Search results for: multivariate decision-making

Authors: Leila Jafari, Viliam Makis, G. B. Akram Khaleghei

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In this paper, we present a maintenance model of a two-unit series system with economic dependence. Unit#1, which is considered to be more expensive and more important, is subject to condition monitoring (CM) at equidistant, discrete time epochs and unit#2, which is not subject to CM, has a general lifetime distribution. The multivariate observation vectors obtained through condition monitoring carry partial information about the hidden state of unit#1, which can be in a healthy or a warning state while operating. Only the failure state is assumed to be observable for both units. The objective is to find an optimal opportunistic maintenance policy minimizing the long-run expected average cost per unit time. The problem is formulated and solved in the partially observable semi-Markov decision process framework. An effective computational algorithm for finding the optimal policy and the minimum average cost is developed and illustrated by a numerical example.

Keywords: condition-based maintenance, semi-Markov decision process, multivariate Bayesian control chart, partially observable system, two-unit system

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Authors: Pascal Mwenge, Tumisang Seodigeng

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The combination of world population and the third industrial revolution led to high demand for fuels. On the other hand, the decrease of global fossil 8fuels deposits and the environmental air pollution caused by these fuels has compounded the challenges the world faces due to its need for energy. Therefore, new forms of environmentally friendly and renewable fuels such as biodiesel are needed. The primary analytical techniques for methanolysis yield monitoring have been chromatography and spectroscopy, these methods have been proven reliable but are more demanding, costly and do not provide real-time monitoring. In this work, the in situ monitoring of biodiesel from sunflower oil using FTIR (Fourier Transform Infrared) has been studied; the study was performed using EasyMax Mettler Toledo reactor equipped with a DiComp (Diamond) probe. The quantitative monitoring of methanolysis was performed by building a quantitative model with multivariate calibration using iC Quant module from iC IR 7.0 software. 15 samples of known concentrations were used for the modelling which were taken in duplicate for model calibration and cross-validation, data were pre-processed using mean centering and variance scale, spectrum math square root and solvent subtraction. These pre-processing methods improved the performance indexes from 7.98 to 0.0096, 11.2 to 3.41, 6.32 to 2.72, 0.9416 to 0.9999, RMSEC, RMSECV, RMSEP and R2Cum, respectively. The R² value of 1 (training), 0.9918 (test), 0.9946 (cross-validation) indicated the fitness of the model built. The model was tested against univariate model; small discrepancies were observed at low concentration due to unmodelled intermediates but were quite close at concentrations above 18%. The software eliminated the complexity of the Partial Least Square (PLS) chemometrics. It was concluded that the model obtained could be used to monitor methanol of sunflower oil at industrial and lab scale.

Keywords: biodiesel, calibration, chemometrics, methanolysis, multivariate analysis, transesterification, FTIR

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Authors: Ayten Ekin Meşe, Selahattin Şentürk, Melike Duvanoğlu

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Petroleum refineries are a highly complex process industry with continuous production and high operating costs. Physical separation of crude oil starts with the crude oil distillation unit, continues with various conversion and purification units, and passes through many stages until obtaining the final product. To meet the desired product specification, process parameters are strictly followed. To be able to ensure the quality of distillates, routine analyses are performed in quality control laboratories based on appropriate international standards such as American Society for Testing and Materials (ASTM) standard methods and European Standard (EN) methods. The cut point of distillates in the crude distillation unit is very crucial for the efficiency of the upcoming processes. In order to maximize the process efficiency, the determination of the quality of distillates should be as fast as possible, reliable, and cost-effective. In this sense, an alternative study was carried out on the crude oil distillation unit that serves the entire refinery process. In this work, studies were conducted with three different crude oil distillates which are Light Straight Run Naphtha (LSRN), Heavy Straight Run Naphtha (HSRN), and Kerosene. These products are named after separation by the number of carbons it contains. LSRN consists of five to six carbon-containing hydrocarbons, HSRN consist of six to ten, and kerosene consists of sixteen to twenty-two carbon-containing hydrocarbons. Physical properties of three different crude distillation unit products (LSRN, HSRN, and Kerosene) were determined using Near-Infrared Spectroscopy with multivariate calibration. The absorbance spectra of the petroleum samples were obtained in the range from 10000 cm⁻¹ to 4000 cm⁻¹, employing a quartz transmittance flow through cell with a 2 mm light path and a resolution of 2 cm⁻¹. A total of 400 samples were collected for each petroleum sample for almost four years. Several different crude oil grades were processed during sample collection times. Extended Multiplicative Signal Correction (EMSC) and Savitzky-Golay (SG) preprocessing techniques were applied to FT-NIR spectra of samples to eliminate baseline shifts and suppress unwanted variation. Two different multivariate calibration approaches (Partial Least Squares Regression, PLS and Genetic Inverse Least Squares, GILS) and an ensemble model were applied to preprocessed FT-NIR spectra. Predictive performance of each multivariate calibration technique and preprocessing techniques were compared, and the best models were chosen according to the reproducibility of ASTM reference methods. This work demonstrates the developed models can be used for routine analysis instead of conventional analytical methods with over 90% accuracy.

