Search results for: multivariate statistical

Authors: Elahe Memari, Ahmad Aslizadeh, Ahmad Memari

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Today strategic planning is counted as the most important duties of senior directors in each organization. Strategic planning allows the organizations to implement compiled strategies and reach higher competitive benefits than their competitors. The present research work tries to prepare and rank the strategies form effective factors on strategic planning in fulfillment of the State Road Management and Transportation Organization in order to indicate the role of organizational factors in efficiency of the process to organization managers. Connection between six main factors in fulfillment of State Road Management and Transportation Organization were studied here, including Improvement of Strategic Thinking in senior managers, improvement of the organization business process, rationalization of resources allocation in different parts of the organization, coordination and conformity of strategic plan with organization needs, adjustment of organization activities with environmental changes, reinforcement of organizational culture. All said factors approved by implemented tests and then ranked using fuzzy multivariate decision-making technique.

Keywords: Fuzzy TOPSIS, improvement of organization business process, multivariate decision-making, strategic planning

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Authors: Sofia Barbosa, Mariana Pinto, José António Almeida, Edgar Carvalho, Catarina Diamantino

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The aim of this work was to test a methodology able to generate spatial-temporal maps that can synthesize simultaneously the trends of distinct hydrochemical indicators in an old radium-uranium tailings dam deposit. Multidimensionality reduction derived from principal component analysis and subsequent data aggregation derived from clustering analysis allow to identify distinct hydrochemical behavioural profiles and to generate synthetic evolutionary hydrochemical maps.

Keywords: Contamination plume migration, K-means of PCA scores, groundwater and mine water monitoring, spatial-temporal hydrochemical trends

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Authors: Vladimir S. Timofeev

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In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique, author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation

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Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

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This paper presents a novel statistical description of the counterpoise effective length due to lightning surges, where the (impulse) effective length had been obtained by means of regressive formulas applied to the transient simulation results. The effective length is described in terms of a statistical distribution function, from which median, mean, variance, and other parameters of interest could be readily obtained. The influence of lightning current amplitude, lightning front duration, and soil resistivity on the effective length has been accounted for, assuming statistical nature of these parameters. A method for determining the optimal counterpoise length, in terms of the statistical impulse effective length, is also presented. It is based on estimating the number of dangerous events associated with lightning strikes. Proposed statistical description and the associated method provide valuable information which could aid the design engineer in optimising physical lengths of counterpoises in different grounding arrangements and soil resistivity situations.

Keywords: counterpoise, grounding conductor, effective length, lightning, Monte Carlo method, statistical distribution

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Authors: S. Benchelha, H. C. Aoudjehane, M. Hakdaoui, R. El Hamdouni, H. Mansouri, T. Benchelha, M. Layelmam, M. Alaoui

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The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).

Keywords: landslide susceptibility mapping, regression logistic, multivariate adaptive regression spline, Oudka, Taounate

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Authors: Achut Manandhar, Kenneth D. Morton, Peter A. Torrione, Leslie M. Collins

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The current trends in affect recognition research are to consider continuous observations from spontaneous natural interactions in people using multiple feature modalities, and to represent affect in terms of continuous dimensions, incorporate spatio-temporal correlation among affect dimensions, and provide fast affect predictions. These research efforts have been propelled by a growing effort to develop affect recognition system that can be implemented to enable seamless real-time human-computer interaction in a wide variety of applications. Motivated by these desired attributes of an affect recognition system, in this work a multi-dimensional affect prediction approach is proposed by integrating multivariate Relevance Vector Machine (MVRVM) with a recently developed Output-associative Relevance Vector Machine (OARVM) approach. The resulting approach can provide fast continuous affect predictions by jointly modeling the multiple affect dimensions and their correlations. Experiments on the RECOLA database show that the proposed approach performs competitively with the OARVM while providing faster predictions during testing.

