Search results for: multiple Linear regressions
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7525

Search results for: multiple Linear regressions

7465 Quality Parameters of Offset Printing Wastewater

Authors: Kiurski S. Jelena, Kecić S. Vesna, Aksentijević M. Snežana

Abstract:

Samples of tap and wastewater were collected in three offset printing facilities in Novi Sad, Serbia. Ten physicochemical parameters were analyzed within all collected samples: pH, conductivity, m - alkalinity, p - alkalinity, acidity, carbonate concentration, hydrogen carbonate concentration, active oxygen content, chloride concentration and total alkali content. All measurements were conducted using the standard analytical and instrumental methods. Comparing the obtained results for tap water and wastewater, a clear quality difference was noticeable, since all physicochemical parameters were significantly higher within wastewater samples. The study also involves the application of simple linear regression analysis on the obtained dataset. By using software package ORIGIN 5 the pH value was mutually correlated with other physicochemical parameters. Based on the obtained values of Pearson coefficient of determination a strong positive correlation between chloride concentration and pH (r = -0.943), as well as between acidity and pH (r = -0.855) was determined. In addition, statistically significant difference was obtained only between acidity and chloride concentration with pH values, since the values of parameter F (247.634 and 182.536) were higher than Fcritical (5.59). In this way, results of statistical analysis highlighted the most influential parameter of water contamination in offset printing, in the form of acidity and chloride concentration. The results showed that variable dependence could be represented by the general regression model: y = a0 + a1x+ k, which further resulted with matching graphic regressions.

Keywords: pollution, printing industry, simple linear regression analysis, wastewater

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7464 A Linear Regression Model for Estimating Anxiety Index Using Wide Area Frontal Lobe Brain Blood Volume

Authors: Takashi Kaburagi, Masashi Takenaka, Yosuke Kurihara, Takashi Matsumoto

Abstract:

Major depressive disorder (MDD) is one of the most common mental illnesses today. It is believed to be caused by a combination of several factors, including stress. Stress can be quantitatively evaluated using the State-Trait Anxiety Inventory (STAI), one of the best indices to evaluate anxiety. Although STAI scores are widely used in applications ranging from clinical diagnosis to basic research, the scores are calculated based on a self-reported questionnaire. An objective evaluation is required because the subject may intentionally change his/her answers if multiple tests are carried out. In this article, we present a modified index called the “multi-channel Laterality Index at Rest (mc-LIR)” by recording the brain activity from a wider area of the frontal lobe using multi-channel functional near-infrared spectroscopy (fNIRS). The presented index aims to measure multiple positions near the Fpz defined by the international 10-20 system positioning. Using 24 subjects, the dependencies on the number of measuring points used to calculate the mc-LIR and its correlation coefficients with the STAI scores are reported. Furthermore, a simple linear regression was performed to estimate the STAI scores from mc-LIR. The cross-validation error is also reported. The experimental results show that using multiple positions near the Fpz will improve the correlation coefficients and estimation than those using only two positions.

Keywords: frontal lobe, functional near-infrared spectroscopy, state-trait anxiety inventory score, stress

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7463 Effect of Islamic Finance on Jobs Generation in Punjab, Pakistan

Authors: B. Ashraf, A. M. Malik

Abstract:

The study was accomplished at the Department of Economics and Agriculture Economics, Pir Mahar Ali Shah ARID Agriculture University, Punjab, Pakistan during 2013-16 with a purpose to discover the effect of Islamic finance/banking on employment in Punjab, Pakistan. Islamic banking system is sub-component of conventional banking system in various countries of the world; however, in Pakistan, it has been established as a separate Islamic banking system. The Islamic banking operates under the doctrine of Shariah. It is claimed that the referred banking is free of interest (Riba) and addresses the philosophy and basic values of Islam in finance that reduces the factors of uncertainty, risk and others speculative activities. Two Islamic bank’s; Meezan Bank Limited (Pakistan) and Al-Baraka Bank Limited (Pakistan) from North Punjab (Bahawalnagar) and central Punjab (Lahore) west Punjab (Gujrat), Pakistan were randomly selected for the conduct of research. A total of 206 samples were collected from the define areas and banks through questionnaire. The data was analyzed by using the Statistical Package for Social Sciences (SPSS) version 21.0. Multiple linear regressions were applied to prove the hypothesis. The results revealed that the assets formation had significant positive; whereas, the technology, length of business (experience) and bossiness size had significant negative impact with employment generation in Islamic finance/banking in Punjab, Pakistan. This concludes that the employment opportunities may be created in the country by extending the finance to business/firms to start new business and increase the Public awareness by the Islamic banks through intensive publicity. However; Islamic financial institutions may be encouraged by Government as it enhances the employment in the country.

