Search results for: random graph

Authors: Surya R. Niraula, Devendra B Chhetry, Girish K. Singh, S. Nagesh, Frederick A. Connell

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Background: Although random sampling is generally considered to be the gold standard for population-based research, the majority of drug abuse research is based on non-random sampling despite the well-known limitations of this kind of sampling. Method: We compared the statistical properties of two surveys of drug abuse in the same community: one using snowball sampling of drug users who then identified “friend controls” and the other using a random sample of non-drug users (controls) who then identified “friend cases.” Models to predict drug abuse based on risk factors were developed for each data set using conditional logistic regression. We compared the precision of each model using bootstrapping method and the predictive properties of each model using receiver operating characteristics (ROC) curves. Results: Analysis of 100 random bootstrap samples drawn from the snowball-sample data set showed a wide variation in the standard errors of the beta coefficients of the predictive model, none of which achieved statistical significance. One the other hand, bootstrap analysis of the random-sample data set showed less variation, and did not change the significance of the predictors at the 5% level when compared to the non-bootstrap analysis. Comparison of the area under the ROC curves using the model derived from the random-sample data set was similar when fitted to either data set (0.93, for random-sample data vs. 0.91 for snowball-sample data, p=0.35); however, when the model derived from the snowball-sample data set was fitted to each of the data sets, the areas under the curve were significantly different (0.98 vs. 0.83, p < .001). Conclusion: The proposed method of random sampling of controls appears to be superior from a statistical perspective to snowball sampling and may represent a viable alternative to snowball sampling.

Keywords: drug abuse, matched case-control study, non-probability sampling, probability sampling

Procedia PDF Downloads 465

Authors: Peter M. Maurer Maurer

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DGL is a context free grammar-based tool for generating random data. Many types of simulator input data require some computation to be placed in the proper format. For example, it might be necessary to generate ordered triples in which the third element is the sum of the first two elements, or it might be necessary to generate random numbers in some sorted order. Although DGL is universal in computational power, generating these types of data is extremely difficult. To overcome this problem, we have enhanced DGL to include features that permit direct computation within the structure of a context free grammar. The features have been implemented as special types of productions, preserving the context free flavor of DGL specifications.

Keywords: DGL, Enhanced Context Free Grammars, Programming Constructs, Random Data Generation

Procedia PDF Downloads 117

Authors: Lu Ren, You-Liang Fang, Yan-Gang Zhao

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In recent years, the application of BIM (Building Information Modelling) to construction schedule plan has been the focus of more and more researchers. In order to assess the reasonable level of the BIM-based construction schedule plan, that is whether the schedule can be completed on time, some researchers have introduced reliability theory to evaluate. In the process of evaluation, the uncertain factors affecting the construction schedule plan are regarded as random variables, and probability distributions of the random variables are assumed to be normal distribution, which is determined using two parameters evaluated from the mean and standard deviation of statistical data. However, in practical engineering, most of the uncertain influence factors are not normal random variables. So the evaluation results of the construction schedule plan will be unreasonable under the assumption that probability distributions of random variables submitted to the normal distribution. Therefore, in order to get a more reasonable evaluation result, it is necessary to describe the distribution of random variables more comprehensively. For this purpose, cubic normal distribution is introduced in this paper to describe the distribution of arbitrary random variables, which is determined by the first four moments (mean, standard deviation, skewness and kurtosis). In this paper, building the BIM model firstly according to the design messages of the structure and making the construction schedule plan based on BIM, then the cubic normal distribution is used to describe the distribution of the random variables due to the collecting statistical data of the random factors influencing construction schedule plan. Next the reliability analysis of the construction schedule plan based on BIM can be carried out more reasonably. Finally, the more accurate evaluation results can be given providing reference for the implementation of the actual construction schedule plan. In the last part of this paper, the more efficiency and accuracy of the proposed methodology for the reliability analysis of the construction schedule plan based on BIM are conducted through practical engineering case.

