Fusion System

Authors: Zhou Mo, Dennis Chow

Abstract:

In the dynamic positioning system (DPS) for vessels, the reliable information transmission between each note basically relies on the wireless protocols. From the perspective of cluster-based routing pro-tocols for wireless sensor networks, the data fusion technology based on the sleep scheduling mechanism and remaining energy in network layer is proposed, which applies the sleep scheduling mechanism to the routing protocols, considering the remaining energy of node and location information when selecting cluster-head. The problem of uneven distribution of nodes in each cluster is solved by the Equilibrium. At the same time, Classified Forwarding Mechanism as well as Redelivery Policy strategy is adopted to avoid congestion in the transmission of huge amount of data, reduce the delay in data delivery and enhance the real-time response. In this paper, a simulation test is conducted to improve the routing protocols, which turns out to reduce the energy consumption of nodes and increase the efficiency of data delivery.

Keywords: DPS for vessel, wireless sensor network, data fusion, routing protocols

Procedia PDF Downloads 423
287 Settlement Prediction for Tehran Subway Line-3 via FLAC3D and ANFIS

Authors: S. A. Naeini, A. Khalili

Abstract:

Nowadays, tunnels with different applications are developed, and most of them are related to subway tunnels. The excavation of shallow tunnels that pass under municipal utilities is very important, and the surface settlement control is an important factor in the design. The study sought to analyze the settlement and also to find an appropriate model in order to predict the behavior of the tunnel in Tehran subway line-3. The displacement in these sections is also determined by using numerical analyses and numerical modeling. In addition, the Adaptive Neuro-Fuzzy Inference System (ANFIS) method is utilized by Hybrid training algorithm. The database pertinent to the optimum network was obtained from 46 subway tunnels in Iran and Turkey which have been constructed by the new Austrian tunneling method (NATM) with similar parameters based on type of their soil. The surface settlement was measured, and the acquired results were compared to the predicted values. The results disclosed that computing intelligence is a good substitute for numerical modeling.

Keywords: settlement, Subway Line, FLAC3D, ANFIS Method

Procedia PDF Downloads 195
286 Parking Space Detection and Trajectory Tracking Control for Vehicle Auto-Parking

Authors: Shiuh-Jer Huang, Yu-Sheng Hsu

Abstract:

On-board available parking space detecting system, parking trajectory planning and tracking control mechanism are the key components of vehicle backward auto-parking system. Firstly, pair of ultrasonic sensors is installed on each side of vehicle body surface to detect the relative distance between ego-car and surrounding obstacle. The dimension of a found empty space can be calculated based on vehicle speed and the time history of ultrasonic sensor detecting information. This result can be used for constructing the 2D vehicle environmental map and available parking type judgment. Finally, the auto-parking controller executes the on-line optimal parking trajectory planning based on this 2D environmental map, and monitors the real-time vehicle parking trajectory tracking control. This low cost auto-parking system was tested on a model car.

Keywords: vehicle auto-parking, parking space detection, parking path tracking control, intelligent fuzzy controller

Procedia PDF Downloads 214
285 The Neurofunctional Dissociation between Animal and Tool Concepts: A Network-Based Model

Authors: Skiker Kaoutar, Mounir Maouene

Abstract:

Neuroimaging studies have shown that animal and tool concepts rely on distinct networks of brain areas. Animal concepts depend predominantly on temporal areas while tool concepts rely on fronto-temporo-parietal areas. However, the origin of this neurofunctional distinction for processing animal and tool concepts remains still unclear. Here, we address this question from a network perspective suggesting that the neural distinction between animals and tools might reflect the differences in their structural semantic networks. We build semantic networks for animal and tool concepts derived from McRae and colleagues’s behavioral study conducted on a large number of participants. These two networks are thus analyzed through a large number of graph theoretical measures for small-worldness: centrality, clustering coefficient, average shortest path length, as well as resistance to random and targeted attacks. The results indicate that both animal and tool networks have small-world properties. More importantly, the animal network is more vulnerable to targeted attacks compared to the tool network a result that correlates with brain lesions studies.

