Search results for: likelihood ratio test
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 13274

Search results for: likelihood ratio test

13274 One vs. Rest and Error Correcting Output Codes Principled Rebalancing Schemes for Solving Imbalanced Multiclass Problems

Authors: Alvaro Callejas-Ramos, Lorena Alvarez-Perez, Alexander Benitez-Buenache, Anibal R. Figueiras-Vidal

Abstract:

This contribution presents a promising formulation which allows to extend the principled binary rebalancing procedures, also known as neutral re-balancing mechanisms in the sense that they do not alter the likelihood ratio

Keywords: Bregman divergences, imbalanced multiclass classifi-cation, informed re-balancing, invariant likelihood ratio

Procedia PDF Downloads 174
13273 Comparison of Methods of Estimation for Use in Goodness of Fit Tests for Binary Multilevel Models

Authors: I. V. Pinto, M. R. Sooriyarachchi

Abstract:

It can be frequently observed that the data arising in our environment have a hierarchical or a nested structure attached with the data. Multilevel modelling is a modern approach to handle this kind of data. When multilevel modelling is combined with a binary response, the estimation methods get complex in nature and the usual techniques are derived from quasi-likelihood method. The estimation methods which are compared in this study are, marginal quasi-likelihood (order 1 & order 2) (MQL1, MQL2) and penalized quasi-likelihood (order 1 & order 2) (PQL1, PQL2). A statistical model is of no use if it does not reflect the given dataset. Therefore, checking the adequacy of the fitted model through a goodness-of-fit (GOF) test is an essential stage in any modelling procedure. However, prior to usage, it is also equally important to confirm that the GOF test performs well and is suitable for the given model. This study assesses the suitability of the GOF test developed for binary response multilevel models with respect to the method used in model estimation. An extensive set of simulations was conducted using MLwiN (v 2.19) with varying number of clusters, cluster sizes and intra cluster correlations. The test maintained the desirable Type-I error for models estimated using PQL2 and it failed for almost all the combinations of MQL. Power of the test was adequate for most of the combinations in all estimation methods except MQL1. Moreover, models were fitted using the four methods to a real-life dataset and performance of the test was compared for each model.

Keywords: goodness-of-fit test, marginal quasi-likelihood, multilevel modelling, penalized quasi-likelihood, power, quasi-likelihood, type-I error

Procedia PDF Downloads 115
13272 Developing HRCT Criterion to Predict the Risk of Pulmonary Tuberculosis

Authors: Vandna Raghuvanshi, Vikrant Thakur, Anupam Jhobta

Abstract:

Objective: To design HRCT criterion to forecast the threat of pulmonary tuberculosis. Material and methods: This was a prospective study of 69 patients with clinical suspicion of pulmonary tuberculosis. We studied their medical characteristics, numerous separate HRCT-results, and a combination of HRCT findings to foresee the danger for PTB by utilizing univariate and multivariate investigation. Temporary HRCT diagnostic criteria were planned in view of these outcomes to find out the risk of PTB and tested these criteria on our patients. Results: The results of HRCT chest were analyzed, and Rank was given from 1 to 4 according to the HRCT chest findings. Sensitivity, specificity, positive predictive value, and negative predictive value were calculated. Rank 1: Highly suspected PTB. Rank 2: Probable PTB Rank 3: Nonspecific or difficult to differentiate from other diseases Rank 4: Other suspected diseases • Rank 1 (Highly suspected TB) was present in 22 (31.9%) patients, all of them finally diagnosed to have pulmonary tuberculosis. The sensitivity, specificity, and negative likelihood ratio for RANK 1 on HRCT chest was 53.6%, 100%, and 0.43, respectively. • Rank 2 (Probable TB) was present in 13 patients, out of which 12 were tubercular, and 1 was non-tubercular. • The sensitivity, specificity, positive likelihood ratio, and negative likelihood ratio of the combination of Rank 1 and Rank 2 was 82.9%, 96.4%, 23.22, and 0.18, respectively. • Rank 3 (Non-specific TB) was present in 25 patients, and out of these, 7 were tubercular, and 18 were non-tubercular. • When all these 3 ranks were considered together, the sensitivity approached 100% however, the specificity reduced to 35.7%. The positive likelihood ratio and negative likelihood ratio were 1.56 and 0, respectively. • Rank 4 (Other specific findings) was given to 9 patients, and all of these were non-tubercular. Conclusion: HRCT is useful in selecting individuals with greater chances of pulmonary tuberculosis.

Keywords: pulmonary, tuberculosis, multivariate, HRCT

Procedia PDF Downloads 137
13271 A Kolmogorov-Smirnov Type Goodness-Of-Fit Test of Multinomial Logistic Regression Model in Case-Control Studies

Authors: Chen Li-Ching

Abstract:

The multinomial logistic regression model is used popularly for inferring the relationship of risk factors and disease with multiple categories. This study based on the discrepancy between the nonparametric maximum likelihood estimator and semiparametric maximum likelihood estimator of the cumulative distribution function to propose a Kolmogorov-Smirnov type test statistic to assess adequacy of the multinomial logistic regression model for case-control data. A bootstrap procedure is presented to calculate the critical value of the proposed test statistic. Empirical type I error rates and powers of the test are performed by simulation studies. Some examples will be illustrated the implementation of the test.