Keywords: crude distillation unit, multivariate calibration, near infrared spectroscopy, data preprocessing, refinery

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Authors: Rouighi Mustapha, Bouzid Laghaa Souad, Rouighi Tahar

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Due to rain Shortage and the increase of population in the last years, wells excavation and groundwater use for different purposes had been increased without any planning. This is a great challenge for our country. Moreover, this scarcity of water resources in this region is unfortunately combined with rapid fresh water resources quality deterioration, due to salinity and contamination processes. Therefore, it is necessary to conduct the studies about groundwater quality in Algeria. In this work consists in the identification of the factors which influence the water quality parameters in Laghouat region by using statistical analysis Principal Component Analysis (PCA), Hierarchical Cluster Analysis (HCA) and geographic information system (GIS) in an attempt to discriminate the sources of the variation of water quality variations. The results of PCA technique indicate that variables responsible for water quality composition are mainly related to soluble salts variables; natural processes and the nature of the rock which modifies significantly the water chemistry. Inferred from the positive correlation between K+ and NO3-, NO3- is believed to be human induced rather than naturally originated. In this study, the multivariate statistical analysis and GIS allows the hydrogeologist to have supplementary tools in the characterization and evaluating of aquifers.

Keywords: cluster, analysis, GIS, groundwater, laghouat, quality

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Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

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Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

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Authors: Ahmed Metawea, Rodrigo Soto, Majeida Kharejesh, Gavin Walker, Ahmad B. Albadarin

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In this study, towards a green approach, we have investigated the effect of operating conditions of solvent assessed twin-screw extruder (TSE) for the production of 4, 4-bipyridine (1-dimensional coordinated polymer (1D)) based coordinated polymer using cobalt nitrate as a metal precursor with molar ratio 1:1. Different operating parameters such as solvent percentage, screw speed and feeding rate are considered. The resultant product is characterized using offline characterization methods, namely Powder X-ray diffraction (PXRD), Raman spectroscopy and scanning electron microscope (SEM) in order to investigate the product purity and surface morphology. A lower feeding rate increased the product’s quality as more resident time was provided for the reaction to take place. The most important influencing factor was the amount of liquid added. The addition of water helped in facilitating the reaction inside the TSE by increasing the surface area of the reaction for particles

Keywords: MOFS, multivariate analysis, process optimization, chemometric

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Authors: O. P. Popoola, O. A. Alawode, M. O. Olayiwola, A. M. Oladele

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This research work is based on using discriminant analysis to forecast crime rate in Nigeria between 1996 and 2008. The work is interested in how gender (male and female) relates to offences committed against the government, against other properties, disturbance in public places, murder/robbery offences and other offences. The data used was collected from the National Bureau of Statistics (NBS). SPSS, the statistical package was used to analyse the data. Time plot was plotted on all the 29 offences gotten from the raw data. Eigenvalues and Multivariate tests, Wilks’ Lambda, standardized canonical discriminant function coefficients and the predicted classifications were estimated. The research shows that the distribution of the scores from each function is standardized to have a mean O and a standard deviation of 1. The magnitudes of the coefficients indicate how strongly the discriminating variable affects the score. In the predicted group membership, 172 cases that were predicted to commit crime against Government group, 66 were correctly predicted and 106 were incorrectly predicted. After going through the predicted classifications, we found out that most groups numbers that were correctly predicted were less than those that were incorrectly predicted.

Keywords: discriminant analysis, DA, multivariate analysis of variance, MANOVA, canonical correlation, and Wilks’ Lambda

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Authors: P. V. Pramila , V. Mahesh