Keywords: dimensional affect prediction, output-associative RVM, multivariate regression, fast testing

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Authors: Uraib Sharaha, Ahmad Salman, Eladio Rodriguez-Diaz, Elad Shufan, Klaris Riesenberg, Irving J. Bigio, Mahmoud Huleihel

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Antimicrobial drugs have an important role in controlling illness associated with infectious diseases in animals and humans. However, the increasing resistance of bacteria to a broad spectrum of commonly used antibiotics has become a global health-care problem. Rapid determination of antimicrobial susceptibility of a clinical isolate is often crucial for the optimal antimicrobial therapy of infected patients and in many cases can save lives. The conventional methods for susceptibility testing like disk diffusion are time-consuming and other method including E-test, genotyping are relatively expensive. Fourier transform infrared (FTIR) microscopy is rapid, safe, and low cost method that was widely and successfully used in different studies for the identification of various biological samples including bacteria. The new modern infrared (IR) spectrometers with high spectral resolution enable measuring unprecedented biochemical information from cells at the molecular level. Moreover, the development of new bioinformatics analyses combined with IR spectroscopy becomes a powerful technique, which enables the detection of structural changes associated with resistivity. The main goal of this study is to evaluate the potential of the FTIR microscopy in tandem with machine learning algorithms for rapid and reliable identification of bacterial susceptibility to antibiotics in time span of few minutes. The bacterial samples, which were identified at the species level by MALDI-TOF and examined for their susceptibility by the routine assay (micro-diffusion discs), are obtained from the bacteriology laboratories in Soroka University Medical Center (SUMC). These samples were examined by FTIR microscopy and analyzed by advanced statistical methods. Our results, based on 550 E.coli samples, were promising and showed that by using infrared spectroscopic technique together with multivariate analysis, it is possible to classify the tested bacteria into sensitive and resistant with success rate higher than 85% for eight different antibiotics. Based on these preliminary results, it is worthwhile to continue developing the FTIR microscopy technique as a rapid and reliable method for identification antibiotic susceptibility.

Keywords: antibiotics, E. coli, FTIR, multivariate analysis, susceptibility

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Authors: Ishapathik Das

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

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

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Authors: F. Sangiorgio, J. Silfwerbrand, G. Mancini

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Geometric and mechanical properties all influence the resistance of RC structures and may, in certain combination of property values, increase the risk of a brittle failure of the whole system. This paper presents a statistical and probabilistic investigation on the resistance of RC beams designed according to Eurocodes 2 and 8, and subjected to multiple failure modes, under both the natural variation of material properties and the uncertainty associated with cross-section and transverse reinforcement geometry. A full probabilistic model based on JCSS Probabilistic Model Code is derived. Different beams are studied through material nonlinear analysis via Monte Carlo simulations. The resistance model is consistent with Eurocode 2. Both a multivariate statistical evaluation and the data clustering analysis of outcomes are then performed. Results show that the ultimate load behaviour of RC beams subjected to flexural and shear failure modes seems to be mainly influenced by the combination of the mechanical properties of both longitudinal reinforcement and stirrups, and the tensile strength of concrete, of which the latter appears to affect the overall response of the system in a nonlinear way. The model uncertainty of the resistance model used in the analysis plays undoubtedly an important role in interpreting results.

Keywords: modelling, Monte Carlo simulations, probabilistic models, data clustering, reinforced concrete members, structural design

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Authors: Ayaka A. Matsuo, Gweyneth Victoria I. Maranan, Shawn Mikel Hobayan

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In this study, we delve into the application of mahogany fruits as biochar for soil amendment, aiming to evaluate their effectiveness in improving soil quality and influencing the growth parameters of okra plants through a comprehensive analysis employing various multivariate tests. In a more straightforward approach, our results show that biochar derived from isn't just a minor player but emerges as a key contributor to our study. This finding holds profound implications, as it highlights the material significance of biochar derived from Mahogany (Swietenia macrophylla) fruits, leaves, and branches in shaping the outcomes. The importance of this discovery lies in its contribution to an enhanced comprehension of the overall effects of biochar on the variables explored in our investigation. Notably, the positive changes observed in height, number of leaves, and width of leaves in okra plants further support the premise that the incorporation of biochar improves soil quality. These findings provide valuable insights for agricultural practices, suggesting that biochar derived from Mahogany (Swietenia macrophylla) fruits, leaves, and branches holds promise as a sustainable soil amendment with positive implications for plant growth. The statistical results from multivariate tests serve to solidify the conclusion that biochar plays a pivotal role in driving the observed outcomes in our study. In essence, this research not only sheds light on the potential of mahogany fruit-derived biochar but also emphasizes its significance in fostering healthier soil conditions and, consequently, enhanced plant growth.