Keywords: assets formation, borrowers, employment generation, Islamic banks, Islamic finance

Procedia PDF Downloads 291
7462 An Adaptive Controller Method Based on Full-State Linear Model of Variable Cycle Engine

Authors: Jia Li, Huacong Li, Xiaobao Han

Abstract:

Due to the more variable geometry parameters of VCE (variable cycle aircraft engine), presents an adaptive controller method based on the full-state linear model of VCE and has simulated to solve the multivariate controller design problem of the whole flight envelops. First, analyzes the static and dynamic performances of bypass ratio and other state parameters caused by variable geometric components, and develops nonlinear component model of VCE. Then based on the component model, through small deviation linearization of main fuel (Wf), the area of tail nozzle throat (A8) and the angle of rear bypass ejector (A163), setting up multiple linear model which variable geometric parameters can be inputs. Second, designs the adaptive controllers for VCE linear models of different nominal points. Among them, considering of modeling uncertainties and external disturbances, derives the adaptive law by lyapunov function. The simulation results showed that, the adaptive controller method based on full-state linear model used the angle of rear bypass ejector as input and effectively solved the multivariate control problems of VCE. The performance of all nominal points could track the desired closed-loop reference instructions. The adjust time was less than 1.2s, and the system overshoot was less than 1%, at the same time, the errors of steady states were less than 0.5% and the dynamic tracking errors were less than 1%. In addition, the designed controller could effectively suppress interference and reached the desired commands with different external random noise signals.

Keywords: variable cycle engine (VCE), full-state linear model, adaptive control, by-pass ratio

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7461 Linear Prediction System in Measuring Glucose Level in Blood

Authors: Intan Maisarah Abd Rahim, Herlina Abdul Rahim, Rashidah Ghazali

Abstract:

Diabetes is a medical condition that can lead to various diseases such as stroke, heart disease, blindness and obesity. In clinical practice, the concern of the diabetic patients towards the blood glucose examination is rather alarming as some of the individual describing it as something painful with pinprick and pinch. As for some patient with high level of glucose level, pricking the fingers multiple times a day with the conventional glucose meter for close monitoring can be tiresome, time consuming and painful. With these concerns, several non-invasive techniques were used by researchers in measuring the glucose level in blood, including ultrasonic sensor implementation, multisensory systems, absorbance of transmittance, bio-impedance, voltage intensity, and thermography. This paper is discussing the application of the near-infrared (NIR) spectroscopy as a non-invasive method in measuring the glucose level and the implementation of the linear system identification model in predicting the output data for the NIR measurement. In this study, the wavelengths considered are at the 1450 nm and 1950 nm. Both of these wavelengths showed the most reliable information on the glucose presence in blood. Then, the linear Autoregressive Moving Average Exogenous model (ARMAX) model with both un-regularized and regularized methods was implemented in predicting the output result for the NIR measurement in order to investigate the practicality of the linear system in this study. However, the result showed only 50.11% accuracy obtained from the system which is far from the satisfying results that should be obtained.

Keywords: diabetes, glucose level, linear, near-infrared, non-invasive, prediction system

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7460 Dietary Pattern and Risk of Breast Cancer Among Women:a Case Control Study

Authors: Huma Naqeeb

Abstract:

Epidemiological studies have shown the robust link between breast cancer and dietary pattern. There has been no previous study conducted in Pakistan, which specifically focuses on dietary patterns among breast cancer women. This study aims to examine the association of breast cancer with dietary patterns among Pakistani women. This case-control research was carried in multiple tertiary care facilities. Newly diagnosed primary breast cancer patients were recruited as cases (n = 408); age matched controls (n = 408) were randomly selected from the general population. Data on required parameters were systematically collected using subjective and objective tools. Factor and Principal Component Analysis (PCA) techniques were used to extract women’s dietary patterns. Four dietary patterns were identified based on eigenvalue >1; (i) veg-ovo-fish, (ii) meat-fat-sweet, (iii) mix (milk and its products, and gourds vegetables) and (iv) lentils - spices. Results of the multiple regressions were displayed as adjusted odds ratio (Adj. OR) and their respective confidence intervals (95% CI). After adjusted for potential confounders, veg-ovo-fish dietary pattern was found to be robustly associated with a lower risk of breast cancer among women (Adj. OR: 0.68, 95%CI: (0.46-0.99, p<0.01). The study findings concluded that attachment to the diets majorly composed of fresh vegetables, and high quality protein sources may contribute in lowering the risk of breast cancer among women.