Keywords: BIM, construction schedule plan, cubic normal distribution, reliability analysis

Procedia PDF Downloads 104

Authors: Seedwell Sithole

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One of the persistent problems in accounting education is how to effectively support students’ learning. A promising technique to this issue is to investigate the extent that learning is determined by the design of instructional material. This study examines the academic performance of students using three instructional designs in financial accounting. Student’s performance scores and reported mental effort ratings were used to determine the instructional effectiveness. The findings of this study show that accounting students prefer graph and text designs that are integrated. The results suggest that spatially separated graph and text presentations in accounting should be reorganized to align with the requirements of human cognitive architecture.

Keywords: accounting, cognitive load, education, instructional preferences, students

Procedia PDF Downloads 112

Authors: Liang-Hsuan Chen, Chia-Jung Chang

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Fuzzy random variables have been introduced as an imprecise concept of numeric values for characterizing the imprecise knowledge. The descriptive parameters can be used to describe the primary features of a set of fuzzy random observations. In fuzzy environments, the expected values are usually represented as fuzzy-valued, interval-valued or numeric-valued descriptive parameters using various metrics. Instead of the concept of area metric that is usually adopted in the relevant studies, the numeric expected value is proposed by the concept of distance metric in this study based on two characters (fuzziness and randomness) of FRVs. Comparing with the existing measures, although the results show that the proposed numeric expected value is same with those using the different metric, if only triangular membership functions are used. However, the proposed approach has the advantages of intuitiveness and computational efficiency, when the membership functions are not triangular types. An example with three datasets is provided for verifying the proposed approach.

Keywords: fuzzy random variables, distance measure, expected value, descriptive parameters

Procedia PDF Downloads 313

Authors: Xinyuan Chen, Mohd Nizam Husen, Zhongmei Zhou, Gongde Guo, Wei Gao

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Temporal Knowledge Graph Completion (TKGC) has attracted increasing attention for its enormous value; however, existing models lack capabilities to capture both local interactions and global dependencies simultaneously with evolutionary dynamics, while the latest achievements in convolutions and Transformers haven't been employed in this area. What’s more, periodic patterns in TKGs haven’t been fully explored either. To this end, a multi-stage hybrid architecture with convolution-backed Transformers is introduced in TKGC tasks for the first time combining the Hawkes process to model evolving event sequences in a continuous-time domain. In addition, the seasonal-trend decomposition is adopted to identify periodic patterns. Experiments on six public datasets are conducted to verify model effectiveness against state-of-the-art (SOTA) methods. An extensive ablation study is carried out accordingly to evaluate architecture variants as well as the contributions of independent components in addition, paving the way for further potential exploitation. Besides complexity analysis, input sensitivity and safety challenges are also thoroughly discussed for comprehensiveness with novel methods.

Keywords: temporal knowledge graph completion, convolution, transformer, Hawkes process, periodicity

Procedia PDF Downloads 46

Authors: Hongmin Deng, Qionghua Wang

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A modified two dimensional (2D) logistic map based on cross feedback control is proposed. This 2D map exhibits more random chaotic dynamical properties than the classic one dimensional (1D) logistic map in the statistical characteristics analysis. So it is utilized as the pseudo-random (PN) sequence generator, where the obtained real-valued PN sequence is quantized at first, then applied to radio frequency identification (RFID) communication system in this paper. This system is experimentally validated on a cortex-M₀ development board, which shows the effectiveness in key generation, the size of key space and security. At last, further cryptanalysis is studied through the test suite in the National Institute of Standards and Technology (NIST).

Keywords: chaos encryption, logistic map, pseudo-random sequence, RFID

Procedia PDF Downloads 374

Authors: Bharatendra Rai

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Predictive data analysis and modeling involving machine learning techniques become challenging in presence of too many explanatory variables or features. Presence of too many features in machine learning is known to not only cause algorithms to slow down, but they can also lead to decrease in model prediction accuracy. This study involves housing dataset with 79 quantitative and qualitative features that describe various aspects people consider while buying a new house. Boruta algorithm that supports feature selection using a wrapper approach build around random forest is used in this study. This feature selection process leads to 49 confirmed features which are then used for developing predictive random forest models. The study also explores five different data partitioning ratios and their impact on model accuracy are captured using coefficient of determination (r-square) and root mean square error (rsme).