Keywords: case-control studies, goodness-of-fit test, Kolmogorov-Smirnov test, multinomial logistic regression

Procedia PDF Downloads 423
13270 Modified CUSUM Algorithm for Gradual Change Detection in a Time Series Data

Authors: Victoria Siriaki Jorry, I. S. Mbalawata, Hayong Shin

Abstract:

The main objective in a change detection problem is to develop algorithms for efficient detection of gradual and/or abrupt changes in the parameter distribution of a process or time series data. In this paper, we present a modified cumulative (MCUSUM) algorithm to detect the start and end of a time-varying linear drift in mean value of a time series data based on likelihood ratio test procedure. The design, implementation and performance of the proposed algorithm for a linear drift detection is evaluated and compared to the existing CUSUM algorithm using different performance measures. An approach to accurately approximate the threshold of the MCUSUM is also provided. Performance of the MCUSUM for gradual change-point detection is compared to that of standard cumulative sum (CUSUM) control chart designed for abrupt shift detection using Monte Carlo Simulations. In terms of the expected time for detection, the MCUSUM procedure is found to have a better performance than a standard CUSUM chart for detection of the gradual change in mean. The algorithm is then applied and tested to a randomly generated time series data with a gradual linear trend in mean to demonstrate its usefulness.

Keywords: average run length, CUSUM control chart, gradual change detection, likelihood ratio test

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13269 Experimental Study on the Effect of Water-Cement Ratio and Replacement Ratio to the Capacity of the Recycled Aggregate Concrete

Authors: Feng Fu, Maria Karli

Abstract:

In this paper, experimental studies were carried out to investigate the behaviour of recycled aggregate concrete (RAC). A number of compressive tests, tensile splitting tests, as well as impact tests were conducted. In the tests, different recycled aggregate replacement ratio, different mix design and different water to cement ratio have been chosen in the investigation. The behavior of the RAC concrete was investigated in detail. The results of the tests show that the water-cement ratio plays an important role in the strength of the concrete and RAC concrete exhibit sufficient strength in comparison to the normal aggregate concrete; the relevant design recommendations are also made.

Keywords: recycled aggregate concrete, compressive test, tensile splitting test, flexural strength test, impact test

Procedia PDF Downloads 352
13268 Frequency Analysis of Minimum Ecological Flow and Gage Height in Indus River Using Maximum Likelihood Estimation

Authors: Tasir Khan, Yejuan Wan, Kalim Ullah

Abstract:

Hydrological frequency analysis has been conducted to estimate the minimum flow elevation of the Indus River in Pakistan to protect the ecosystem. The Maximum likelihood estimation (MLE) technique is used to estimate the best-fitted distribution for Minimum Ecological Flows at nine stations of the Indus River in Pakistan. The four selected distributions, Generalized Extreme Value (GEV) distribution, Generalized Logistics (GLO) distribution, Generalized Pareto (GPA) distribution, and Pearson type 3 (PE3) are fitted in all sites, usually used in hydro frequency analysis. Compare the performance of these distributions by using the goodness of fit tests, such as the Kolmogorov Smirnov test, Anderson darling test, and chi-square test. The study concludes that the Maximum Likelihood Estimation (MLE) method recommended that GEV and GPA are the most suitable distributions which can be effectively applied to all the proposed sites. The quantiles are estimated for the return periods from 5 to 1000 years by using MLE, estimations methods. The MLE is the robust method for larger sample sizes. The results of these analyses can be used for water resources research, including water quality management, designing irrigation systems, determining downstream flow requirements for hydropower, and the impact of long-term drought on the country's aquatic system.

Keywords: minimum ecological flow, frequency distribution, indus river, maximum likelihood estimation

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13267 Revealing the Risks of Obstructive Sleep Apnea

Authors: Oyuntsetseg Sandag, Lkhagvadorj Khosbayar, Naidansuren Tsendeekhuu, Densenbal Dansran, Bandi Solongo

Abstract:

Introduction: Obstructive sleep apnea (OSA) is a common disorder affecting at least 2% to 4% of the adult population. It is estimated that nearly 80% of men and 93% of women with moderate to severe sleep apnea are undiagnosed. A number of screening questionnaires and clinical screening models have been developed to help identify patients with OSA, also it’s indeed to clinical practice. Purpose of study: Determine dependence of obstructive sleep apnea between for severe risk and risk factor. Material and Methods: A cross-sectional study included 114 patients presenting from theCentral state 3th hospital and Central state 1th hospital. Patients who had obstructive sleep apnea (OSA)selected in this study. Standard StopBang questionnaire was obtained from all patients.According to the patients’ response to the StopBang questionnaire was divided into low risk, intermediate risk, and high risk.Descriptive statistics were presented mean ± standard deviation (SD). Each questionnaire was compared on the likelihood ratio for a positive result, the likelihood ratio for a negative test result of regression. Statistical analyses were performed utilizing SPSS 16. Results: 114 patients were obtained (mean age 48 ± 16, male 57)that divided to low risk 54 (47.4%), intermediate risk 33 (28.9%), high risk 27 (23.7%). Result of risk factor showed significantly increasing that mean age (38 ± 13vs. 54 ± 14 vs. 59 ± 10, p<0.05), blood pressure (115 ± 18vs. 133 ± 19vs. 142 ± 21, p<0.05), BMI(24 IQR 22; 26 vs. 24 IQR 22; 29 vs. 28 IQR 25; 34, p<0.001), neck circumference (35 ± 3.4 vs. 38 ± 4.7 vs. 41 ± 4.4, p<0.05)were increased. Results from multiple logistic regressions showed that age is significantly independently factor for OSA (odds ratio 1.07, 95% CI 1.02-1.23, p<0.01). Predictive value of age was significantly higher factor for OSA (AUC=0.833, 95% CI 0.758-0.909, p<0.001). Our study showing that risk of OSA is beginning 47 years old (sensitivity 78.3%, specifity74.1%). Conclusions: According to most of all patients’ response had intermediate risk and high risk. Also, age, blood pressure, neck circumference and BMI were increased such as risk factor was increased for OSA. Especially age is independently factor and highest significance for OSA. Patients’ age one year is increased likelihood risk factor 1.1 times is increased.

Keywords: obstructive sleep apnea, Stop-Bang, BMI (Body Mass Index), blood pressure

Procedia PDF Downloads 277
13266 Corporate Performance and Balance Sheet Indicators: Evidence from Indian Manufacturing Companies

Authors: Hussain Bohra, Pradyuman Sharma

Abstract:

This study highlights the significance of Balance Sheet Indicators on the corporate performance in the case of Indian manufacturing companies. Balance sheet indicators show the actual financial health of the company and it helps to the external investors to choose the right company for their investment and it also help to external financing agency to give easy finance to the manufacturing companies. The period of study is 2000 to 2014 for 813 manufacturing companies for which the continuous data is available throughout the study period. The data is collected from PROWESS data base maintained by Centre for Monitoring Indian Economy Pvt. Ltd. Panel data methods like fixed effect and random effect methods are used for the analysis. The Likelihood Ratio test, Lagrange Multiplier test and Hausman test results proof the suitability of the fixed effect model for the estimation. Return on assets (ROA) is used as the proxy to measure corporate performance. ROA is the best proxy to measure corporate performance as it already used by the most of the authors who worked on the corporate performance. ROA shows return on long term investment projects of firms. Different ratios like Current Ratio, Debt-equity ratio, Receivable turnover ratio, solvency ratio have been used as the proxies for the Balance Sheet Indicators. Other firm specific variable like firm size, and sales as the control variables in the model. From the empirical analysis, it was found that all selected financial ratios have significant and positive impact on the corporate performance. Firm sales and firm size also found significant and positive impact on the corporate performance. To check the robustness of results, the sample was divided on the basis of different ratio like firm having high debt equity ratio and low debt equity ratio, firms having high current ratio and low current ratio, firms having high receivable turnover and low receivable ratio and solvency ratio in the form of firms having high solving ratio and low solvency ratio. We find that the results are robust to all types of companies having different form of selected balance sheet indicators ratio. The results for other variables are also in the same line as for the whole sample. These findings confirm that Balance sheet indicators play as significant role on the corporate performance in India. The findings of this study have the implications for the corporate managers to focus different ratio to maintain the minimum expected level of performance. Apart from that, they should also maintain adequate sales and total assets to improve corporate performance.

Keywords: balance sheet, corporate performance, current ratio, panel data method

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13265 The Determinants of Financing to Deposit Ratio of Islamic Bank in Malaysia

Authors: Achsania Hendratmi, Puji Sucia Sukmaningrum, Fatin Fadhilah Hasib, Nisful Laila

Abstract:

The research aimed to know the influence of Capital Adequacy Ratio (CAR), Return on Assets (ROA) and Size of the Financing to Deposit Ratio (FDR) Islamic Banks in Malaysia by using eleven Islamic Banks in Indonesia and fifteen Islamic Banks in Malaysia in the period 2012 to 2016 as samples. The research used a quantitative approach method, and the analysis technique used multiple linear regression. Based on the result of t-test (partial), CAR, ROA and size significantly affect of FDR. While the results of f-test (simultaneous) showed that CAR, ROA and Size significant effect on FDR.