Keywords: soil amendment, biochar, mahogany, soil health

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Authors: Jihye Jeon

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This paper analyzes the conceptual framework of three statistical methods, multiple regression, path analysis, and structural equation models. When establishing research model of the statistical modeling of complex social phenomenon, it is important to know the strengths and limitations of three statistical models. This study explored the character, strength, and limitation of each modeling and suggested some strategies for accurate explaining or predicting the causal relationships among variables. Especially, on the studying of depression or mental health, the common mistakes of research modeling were discussed.

Keywords: multiple regression, path analysis, structural equation models, statistical modeling, social and psychological phenomenon

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Authors: Almutazballlah Qablan, Jihan M. Muhaidat, Bana Abu Rajab

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Background: Acne vulgaris is the most common skin condition that general practitioners and dermatologists encounter. It represents a chronic inflammatory disease affecting the pilosebaceous unit. Although acne vulgaris is not a life-threatening condition, it has a considerable psychological impact on the affected person. Acne patients have poor body image, low self-esteem, social isolation, and restricted activities. As part of the emotional impact, increased levels of anxiety, anger, depression, and frustration have also been observed in acne patients. (1) In this study, we want to assess the association between two modifiable risk factors; BMI and smoking, regarding acne vulgaris. Methods: A case-control study was conducted at King Abdullah University Hospital in Irbid, north Jordan in 2019/2020. A total number of 163 Acne cases were collected and interviewed by the author; on the other hand, there were 162 control cases. Anthropometric measures for Acne patients and control individuals were taken, and BMI was calculated. Both groups were asked about smoking habits. Data on subjects between 14 and 33 years of age were extracted. The characteristics of people who reported acne were compared with those with no acne using univariate and multivariate analysis. The Statistical Package for Social Sciences (SPSS) was relied on to analyze the collected data. The crosstabs methods (chi-square) and odd ratios were relied on to test the study hypothesis. Results: Cigarette smoking was highly associated with no-acne, with an odds ratio of 0.4 (95% CI: 0.2–0.9), P-value = 0.018. BMI and waterpipe smoking were not significantly associated with acne in the multivariate analysis. Conclusion: Cigarette smoking was found to be protective from Acne. No significant relation between BMI nor waterpipe smoking and the development of Acne Vulgaris.

Keywords: acne, BMI, smoking, case-control

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Authors: Prozorkevitch D., Mishurov A., Sokolov K., Karsakov L., Pestrikova L.

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The current body of knowledge about the marine environment and the dynamics of marine ecosystems includes a huge amount of heterogeneous data collected over decades. It generally includes a wide range of hydrological, biological and fishery data. Marine researchers collect these data and analyze how and why the ecosystem changes from past to present. Based on these historical records and linkages between the processes it is possible to predict future changes. Multivariate analysis of trends and their interconnection in the marine ecosystem may be used as an instrument for predicting further ecosystem evolution. A wide range of information about the components of the marine ecosystem for more than 50 years needs to be used to investigate how these arrays can help to predict the future.

