Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19577

Search results for: general linear regression model

19577 Behind Fuzzy Regression Approach: An Exploration Study

Authors: Lavinia B. Dulla


The exploration study of the fuzzy regression approach attempts to present that fuzzy regression can be used as a possible alternative to classical regression. It likewise seeks to assess the differences and characteristics of simple linear regression and fuzzy regression using the width of prediction interval, mean absolute deviation, and variance of residuals. Based on the simple linear regression model, the fuzzy regression approach is worth considering as an alternative to simple linear regression when the sample size is between 10 and 20. As the sample size increases, the fuzzy regression approach is not applicable to use since the assumption regarding large sample size is already operating within the framework of simple linear regression. Nonetheless, it can be suggested for a practical alternative when decisions often have to be made on the basis of small data.

Keywords: fuzzy regression approach, minimum fuzziness criterion, interval regression, prediction interval

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19576 Generalized Extreme Value Regression with Binary Dependent Variable: An Application for Predicting Meteorological Drought Probabilities

Authors: Retius Chifurira


Logistic regression model is the most used regression model to predict meteorological drought probabilities. When the dependent variable is extreme, the logistic model fails to adequately capture drought probabilities. In order to adequately predict drought probabilities, we use the generalized linear model (GLM) with the quantile function of the generalized extreme value distribution (GEVD) as the link function. The method maximum likelihood estimation is used to estimate the parameters of the generalized extreme value (GEV) regression model. We compare the performance of the logistic and the GEV regression models in predicting drought probabilities for Zimbabwe. The performance of the regression models are assessed using the goodness-of-fit tests, namely; relative root mean square error (RRMSE) and relative mean absolute error (RMAE). Results show that the GEV regression model performs better than the logistic model, thereby providing a good alternative candidate for predicting drought probabilities. This paper provides the first application of GLM derived from extreme value theory to predict drought probabilities for a drought-prone country such as Zimbabwe.

Keywords: generalized extreme value distribution, general linear model, mean annual rainfall, meteorological drought probabilities

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19575 Phase II Monitoring of First-Order Autocorrelated General Linear Profiles

Authors: Yihua Wang, Yunru Lai


Statistical process control has been successfully applied in a variety of industries. In some applications, the quality of a process or product is better characterized and summarized by a functional relationship between a response variable and one or more explanatory variables. A collection of this type of data is called a profile. Profile monitoring is used to understand and check the stability of this relationship or curve over time. The independent assumption for the error term is commonly used in the existing profile monitoring studies. However, in many applications, the profile data show correlations over time. Therefore, we focus on a general linear regression model with a first-order autocorrelation between profiles in this study. We propose an exponentially weighted moving average charting scheme to monitor this type of profile. The simulation study shows that our proposed methods outperform the existing schemes based on the average run length criterion.

Keywords: autocorrelation, EWMA control chart, general linear regression model, profile monitoring

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19574 A Fuzzy Linear Regression Model Based on Dissemblance Index

Authors: Shih-Pin Chen, Shih-Syuan You


Fuzzy regression models are useful for investigating the relationship between explanatory variables and responses in fuzzy environments. To overcome the deficiencies of previous models and increase the explanatory power of fuzzy data, the graded mean integration (GMI) representation is applied to determine representative crisp regression coefficients. A fuzzy regression model is constructed based on the modified dissemblance index (MDI), which can precisely measure the actual total error. Compared with previous studies based on the proposed MDI and distance criterion, the results from commonly used test examples show that the proposed fuzzy linear regression model has higher explanatory power and forecasting accuracy.