Keywords: capital adequacy ratio, financing to deposit ratio, return on assets, size

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13264 Thyroid Malignancy Concurrent with Hyperthyroidism: Variations with Thyroid Status and Age

Authors: N. J. Nawarathna, N. R. Kmarasinghe, D. Chandrasekara, B. M. R. S. Balasooriya, R. A. A. Shaminda, R. J. K. Senevirathne

Abstract:

Introduction: Thyroid malignancy associated with hyperthyroidism is considered rare. Retrospective studies have shown the incidence of thyroid malignancy in hyperthyroid patients to be low (0.7-8.5%). To assess the clinical relevance of this association, thyroid status in a cohort of patients with thyroid malignancy were analyzed. Method: Thyroid malignancies diagnosed histologically in 56 patients, over a 18 month period beginning from April 2013, in a single surgical unit at Teaching Hospital Kandy were included. Preoperative patient details and progression of thyroid status were asessed with Thyroid Stimulating Hormone, free Thyroxin and free Triiodothyronine levels. Results: Amongst 56 patients Papillary carcinoma was diagnosed in 44(78.6%), follicular carcinomas in 7(12.5%) and 5(8.9%) with medullary and anaplastic carcinomas. 12(21.4%) were males and 44(78.6%) were females. 20(35.7%) were less than 40years, 29(51.8%) were between 40 to 59years and 7(12.5%) were above 59years. Cross tabulation of Type of carcinoma with Gender revealed likelihood ratio of 6.908, Significance p = 0.032. Biochemically 12(21.4%) were hyperthyroid. Out of them 5(41.7%) had primary hyperthyroidism and 7(58.3%) had secondary hyperthyroidism. Mean age of euthyroid patients was 43.77years (SD 10.574) and hyperthyroid patients was 53.25years(SD 16.057). Independent Samples Test t is -2.446, two tailed significance p =0.018. When cross tabulate thyroid status with Age group Likelihood Ratio was 9.640, Significance p = 0.008. Conclusion: Papillary carcinoma is seen more among females. Among the patients with thyroid carcinomas, those with biochemically proven hyperthyroidism were more among the older age group than those who were euthyroid. Hence careful evaluation of elderly hyperthyroid patients to select the most suitable therapeutic approach is justified.

Keywords: age, hyperthyroidism, thyroid malignancy, thyroid status

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13263 Prediction of California Bearing Ratio from Physical Properties of Fine-Grained Soils

Authors: Bao Thach Nguyen, Abbas Mohajerani

Abstract:

The California bearing ratio (CBR) has been acknowledged as an important parameter to characterize the bearing capacity of earth structures, such as earth dams, road embankments, airport runways, bridge abutments, and pavements. Technically, the CBR test can be carried out in the laboratory or in the field. The CBR test is time-consuming and is infrequently performed due to the equipment needed and the fact that the field moisture content keeps changing over time. Over the years, many correlations have been developed for the prediction of CBR by various researchers, including the dynamic cone penetrometer, undrained shear strength, and Clegg impact hammer. This paper reports and discusses some of the results from a study on the prediction of CBR. In the current study, the CBR test was performed in the laboratory on some fine-grained subgrade soils collected from various locations in Victoria. Based on the test results, a satisfactory empirical correlation was found between the CBR and the physical properties of the experimental soils.

Keywords: California bearing ratio, fine-grained soils, soil physical properties, pavement, soil test

Procedia PDF Downloads 475
13262 Cyclic Liquefaction Resistance of Reinforced Sand

Authors: S. A. Naeini, Z. Eftekhari

Abstract:

Liquefaction phenomenon in sand is nowadays a classical soil mechanics subject. Using a cyclic triaxial test apparatus, we use non-woven geotextile reinforcement to improve the liquefaction resistance of sand. The layer configurations used are zero, one, two and three horizontal reinforcing layers in a triaxial test sample. The influences of the number of geotextile layers, and cyclic stress ratio (CSR) were studied and described. The results illustrated that the geotextile inclusion increases liquefaction resistance.

Keywords: liquefaction resistance, geotextile, sand, cyclic triaxial test, cyclic stress ratio

Procedia PDF Downloads 535
13261 Stock Market Development and the Growth of Nigerian Economy

Authors: Godwin Chigozie Okpara, Eugene Iheanacho

Abstract:

This paper examined the dynamic behavior of stock market development and the growth of Nigerian economy. The variables; market capitalization ratio, turnover ratio and liquidity proxies by the ratio of market capitalization to gross domestic product were sourced and computed from the Nigerian stock exchange fact books and the CBN statistical bulletin of the Central Bank of Nigeria. The variables were tested and found stationary and cointregrated using the augumented Dickey Fuller unit root test and the Johnson cointegration test respectively. The dynamic behavior of the stock market development model was verified using the error correction model. The result shows that about 0.4l percent of the short run deviation is corrected every year and also reveals that market capitalization ratio and market liquidity are positive and significant function of economic growth. In other words market capitalization ratio and liquidity positively and significantly impact economic growth. Market development variables such as turnover ratio and market restriction can exert positive but insignificant impact on the growth of the economy suggesting that securities transaction relative to the size of the securities market are not high enough to significantly engender economic growth in Nigeria. In the light of this, the researchers recommend that the regulatory body as well as the government, should provide a conducive environment capable of encouraging the growth and development of the stock market. This if well articulated will enhance the market turnover and the growth of the economy.