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Pulmonary Function Tests are important non-invasive diagnostic tests to assess respiratory impairments and provides quantifiable measures of lung function. Spirometry is the most frequently used measure of lung function and plays an essential role in the diagnosis and management of pulmonary diseases. However, the test requires considerable patient effort and cooperation, markedly related to the age of patients esulting in incomplete data sets. This paper presents, a nonlinear model built using Multivariate adaptive regression splines and Random forest regression model to predict the missing spirometric features. Random forest based feature selection is used to enhance both the generalization capability and the model interpretability. In the present study, flow-volume data are recorded for N= 198 subjects. The ranked order of feature importance index calculated by the random forests model shows that the spirometric features FVC, FEF 25, PEF,FEF 25-75, FEF50, and the demographic parameter height are the important descriptors. A comparison of performance assessment of both models prove that, the prediction ability of MARS with the `top two ranked features namely the FVC and FEF 25 is higher, yielding a model fit of R2= 0.96 and R2= 0.99 for normal and abnormal subjects. The Root Mean Square Error analysis of the RF model and the MARS model also shows that the latter is capable of predicting the missing values of FEV1 with a notably lower error value of 0.0191 (normal subjects) and 0.0106 (abnormal subjects). It is concluded that combining feature selection with a prediction model provides a minimum subset of predominant features to train the model, yielding better prediction performance. This analysis can assist clinicians with a intelligence support system in the medical diagnosis and improvement of clinical care.

Keywords: FEV, multivariate adaptive regression splines pulmonary function test, random forest

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Authors: Marc S. Paolella, Pawel Polak

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

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

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Authors: Umar Farouk Abbas, Danjuma Mustapha, Hamisu Idi

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It is now a known fact that quality is an important issue in manufacturing industries. A control chart is an integrated and powerful tool in statistical process control (SPC). The mean µ and standard deviation σ parameters are estimated. In general, the multivariate exponentially weighted moving average (MEWMA) and multivariate cumulative sum (MCUSUM) are used in the detection of small shifts in joint monitoring of several correlated variables; the charts used information from past data which makes them sensitive to small shifts. The aim of the paper is to compare the performance of Shewhart xbar, MEWMA, and MCUSUM control charts in terms of their false rates when parameters are estimated with autocorrelation. A simulation was conducted in R software to generate the average run length (ARL) values of each of the charts. After the analysis, the results show that a comparison of the false alarm rates of the charts shows that MEWMA chart has lower false alarm rates than the MCUSUM chart at various levels of parameter estimated to the number of ARL0 (in control) values. Also noticed was that the sample size has an advert effect on the false alarm of the control charts.

Keywords: average run length, MCUSUM chart, MEWMA chart, false alarm rate, parameter estimation, simulation

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Authors: Ali Rashash Alzahrani, Elizabeth Stojanovski

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Data on various aspects of education are collected at the institutional and government level regularly. In Australia, for example, students at various levels of schooling undertake examinations in numeracy and literacy as part of NAPLAN testing, enabling longitudinal assessment of such data as well as comparisons between schools and states within Australia. Another source of educational data collected internationally is via the PISA study which collects data from several countries when students are approximately 15 years of age and enables comparisons in the performance of science, mathematics and English between countries as well as ranking of countries based on performance in these standardised tests. As well as student and school outcomes based on the tests taken as part of the PISA study, there is a wealth of other data collected in the study including parental demographics data and data related to teaching strategies used by educators. Overall, an abundance of educational data is available which has the potential to be used to help improve educational attainment and teaching of content in order to improve learning outcomes. A multivariate assessment of such data enables multiple variables to be considered simultaneously and will be used in the present study to help develop profiles of students based on performance in mathematics using data obtained from the PISA study.

Keywords: cluster analysis, education, mathematics, profiles

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Authors: Yuyang Cheng, Marcos Escobar-Anel

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This paper introduces a multivariate 4/2 stochastic covariance process generalizing the one-dimensional counterparts presented in Grasselli (2017). Our construction permits stochastic correlation not only among stocks but also among volatilities, also known as co-volatility movements, both driven by more convenient 4/2 stochastic structures. The parametrization is flexible enough to separate these types of correlation, permitting their individual study. Conditions for proper changes of measure and closed-form characteristic functions under risk-neutral and historical measures are provided, allowing for applications of the model to risk management and derivative pricing. We apply the model to an expected utility theory problem in incomplete markets. Our analysis leads to closed-form solutions for the optimal allocation and value function. Conditions are provided for well-defined solutions together with a verification theorem. Our numerical analysis highlights and separates the impact of key statistics on equity portfolio decisions, in particular, volatility, correlation, and co-volatility movements, with the latter being the least important in an incomplete market.

Keywords: stochastic covariance process, 4/2 stochastic volatility model, stochastic co-volatility movements, characteristic function, expected utility theory, verication theorem

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Authors: Mohammadreza Mohebbi, Masoumeh Sanagou

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The ability to predict clinical outcomes is of great importance to physicians and clinicians. A number of different methods have been used in an effort to accurately predict these outcomes. These methods include the development of scoring systems based on multivariate statistical modelling, and models involving the use of classification and regression trees. The process usually consists of two consecutive phases, namely model development and external validation. The model development phase consists of building a multivariate model and evaluating its predictive performance by examining calibration and discrimination, and internal validation. External validation tests the predictive performance of a model by assessing its calibration and discrimination in different but plausibly related patients. A motivate example focuses on prediction modeling using a sample of patients undergone coronary artery bypass graft (CABG) has been used for illustrative purpose and a set of primary considerations for evaluating prediction model studies using specific quality indicators as criteria to help stakeholders evaluate the quality of a prediction model study has been proposed.