Keywords: dissemblance index, fuzzy linear regression, graded mean integration, mathematical programming

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19573 Internet Purchases in European Union Countries: Multiple Linear Regression Approach

Authors: Ksenija Dumičić, Anita Čeh Časni, Irena Palić


This paper examines economic and Information and Communication Technology (ICT) development influence on recently increasing Internet purchases by individuals for European Union member states. After a growing trend for Internet purchases in EU27 was noticed, all possible regression analysis was applied using nine independent variables in 2011. Finally, two linear regression models were studied in detail. Conducted simple linear regression analysis confirmed the research hypothesis that the Internet purchases in analysed EU countries is positively correlated with statistically significant variable Gross Domestic Product per capita (GDPpc). Also, analysed multiple linear regression model with four regressors, showing ICT development level, indicates that ICT development is crucial for explaining the Internet purchases by individuals, confirming the research hypothesis.

Keywords: European union, Internet purchases, multiple linear regression model, outlier

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19572 Efficient Model Selection in Linear and Non-Linear Quantile Regression by Cross-Validation

Authors: Yoonsuh Jung, Steven N. MacEachern


Check loss function is used to define quantile regression. In the prospect of cross validation, it is also employed as a validation function when underlying truth is unknown. However, our empirical study indicates that the validation with check loss often leads to choosing an over estimated fits. In this work, we suggest a modified or L2-adjusted check loss which rounds the sharp corner in the middle of check loss. It has a large effect of guarding against over fitted model in some extent. Through various simulation settings of linear and non-linear regressions, the improvement of check loss by L2 adjustment is empirically examined. This adjustment is devised to shrink to zero as sample size grows.

Keywords: cross-validation, model selection, quantile regression, tuning parameter selection

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19571 Supervised-Component-Based Generalised Linear Regression with Multiple Explanatory Blocks: THEME-SCGLR

Authors: Bry X., Trottier C., Mortier F., Cornu G., Verron T.


We address component-based regularization of a Multivariate Generalized Linear Model (MGLM). A set of random responses Y is assumed to depend, through a GLM, on a set X of explanatory variables, as well as on a set T of additional covariates. X is partitioned into R conceptually homogeneous blocks X1, ... , XR , viewed as explanatory themes. Variables in each Xr are assumed many and redundant. Thus, Generalised Linear Regression (GLR) demands regularization with respect to each Xr. By contrast, variables in T are assumed selected so as to demand no regularization. Regularization is performed searching each Xr for an appropriate number of orthogonal components that both contribute to model Y and capture relevant structural information in Xr. We propose a very general criterion to measure structural relevance (SR) of a component in a block, and show how to take SR into account within a Fisher-scoring-type algorithm in order to estimate the model. We show how to deal with mixed-type explanatory variables. The method, named THEME-SCGLR, is tested on simulated data.

Keywords: Component-Model, Fisher Scoring Algorithm, GLM, PLS Regression, SCGLR, SEER, THEME

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19570 Generalized Additive Model for Estimating Propensity Score

Authors: Tahmidul Islam


Propensity Score Matching (PSM) technique has been widely used for estimating causal effect of treatment in observational studies. One major step of implementing PSM is estimating the propensity score (PS). Logistic regression model with additive linear terms of covariates is most used technique in many studies. Logistics regression model is also used with cubic splines for retaining flexibility in the model. However, choosing the functional form of the logistic regression model has been a question since the effectiveness of PSM depends on how accurately the PS been estimated. In many situations, the linearity assumption of linear logistic regression may not hold and non-linear relation between the logit and the covariates may be appropriate. One can estimate PS using machine learning techniques such as random forest, neural network etc for more accuracy in non-linear situation. In this study, an attempt has been made to compare the efficacy of Generalized Additive Model (GAM) in various linear and non-linear settings and compare its performance with usual logistic regression. GAM is a non-parametric technique where functional form of the covariates can be unspecified and a flexible regression model can be fitted. In this study various simple and complex models have been considered for treatment under several situations (small/large sample, low/high number of treatment units) and examined which method leads to more covariate balance in the matched dataset. It is found that logistic regression model is impressively robust against inclusion quadratic and interaction terms and reduces mean difference in treatment and control set equally efficiently as GAM does. GAM provided no significantly better covariate balance than logistic regression in both simple and complex models. The analysis also suggests that larger proportion of controls than treatment units leads to better balance for both of the methods.