Keywords: breast cancer, dietary pattern, women, principal component analysis

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7459 Study of Variation in Linear Growth and Other Parameters of Male Albino Rats on Exposure to Chronic Multiple Stress after Birth

Authors: Potaliya Pushpa, Kataria Sushma, D. S. Chowdhary, Dadhich Abhilasha

Abstract:

Introduction: Stress is a nonspecific response of the body to a stressor or triggering stimulus. Chronic stress exposure contributes to various remarkable alterations o growth and development. Collective effects of stressors lead to several changes which are physical, physiological and behavioral in nature. Objective: To understand on an animal model how various chronic stress affect the somatic body growth as it can be useful for effective stress treatment and prevention of stress related illnesses. Material and Method: By selective fostering only male pup colonies were made and 102 male albino rats were studied. They were divided two groups as Control and Stressed. The experimental groups were exposed to four major types of stress as maternal deprivation, Restraint stress, electric foot shock and noise stress for affecting emotional, physical and physiological activities. Exposure was from birth to 17 week of life. Roentgenographs were taken in two planes as Dorso-ventral and Lateral and then measured for each rat. Various parameters were observed at specific intervals. Parameters recorded were Body weight and for linear growth it was summation of Cranial length, Head rump length and tail length. Behavior changes were also observed. Result: Multiple chronic stresses resulted in loss of approx. 25% of mean body weight. Maximal difference was found on 119th day (i.e. 87.81 gm) between the control and stressed group. Linear growth showed retardation which was found to be significant in stressed group on statistical analysis. Cranial Length and Head-rump Length showed maximum difference after maternal deprivation stress. After maternal deprivation (Day 21) and electric foot shock (Day 101) maximum difference i.e. 0.39 cm and 0.47 cm were found in cranial length of two groups. Electric foot shock had considerable impact on tail length. Noise Stress affected moreover behavior as compact to physical growth. Conclusion: Collective study showed that chronic stress not only resulted in reduced body weight in albino rats but also total linear size of rat thus affecting whole growth and development.

Keywords: stress, microscopic anatomy, macroscopic anatomy, chronic multiple stress, birth

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7458 Grid Computing for Multi-Objective Optimization Problems

Authors: Aouaouche Elmaouhab, Hassina Beggar

Abstract:

Solving multi-objective discrete optimization applications has always been limited by the resources of one machine: By computing power or by memory, most often both. To speed up the calculations, the grid computing represents a primary solution for the treatment of these applications through the parallelization of these resolution methods. In this work, we are interested in the study of some methods for solving multiple objective integer linear programming problem based on Branch-and-Bound and the study of grid computing technology. This study allowed us to propose an implementation of the method of Abbas and Al on the grid by reducing the execution time. To enhance our contribution, the main results are presented.

Keywords: multi-objective optimization, integer linear programming, grid computing, parallel computing

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7457 New Segmentation of Piecewise Linear Regression Models Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

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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7456 Competition between Regression Technique and Statistical Learning Models for Predicting Credit Risk Management

Authors: Chokri Slim

Abstract:

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

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

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7455 Least Squares Solution for Linear Quadratic Gaussian Problem with Stochastic Approximation Approach

Authors: Sie Long Kek, Wah June Leong, Kok Lay Teo

Abstract:

Linear quadratic Gaussian model is a standard mathematical model for the stochastic optimal control problem. The combination of the linear quadratic estimation and the linear quadratic regulator allows the state estimation and the optimal control policy to be designed separately. This is known as the separation principle. In this paper, an efficient computational method is proposed to solve the linear quadratic Gaussian problem. In our approach, the Hamiltonian function is defined, and the necessary conditions are derived. In addition to this, the output error is defined and the least-square optimization problem is introduced. By determining the first-order necessary condition, the gradient of the sum squares of output error is established. On this point of view, the stochastic approximation approach is employed such that the optimal control policy is updated. Within a given tolerance, the iteration procedure would be stopped and the optimal solution of the linear-quadratic Gaussian problem is obtained. For illustration, an example of the linear-quadratic Gaussian problem is studied. The result shows the efficiency of the approach proposed. In conclusion, the applicability of the approach proposed for solving the linear quadratic Gaussian problem is highly demonstrated.