Keywords: animals, tools, network, semantics, small-worls, resilience to damage

Procedia PDF Downloads 514
284 Presenting a Job Scheduling Algorithm Based on Learning Automata in Computational Grid

Authors: Roshanak Khodabakhsh Jolfaei, Javad Akbari Torkestani

Abstract:

As a cooperative environment for problem-solving, it is necessary that grids develop efficient job scheduling patterns with regard to their goals, domains and structure. Since the Grid environments facilitate distributed calculations, job scheduling appears in the form of a critical problem for the management of Grid sources that influences severely on the efficiency for the whole Grid environment. Due to the existence of some specifications such as sources dynamicity and conditions of the network in Grid, some algorithm should be presented to be adjustable and scalable with increasing the network growth. For this purpose, in this paper a job scheduling algorithm has been presented on the basis of learning automata in computational Grid which the performance of its results were compared with FPSO algorithm (Fuzzy Particle Swarm Optimization algorithm) and GJS algorithm (Grid Job Scheduling algorithm). The obtained numerical results indicated the superiority of suggested algorithm in comparison with FPSO and GJS. In addition, the obtained results classified FPSO and GJS in the second and third position respectively after the mentioned algorithm.

Keywords: computational grid, job scheduling, learning automata, dynamic scheduling

Procedia PDF Downloads 314
283 Improvement of Transient Voltage Response Using PSS-SVC Coordination Based on ANFIS-Algorithm in a Three-Bus Power System

Authors: I Made Ginarsa, Agung Budi Muljono, I Made Ari Nrartha

Abstract:

Transient voltage response appears in power system operation when an additional loading is forced to load bus of power systems. In this research, improvement of transient voltage response is done by using power system stabilizer-static var compensator (PSS-SVC) based on adaptive neuro-fuzzy inference system (ANFIS)-algorithm. The main function of the PSS is to add damping component to damp rotor oscillation through automatic voltage regulator (AVR) and excitation system. Learning process of the ANFIS is done by using off-line method where data learning that is used to train the ANFIS model are obtained by simulating the PSS-SVC conventional. The ANFIS model uses 7 Gaussian membership functions at two inputs and 49 rules at an output. Then, the ANFIS-PSS and ANFIS-SVC models are applied to power systems. Simulation result shows that the response of transient voltage is improved with settling time at the time of 4.25 s.

Keywords: improvement, transient voltage, PSS-SVC, ANFIS, settling time

Procedia PDF Downloads 540
282 Decision Support System for a Pilot Flash Flood Early Warning System in Central Chile

Authors: D. Pinto, L. Castro, M. L. Cruzat, S. Barros, J. Gironás, C. Oberli, M. Torres, C. Escauriaza, A. Cipriano

Abstract:

Flash floods, together with landslides, are a common natural threat for people living in mountainous regions and foothills. One way to deal with this constant menace is the use of Early Warning Systems, which have become a very important mitigation strategy for natural disasters. In this work, we present our proposal for a pilot Flash Flood Early Warning System for Santiago, Chile, the first stage of a more ambitious project that in a future stage shall also include early warning of landslides. To give a context for our approach, we first analyze three existing Flash Flood Early Warning Systems, focusing on their general architectures. We then present our proposed system, with main focus on the decision support system, a system that integrates empirical models and fuzzy expert systems to achieve reliable risk estimations.