Keywords: clinical prediction models, clinical decision rule, prognosis, external validation, model calibration, biostatistics

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Authors: Johannes Full, Martin Reisinger, Alexander Sauer, Robert Miehe

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The use of biogenic residues for the biotechnological production of chemical energy carriers for electricity and heat generation as well as for mobile applications is an important lever for the shift away from fossil fuels towards a carbon dioxide neutral post-fossil future. A multitude of promising biotechnological processes needs, therefore, to be compared against each other. For this purpose, a multi-objective target system and a corresponding methodology for the evaluation of the underlying key figures are presented in this paper, which can serve as a basis for decisionmaking for companies and promotional policy measures. The methodology considers in this paper the economic and ecological potential of bio-hydrogen production using the example of hydrogen production from fruit and milk production waste with the purple bacterium R. rubrum (so-called dark photosynthesis process) for the first time. The substrate used in this cost-effective and scalable process is fructose from waste material and waste deposits. Based on an estimation of the biomass potential of such fructose residues, the new methodology is used to compare different scenarios for the production and usage of bio-hydrogen through the considered process. In conclusion, this paper presents, at the example of the promising dark photosynthesis process, a methodology to evaluate the ecological and economic potential of biotechnological production of bio-hydrogen from residues and waste.

Keywords: biofuel, hydrogen, R. rubrum, bioenergy

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Authors: J. J. Vargas, N. Prieto, L. A. Toro

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Control charts are commonly used to monitor processes involving either variable or attribute of quality characteristics and determining the control limits as a critical task for quality engineers to improve the processes. Nonetheless, in some applications it is necessary to include an estimation of efficiency. In this paper, the ability to define the efficiency of an industrial process was added to a control chart by means of incorporating a data envelopment analysis (DEA) approach. In depth, a Bayesian estimation was performed to calculate the posterior probability distribution of parameters as means and variance and covariance matrix. This technique allows to analyse the data set without the need of using the hypothetical large sample implied in the problem and to be treated as an approximation to the finite sample distribution. A rejection simulation method was carried out to generate random variables from the parameter functions. Each resulting vector was used by stochastic DEA model during several cycles for establishing the distribution of each efficiency measures for each DMU (decision making units). A control limit was calculated with model obtained and if a condition of a low level efficiency of DMU is presented, system efficiency is out of control. In the efficiency calculated a global optimum was reached, which ensures model reliability.

Keywords: data envelopment analysis, DEA, Multivariate control chart, rejection simulation method

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Authors: M. Jonathan D. Morales, R. Ramón Silva

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The purpose of this project is to carry out an analysis and determine the profile of actual lean manufacturing processes in the Metropolitan Area of Bucaramanga. Through the analysis of qualitative and quantitative variables it was possible to establish how these manufacturers develop production practices that ensure their competitiveness and productivity in the market. In this study, a random sample of metallurgic and wrought iron companies was applied, following which a quantitative focus and analysis was used to formulate a qualitative methodology for measuring the level of lean manufacturing procedures in the industry. A qualitative evaluation was also carried out through a multivariate analysis using the Numerical Taxonomy System (NTSYS) program which should allow for the determination of Lean Manufacturing profiles. Through the results it was possible to observe how the companies in the sector are doing with respect to Lean Manufacturing Practices, as well as identify the level of management that these companies practice with respect to this topic. In addition, it was possible to ascertain that there is no one dominant profile in the sector when it comes to Lean Manufacturing. It was established that the companies in the metallurgic and wrought iron industry show low levels of Lean Manufacturing implementation. Each one carries out diverse actions that are insufficient to consolidate a sectoral strategy for developing a competitive advantage which enables them to tie together a production strategy.