Keywords: barents sea ecosystem, abiotic, biotic, data sets, trends, prediction

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Authors: Azadeh Golshan, Craig Evans, Phillip Geary, Abigail Morrow, Zoe Rogers, Marcel Maeder

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22 physicochemical variables have been determined in water samples collected weekly from January to December in 2013 from three sampling stations located within a major drinking water reservoir. Classical Multivariate Curve Resolution Alternating Least Squares (MCR-ALS) analysis was used to investigate the environmental factors associated with the physico-chemical variability of the water samples at each of the sampling stations. Matrix augmentation MCR-ALS (MA-MCR-ALS) was also applied, and the two sets of results were compared for interpretative clarity. Links between these factors, reservoir inflows and catchment land-uses were investigated and interpreted in relation to chemical composition of the water and their resolved geographical distribution profiles. The results suggested that the major factors affecting reservoir water quality were those associated with agricultural runoff, with evidence of influence on algal photosynthesis within the water column. Water quality variability within the reservoir was also found to be strongly linked to physical parameters such as water temperature and the occurrence of thermal stratification. The two methods applied (MCR-ALS and MA-MCR-ALS) led to similar conclusions; however, MA-MCR-ALS appeared to provide results more amenable to interpretation of temporal and geological variation than those obtained through classical MCR-ALS.

Keywords: drinking water reservoir, multivariate analysis, physico-chemical parameters, water quality

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Authors: Strahinja Z. Kovačević, Lidija R. Jevrić, Sanja O. Podunavac Kuzmanović

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The relationship between antibacterial activity of eighteen different substituted benzimidazole derivatives and their molecular characteristics was studied using chemometric QSAR (Quantitative Structure–Activity Relationships) approach. QSAR analysis has been carried out on inhibitory activity towards Staphylococcus aureus, by using molecular descriptors, as well as minimal inhibitory activity (MIC). Molecular descriptors were calculated from the optimized structures. Principal component analysis (PCA) followed by hierarchical cluster analysis (HCA) and multiple linear regression (MLR) was performed in order to select molecular descriptors that best describe the antibacterial behavior of the compounds investigated, and to determine the similarities between molecules. The HCA grouped the molecules in separated clusters which have the similar inhibitory activity. PCA showed very similar classification of molecules as the HCA, and displayed which descriptors contribute to that classification. MLR equations, that represent MIC as a function of the in silico molecular descriptors were established. The statistical significance of the estimated models was confirmed by standard statistical measures and cross-validation parameters (SD = 0.0816, F = 46.27, R = 0.9791, R2CV = 0.8266, R2adj = 0.9379, PRESS = 0.1116). These parameters indicate the possibility of application of the established chemometric models in prediction of the antibacterial behaviour of studied derivatives and structurally very similar compounds.

Keywords: antibacterial, benzimidazole, molecular descriptors, QSAR

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Authors: Queen Suraajini Rajendran, Sai Hung Cheung

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Statistical down scaling models are required to connect the global climate model outputs and the local weather variables for climate change impact prediction. For reliable climate change impact studies, the uncertainty associated with the model including natural variability, uncertainty in the climate model(s), down scaling model, model inadequacy and in the predicted results should be quantified appropriately. In this work, a new approach is developed by the authors for statistical classification, statistical down scaling and uncertainty assessment and is applied to Singapore rainfall. It is a robust Bayesian uncertainty analysis methodology and tools based on coupling dependent modeling error with classification and statistical down scaling models in a way that the dependency among modeling errors will impact the results of both classification and statistical down scaling model calibration and uncertainty analysis for future prediction. Singapore data are considered here and the uncertainty and prediction results are obtained. From the results obtained, directions of research for improvement are briefly presented.

Keywords: statistical downscaling, global climate model, climate change, uncertainty