Keywords: decision support systems, early warning systems, flash flood, natural hazard

Procedia PDF Downloads 335
281 Computational Cell Segmentation in Immunohistochemically Image of Meningioma Tumor Using Fuzzy C-Means and Adaptive Vector Directional Filter

Authors: Vahid Anari, Leila Shahmohammadi

Abstract:

Diagnosing and interpreting manually from a large cohort dataset of immunohistochemically stained tissue of tumors using an optical microscope involves subjectivity and also is tedious for pathologist specialists. Moreover, digital pathology today represents more of an evolution than a revolution in pathology. In this paper, we develop and test an unsupervised algorithm that can automatically enhance the IHC image of a meningioma tumor and classify cells into positive (proliferative) and negative (normal) cells. A dataset including 150 images is used to test the scheme. In addition, a new adaptive color image enhancement method is proposed based on a vector directional filter (VDF) and statistical properties of filtering the window. Since the cells are distinguishable by the human eye, the accuracy and stability of the algorithm are quantitatively compared through application to a wide variety of real images.

Keywords: digital pathology, cell segmentation, immunohistochemically, noise reduction

Procedia PDF Downloads 39
280 A General Framework for Knowledge Discovery from Echocardiographic and Natural Images

Authors: S. Nandagopalan, N. Pradeep

Abstract:

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

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

Procedia PDF Downloads 415
279 Analyzing and Predicting the CL-20 Detonation Reaction Mechanism Based on Artificial Intelligence Algorithm

Authors: Kaining Zhang, Lang Chen, Danyang Liu, Jianying Lu, Kun Yang, Junying Wu

Abstract:

In order to solve the problem of a large amount of simulation and limited simulation scale in the first-principle molecular dynamics simulation of energetic material detonation reaction, we established an artificial intelligence model for analyzing and predicting the detonation reaction mechanism of CL-20 based on the first-principle molecular dynamics simulation of the multiscale shock technique (MSST). We employed principal component analysis to identify the dominant charge features governing molecular reactions. We adopted the K-means clustering algorithm to cluster the reaction paths and screen out the key reactions. We introduced the neural network algorithm to construct the mapping relationship between the charge characteristics of the molecular structure and the key reaction characteristics so as to establish a calculation method for predicting detonation reactions based on the charge characteristics of CL-20 and realize the rapid analysis of the reaction mechanism of energetic materials.

Keywords: energetic material detonation reaction, first-principle molecular dynamics simulation of multiscale shock technique, neural network, CL-20

Procedia PDF Downloads 74
278 Smelling Our Way through Names: Understanding the Potential of Floral Volatiles as Taxonomic Traits in the Fragrant Ginger Genus Hedychium

Authors: Anupama Sekhar, Preeti Saryan, Vinita Gowda

Abstract:

Plants, due to their sedentary lifestyle, have evolved mechanisms to synthesize a huge diversity of complex, specialized chemical metabolites, a majority of them being volatile organic compounds (VOCs). These VOCs are heavily involved in their biotic and abiotic interactions. Since chemical composition could be under the same selection processes as other morphological characters, we test if VOCs can be used to taxonomically distinguish species in the well-studied, fragrant ginger genus -Hedychium (Zingiberaceae). We propose that variations in the volatile profiles are suggestive of adaptation to divergent environments, and their presence could be explained by either phylogenetic conservatism or ecological factors. In this study, we investigate the volatile chemistry within Hedychium, which is endemic to Asian palaeotropics. We used an unsupervised clustering approach which clearly distinguished most taxa, and we used ancestral state reconstruction to estimate phylogenetic signals and chemical trait evolution in the genus. We propose that taxonomically, the chemical composition could aid in species identification, especially in species complexes where taxa are not morphologically distinguishable, and extensive, targeted chemical libraries will help in this effort.