Keywords: market capitalization ratio, turnover ratio, liquidity, unit root test, cointegration

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13260 Survival and Hazard Maximum Likelihood Estimator with Covariate Based on Right Censored Data of Weibull Distribution

Authors: Al Omari Mohammed Ahmed

Abstract:

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

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

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13259 Selection of Appropriate Classification Technique for Lithological Mapping of Gali Jagir Area, Pakistan

Authors: Khunsa Fatima, Umar K. Khattak, Allah Bakhsh Kausar

Abstract:

Satellite images interpretation and analysis assist geologists by providing valuable information about geology and minerals of an area to be surveyed. A test site in Fatejang of district Attock has been studied using Landsat ETM+ and ASTER satellite images for lithological mapping. Five different supervised image classification techniques namely maximum likelihood, parallelepiped, minimum distance to mean, mahalanobis distance and spectral angle mapper have been performed on both satellite data images to find out the suitable classification technique for lithological mapping in the study area. Results of these five image classification techniques were compared with the geological map produced by Geological Survey of Pakistan. The result of maximum likelihood classification technique applied on ASTER satellite image has the highest correlation of 0.66 with the geological map. Field observations and XRD spectra of field samples also verified the results. A lithological map was then prepared based on the maximum likelihood classification of ASTER satellite image.

Keywords: ASTER, Landsat-ETM+, satellite, image classification

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13258 Durability and Early-Age Behavior of Sprayed Concrete with an Expansion Admixture

Authors: Kyong-Ku Yun, Kyeo-Re Lee, Kyong Namkung, Seung-Yeon Han, Pan-Gil Choi

Abstract:

Sprayed concrete is a way to spray a concrete using a machinery with high air pressure. There are insufficient studies on the durability and early-age behavior of sprayed concrete using high quality expansion agent. A series of an experiment were executed with 5 varying expansion agent replacement rates, while all the other conditions were kept constant, including cement binder content and water-cement ratio. The tests includes early-age shrinkage test, rapid chloride permeability test, and image analysis of air void structure. The early-age expansion test with the variation of expansion agent show that the expansion strain increases as the ratio of expansion agent increases. The rapid chloride permeability test shows that it decrease as the expansion agent increase. Therefore, expansion agent affects into the rapid chloride permeability in a better way. As expansion agent content increased, spacing factor slightly decreased while specific surface kept relatively stable. As a results, the optimum ratio of expansion agent would be selected between 7 % and 11%.

Keywords: sprayed concrete, durability, early-age behavior, expansion admixture

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13257 A Periodogram-Based Spectral Method Approach: The Relationship between Tourism and Economic Growth in Turkey

Authors: Mesut BALIBEY, Serpil TÜRKYILMAZ

Abstract:

A popular topic in the econometrics and time series area is the cointegrating relationships among the components of a nonstationary time series. Engle and Granger’s least squares method and Johansen’s conditional maximum likelihood method are the most widely-used methods to determine the relationships among variables. Furthermore, a method proposed to test a unit root based on the periodogram ordinates has certain advantages over conventional tests. Periodograms can be calculated without any model specification and the exact distribution under the assumption of a unit root is obtained. For higher order processes the distribution remains the same asymptotically. In this study, in order to indicate advantages over conventional test of periodograms, we are going to examine a possible relationship between tourism and economic growth during the period 1999:01-2010:12 for Turkey by using periodogram method, Johansen’s conditional maximum likelihood method, Engle and Granger’s ordinary least square method.

Keywords: cointegration, economic growth, periodogram ordinate, tourism

Procedia PDF Downloads 238
13256 Efficient Estimation for the Cox Proportional Hazards Cure Model

Authors: Khandoker Akib Mohammad

Abstract:

While analyzing time-to-event data, it is possible that a certain fraction of subjects will never experience the event of interest, and they are said to be cured. When this feature of survival models is taken into account, the models are commonly referred to as cure models. In the presence of covariates, the conditional survival function of the population can be modelled by using the cure model, which depends on the probability of being uncured (incidence) and the conditional survival function of the uncured subjects (latency), and a combination of logistic regression and Cox proportional hazards (PH) regression is used to model the incidence and latency respectively. In this paper, we have shown the asymptotic normality of the profile likelihood estimator via asymptotic expansion of the profile likelihood and obtain the explicit form of the variance estimator with an implicit function in the profile likelihood. We have also shown the efficient score function based on projection theory and the profile likelihood score function are equal. Our contribution in this paper is that we have expressed the efficient information matrix as the variance of the profile likelihood score function. A simulation study suggests that the estimated standard errors from bootstrap samples (SMCURE package) and the profile likelihood score function (our approach) are providing similar and comparable results. The numerical result of our proposed method is also shown by using the melanoma data from SMCURE R-package, and we compare the results with the output obtained from the SMCURE package.