Procedia PDF Downloads 337

Authors: Almutazballlah Bassam Qablan, Jihan M. Muhaidat, bana Abu Rajab

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Background: Acne vulgaris is considered one of the most common skin conditions encountered by dermatologists. It is a chronic inflammation affecting the pilosebaceous unit. Although acne vulgaris is not fatal, it leads to permanent scarring and disfigurement, and even without scarring, it has a huge effect on patients, causing negative health outcomes. Acne vulgaris patients experience psychological, and emotional ramifications as those with chronic health problems; they feel depressed, angry, anxious, and confused. Although acne is a popular disease, many thoughts and myths are still discussed about its origins and triggering factors. These myths can make you feel guilt as if you were somehow responsible for your acne. In this case control study, we want to define the relationship between two modifiable risk factors ;BMI and smoking, with acne vulgaris. Methods: A case-control study was conducted at King Abdullah University Hospital in Ramtha, Jordan in 2019/2020. A total number of 325 participants between 14 and 33 years of age were interviewed by the authors; including 163 acne vulgaris cases and 162 controls without acne vulgaris. Anthropometric measures and smoking for Acne patients and control participants were the independent variables used to assess acne. Univariate and multivariate analysis were used to compare the characteristics of people who reported acne with those with no acne. The collected data analyzed by using the Statistical Package for Social Sciences (SPSS). Results: Cigarette smoking was highly associated with controls; odds ratio 0.4 (95% CI: 0.2–0.9) , P-value = 0.018. BMI and waterpipe smoking were statistically insignificant with acne in the multivariate analysis. Conclusion: We found that cigarette smoking was protective against Acne. There was a statistically insignificant relation between BMI, waterpipe smoking and the development of Acne Vulgaris.

Keywords: acne, adolescents, BMI, smoking, case-control, risk factors

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Authors: Pratheeba Subramanian, Anjula Gurtoo, Mary Mathew

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Transaction of patents in emerging patent markets is gaining momentum. Pricing patents for a transaction say patent sale remains a challenge. Patents vary in their pricing with some patents fetching higher prices than others. Sale of patents in portfolios further complicates pricing with multiple patents playing a role in pricing a bundle. In this paper, a set of 138 US patents sold individually as single invention lots and 462 US patents sold in bundles of 120 portfolios are investigated to understand the dynamics of selling prices of singletons and portfolios and their determinants. Firstly, price variations when patents are sold individually as singletons and portfolios are studied. Multivariate statistical techniques are used for analysis both at the lot level as well as at the individual patent level. The results show portfolios fetching higher prices than singletons at the lot level. However, at the individual patent level singletons show higher prices than per patent price of individual patent members within the portfolio. Secondly, to understand the price determinants, the effect of patent, seller, and bundling related characteristics on selling prices is studied separately for singletons and portfolios. The results show differences in the set of characteristics determining prices of singletons and portfolios. Selling prices of singletons are found to be dependent on the patent related characteristics, unlike portfolios whose prices are found to be dependent on all three aspects – patent, seller, and bundling. The specific patent, seller and bundling characteristics influencing selling price are discussed along with the implications.

Keywords: auction, patents, portfolio bundling, seller type, selling price, singleton

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Authors: Rishikesh Yadav, Ramakanta Meher, Vishnu Narayan Mishra

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The main aim of this article is to investigate the statistical convergence of the summation of integral type operators and to obtain the weighted statistical convergence. The rate of statistical convergence by means of modulus of continuity and function belonging to the Lipschitz class are also studied. We discuss the convergence of the defined operators by graphical representation and put a better rate of convergence than the Szasz-Mirakjan-Kantorovich operators. In the last section, we extend said operators into bivariate operators to study about the rate of convergence in sense of modulus of continuity and by means of Lipschitz class by using function of two variables.

Keywords: The Szasz-Mirakjan-Kantorovich operators, statistical convergence, modulus of continuity, Peeters K-functional, weighted modulus of continuity

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Authors: Xiao Zhang, HuanJun Jiang

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In order to overcome the problem of low precision caused by a single typical component, which is chosen to represent the overall fragility in the standard analysis, the continuous beam bridge is considered as a ternary system consisting of pier, abutment bearing, and pier bearing. After the main components undergo the seismic fragility analysis, the copula function in multivariate form is introduced. Based on the computation of the main components' fragility curves and the evaluation of the correlation between the main components, a method to solve the seismic vulnerability of ternary component systems is established.