Keywords: accuracy, covariate balances, generalized additive model, logistic regression, non-linearity, propensity score matching

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19569 Detecting Earnings Management via Statistical and Neural Networks Techniques

Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie


Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: earnings management, generalized linear regression, neural networks multi-layer perceptron, Tehran stock exchange

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19568 The Theory behind Logistic Regression

Authors: Jan Henrik Wosnitza


The logistic regression has developed into a standard approach for estimating conditional probabilities in a wide range of applications including credit risk prediction. The article at hand contributes to the current literature on logistic regression fourfold: First, it is demonstrated that the binary logistic regression automatically meets its model assumptions under very general conditions. This result explains, at least in part, the logistic regression's popularity. Second, the requirement of homoscedasticity in the context of binary logistic regression is theoretically substantiated. The variances among the groups of defaulted and non-defaulted obligors have to be the same across the level of the aggregated default indicators in order to achieve linear logits. Third, this article sheds some light on the question why nonlinear logits might be superior to linear logits in case of a small amount of data. Fourth, an innovative methodology for estimating correlations between obligor-specific log-odds is proposed. In order to crystallize the key ideas, this paper focuses on the example of credit risk prediction. However, the results presented in this paper can easily be transferred to any other field of application.

Keywords: correlation, credit risk estimation, default correlation, homoscedasticity, logistic regression, nonlinear logistic regression

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19567 New Segmentation of Piecewise Linear Regression Models Using Reversible Jump MCMC Algorithm

Authors: Suparman


Piecewise linear regression models are very flexible models for modeling the data. If the piecewise linear regression models are matched against the data, then the parameters are generally not known. This paper studies the problem of parameter estimation of piecewise linear regression models. The method used to estimate the parameters of picewise linear regression models is Bayesian method. But the Bayes estimator can not be found analytically. To overcome these problems, the reversible jump MCMC algorithm is proposed. Reversible jump MCMC algorithm generates the Markov chain converges to the limit distribution of the posterior distribution of the parameters of picewise linear regression models. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of picewise linear regression models.

Keywords: regression, piecewise, Bayesian, reversible Jump MCMC

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19566 Ketones Emission during Pad Printing Process

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


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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19565 The Profit Trend of Cosmetics Products Using Bootstrap Edgeworth Approximation

Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski


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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19564 A Case Comparative Study of Infant Mortality Rate in North-West Nigeria

Authors: G. I. Onwuka, A. Danbaba, S. U. Gulumbe


This study investigated of Infant Mortality Rate as observed at a general hospital in Kaduna-South, Kaduna State, North West Nigeria. The causes of infant Mortality were examined. The data used for this analysis were collected at the statistics unit of the Hospital. The analysis was carried out on the data using Multiple Linear regression Technique and this showed that there is linear relationship between the dependent variable (death) and the independent variables (malaria, measles, anaemia, and coronary heart disease). The resultant model also revealed that a unit increment in each of these diseases would result to a unit increment in death recorded, 98.7% of the total variation in mortality is explained by the given model. The highest number of mortality was recorded in July, 2005 and the lowest mortality recorded in October, 2009.Recommendations were however made based on the results of the study.

Keywords: infant mortality rate, multiple linear regression, diseases, serial correlation

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19563 Establishment of the Regression Uncertainty of the Critical Heat Flux Power Correlation for an Advanced Fuel Bundle

Authors: L. Q. Yuan, J. Yang, A. Siddiqui


A new regression uncertainty analysis methodology was applied to determine the uncertainties of the critical heat flux (CHF) power correlation for an advanced 43-element bundle design, which was developed by Canadian Nuclear Laboratories (CNL) to achieve improved economics, resource utilization and energy sustainability. The new methodology is considered more appropriate than the traditional methodology in the assessment of the experimental uncertainty associated with regressions. The methodology was first assessed using both the Monte Carlo Method (MCM) and the Taylor Series Method (TSM) for a simple linear regression model, and then extended successfully to a non-linear CHF power regression model (CHF power as a function of inlet temperature, outlet pressure and mass flow rate). The regression uncertainty assessed by MCM agrees well with that by TSM. An equation to evaluate the CHF power regression uncertainty was developed and expressed as a function of independent variables that determine the CHF power.