Keywords: Cox PH model, cure model, efficient score function, EM algorithm, implicit function, profile likelihood

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13255 The Generalized Pareto Distribution as a Model for Sequential Order Statistics

Authors: Mahdy ‎Esmailian, Mahdi ‎Doostparast, Ahmad ‎Parsian

Abstract:

‎In this article‎, ‎sequential order statistics (SOS) censoring type II samples coming from the generalized Pareto distribution are considered‎. ‎Maximum likelihood (ML) estimators of the unknown parameters are derived on the basis of the available multiple SOS data‎. ‎Necessary conditions for existence and uniqueness of the derived ML estimates are given‎. Due to complexity in the proposed likelihood function‎, ‎a useful re-parametrization is suggested‎. ‎For illustrative purposes‎, ‎a Monte Carlo simulation study is conducted and an illustrative example is analysed‎.

Keywords: bayesian estimation‎, generalized pareto distribution‎, ‎maximum likelihood estimation‎, sequential order statistics

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13254 Experimental Research on Ductility of Regional Confined Concrete Beam

Authors: Qinggui Wu, Xinming Cao, Guyue Guo, Jiajun Ding

Abstract:

In efforts to study the shear ductility of regional confined concrete beam, 5 reinforced concrete beams were tested to examine its shear performance. These beams has the same shear span ratio, concrete strength, different ratios of tension reinforcement and shapes of stirrup. The purpose of the test is studying the effects of stirrup shape and tension reinforcement ratio on failure mode and shear ductility. The test shows that the regional confined part can be used as an independent part and the rest of the beam is good to work together so that the ductility of the beam is more one time higher than that of the normal confined concrete beam. The related laws of the effect of tension reinforcement ratio and stirrup shapes on beam’s shear ductility are founded.

Keywords: ratio of tension reinforcement, stirrup shapes, shear ductility, failure mode

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13253 The Reproducibility and Repeatability of Modified Likelihood Ratio for Forensics Handwriting Examination

Authors: O. Abiodun Adeyinka, B. Adeyemo Adesesan

Abstract:

The forensic use of handwriting depends on the analysis, comparison, and evaluation decisions made by forensic document examiners. When using biometric technology in forensic applications, it is necessary to compute Likelihood Ratio (LR) for quantifying strength of evidence under two competing hypotheses, namely the prosecution and the defense hypotheses wherein a set of assumptions and methods for a given data set will be made. It is therefore important to know how repeatable and reproducible our estimated LR is. This paper evaluated the accuracy and reproducibility of examiners' decisions. Confidence interval for the estimated LR were presented so as not get an incorrect estimate that will be used to deliver wrong judgment in the court of Law. The estimate of LR is fundamentally a Bayesian concept and we used two LR estimators, namely Logistic Regression (LoR) and Kernel Density Estimator (KDE) for this paper. The repeatability evaluation was carried out by retesting the initial experiment after an interval of six months to observe whether examiners would repeat their decisions for the estimated LR. The experimental results, which are based on handwriting dataset, show that LR has different confidence intervals which therefore implies that LR cannot be estimated with the same certainty everywhere. Though the LoR performed better than the KDE when tested using the same dataset, the two LR estimators investigated showed a consistent region in which LR value can be estimated confidently. These two findings advance our understanding of LR when used in computing the strength of evidence in handwriting using forensics.

Keywords: confidence interval, handwriting, kernel density estimator, KDE, logistic regression LoR, repeatability, reproducibility

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13252 High Altitude Glacier Surface Mapping in Dhauliganga Basin of Himalayan Environment Using Remote Sensing Technique

Authors: Aayushi Pandey, Manoj Kumar Pandey, Ashutosh Tiwari, Kireet Kumar

Abstract:

Glaciers play an important role in climate change and are sensitive phenomena of global climate change scenario. Glaciers in Himalayas are unique as they are predominantly valley type and are located in tropical, high altitude regions. These glaciers are often covered with debris which greatly affects ablation rate of glaciers and work as a sensitive indicator of glacier health. The aim of this study is to map high altitude Glacier surface with a focus on glacial lake and debris estimation using different techniques in Nagling glacier of dhauliganga basin in Himalayan region. Different Image Classification techniques i.e. thresholding on different band ratios and supervised classification using maximum likelihood classifier (MLC) have been used on high resolution sentinel 2A level 1c satellite imagery of 14 October 2017.Here Near Infrared (NIR)/Shortwave Infrared (SWIR) ratio image was used to extract the glaciated classes (Snow, Ice, Ice Mixed Debris) from other non-glaciated terrain classes. SWIR/BLUE Ratio Image was used to map valley rock and Debris while Green/NIR ratio image was found most suitable for mapping Glacial Lake. Accuracy assessment was performed using high resolution (3 meters) Planetscope Imagery using 60 stratified random points. The overall accuracy of MLC was 85 % while the accuracy of Band Ratios was 96.66 %. According to Band Ratio technique total areal extent of glaciated classes (Snow, Ice ,IMD) in Nagling glacier was 10.70 km2 nearly 38.07% of study area comprising of 30.87 % Snow covered area, 3.93% Ice and 3.27 % IMD covered area. Non-glaciated classes (vegetation, glacial lake, debris and valley rock) covered 61.93 % of the total area out of which valley rock is dominant with 33.83% coverage followed by debris covering 27.7 % of the area in nagling glacier. Glacial lake and Debris were accurately mapped using Band ratio technique Hence, Band Ratio approach appears to be useful for the mapping of debris covered glacier in Himalayan Region.