Keywords: copula function, seismic fragility analysis, damage index, joint probability distribution function

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Authors: Mohammed Kafaji

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This paper aims to investigate the influence of quality of education and quality of research, provided by local educational institutions, on the adoption of Information and Communication Technology (ICT) in managing business operations for companies in Saudi market. A model was developed and tested using data collected from 138 CEO’s of foreign companies in diverse business sectors. The data is analysed and managed using multivariate approaches through standard statistical packages. The results showed that educational quality has little contribution to the ICT adoption while research quality seems to play a more prominent role. These results are analysed in terms of business environment and market constraints and further extended to the perceived effectiveness of applied pedagogical approaches in schools and universities.

Keywords: quality of education, quality of research, mediation, domestic competition, ICT adoption

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Authors: Mary Gouva, Elena Dragioti, Evangelia Kotrsotsiou

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Family identification has the potential to play a very decisive role in psychopathology. In this study we aimed to investigate the impact of family identifications on female psychopathology. A community sample of 101 women (mean age 20.81 years, SD = 0.91 ranged 20-25) participated to the present study. The girls completed a) the Symptom Check-List Revised (SCL-90) and b) questionnaire concerning socio-demographic information and questions for family identifications. The majority of women reported that they matched to the father in terms of identifications (47.1%). Age and birth order were not contributed on family identifications (F(5) =2.188, p=.062 and F(3)=1.244, p=.299 respectively). Multivariate analysis by using MANCOVA found statistical significant associations between family identifications and domains of psychopathology as provided by SCL-90 (P<05). Our results highlight the role of identifications especially on father and female psychopathology as well as replicate the Freudian perception about the female Oedipus complex.

Keywords: family identification, psychoanalysis, psychopathology, women

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

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There are many control charts for monitoring mean and variance. Among these, the X y R, X y S, S2 Hotteling and Shewhart control charts, for mentioning some, are widely used for monitoring mean a variance in industrial processes. In particular, the Shewhart charts are based on the information about the process contained in the current observation only and ignore any information given by the entire sequence of points. Moreover, that the Shewhart chart is a control chart without memory. Consequently, Shewhart control charts are found to be less sensitive in detecting smaller shifts, particularly smaller than 1.5 times of the standard deviation. These kind of small shifts are important in many industrial applications. In this study and effective alternative to Shewhart control chart was implemented. In case of univariate process an Exponentially Moving Average (EWMA) control chart was developed and Multivariate Exponentially Moving Average (MEWMA) control chart in case of multivariate process. Both of these charts were based on memory and perform better that Shewhart chart while detecting smaller shifts. In these charts, information the past sample is cumulated up the current sample and then the decision about the process control is taken. The mentioned characteristic of EWMA and MEWMA charts, are of the paramount importance when it is necessary to control industrial process, because it is possible to correct or predict problems in the processes before they come to a dangerous limit.

Keywords: control charts, multivariate exponentially moving average (MEWMA), exponentially moving average (EWMA), industrial control process

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Authors: Plessen Mogens Graf

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Within the context of multivariate time series segmentation, this paper proposes a method inspired by a posteriori optimal trading. After a normalization step, time series are treated channelwise as surrogate stock prices that can be traded optimally a posteriori in a virtual portfolio holding either stock or cash. Linear transaction costs are interpreted as hyperparameters for noise filtering. Trading signals, as well as trading signals obtained on the reversed time series, are used for unsupervised channelwise labeling before a consensus over all channels is reached that determines the final segmentation time instants. The method is model-free such that no model prescriptions for segments are made. Benefits of proposed approach include simplicity, computational efficiency, and adaptability to a wide range of different shapes of time series. Performance is demonstrated on synthetic and real-world data, including a large-scale dataset comprising a multivariate time series of dimension 1000 and length 2709. Proposed method is compared to a popular model-based bottom-up approach fitting piecewise affine models and to a recent model-based top-down approach fitting Gaussian models and found to be consistently faster while producing more intuitive results in the sense of segmenting time series at peaks and valleys.