Keywords: CHF experiment, CHF correlation, regression uncertainty, Monte Carlo Method, Taylor Series Method

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19562 Two-Phase Sampling for Estimating a Finite Population Total in Presence of Missing Values

Authors: Daniel Fundi Murithi


Missing data is a real bane in many surveys. To overcome the problems caused by missing data, partial deletion, and single imputation methods, among others, have been proposed. However, problems such as discarding usable data and inaccuracy in reproducing known population parameters and standard errors are associated with them. For regression and stochastic imputation, it is assumed that there is a variable with complete cases to be used as a predictor in estimating missing values in the other variable, and the relationship between the two variables is linear, which might not be realistic in practice. In this project, we estimate population total in presence of missing values in two-phase sampling. Instead of regression or stochastic models, non-parametric model based regression model is used in imputing missing values. Empirical study showed that nonparametric model-based regression imputation is better in reproducing variance of population total estimate obtained when there were no missing values compared to mean, median, regression, and stochastic imputation methods. Although regression and stochastic imputation were better than nonparametric model-based imputation in reproducing population total estimates obtained when there were no missing values in one of the sample sizes considered, nonparametric model-based imputation may be used when the relationship between outcome and predictor variables is not linear.

Keywords: finite population total, missing data, model-based imputation, two-phase sampling

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19561 Derivation of Bathymetry from High-Resolution Satellite Images: Comparison of Empirical Methods through Geographical Error Analysis

Authors: Anusha P. Wijesundara, Dulap I. Rathnayake, Nihal D. Perera


Bathymetric information is fundamental importance to coastal and marine planning and management, nautical navigation, and scientific studies of marine environments. Satellite-derived bathymetry data provide detailed information in areas where conventional sounding data is lacking and conventional surveys are inaccessible. The two empirical approaches of log-linear bathymetric inversion model and non-linear bathymetric inversion model are applied for deriving bathymetry from high-resolution multispectral satellite imagery. This study compares these two approaches by means of geographical error analysis for the site Kankesanturai using WorldView-2 satellite imagery. Based on the Levenberg-Marquardt method calibrated the parameters of non-linear inversion model and the multiple-linear regression model was applied to calibrate the log-linear inversion model. In order to calibrate both models, Single Beam Echo Sounding (SBES) data in this study area were used as reference points. Residuals were calculated as the difference between the derived depth values and the validation echo sounder bathymetry data and the geographical distribution of model residuals was mapped. The spatial autocorrelation was calculated by comparing the performance of the bathymetric models and the results showing the geographic errors for both models. A spatial error model was constructed from the initial bathymetry estimates and the estimates of autocorrelation. This spatial error model is used to generate more reliable estimates of bathymetry by quantifying autocorrelation of model error and incorporating this into an improved regression model. Log-linear model (R²=0.846) performs better than the non- linear model (R²=0.692). Finally, the spatial error models improved bathymetric estimates derived from linear and non-linear models up to R²=0.854 and R²=0.704 respectively. The Root Mean Square Error (RMSE) was calculated for all reference points in various depth ranges. The magnitude of the prediction error increases with depth for both the log-linear and the non-linear inversion models. Overall RMSE for log-linear and the non-linear inversion models were ±1.532 m and ±2.089 m, respectively.

Keywords: log-linear model, multi spectral, residuals, spatial error model

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19560 Selection of Designs in Ordinal Regression Models under Linear Predictor Misspecification

Authors: Ishapathik Das


The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs

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19559 Model Averaging for Poisson Regression

Authors: Zhou Jianhong


Model averaging is a desirable approach to deal with model uncertainty, which, however, has rarely been explored for Poisson regression. In this paper, we propose a model averaging procedure based on an unbiased estimator of the expected Kullback-Leibler distance for the Poisson regression. Simulation study shows that the proposed model average estimator outperforms some other commonly used model selection and model average estimators in some situations. Our proposed methods are further applied to a real data example and the advantage of this method is demonstrated again.