Keywords: production line management, metallurgic industry, lean manufacturing, productivity

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Authors: Filiz Ersoz, Taner Ersoz, Tugrul Bayraktar

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Renewable energy is referred to as "clean energy" and common popular support for the use of renewable energy (RE) is to provide electricity with zero carbon dioxide emissions. This study provides useful insight into the European Union (EU) RE, especially, into electricity generation obtained from renewables, and their targets. The objective of this study is to identify groups of European countries, using multivariate statistical analysis and selected indicators. The hierarchical clustering method is used to decide the number of clusters for EU countries. The conducted statistical hierarchical cluster analysis is based on the Ward’s clustering method and squared Euclidean distances. Hierarchical cluster analysis identified eight distinct clusters of European countries. Then, non-hierarchical clustering (k-means) method was applied. Discriminant analysis was used to determine the validity of the results with data normalized by Z score transformation. To explore the relationship between the selected indicators, correlation coefficients were computed. The results of the study reveal the current situation of RE in European Union Member States.

Keywords: share of electricity generation, k-means clustering, discriminant, CO2 emission

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Authors: Jefferson Hernandez, Juan Padilla

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Estimation of price elasticity of demand is a valuable tool for the task of price settling. Given its relevance, it is an active field for microeconomic and statistical research. Price elasticity in the industry of oil and gas, in particular for fuels sold in gas stations, has shown to be a challenging topic given the market and state restrictions, and underlying correlations structures between the types of fuels sold by the same gas station. This paper explores the Lotka-Volterra model for the problem for price elasticity estimation in the context of fuels; in addition, it is introduced multivariate random effects with the purpose of dealing with errors, e.g., measurement or missing data errors. In order to model the underlying correlation structures, the Inverse-Wishart, Hierarchical Half-t and LKJ distributions are studied. Here, the Bayesian paradigm through Markov Chain Monte Carlo (MCMC) algorithms for model estimation is considered. Simulation studies covering a wide range of situations were performed in order to evaluate parameter recovery for the proposed models and algorithms. Results revealed that the proposed algorithms recovered quite well all model parameters. Also, a real data set analysis was performed in order to illustrate the proposed approach.

Keywords: price elasticity, volume, correlation structures, Bayesian models

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Authors: Anusha Vaddiraj Pallapu

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Measuring urban sustainable development is at the forefront in contributing to overall sustainability, and it refers to attaining social equity, environmental protection and minimizing the impacts of urbanization. Assessing performance of urban issues ranging from larger consumption of natural resources by humans in terms of lifestyle to creating a polluted nearby environment, social and even economic dimensions of sustainability major issues observed such as water quality, transportation, management of solid waste and traffic pollution. However, relying on the framework of the project to do the goals of sustainable development or minimization of urban impacts through management practices is not enough to deal with the present urban issues. The aim of the sustainability is to know how severely the resources are depleted because of human consumption and how issues are characterized. The paper aims to assign benchmarks for the selected sustainability indicators for research, and analysis is done through multivariate analysis in Indian context a case of Nagpur city to identify the play role of each urban issues in the overall sustainability. The main objectives of this paper are to examine the indicators over by time basis on various scenarios and how benchmarking is used, what and which categories of values should be considered as the performance of indicators function.

Keywords: environmental sustainability indicators, principal component analysis, urban sustainability, urban clusters, benchmarking

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Authors: Taner Ersoz, Filiz Ersoz

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This study was designed enable application of multivariate technique in the interpretation of categorical data for measuring health care services satisfaction in Turkey. The data was collected from a total of 17726 respondents. The establishment of the sample group and collection of the data were carried out by a joint team from The Ministry of Health and Turkish Statistical Institute (Turk Stat) of Turkey. The multiple correspondence analysis (MCA) was used on the data of 2882 respondents who answered the questionnaire in full. The multiple correspondence analysis indicated that, in the evaluation of health services females, public employees, younger and more highly educated individuals were more concerned and complainant than males, private sector employees, older and less educated individuals. Overall 53 % of the respondents were pleased with the improvements in health care services in the past three years. This study demonstrates the public consciousness in health services and health care satisfaction in Turkey. It was found that most the respondents were pleased with the improvements in health care services over the past three years. Awareness of health service quality increases with education levels. Older individuals and males would appear to have lower expectancies in health services.

Keywords: multiple correspondence analysis, multivariate categorical data, health care services, health satisfaction survey

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Authors: Mohamed Izzharif Abdul Halim, Niamh Nic Daeid

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Determining the source of pen inks used on a variety of documents is impartial for forensic document examiners. The examination of inks is often performed to differentiate between inks in order to evaluate the authenticity of a document. A ballpoint pen ink consists of synthetic dyes in (acidic and/or basic), pigments (organic and/or inorganic) and a range of additives. Inks of similar color may consist of different composition and are frequently the subjects of forensic examinations. This study emphasizes on blue ballpoint pen inks available in the market because it is reported that approximately 80% of questioned documents analysis involving ballpoint pen ink. Analytical techniques such as thin layer chromatography, high-performance liquid chromatography, UV-vis spectroscopy, luminescence spectroscopy and infrared spectroscopy have been used in the analysis of ink samples. In this study, application of Diamond Attenuated Total Reflectance (ATR) FTIR is straightforward but preferable in forensic science as it offers no sample preparation and minimal analysis time. The data obtained from these techniques were further analyzed using multivariate chemometric methods which enable extraction of more information based on the similarities and differences among samples in a dataset. It was indicated that some pens from the same manufactures can be similar in composition, however, discrete types can be significantly different.