Keywords: time series segmentation, model-free, trading-inspired, multivariate data

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Authors: Ibrahim Suliman Hanaish

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Disaggregation daily rainfall using stochastic models formulated based on multivariate approach (MuDRain) is discussed in this paper. Seven rain gauge stations are considered in this study for different distances from the referred station starting from 4 km to 160 km in Peninsular Malaysia. The hourly rainfall data used are covered the period from 1973 to 2008 and July and November months are considered as an example of dry and wet periods. The cross-correlation among the rain gauges is considered for the available hourly rainfall information at the neighboring stations or not. This paper discussed the applicability of the MuDRain model for disaggregation daily rainfall to hourly rainfall for both sources of cross-correlation. The goodness of fit of the model was based on the reproduction of fitting statistics like the means, variances, coefficients of skewness, lag zero cross-correlation of coefficients and the lag one auto correlation of coefficients. It is found the correlation coefficients based on extracted correlations that was based on daily are slightly higher than correlations based on available hourly rainfall especially for neighboring stations not more than 28 km. The results showed also the MuDRain model did not reproduce statistics very well. In addition, a bad reproduction of the actual hyetographs comparing to the synthetic hourly rainfall data. Mean while, it is showed a good fit between the distribution function of the historical and synthetic hourly rainfall. These discrepancies are unavoidable because of the lowest cross correlation of hourly rainfall. The overall performance indicated that the MuDRain model would not be appropriate choice for disaggregation daily rainfall.

Keywords: rainfall disaggregation, multivariate disaggregation rainfall model, correlation, stochastic model

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Authors: K. Umbleja, M. Ichino, H. Yaguchi

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In this paper, we propose a coloring method for multivariate data visualization by using parallel coordinates based on dissimilarity and tree structure information gathered during hierarchical clustering. The proposed method is an extension for proximity-based coloring that suffers from a few undesired side effects if hierarchical tree structure is not balanced tree. We describe the algorithm by assigning colors based on dissimilarity information, show the application of proposed method on three commonly used datasets, and compare the results with proximity-based coloring. We found our proposed method to be especially beneficial for symbolic data visualization where many individual objects have already been aggregated into a single symbolic object.

Keywords: data visualization, dissimilarity-based coloring, proximity-based coloring, symbolic data

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Authors: Nzereogu Stella Kosi, Igwe Ogbonnaya, Emeh Chukwuebuka Odinaka

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A comparative analysis of the expansion rate and soil erodibility of some gullies in Nnewi and Nnobi both of Nanka Formation were studied. The study involved an integration of field observations, geotechnical analysis, slope stability analysis, multivariate statistical analysis, gully expansion rate analysis, and determination of the soil erodibility factor (K) from Revised Universal Soil Loss Equation (RUSLE). Fifteen representative gullies were studied extensively, and results reveal that the geotechnical properties of the soil, topography, vegetation cover, rainfall intensity, and the anthropogenic activities in the study area were major factors propagating and influencing the erodibility of the soils. The specific gravity of the soils ranged from 2.45-2.66 and 2.54-2.78 for Nnewi and Nnobi, respectively. Grain size distribution analysis revealed that the soils are composed of gravel (5.77-17.67%), sand (79.90-91.01%), and fines (2.36-4.05%) for Nnewi and gravel (7.01-13.65%), sand (82.47-88.67%), and fines (3.78-5.02%) for Nnobi. The soils are moderately permeable with values ranging from 2.92 x 10-5 - 6.80 x 10-4 m/sec and 2.35 x 10-6 - 3.84 x 10⁻⁴m/sec for Nnewi and Nnobi respectively. All have low cohesion values ranging from 1–5kPa and 2-5kPa and internal friction angle ranging from 29-38° and 30-34° for Nnewi and Nnobi, respectively, which suggests that the soils have low shear strength and are susceptible to shear failure. Furthermore, the compaction test revealed that the soils were loose and easily erodible with values of maximum dry density (MDD) and optimum moisture content (OMC) ranging from 1.82-2.11g/cm³ and 8.20-17.81% for Nnewi and 1.98-2.13g/cm³ and 6.00-17.80% respectively. The plasticity index (PI) of the fines showed that they are nonplastic to low plastic soils and highly liquefiable with values ranging from 0-10% and 0-9% for Nnewi and Nnobi, respectively. Multivariate statistical analyses were used to establish relationship among the determined parameters. Slope stability analysis gave factor of safety (FoS) values in the range of 0.50-0.76 and 0.82-0.95 for saturated condition and 0.73-0.98 and 0.87-1.04 for unsaturated condition for both Nnewi and Nnobi, respectively indicating that the slopes are generally unstable to critically stable. The erosion expansion rate analysis for a fifteen-year period (2005-2020) revealed an average longitudinal expansion rate of 36.05m/yr, 10.76m/yr, and 183m/yr for Nnewi, Nnobi, and Nanka type gullies, respectively. The soil erodibility factor (K) are 8.57x10⁻² and 1.62x10-4 for Nnewi and Nnobi, respectively, indicating that the soils in Nnewi have higher erodibility potentials than those of Nnobi. From the study, both the Nnewi and Nnobi areas are highly prone to erosion. However, based on the relatively lower fine content of the soil, relatively lower topography, steeper slope angle, and sparsely vegetated terrain in Nnewi, soil erodibility and gully intensity are more profound in Nnewi than Nnobi.