Keywords: model averaging, poission regression, Kullback-Leibler distance, statistics

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19558 Reliability Prediction of Tires Using Linear Mixed-Effects Model

Authors: Myung Hwan Na, Ho- Chun Song, EunHee Hong


We widely use normal linear mixed-effects model to analysis data in repeated measurement. In case of detecting heteroscedasticity and the non-normality of the population distribution at the same time, normal linear mixed-effects model can give improper result of analysis. To achieve more robust estimation, we use heavy tailed linear mixed-effects model which gives more exact and reliable analysis conclusion than standard normal linear mixed-effects model.

Keywords: reliability, tires, field data, linear mixed-effects model

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19557 A Comparison of Smoothing Spline Method and Penalized Spline Regression Method Based on Nonparametric Regression Model

Authors: Autcha Araveeporn


This paper presents a study about a nonparametric regression model consisting of a smoothing spline method and a penalized spline regression method. We also compare the techniques used for estimation and prediction of nonparametric regression model. We tried both methods with crude oil prices in dollars per barrel and the Stock Exchange of Thailand (SET) index. According to the results, it is concluded that smoothing spline method performs better than that of penalized spline regression method.

Keywords: nonparametric regression model, penalized spline regression method, smoothing spline method, Stock Exchange of Thailand (SET)

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19556 Optimization of Slider Crank Mechanism Using Design of Experiments and Multi-Linear Regression

Authors: Galal Elkobrosy, Amr M. Abdelrazek, Bassuny M. Elsouhily, Mohamed E. Khidr


Crank shaft length, connecting rod length, crank angle, engine rpm, cylinder bore, mass of piston and compression ratio are the inputs that can control the performance of the slider crank mechanism and then its efficiency. Several combinations of these seven inputs are used and compared. The throughput engine torque predicted by the simulation is analyzed through two different regression models, with and without interaction terms, developed according to multi-linear regression using LU decomposition to solve system of algebraic equations. These models are validated. A regression model in seven inputs including their interaction terms lowered the polynomial degree from 3rd degree to 1st degree and suggested valid predictions and stable explanations.

Keywords: design of experiments, regression analysis, SI engine, statistical modeling

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19555 Parameter Estimation via Metamodeling

Authors: Sergio Haram Sarmiento, Arcady Ponosov


Based on appropriate multivariate statistical methodology, we suggest a generic framework for efficient parameter estimation for ordinary differential equations and the corresponding nonlinear models. In this framework classical linear regression strategies is refined into a nonlinear regression by a locally linear modelling technique (known as metamodelling). The approach identifies those latent variables of the given model that accumulate most information about it among all approximations of the same dimension. The method is applied to several benchmark problems, in particular, to the so-called ”power-law systems”, being non-linear differential equations typically used in Biochemical System Theory.

Keywords: principal component analysis, generalized law of mass action, parameter estimation, metamodels

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19554 An Overbooking Model for Car Rental Service with Different Types of Cars

Authors: Naragain Phumchusri, Kittitach Pongpairoj


Overbooking is a very useful revenue management technique that could help reduce costs caused by either undersales or oversales. In this paper, we propose an overbooking model for two types of cars that can minimize the total cost for car rental service. With two types of cars, there is an upgrade possibility for lower type to upper type. This makes the model more complex than one type of cars scenario. We have found that convexity can be proved in this case. Sensitivity analysis of the parameters is conducted to observe the effects of relevant parameters on the optimal solution. Model simplification is proposed using multiple linear regression analysis, which can help estimate the optimal overbooking level using appropriate independent variables. The results show that the overbooking level from multiple linear regression model is relatively close to the optimal solution (with the adjusted R-squared value of at least 72.8%). To evaluate the performance of the proposed model, the total cost was compared with the case where the decision maker uses a naïve method for the overbooking level. It was found that the total cost from optimal solution is only 0.5 to 1 percent (on average) lower than the cost from regression model, while it is approximately 67% lower than the cost obtained by the naïve method. It indicates that our proposed simplification method using regression analysis can effectively perform in estimating the overbooking level.