Keywords: ATR FTIR, ballpoint, multivariate chemometric, PCA

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Authors: Jeong Hong Kim, Ju Wan Kang

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Objective: Histamine skin prick testing is most commonly used to diagnose immunoglobulin E (IgE)-mediated allergic diseases, and histamine reactivity is used as a standardized positive control in the interpretation of a skin prick test. However, reactivity to histamine differs among individuals for reasons that are poorly understood. The present study aimed to evaluate the potential association between body mass index (BMI) and histamine skin reactivity in children. Methods: A total of 451 children (246 boys, 205 girls) aged 7–8 years were enrolled in this study. The skin prick test was performed with 26 aeroallergens commonly found in Korea. Other information was collected, including sex, age, BMI, parental allergy history, and parental smoking status. Multivariate analysis was used to confirm the association between histamine skin reactivity and BMI. Results: The histamine wheal size was revealed to be associated with BMI (Spearman's Rho 0.161, p < 0.001). This association was confirmed by multivariate analysis, after adjusting for sex, age, parental allergy history, parental smoking status, and allergic sensitization (coefficient B 0.071, 95% confidence interval 0.030–0.112). Conclusions: Skin responses to histamine were primarily correlated with increased BMI. Further studies are needed to understand the clinical implication of BMI when interpreting the results of skin prick test.

Keywords: allergy, body mass index, histamine, skin prick test

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Authors: Seulki Lee, Seoung Bum Kim

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Statistical process control (SPC) is a practical and effective method for quality control. The most important and widely used technique in SPC is a control chart. The main goal of a control chart is to detect any assignable changes that affect the quality output. Most conventional control charts, such as Hotelling’s T2 charts, are commonly based on the assumption that the quality characteristics follow a multivariate normal distribution. However, in modern complicated manufacturing systems, appropriate control chart techniques that can efficiently handle the nonnormal processes are required. To overcome the shortcomings of conventional control charts for nonnormal processes, several methods have been proposed to combine statistical learning algorithms and multivariate control charts. Statistical learning-based control charts, such as support vector data description (SVDD)-based charts, k-nearest neighbors-based charts, have proven their improved performance in nonnormal situations compared to that of the T2 chart. Beside the nonnormal property, time-varying operations are also quite common in real manufacturing fields because of various factors such as product and set-point changes, seasonal variations, catalyst degradation, and sensor drifting. However, traditional control charts cannot accommodate future condition changes of the process because they are formulated based on the data information recorded in the early stage of the process. In the present paper, we propose a SVDD algorithm-based control chart, which is capable of adaptively monitoring time-varying and nonnormal processes. We reformulated the SVDD algorithm into a time-adaptive SVDD algorithm by adding a weighting factor that reflects time-varying situations. Moreover, we defined the updating region for the efficient model-updating structure of the control chart. The proposed control chart simultaneously allows efficient model updates and timely detection of out-of-control signals. The effectiveness and applicability of the proposed chart were demonstrated through experiments with the simulated data and the real data from the metal frame process in mobile device manufacturing.

Keywords: multivariate control chart, nonparametric method, support vector data description, time-varying process

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Authors: Rakesh Mishra, Mukunda Upadhyay, Rajni Singh

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This paper attempts to link remittances sent by internal as well as international out-migrants and its domestic preferences of usage in three different dimension of Household level development in India and its states. Investment of remittances in these sectors reveals for mixed choices of preferential among the states from where people have out-migrated. The multivariate analysis implies that among all three indicators of human development, health (Investment in Food and Health) is the one that attracts the major investment followed by capital formation and least on Education. Usage of the remittances has been found to be varying across all the states in India as far as usage in health, capital formation and education are concerned. Orissa, Nagaland, Madhya Pradesh, Jharkhand, Gujarat, D & H Haweli are some of the states and union territory that contributes highest of its international remittances on health, while most of the usage of the internal remittances has second or third preferences of investment on the health except for Uttar Pradesh, D & H Haweli, Arunachal Pradesh and A & N Is. This paper tries to access usage of international remittances as well as internal remittances on the flow of remittances at the micro level and its implications across three basic determinants of Human Development that is Health, Capital formation and Education coupled with the preferences of usage in presence of Several Socio economic and Demographic variable.