Keywords: iteration procedure, least squares solution, linear quadratic Gaussian, output error, stochastic approximation

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7454 Supervised-Component-Based Generalised Linear Regression with Multiple Explanatory Blocks: THEME-SCGLR

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

Abstract:

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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7453 Development and Validation of an Electronic Module in Linear Motion for First Year College Students of Iloilo City

Authors: Donna H. Gabor

Abstract:

This study aimed to develop and validate an electronic module in physics for first-year college students of Iloilo and find out if there would be a significant difference in the performance of students before and after using the electronic module. The e-module was composed of one topic with two sub-lessons in linear motion (kinematics). The participants of the study were classified into three groups: the subject matter experts who are physics instructors who suggested the content, physical appearance, and limitations of the e-module; the IT experts who are active both in teaching and developing computer programs; and 28 students divided into two groups, 15 in the pilot group and 13 in the final test group. A researcher created 30 items checklist form (difficulty of a sample problem, comprehension, application, and definition of terms) was prepared and validated by the experts in subject matter for gathering data. To test the difference in student performance in physics, the researcher prepared an achievement test containing 25 items, multiple choices. The findings revealed that there was an increase in the performance of students in the pretest and post-test. T-test results revealed that there was a significant difference in the test scores of the students before and after using the module which can be used as a future reference for linear motion as an additional teaching tool in physics.

Keywords: electronic module, kinematics, linear motion, physics

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7452 Airy Wave Packet for a Particle in a Time-Dependant Linear Potential

Authors: M. Berrehail, F. Benamira

Abstract:

We study the quantum motion of a particle in the presence of a time- dependent linear potential using an operator invariant that is quadratic in p and linear in q within the framework of the Lewis-Riesenfeld invariant, The special invariant operator proposed in this work is demonstrated to be an Hermitian operator which has an Airy wave packet as its Eigenfunction

Keywords: airy wave packet, ivariant, time-dependent linear potential, unitary transformation

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7451 The Predictors of Student Engagement: Instructional Support vs Emotional Support

Authors: Tahani Salman Alangari

Abstract:

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

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

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7450 A Fuzzy Programming Approach for Solving Intuitionistic Fuzzy Linear Fractional Programming Problem

Authors: Sujeet Kumar Singh, Shiv Prasad Yadav

Abstract:

This paper develops an approach for solving intuitionistic fuzzy linear fractional programming (IFLFP) problem where the cost of the objective function, the resources, and the technological coefficients are triangular intuitionistic fuzzy numbers. Here, the IFLFP problem is transformed into an equivalent crisp multi-objective linear fractional programming (MOLFP) problem. By using fuzzy mathematical programming approach the transformed MOLFP problem is reduced into a single objective linear programming (LP) problem. The proposed procedure is illustrated through a numerical example.

Keywords: triangular intuitionistic fuzzy number, linear programming problem, multi objective linear programming problem, fuzzy mathematical programming, membership function

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7449 Approximation of Analytic Functions of Several Variables by Linear K-Positive Operators in the Closed Domain

Authors: Tulin Coskun

Abstract:

We investigate the approximation of analytic functions of several variables in polydisc by the sequences of linear k-positive operators in Gadjiev sence. The approximation of analytic functions of complex variable by linear k-positive operators was tackled, and k-positive operators and formulated theorems of Korovkin's type for these operators in the space of analytic functions on the unit disc were introduced in the past. Recently, very general results on convergence of the sequences of linear k-positive operators on a simply connected bounded domain within the space of analytic functions were proved. In this presentation, we extend some of these results to the approximation of analytic functions of several complex variables by sequences of linear k-positive operators.

Keywords: analytic functions, approximation of analytic functions, Linear k-positive operators, Korovkin type theorems

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7448 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities

Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper

Abstract:

In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l2-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.