Keywords: overbooking, car rental industry, revenue management, stochastic model

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19553 Stock Market Prediction by Regression Model with Social Moods

Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome


This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: stock market prediction, social moods, regression model, DJIA

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19552 Multi-Linear Regression Based Prediction of Mass Transfer by Multiple Plunging Jets

Authors: S. Deswal, M. Pal


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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19551 Apricot Insurance Portfolio Risk

Authors: Kasirga Yildirak, Ismail Gur


We propose a model to measure hail risk of an Agricultural Insurance portfolio. Hail is one of the major catastrophic event that causes big amount of loss to an insurer. Moreover, it is very hard to predict due to its strange atmospheric characteristics. We make use of parcel based claims data on apricot damage collected by the Turkish Agricultural Insurance Pool (TARSIM). As our ultimate aim is to compute the loadings assigned to specific parcels, we build a portfolio risk model that makes use of PD and the severity of the exposures. PD is computed by Spherical-Linear and Circular –Linear regression models as the data carries coordinate information and seasonality. Severity is mapped into integer brackets so that Probability Generation Function could be employed. Individual regressions are run on each clusters estimated on different criteria. Loss distribution is constructed by Panjer Recursion technique. We also show that one risk-one crop model can easily be extended to the multi risk–multi crop model by assuming conditional independency.

Keywords: hail insurance, spherical regression, circular regression, spherical clustering

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19550 Logistic Regression Model versus Additive Model for Recurrent Event Data

Authors: Entisar A. Elgmati


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

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

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19549 Survival Analysis Based Delivery Time Estimates for Display FAB

Authors: Paul Han, Jun-Geol Baek


In the flat panel display industry, the scheduler and dispatching system to meet production target quantities and the deadline of production are the major production management system which controls each facility production order and distribution of WIP (Work in Process). In dispatching system, delivery time is a key factor for the time when a lot can be supplied to the facility. In this paper, we use survival analysis methods to identify main factors and a forecasting model of delivery time. Of survival analysis techniques to select important explanatory variables, the cox proportional hazard model is used to. To make a prediction model, the Accelerated Failure Time (AFT) model was used. Performance comparisons were conducted with two other models, which are the technical statistics model based on transfer history and the linear regression model using same explanatory variables with AFT model. As a result, the Mean Square Error (MSE) criteria, the AFT model decreased by 33.8% compared to the existing prediction model, decreased by 5.3% compared to the linear regression model. This survival analysis approach is applicable to implementing a delivery time estimator in display manufacturing. And it can contribute to improve the productivity and reliability of production management system.

Keywords: delivery time, survival analysis, Cox PH model, accelerated failure time model

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19548 Generic Model for Timetabling Problems by Integer Linear Programmimg Approach

Authors: Nur Aidya Hanum Aizam, Vikneswary Uvaraja


The agenda of showing the scheduled time for performing certain tasks is known as timetabling. It widely used in many departments such as transportation, education, and production. Some difficulties arise to ensure all tasks happen in the time and place allocated. Therefore, many researchers invented various programming model to solve the scheduling problems from several fields. However, the studies in developing the general integer programming model for many timetabling problems are still questionable. Meanwhile, this thesis describe about creating a general model which solve different types of timetabling problems by considering the basic constraints. Initially, the common basic constraints from five different fields are selected and analyzed. A general basic integer programming model was created and then verified by using the medium set of data obtained randomly which is much similar to realistic data. The mathematical software, AIMMS with CPLEX as a solver has been used to solve the model. The model obtained is significant in solving many timetabling problems easily since it is modifiable to all types of scheduling problems which have same basic constraints.

Keywords: AIMMS mathematical software, integer linear programming, scheduling problems, timetabling

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