Keywords: multivariate analysis, household development, remittances, internal and international migration

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Authors: Farzaneh Khorram

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This paper endeavors to construct a block model to assess grinding energy consumption (CCE) and pinpoint blocks with the highest potential for energy usage during the grinding process within a specified region. Leveraging geostatistical techniques, particularly joint estimation, or simulation, based on geometallurgical data from various mineral processing stages, our objective is to forecast CCE across the study area. The dataset encompasses variables obtained from 2754 drill samples and a block model comprising 4680 blocks. The initial analysis encompassed exploratory data examination, variography, multivariate analysis, and the delineation of geological and structural units. Subsequent analysis involved the assessment of contacts between these units and the estimation of CCE via cokriging, considering its correlation with SPI. The selection of blocks exhibiting maximum CCE holds paramount importance for cost estimation, production planning, and risk mitigation. The study conducted exploratory data analysis on lithology, rock type, and failure variables, revealing seamless boundaries between geometallurgical units. Simulation methods, such as Plurigaussian and Turning band, demonstrated more realistic outcomes compared to cokriging, owing to the inherent characteristics of geometallurgical data and the limitations of kriging methods.

Keywords: geometallurgy, multivariate analysis, plurigaussian, turning band method, cokriging

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Authors: Dwi Kartika Rukmi, Miftafu Darussalam

Abstract:

Background: The disclosure of women’s HIV status toward their sexual partners is an important issue that should be regarded as one of the efforts to prevent and control the spread of HIV. Research on the disclosure of seropositive HIV status as well as women-related factors in Indonesia, especially Yogyakarta is only a few. Methods: This is a correlational descriptive research along with its cross-sectional approach on 329 women with HIV/AIDS at the Victory Plus NGO from June to July 2016. This research used a purposive sampling method and a questionnaire as the data collection technique. The bivariate analysis test was undertaken by using a chi-square and multivariate test along with a logistic regression. Result: The multivariate analysis and logistic regression show five independent variables related to the disclosure of seropositive HIV status of women with HIV/AIDS toward their sexual partners, namely ethnicity (aOR = 36,859; 95% CI; (6,544-207,616)) religion (aOR =0,255; 95%CI; (0,075-0,868)), discussion with partners prior to the HIV test (aOR =0,069; 95%CI; (0,065-0,438)) , types of sexual partners (aOR = 0.191; 95% CI; (0.082-0,445)) and knowledge on the partners’ HIV status (aOR = 0.036; 95% CI; (0.008-0.160)). The highest level of reason for seropositive HIV women not to be open about their partners’ status is the fear of being rejected by their partners and the environmental stigma of HIV AIDS disease. Conclusion: The disclosure of seropositive HIV status in women with HIV/AIDS in the Victory Plus NGO of Yogyakarta was 79.4% or classified as a high category with some related factors such as ethnicity, religion, discussion with partners prior to the HIV test, types of partners and knowledge on the partners’ HIV status.

Keywords: women, HIV, disclosure, sexual partner

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Authors: Renata Konadu

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In Ghana, electricity has become the main form of energy which all sectors of the economy rely on for their businesses. Therefore, as the economy grows, the demand and consumption of electricity also grow alongside due to the heavy dependence on it. However, since the supply of electricity has not increased to match the demand, there has been frequent power outages and load shedding affecting business performances. To solve this problem and advance policies to secure electricity in Ghana, it is imperative that those factors that cause consumption to increase be analysed by considering the three classes of consumers; residential, industrial and non-residential. The main argument, however, is that, export of electricity to other neighbouring countries should be included in the electricity consumption model and considered as one of the significant factors which can decrease or increase consumption. The author made use of multivariate time series data from 1980-2010 and econometric models such as Ordinary Least Squares (OLS) and Vector Error Correction Model. Findings show that GDP growth, urban population growth, electricity exports and industry value added to GDP were cointegrated. The results also showed that there is unidirectional causality from electricity export and GDP growth and Industry value added to GDP to electricity consumption in the long run. However, in the short run, there was found to be a directional causality among all the variables and electricity consumption. The results have useful implication for energy policy makers especially with regards to electricity consumption, demand, and supply.