Keywords: linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control

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7447 Development of a Model for Predicting Radiological Risks in Interventional Cardiology

Authors: Stefaan Carpentier, Aya Al Masri, Fabrice Leroy, Thibault Julien, Safoin Aktaou, Malorie Martin, Fouad Maaloul

Abstract:

Introduction: During an 'Interventional Radiology (IR)' procedure, the patient's skin-dose may become very high for a burn, necrosis, and ulceration to appear. In order to prevent these deterministic effects, a prediction of the peak skin-dose for the patient is important in order to improve the post-operative care to be given to the patient. The objective of this study is to estimate, before the intervention, the patient dose for ‘Chronic Total Occlusion (CTO)’ procedures by selecting relevant clinical indicators. Materials and methods: 103 procedures were performed in the ‘Interventional Cardiology (IC)’ department using a Siemens Artis Zee image intensifier that provides the Air Kerma of each IC exam. Peak Skin Dose (PSD) was measured for each procedure using radiochromic films. Patient parameters such as sex, age, weight, and height were recorded. The complexity index J-CTO score, specific to each intervention, was determined by the cardiologist. A correlation method applied to these indicators allowed to specify their influence on the dose. A predictive model of the dose was created using multiple linear regressions. Results: Out of 103 patients involved in the study, 5 were excluded for clinical reasons and 2 for placement of radiochromic films outside the exposure field. 96 2D-dose maps were finally used. The influencing factors having the highest correlation with the PSD are the patient's diameter and the J-CTO score. The predictive model is based on these parameters. The comparison between estimated and measured skin doses shows an average difference of 0.85 ± 0.55 Gy for doses of less than 6 Gy. The mean difference between air-Kerma and PSD is 1.66 Gy ± 1.16 Gy. Conclusion: Using our developed method, a first estimate of the dose to the skin of the patient is available before the start of the procedure, which helps the cardiologist in carrying out its intervention. This estimation is more accurate than that provided by the Air-Kerma.

Keywords: chronic total occlusion procedures, clinical experimentation, interventional radiology, patient's peak skin dose

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7446 Angle of Arrival Estimation Using Maximum Likelihood Method

Authors: Olomon Wu, Hung Lu, Nick Wilkins, Daniel Kerr, Zekeriya Aliyazicioglu, H. K. Hwang

Abstract:

Multiple Input Multiple Output (MIMO) radar has received increasing attention in recent years. MIMO radar has many advantages over conventional phased array radar such as target detection, resolution enhancement, and interference suppression. In this paper, the results are presented from a simulation study of MIMO Uniformly-Spaced Linear Array (ULA) antennas. The performance is investigated under varied parameters, including varied array size, Pseudo Random (PN) sequence length, number of snapshots, and Signal to Noise Ratio (SNR). The results of MIMO are compared to a traditional array antenna.

Keywords: MIMO radar, phased array antenna, target detection, radar signal processing

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7445 The Sensitivity of Credit Defaults Swaps Premium to Global Risk Factor: Evidence from Emerging Markets

Authors: Oguzhan Cepni, Doruk Kucuksarac, M. Hasan Yilmaz

Abstract:

Changes in the global risk appetite cause co-movement in emerging market risk premiums. However, the sensitivity of the changes in risk premium to the global risk appetite may vary across emerging markets. In this study, how the global risk appetite affects Credit Default Swap (CDS) premiums in emerging markets are analyzed using Principal Component Analysis (PCA) and rolling regressions. The PCA results indicate that the first common component derived by the PCA accounts for almost 76 percent of the common variation in CDS premiums. Additionally, the explanatory power of the first factor seems to be high over the sample period. However, the sensitivity to the global risk factor tends to change over time and across countries. In this regard, fixed effects panel regressions are used to identify the macroeconomic factors driving the heterogeneity across emerging markets. The panel regression results point to the significance of government debt to GDP and international reserves to GDP in explaining sensitivity. Accordingly, countries with lower government debt and higher reserves tend to be less subject to the variations in the global risk appetite.

Keywords: credit default swaps, emerging markets, principal components analysis, sovereign risk

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7444 Sensitivity of Credit Default Swaps Premium to Global Risk Factor: Evidence from Emerging Markets

Authors: Oguzhan Cepni, Doruk Kucuksarac, M. Hasan Yilmaz

Abstract:

Risk premium of emerging markets are moving altogether depending on the momentum and shifts in the global risk appetite. However, the magnitudes of these changes in the risk premium of emerging market economies might vary. In this paper, we focus on how global risk factor affects credit default swaps (CDS) premiums of emerging markets using principal component analysis (PCA) and rolling regressions. PCA results indicate that the first common component accounts for almost 76% of common variation in CDS premiums of emerging markets. Additionally, the explanatory power of the first factor seems to be high over sample period. However, the sensitivity to the global risk factor tends to change over time and across countries. In this regard, fixed effects panel regressions are employed to identify the macroeconomic factors driving the heterogeneity across emerging markets. There are two main macroeconomic variables that affect the sensitivity; government debt to GDP and international reserves to GDP. The countries with lower government debt and higher reserves tend to be less subject to the variations in the global risk appetite.