Keywords: chemotaxonomy, dynamic headspace sampling, floral fragrance, floral volatile evolution, gingers, Hedychium

Procedia PDF Downloads 60
277 Portfolio Selection with Active Risk Monitoring

Authors: Marc S. Paolella, Pawel Polak

Abstract:

The paper proposes a framework for large-scale portfolio optimization which accounts for all the major stylized facts of multivariate financial returns, including volatility clustering, dynamics in the dependency structure, asymmetry, heavy tails, and non-ellipticity. It introduces a so-called risk fear portfolio strategy which combines portfolio optimization with active risk monitoring. The former selects optimal portfolio weights. The latter, independently, initiates market exit in case of excessive risks. The strategy agrees with the stylized fact of stock market major sell-offs during the initial stage of market downturns. The advantages of the new framework are illustrated with an extensive empirical study. It leads to superior multivariate density and Value-at-Risk forecasting, and better portfolio performance. The proposed risk fear portfolio strategy outperforms various competing types of optimal portfolios, even in the presence of conservative transaction costs and frequent rebalancing. The risk monitoring of the optimal portfolio can serve as an early warning system against large market risks. In particular, the new strategy avoids all the losses during the 2008 financial crisis, and it profits from the subsequent market recovery.

Keywords: comfort, financial crises, portfolio optimization, risk monitoring

Procedia PDF Downloads 490
276 A Hybrid Data-Handler Module Based Approach for Prioritization in Quality Function Deployment

Authors: P. Venu, Joeju M. Issac

Abstract:

Quality Function Deployment (QFD) is a systematic technique that creates a platform where the customer responses can be positively converted to design attributes. The accuracy of a QFD process heavily depends on the data that it is handling which is captured from customers or QFD team members. Customized computer programs that perform Quality Function Deployment within a stipulated time have been used by various companies across the globe. These programs heavily rely on storage and retrieval of the data on a common database. This database must act as a perfect source with minimum missing values or error values in order perform actual prioritization. This paper introduces a missing/error data handler module which uses Genetic Algorithm and Fuzzy numbers. The prioritization of customer requirements of sesame oil is illustrated and a comparison is made between proposed data handler module-based deployment and manual deployment.

Keywords: hybrid data handler, QFD, prioritization, module-based deployment

Procedia PDF Downloads 268
274 Multiscale Computational Approach to Enhance the Understanding, Design and Development of CO₂ Catalytic Conversion Technologies

Authors: Agnieszka S. Dzielendziak, Lindsay-Marie Armstrong, Matthew E. Potter, Robert Raja, Pier J. A. Sazio

Abstract:

Reducing carbon dioxide, CO₂, is one of the greatest global challenges. Conversion of CO₂ for utilisation across synthetic fuel, pharmaceutical, and agrochemical industries offers a promising option, yet requires significant research to understanding the complex multiscale processes involved. To experimentally understand and optimize such processes at that catalytic sites and exploring the impact of the process at reactor scale, is too expensive. Computational methods offer significant insight and flexibility but require a more detailed multi-scale approach which is a significant challenge in itself. This work introduces a computational approach which incorporates detailed catalytic models, taken from experimental investigations, into a larger-scale computational flow dynamics framework. The reactor-scale species transport approach is modified near the catalytic walls to determine the influence of catalytic clustering regions. This coupling approach enables more accurate modelling of velocity, pressures, temperatures, species concentrations and near-wall surface characteristics which will ultimately enable the impact of overall reactor design on chemical conversion performance.

Keywords: catalysis, CCU, CO₂, multi-scale model

Procedia PDF Downloads 227
273 Pitch Processing in Autistic Mandarin-Speaking Children with Hypersensitivityand Hypo-Sensitivity: An Event-Related Potential Study

Authors: Kaiying Lai, Suiping Wang, Luodi Yu, Yang Zhang, Pengmin Qin

Abstract:

Abnormalities in auditory processing are one of the most commonly reported sensory processing impairments in children with Autism Spectrum Disorder (ASD). Tonal language speaker with autism has enhanced neural sensitivity to pitch changes in pure tone. However, not all children with ASD exhibit the same performance in pitch processing due to different auditory sensitivity. The current study aimed to examine auditory change detection in ASD with different auditory sensitivity. K-means clustering method was adopted to classify ASD participants into two groups according to the auditory processing scores of the Sensory Profile, 11 autism with hypersensitivity (mean age = 11.36 ; SD = 1.46) and 18 with hypo-sensitivity (mean age = 10.64; SD = 1.89) participated in a passive auditory oddball paradigm designed for eliciting mismatch negativity (MMN) under the pure tone condition. Results revealed that compared to hypersensitive autism, the children with hypo-sensitivity showed smaller MMN responses to pure tone stimuli. These results suggest that ASD with auditory hypersensitivity and hypo-sensitivity performed differently in processing pure tone, so neural responses to pure tone hold promise for predicting the auditory sensitivity of ASD and targeted treatment in children with ASD.