Keywords: electricity consumption, energy policy, GDP growth, vector error correction model

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Authors: Juan Francisco Reinoso Gordo, Francisco Javier Ariza-López, José Rodríguez Avi, Domingo Barrera Rosillo

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The evaluation of the quality of a data product is based on the comparison of the product with a reference of greater accuracy. In the case of MDE data products, quality assessment usually focuses on positional accuracy and few studies consider other terrain characteristics, such as slope and orientation. The proposal that is made consists of evaluating the similarity of two DEMs (a product and a reference), through the joint analysis of the distribution functions of the variables of interest, for example, elevations, slopes and orientations. This is a multivariable approach that focuses on distribution functions, not on single parameters such as mean values or dispersions (e.g. root mean squared error or variance). This is considered to be a more holistic approach. The use of the Kolmogorov-Smirnov test is proposed due to its non-parametric nature, since the distributions of the variables of interest cannot always be adequately modeled by parametric models (e.g. the Normal distribution model). In addition, its application to the multivariate case is carried out jointly by means of a single test on the convolution of the distribution functions of the variables considered, which avoids the use of corrections such as Bonferroni when several statistics hypothesis tests are carried out together. In this work, two DEM products have been considered, DEM02 with a resolution of 2x2 meters and DEM05 with a resolution of 5x5 meters, both generated by the National Geographic Institute of Spain. DEM02 is considered as the reference and DEM05 as the product to be evaluated. In addition, the slope and aspect derived models have been calculated by GIS operations on the two DEM datasets. Through sample simulation processes, the adequate behavior of the Kolmogorov-Smirnov statistical test has been verified when the null hypothesis is true, which allows calibrating the value of the statistic for the desired significance value (e.g. 5%). Once the process has been calibrated, the same process can be applied to compare the similarity of different DEM data sets (e.g. the DEM05 versus the DEM02). In summary, an innovative alternative for the comparison of DEM data sets based on a multinomial non-parametric perspective has been proposed by means of a single Kolmogorov-Smirnov test. This new approach could be extended to other DEM features of interest (e.g. curvature, etc.) and to more than three variables

Keywords: data quality, DEM, kolmogorov-smirnov test, multivariate DEM comparison

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Authors: Matthew Buns

Abstract:

Training specificity is imperative for successful performance of the elite athlete. Virtual reality (VR) has been successfully applied to a broad range of training domains. However, to date there is little research investigating the use of VR for sport training. The purpose of this study was to address the question of whether virtual reality (VR) training can improve real world hockey shooting performance. Twenty four volunteers were recruited and randomly selected to complete the virtual training intervention or enter a control group with no training. Four primary types of data were collected: 1) participant’s experience with video games and hockey, 2) participant’s motivation toward video game use, 3) participants technical performance on real-world hockey, and 4) participant’s technical performance in virtual hockey. One-way multivariate analysis of variance (ANOVA) indicated that that the intervention group demonstrated significantly more real-world hockey accuracy [F(1,24) =15.43, p <.01, E.S. = 0.56] while shooting on goal than their control group counterparts [intervention M accuracy = 54.17%, SD=12.38, control M accuracy = 46.76%, SD=13.45]. One-way multivariate analysis of variance (MANOVA) repeated measures indicated significantly higher outcome scores on real-world accuracy (35.42% versus 54.17%; ES = 1.52) and velocity (51.10 mph versus 65.50 mph; ES=0.86) of hockey shooting on goal. This research supports the idea that virtual training is an effective tool for increasing real-world hockey skill.

Keywords: virtual training, hockey skills, video game, esports

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Authors: Zahid O. Alibrahim, Craig D. Williams, Clive L. Roberts

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The study area (Ecton mining area) is located in the southern part of the Peak District in Derbyshire, England. It is bounded by the River Manifold from the west. This area has been mined for a long period. As a result, huge amounts of potentially toxic metals were released into the surrounding area and are most likely to be a significant source of heavy metal contamination to the local soil, water and vegetation. In order to appraise the potential heavy metal pollution in this area, 37 topsoil samples (5-20 cm depth) were collected and analysed for their total content of Cu, Pb, Zn, Mn, Cr, Ni and V using ICP (Inductively Coupled Plasma) optical emission spectroscopy. Multivariate Geospatial analyses using the GIS technique were utilised to draw geochemical maps of the metals of interest over the study area. A few hotspot points, areas of elevated concentrations of metals, were specified, which are presumed to be the results of anthropogenic activities. In addition, the soil’s environmental quality was evaluated by calculating the Mullers’ Geoaccumulation index (I geo), which suggests that the degree of contamination of the investigated heavy metals has the following trend: Pb > Zn > Cu > Mn > Ni = Cr = V. Furthermore, the potential ecological risk, using the enrichment factor (EF), was also specified. On the basis of the calculated amount or the EF, the levels of pollution for the studied metals in the study area have the following order: Pb>Zn>Cu>Cr>V>Ni>Mn.

Keywords: enrichment factor, geoaccumulation index, GIS, heavy metals, multivariate analysis

Procedia PDF Downloads 327