Keywords: soil erodibility, gully expansion, nnewi-nnobi, slope stability, factor of safety

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Authors: Dimitra Alexiou

Abstract:

During the last 10 years, in spite of the economic crisis, the number of tourists arriving in Greece has increased, particularly during the tourist season from April to October. In this paper, the number of annual tourist arrivals is studied to explore their preferences with regard to the month of travel, the selected destinations, as well the amount of money spent. The collected data are processed with statistical methods, yielding numerical and graphical results. From the computation of statistical parameters and the forecasting with exponential smoothing, useful conclusions are arrived at that can be used by the Greek tourism authorities, as well as by tourist organizations, for planning purposes for the coming years. The results of this paper and the computed forecast can also be used for decision making by private tourist enterprises that are investing in Greece. With regard to the statistical methods, the method of Simple Exponential Smoothing of time series of data is employed. The search for a best forecast for 2017 and 2018 provides the value of the smoothing coefficient. For all statistical computations and graphics Microsoft Excel is used.

Keywords: tourism, statistical methods, exponential smoothing, land spatial planning, economy

Procedia PDF Downloads 232

Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

Abstract:

This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

Procedia PDF Downloads 69

Authors: N. C. Ghosh, Niladri Das, Prolay Mondal, Ranajit Ghosh

Abstract:

Groundwater quality deterioration due to human activities has become a prime factor of modern life. The major concern of the study is to access spatial variation of groundwater quality and to identify the sources of groundwater chemicals and its impact on human health of the concerned area. Multivariate statistical techniques, cluster, principal component analysis, and hydrochemical fancies are been applied to measure groundwater quality data on 14 parameters from 107 sites distributed randomly throughout the Birbhum district. Five factors have been extracted using Varimax rotation with Kaiser Normalization. The first factor explains 27.61% of the total variance where high positive loading have been concentrated in TH, Ca, Mg, Cl and F (Fluoride). In the studied region, due to the presence of basaltic Rajmahal trap fluoride contamination is highly concentrated and that has an adverse impact on human health such as fluorosis. The second factor explains 24.41% of the total variance which includes Na, HCO₃, EC, and SO₄. The last factor or the fifth factor explains 8.85% of the total variance, and it includes pH which maintains the acidic and alkaline character of the groundwater. Hierarchical cluster analysis (HCA) grouped the 107 sampling station into two clusters. One cluster having high pollution and another cluster having less pollution. Moreover hydromorphological facies viz. Wilcox diagram, Doneen’s chart, and USSL diagram reveal the quality of the groundwater like the suitability of the groundwater for irrigation or water used for drinking purpose like permeability index of the groundwater, quality assessment of groundwater for irrigation. Gibb’s diagram depicts that the major portion of the groundwater of this region is rock dominated origin, as the western part of the region characterized by the Jharkhand plateau fringe comprises basalt, gneiss, granite rocks.

Keywords: correlation, factor analysis, hydrological facies, hydrochemistry

Procedia PDF Downloads 182