Keywords: emerging markets, principal component analysis, credit default swaps, sovereign risk

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7443 An Overbooking Model for Car Rental Service with Different Types of Cars

Authors: Naragain Phumchusri, Kittitach Pongpairoj

Abstract:

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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7442 Penetration Depth Study of Linear Siloxanes through Human Skin

Authors: K. Szymkowska, K. Mojsiewicz- Pieńkowska

Abstract:

Siloxanes are a common ingredients in medicinal products used on the skin, as well as cosmetics. It is widely believed that the silicones are not capable of overcoming the skin barrier. The aim of the study was to verify the possibility of penetration and permeation of linear siloxanes through human skin and determine depth penetration limit of these compounds. Based on the results it was found that human skin is not a barrier for linear siloxanes. PDMS 50 cSt was not identified in the dermis suggests that this molecular size of silicones (3780Da) is safe when it is used in the skin formulations.

Keywords: linear siloxanes, methyl siloxanes, skin penetration, skin permeation

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7441 Error Probability of Multi-User Detection Techniques

Authors: Komal Babbar

Abstract:

Multiuser Detection is the intelligent estimation/demodulation of transmitted bits in the presence of Multiple Access Interference. The authors have presented the Bit-error rate (BER) achieved by linear multi-user detectors: Matched filter (which treats the MAI as AWGN), Decorrelating and MMSE. In this work, authors investigate the bit error probability analysis for Matched filter, decorrelating, and MMSE. This problem arises in several practical CDMA applications where the receiver may not have full knowledge of the number of active users and their signature sequences. In particular, the behavior of MAI at the output of the Multi-user detectors (MUD) is examined under various asymptotic conditions including large signal to noise ratio; large near-far ratios; and a large number of users. In the last section Authors also shows Matlab Simulation results for Multiuser detection techniques i.e., Matched filter, Decorrelating, MMSE for 2 users and 10 users.

Keywords: code division multiple access, decorrelating, matched filter, minimum mean square detection (MMSE) detection, multiple access interference (MAI), multiuser detection (MUD)

Procedia PDF Downloads 495
7440 Optimization of Electric Vehicle (EV) Charging Station Allocation Based on Multiple Data - Taking Nanjing (China) as an Example

Authors: Yue Huang, Yiheng Feng

Abstract:

Due to the global pressure on climate and energy, many countries are vigorously promoting electric vehicles and building charging (public) charging facilities. Faced with the supply-demand gap of existing electric vehicle charging stations and unreasonable space usage in China, this paper takes the central city of Nanjing as an example, establishes a site selection model through multivariate data integration, conducts multiple linear regression SPSS analysis, gives quantitative site selection results, and provides optimization models and suggestions for charging station layout planning.

Keywords: electric vehicle, charging station, allocation optimization, urban mobility, urban infrastructure, nanjing

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7439 Quantitative Structure Activity Relationship and Insilco Docking of Substituted 1,3,4-Oxadiazole Derivatives as Potential Glucosamine-6-Phosphate Synthase Inhibitors

Authors: Suman Bala, Sunil Kamboj, Vipin Saini

Abstract:

Quantitative Structure Activity Relationship (QSAR) analysis has been developed to relate antifungal activity of novel substituted 1,3,4-oxadiazole against Candida albicans and Aspergillus niger using computer assisted multiple regression analysis. The study has shown the better relationship between antifungal activities with respect to various descriptors established by multiple regression analysis. The analysis has shown statistically significant correlation with R2 values 0.932 and 0.782 against Candida albicans and Aspergillus niger respectively. These derivatives were further subjected to molecular docking studies to investigate the interactions between the target compounds and amino acid residues present in the active site of glucosamine-6-phosphate synthase. All the synthesized compounds have better docking score as compared to standard fluconazole. Our results could be used for the further design as well as development of optimal and potential antifungal agents.