Keywords: ASD, sensory profile, pitch processing, mismatch negativity, MMN

Procedia PDF Downloads 350
272 Global City Typologies: 300 Cities and Over 100 Datasets

Authors: M. Novak, E. Munoz, A. Jana, M. Nelemans

Abstract:

Cities and local governments the world over are interested to employ circular strategies as a means to bring about food security, create employment and increase resilience. The selection and implementation of circular strategies is facilitated by modeling the effects of strategies locally and understanding the impacts such strategies have had in other (comparable) cities and how that would translate locally. Urban areas are heterogeneous because of their geographic, economic, social characteristics, governance, and culture. In order to better understand the effect of circular strategies on urban systems, we create a dataset for over 300 cities around the world designed to facilitate circular strategy scenario modeling. This new dataset integrates data from over 20 prominent global national and urban data sources, such as the Global Human Settlements layer and International Labour Organisation, as well as incorporating employment data from over 150 cities collected bottom up from local departments and data providers. The dataset is made to be reproducible. Various clustering techniques are explored in the paper. The result is sets of clusters of cities, which can be used for further research, analysis, and support comparative, regional, and national policy making on circular cities.

Keywords: data integration, urban innovation, cluster analysis, circular economy, city profiles, scenario modelling

Procedia PDF Downloads 154
271 Toward an Understanding of the Neurofunctional Dissociation between Animal and Tool Concepts: A Graph Theoretical Analysis

Authors: Skiker Kaoutar, Mounir Maouene

Abstract:

Neuroimaging studies have shown that animal and tool concepts rely on distinct networks of brain areas. Animal concepts depend predominantly on temporal areas while tool concepts rely on fronto-temporo-parietal areas. However, the origin of this neurofunctional distinction for processing animal and tool concepts remains still unclear. Here, we address this question from a network perspective suggesting that the neural distinction between animals and tools might reflect the differences in their structural semantic networks. We build semantic networks for animal and tool concepts derived from Mc Rae and colleagues’s behavioral study conducted on a large number of participants. These two networks are thus analyzed through a large number of graph theoretical measures for small-worldness: centrality, clustering coefficient, average shortest path length, as well as resistance to random and targeted attacks. The results indicate that both animal and tool networks have small-world properties. More importantly, the animal network is more vulnerable to targeted attacks compared to the tool network a result that correlates with brain lesions studies.

Keywords: animals, tools, network, semantics, small-world, resilience to damage

Procedia PDF Downloads 508
270 Modelling Impacts of Global Financial Crises on Stock Volatility of Nigeria Banks

Authors: Maruf Ariyo Raheem, Patrick Oseloka Ezepue

Abstract:

This research aimed at determining most appropriate heteroskedastic model to predicting volatility of 10 major Nigerian banks: Access, United Bank for Africa (UBA), Guaranty Trust, Skye, Diamond, Fidelity, Sterling, Union, ETI and Zenith banks using daily closing stock prices of each of the banks from 2004 to 2014. The models employed include ARCH (1), GARCH (1, 1), EGARCH (1, 1) and TARCH (1, 1). The results show that all the banks returns are highly leptokurtic, significantly skewed and thus non-normal across the four periods except for Fidelity bank during financial crises; findings similar to those of other global markets. There is also strong evidence for the presence of heteroscedasticity, and that volatility persistence during crisis is higher than before the crisis across the 10 banks, with that of UBA taking the lead, about 11 times higher during the crisis. Findings further revealed that Asymmetric GARCH models became dominant especially during financial crises and post crises when the second reforms were introduced into the banking industry by the Central Bank of Nigeria (CBN). Generally, one could say that Nigerian banks returns are volatility persistent during and after the crises, and characterised by leverage effects of negative and positive shocks during these periods