Keywords: band ratio, Dhauliganga basin, glacier mapping, Himalayan region, maximum likelihood classifier (MLC), Sentinel-2 satellite image

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13251 Integrated Nested Laplace Approximations For Quantile Regression

Authors: Kajingulu Malandala, Ranganai Edmore

Abstract:

The asymmetric Laplace distribution (ADL) is commonly used as the likelihood function of the Bayesian quantile regression, and it offers different families of likelihood method for quantile regression. Notwithstanding their popularity and practicality, ADL is not smooth and thus making it difficult to maximize its likelihood. Furthermore, Bayesian inference is time consuming and the selection of likelihood may mislead the inference, as the Bayes theorem does not automatically establish the posterior inference. Furthermore, ADL does not account for greater skewness and Kurtosis. This paper develops a new aspect of quantile regression approach for count data based on inverse of the cumulative density function of the Poisson, binomial and Delaporte distributions using the integrated nested Laplace Approximations. Our result validates the benefit of using the integrated nested Laplace Approximations and support the approach for count data.

Keywords: quantile regression, Delaporte distribution, count data, integrated nested Laplace approximation

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13250 Effect of Load Ratio on Probability Distribution of Fatigue Crack Propagation Life in Magnesium Alloys

Authors: Seon Soon Choi

Abstract:

It is necessary to predict a fatigue crack propagation life for estimation of structural integrity. Because of an uncertainty and a randomness of a structural behavior, it is also required to analyze stochastic characteristics of the fatigue crack propagation life at a specified fatigue crack size. The essential purpose of this study is to present the good probability distribution fit for the fatigue crack propagation life at a specified fatigue crack size in magnesium alloys under various fatigue load ratio conditions. To investigate a stochastic crack growth behavior, fatigue crack propagation experiments are performed in laboratory air under several conditions of fatigue load ratio using AZ31. By Anderson-Darling test, a goodness-of-fit test for probability distribution of the fatigue crack propagation life is performed and the good probability distribution fit for the fatigue crack propagation life is presented. The effect of load ratio on variability of fatigue crack propagation life is also investigated.

Keywords: fatigue crack propagation life, load ratio, magnesium alloys, probability distribution

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13249 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models

Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model

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13248 The Effect of a Multidisciplinary Spine Clinic on Treatment Rates and Lead Times to Care

Authors: Ishan Naidu, Jessica Ryvlin, Devin Videlefsky

Abstract:

Introduction: Back pain is a leading cause of years lived with disability and economic burden, exceeding over $20 billion in healthcare costs not including indirect costs such as absence from work and caregiving. The multifactorial nature of back pain leads to treatment modalities administered by a variety of specialists, which are often disjointed. Multiple studies have found that patients receiving delayed physical therapy for lower back pain had higher medical-related costs from increased health service utilization as well as a reduced improvement in pain severity compared to early management. Uncoordinated health care delivery can exacerbate the physical and economic toll of the chronic condition, thus improvements in interdisciplinary, shared decision-making may improve outcomes. Objective: To assess whether a multidisciplinary spine clinic (MSC), consisting of orthopedic surgery, neurosurgery, pain medicine, and physiatry, alters interventional and non-interventional planning and treatment compared to a traditional unidisciplinary spine clinic (USC) including only orthopedic surgery. Methods: We conducted a retrospective cohort study with patients initially presenting for spine care to orthopedic surgeons between July 1, 2018 to June 30, 2019. Time to treatment recommendation, time to treatment and rates of treatment recommendations were assessed, including physical therapy, injections and surgery. Treatment rates were compared between MSC and USC using Pearson’s chi-square test logistic regression. Time to treatment recommendation and time to treatment were compared using log-rank test and Cox proportional hazard regression. All analyses were repeated for the propensity score (PS) matched subsample. Results: This study included 1,764 patients, with 692 at MSC and 1,072 at USC. Patients in MSC were more likely to be recommended injection when compared to USC (8.5% vs. 5.4%, p=0.01). When adjusted for confounders, the likelihood of injection recommendation remained greater in MSC than USC (Odds ratio [OR]=2.22, 95% CI: (1.39, 3.53), p=0.001). MSC was also associated with a shorter time to receiving injection recommendation versus USC (median: 21 vs. 32 days, log-rank: p<0.001; hazard ratio [HR]=1.90, 95% CI: (1.25, 2.90), p=0.003). MSC was associated with a higher likelihood of injection treatment (OR=2.27, 95% CI: (1.39, 3.73), p=0.001) and shorter lead time (HR=1.98, 95% CI: (1.27, 3.09), p=0.003). PS-matched analyses yielded similar conclusions. Conclusions: Care delivered at a multidisciplinary spine clinic was associated with a higher likelihood of recommending injection and a shorter lead time to injection administration when compared to a traditional unidisciplinary spine surgery clinic. Multidisciplinary clinics may facilitate coordinated care amongst different specialties resulting in increased utilization of less invasive treatment modalities while also improving care efficiency. The multidisciplinary clinic model is an important advancement in care delivery and communication, which can be used as a powerful method of improving patient outcomes as treatment guidelines evolve.