Keywords: 1, 3, 4-oxadiazole, QSAR, multiple linear regression, docking, glucosamine-6-phosphate synthase

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7438 Resistivity Tomography Optimization Based on Parallel Electrode Linear Back Projection Algorithm

Authors: Yiwei Huang, Chunyu Zhao, Jingjing Ding

Abstract:

Electrical Resistivity Tomography has been widely used in the medicine and the geology, such as the imaging of the lung impedance and the analysis of the soil impedance, etc. Linear Back Projection is the core algorithm of Electrical Resistivity Tomography, but the traditional Linear Back Projection can not make full use of the information of the electric field. In this paper, an imaging method of Parallel Electrode Linear Back Projection for Electrical Resistivity Tomography is proposed, which generates the electric field distribution that is not linearly related to the traditional Linear Back Projection, captures the new information and improves the imaging accuracy without increasing the number of electrodes by changing the connection mode of the electrodes. The simulation results show that the accuracy of the image obtained by the inverse operation obtained by the Parallel Electrode Linear Back Projection can be improved by about 20%.

Keywords: electrical resistivity tomography, finite element simulation, image optimization, parallel electrode linear back projection

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7437 A Simple Low-Cost 2-D Optical Measurement System for Linear Guideways

Authors: Wen-Yuh Jywe, Bor-Jeng Lin, Jing-Chung Shen, Jeng-Dao Lee, Hsueh-Liang Huang, Tung-Hsien Hsieh

Abstract:

In this study, a simple 2-D measurement system based on optical design was developed to measure the motion errors of the linear guideway. Compared with the transitional methods about the linear guideway for measuring the motion errors, our proposed 2-D optical measurement system can simultaneously measure horizontal and vertical running straightness errors for the linear guideway. The performance of the 2-D optical measurement system is verified by experimental results. The standard deviation of the 2-D optical measurement system is about 0.4 μm in the measurement range of 100 mm. The maximum measuring speed of the proposed automatic measurement instrument is 1 m/sec.

Keywords: 2-D measurement, linear guideway, motion errors, running straightness

Procedia PDF Downloads 458
7436 Topological Language for Classifying Linear Chord Diagrams via Intersection Graphs

Authors: Michela Quadrini

Abstract:

Chord diagrams occur in mathematics, from the study of RNA to knot theory. They are widely used in theory of knots and links for studying the finite type invariants, whereas in molecular biology one important motivation to study chord diagrams is to deal with the problem of RNA structure prediction. An RNA molecule is a linear polymer, referred to as the backbone, that consists of four types of nucleotides. Each nucleotide is represented by a point, whereas each chord of the diagram stands for one interaction for Watson-Crick base pairs between two nonconsecutive nucleotides. A chord diagram is an oriented circle with a set of n pairs of distinct points, considered up to orientation preserving diffeomorphisms of the circle. A linear chord diagram (LCD) is a special kind of graph obtained cutting the oriented circle of a chord diagram. It consists of a line segment, called its backbone, to which are attached a number of chords with distinct endpoints. There is a natural fattening on any linear chord diagram; the backbone lies on the real axis, while all the chords are in the upper half-plane. Each linear chord diagram has a natural genus of its associated surface. To each chord diagram and linear chord diagram, it is possible to associate the intersection graph. It consists of a graph whose vertices correspond to the chords of the diagram, whereas the chord intersections are represented by a connection between the vertices. Such intersection graph carries a lot of information about the diagram. Our goal is to define an LCD equivalence class in terms of identity of intersection graphs, from which many chord diagram invariants depend. For studying these invariants, we introduce a new representation of Linear Chord Diagrams based on a set of appropriate topological operators that permits to model LCD in terms of the relations among chords. Such set is composed of: crossing, nesting, and concatenations. The crossing operator is able to generate the whole space of linear chord diagrams, and a multiple context free grammar able to uniquely generate each LDC starting from a linear chord diagram adding a chord for each production of the grammar is defined. In other words, it allows to associate a unique algebraic term to each linear chord diagram, while the remaining operators allow to rewrite the term throughout a set of appropriate rewriting rules. Such rules define an LCD equivalence class in terms of the identity of intersection graphs. Starting from a modelled RNA molecule and the linear chord, some authors proposed a topological classification and folding. Our LCD equivalence class could contribute to the RNA folding problem leading to the definition of an algorithm that calculates the free energy of the molecule more accurately respect to the existing ones. Such LCD equivalence class could be useful to obtain a more accurate estimate of link between the crossing number and the topological genus and to study the relation among other invariants.

Keywords: chord diagrams, linear chord diagram, equivalence class, topological language

Procedia PDF Downloads 174