Keywords: global financial crisis, leverage effect, persistence, volatility clustering

Procedia PDF Downloads 498
269 Credit Risk Assessment Using Rule Based Classifiers: A Comparative Study

Authors: Salima Smiti, Ines Gasmi, Makram Soui

Abstract:

Credit risk is the most important issue for financial institutions. Its assessment becomes an important task used to predict defaulter customers and classify customers as good or bad payers. To this objective, numerous techniques have been applied for credit risk assessment. However, to our knowledge, several evaluation techniques are black-box models such as neural networks, SVM, etc. They generate applicants’ classes without any explanation. In this paper, we propose to assess credit risk using rules classification method. Our output is a set of rules which describe and explain the decision. To this end, we will compare seven classification algorithms (JRip, Decision Table, OneR, ZeroR, Fuzzy Rule, PART and Genetic programming (GP)) where the goal is to find the best rules satisfying many criteria: accuracy, sensitivity, and specificity. The obtained results confirm the efficiency of the GP algorithm for German and Australian datasets compared to other rule-based techniques to predict the credit risk.

Keywords: credit risk assessment, classification algorithms, data mining, rule extraction

Procedia PDF Downloads 145
268 Volatility and Stylized Facts

Authors: Kalai Lamia, Jilani Faouzi

Abstract:

Measuring and controlling risk is one of the most attractive issues in finance. With the persistence of uncontrolled and erratic stocks movements, volatility is perceived as a barometer of daily fluctuations. An objective measure of this variable seems then needed to control risks and cover those that are considered the most important. Non-linear autoregressive modeling is our first evaluation approach. In particular, we test the presence of “persistence” of conditional variance and the presence of a degree of a leverage effect. In order to resolve for the problem of “asymmetry” in volatility, the retained specifications point to the importance of stocks reactions in response to news. Effects of shocks on volatility highlight also the need to study the “long term” behaviour of conditional variance of stocks returns and articulate the presence of long memory and dependence of time series in the long run. We note that the integrated fractional autoregressive model allows for representing time series that show long-term conditional variance thanks to fractional integration parameters. In order to stop at the dynamics that manage time series, a comparative study of the results of the different models will allow for better understanding volatility structure over the Tunisia stock market, with the aim of accurately predicting fluctuation risks.

Keywords: asymmetry volatility, clustering, stylised facts, leverage effect

Procedia PDF Downloads 274
267 Heuristic Classification of Hydrophone Recordings

Authors: Daniel M. Wolff, Patricia Gray, Rafael de la Parra Venegas

Abstract:

An unsupervised machine listening system is constructed and applied to a dataset of 17,195 30-second marine hydrophone recordings. The system is then heuristically supplemented with anecdotal listening, contextual recording information, and supervised learning techniques to reduce the number of false positives. Features for classification are assembled by extracting the following data from each of the audio files: the spectral centroid, root-mean-squared values for each frequency band of a 10-octave filter bank, and mel-frequency cepstral coefficients in 5-second frames. In this way both time- and frequency-domain information are contained in the features to be passed to a clustering algorithm. Classification is performed using the k-means algorithm and then a k-nearest neighbors search. Different values of k are experimented with, in addition to different combinations of the available feature sets. Hypothesized class labels are 'primarily anthrophony' and 'primarily biophony', where the best class result conforming to the former label has 104 members after heuristic pruning. This demonstrates how a large audio dataset has been made more tractable with machine learning techniques, forming the foundation of a framework designed to acoustically monitor and gauge biological and anthropogenic activity in a marine environment.