Keywords: coordinated care, epidural steroid injection, multi-disciplinary, non-invasive

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13247 The Internationalization of Capital Market Influencing Debt Sustainability's Impact on the Growth of the Nigerian Economy

Authors: Godwin Chigozie Okpara, Eugine Iheanacho

Abstract:

The paper set out to assess the sustainability of debt in the Nigerian economy. Precisely, it sought to determine the level of debt sustainability and its impact on the growth of the economy; whether internationalization of capital market has positively influenced debt sustainability’s impact on economic growth; and to ascertain the direction of causality between external debt sustainability and the growth of GDP. In the light of these objectives, ratio analysis was employed for the determination of debt sustainability. Our findings revealed that the periods 1986 – 1994 and 1999 – 2004 were periods of severe unsustainable borrowing. The unit root test showed that the variables of the growth model were integrated of order one, I(1) and the cointegration test provided evidence for long run stability. Considering the dawn of internationalization of capital market, the researcher employed the structural break approach using Chow Breakpoint test on the vector error correction model (VECM). The result of VECM showed that debt sustainability, measured by debt to GDP ratio exerts negative and significant impact on the growth of the economy while debt burden measured by debt-export ratio and debt service export ratio are negative though insignificant on the growth of GDP. The Cho test result indicated that internationalization of capital market has no significant effect on the debt overhang impact on the growth of the Economy. The granger causality test indicates a feedback effect from economic growth to debt sustainability growth indicators. On the bases of these findings, the researchers made some necessary recommendations which if followed religiously will go a long way to ameliorating debt burdens and engendering economic growth.

Keywords: debt sustainability, internalization, capital market, cointegration, chow test

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13246 Diagnostic and Prognostic Use of Kinetics of Microrna and Cardiac Biomarker in Acute Myocardial Infarction

Authors: V. Kuzhandai Velu, R. Ramesh

Abstract:

Background and objectives: Acute myocardial infarction (AMI) is the most common cause of mortality and morbidity. Over the last decade, microRNAs (miRs) have emerged as a potential marker for detecting AMI. The current study evaluates the kinetics and importance of miRs in the differential diagnosis of ST-segment elevated MI (STEMI) and non-STEMI (NSTEMI) and its correlation to conventional biomarkers and to predict the immediate outcome of AMI for arrhythmias and left ventricular (LV) dysfunction. Materials and Method: A total of 100 AMI patients were recruited for the study. Routine cardiac biomarker and miRNA levels were measured during diagnosis and serially at admission, 6, 12, 24, and 72hrs. The baseline biochemical parameters were analyzed. The expression of miRs was compared between STEMI and NSTEMI at different time intervals. Diagnostic utility of miR-1, miR-133, miR-208, and miR-499 levels were analyzed by using RT-PCR and with various diagnostics statistical tools like ROC, odds ratio, and likelihood ratio. Results: The miR-1, miR-133, and miR-499 showed peak concentration at 6 hours, whereas miR-208 showed high significant differences at all time intervals. miR-133 demonstrated the maximum area under the curve at different time intervals in the differential diagnosis of STEMI and NSTEMI which was followed by miR-499 and miR-208. Evaluation of miRs for predicting arrhythmia and LV dysfunction using admission sample demonstrated that miR-1 (OR = 8.64; LR = 1.76) and miR-208 (OR = 26.25; LR = 5.96) showed maximum odds ratio and likelihood respectively. Conclusion: Circulating miRNA showed a highly significant difference between STEMI and NSTEMI in AMI patients. The peak was much earlier than the conventional biomarkers. miR-133, miR-208, and miR-499 can be used in the differential diagnosis of STEMI and NSTEMI, whereas miR-1 and miR-208 could be used in the prediction of arrhythmia and LV dysfunction, respectively.

Keywords: myocardial infarction, cardiac biomarkers, microRNA, arrhythmia, left ventricular dysfunction

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13245 Automating Test Activities: Test Cases Creation, Test Execution, and Test Reporting with Multiple Test Automation Tools

Authors: Loke Mun Sei

Abstract:

Software testing has become a mandatory process in assuring the software product quality. Hence, test management is needed in order to manage the test activities conducted in the software test life cycle. This paper discusses on the challenges faced in the software test life cycle, and how the test processes and test activities, mainly on test cases creation, test execution, and test reporting is being managed and automated using several test automation tools, i.e. Jira, Robot Framework, and Jenkins.

Keywords: test automation tools, test case, test execution, test reporting

Procedia PDF Downloads 539