Keywords: anthrophony, hydrophone, k-means, machine learning

Procedia PDF Downloads 134
266 A General Framework for Knowledge Discovery Using High Performance Machine Learning Algorithms

Authors: S. Nandagopalan, N. Pradeep

Abstract:

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

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

Procedia PDF Downloads 389
265 Molecular Detection and Isolation of Benzimidazole Resistant Haemonchus contortus from Pakistan

Authors: K. Ali, M. F. Qamar, M. A. Zaman, M. Younus, I. Khan, S. Ehtisham-ul-Haque, R. Tamkeen, M. I. Rashid, Q. Ali

Abstract:

This study centers on molecular identification of Haemonchus contortus and isolation of Benz-imidazoles (BZ) resistant strains. Different abattoirs’ of two geographic regions of Punjab (Pakistan) were frequently visited for the collection of worms. Out of 1500 (n=1500) samples that were morphologically confirmed as H. contortus, 30 worms were subjected to molecular procedures for isolation of resistant strains. Resistant worms (n=8) were further subjected to DNA gene sequencing. Bio edit sequence alignment editor software was used to detect the possible mutation, deletion, replacement of nucleotides. Genetic diversity was noticed and genetic variation existing in β-tubulin isotype 1 of the H. contortus population of small ruminants of different regions considered in this study. H. contortus showed three different type of genetic sequences. 75%, 37.5%, 25% and 12.5% of the studied samples showed 100% query cover and identity with isolates and clones of China, UK, Australia and other countries, respectively. Interestingly the neighbor countries such as India and Iran haven’t many similarities with the Pakistani isolates. Thus, it suggests that population density of same genetic makeup H. contortus is scattered worldwide rather than clustering in a single region.

Keywords: Haemonchus contortus, Benzimidazole resistant, β-tubulin-1 gene, abattoirs

Procedia PDF Downloads 148
264 The Appraisal of Construction Sites Productivity: In Kendall’s Concordance

Authors: Abdulkadir Abu Lawal

Abstract:

For the dearth of reliable cardinal numerical data, the linked phenomena in productivity indices such as operational costs and company turnovers, etc. could not be investigated. This would not give us insight to the root of productivity problems at unique sites. So, ordinal ranking by professionals who were most directly involved with construction sites was applied for Kendall’s concordance. Responses gathered from independent architects, builders/engineers, and quantity surveyors were herein analyzed. They were responses based on factors that affect sites productivity, and these factors were categorized as head office factors, resource management effectiveness factors, motivational factors, and training/skill development factors. It was found that productivity is low and has to be improved in order to facilitate Nigerian efforts in bridging its infrastructure deficit. The significance of this work is underlined with the Kendall’s coefficient of concordance of 0.78, while remedial measures must be emphasized to stimulate better productivity. Further detailed study can be undertaken by using Fuzzy logic analysis on wider Delphi survey.

Keywords: factors, Kendall's coefficient of concordance, magnitude of agreement, percentage magnitude of dichotomy, ranking variables

Procedia PDF Downloads 593
263 Formalizing a Procedure for Generating Uncertain Resource Availability Assumptions Based on Real Time Logistic Data Capturing with Auto-ID Systems for Reactive Scheduling

Authors: Lars Laußat, Manfred Helmus, Kamil Szczesny, Markus König

Abstract:

As one result of the project “Reactive Construction Project Scheduling using Real Time Construction Logistic Data and Simulation”, a procedure for using data about uncertain resource availability assumptions in reactive scheduling processes has been developed. Prediction data about resource availability is generated in a formalized way using real-time monitoring data e.g. from auto-ID systems on the construction site and in the supply chains. The paper focuses on the formalization of the procedure for monitoring construction logistic processes, for the detection of disturbance and for generating of new and uncertain scheduling assumptions for the reactive resource constrained simulation procedure that is and will be further described in other papers.

Keywords: auto-ID, construction logistic, fuzzy, monitoring, RFID, scheduling

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