Keywords: housing data, feature selection, random forest, Boruta algorithm, root mean square error

Procedia PDF Downloads 286

Authors: Halil Ibrahim Demir, Caner Erden, Abdullah Hulusi Kokcam, Mumtaz Ipek

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Process planning, scheduling, and due date assignment are three important manufacturing functions which are studied independently in literature. There are hundreds of works on IPPS and SWDDA problems but a few works on IPPSDDA problem. Integrating these three functions is very crucial due to the high relationship between them. Since the scheduling problem is in the NP-Hard problem class without any integration, an integrated problem is even harder to solve. This study focuses on the integration of these functions. Sum of weighted tardiness, earliness, and due date related costs are used as a penalty function. Random search and hybrid metaheuristics are used to solve the integrated problem. Marginal improvement in random search is very high in the early iterations and reduces enormously in later iterations. At that point directed search contribute to marginal improvement more than random search. In this study, random and genetic search methods are combined to find better solutions. Results show that overall performance becomes better as the integration level increases.

Keywords: process planning, genetic algorithm, hybrid search, random search, weighted due-date assignment, weighted scheduling

Procedia PDF Downloads 335

Authors: Nini Johana Marín Rodríguez, William Fernando Oquendo Patino

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In this work, we model a coupled system where we explore the effects of steady and random behavior on a linear system like an extension of the classic Strogatz model. This is exemplified by modeling a couple love dynamics as a linear system of two coupled differential equations and studying its stability for four types of lovers chosen as CC='Cautious- Cautious', OO='Only other feelings', OP='Opposites' and RR='Romeo the Robot'. We explore the effects of, first, introducing saturation, and second, adding a random variation to one of the CC-type lover, which will shape his character by trying to model how its variability influences the dynamics between love and hate in couple in a long run relationship. This work could also be useful to model other kind of systems where interactions can be modeled as linear systems with external or internal random influence. We found the final results are not easy to predict and a strong dependence on initial conditions appear, which a signature of chaos.

Keywords: differential equations, dynamical systems, linear system, love dynamics

Procedia PDF Downloads 323

Authors: Mohammadamin Abbasnejad

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The analysis of expression and facial Action Units (AUs) detection are very important tasks in fields of computer vision and Human Computer Interaction (HCI) due to the wide range of applications in human life. Many works have been done during the past few years which has their own advantages and disadvantages. In this work, we present a new model based on Gaussian Conditional Random Field. We solve our objective problem using ADMM and we show how well the proposed model works. We train and test our work on two facial expression datasets, CK+, and RU-FACS. Experimental evaluation shows that our proposed approach outperform state of the art expression recognition.

Keywords: Gaussian Conditional Random Field, ADMM, convergence, gradient descent

Procedia PDF Downloads 324

Authors: Sumit Kumar, Sunil Kumar, Chandan Deep Singh

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This paper presents modeling and simulation of flexible robot in an underwater environment. The underwater environment completely contrasts with ground or space environment. The robot in an underwater situation is subjected to various dynamic forces like buoyancy forces, hydrostatic and hydrodynamic forces. The underwater robot is modeled as Rayleigh beam. The developed model further allows estimating the deflection of tip in two directions. The complete dynamics of the underwater robot is analyzed, which is the main focus of this investigation. The control of robot trajectory is not discussed in this paper. Simulation is performed using Symbol Shakti software.

Keywords: bond graph modeling, dynamics. modeling, rayleigh beam, underwater robot

Procedia PDF Downloads 553

Authors: Sami Mestiri, Abdeljelil Farhat

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The aim of this current paper is to predict the credit risk of banks in Tunisia, over the period (2000-2005). For this purpose, two methods for the estimation of the logistic regression model with random effects: Penalized Quasi Likelihood (PQL) method and Gibbs Sampler algorithm are applied. By using the information on a sample of 528 Tunisian firms and 26 financial ratios, we show that Bayesian approach improves the quality of model predictions in terms of good classification as well as by the ROC curve result.

Keywords: forecasting, credit risk, Penalized Quasi Likelihood, Gibbs Sampler, logistic regression with random effects, curve ROC

Procedia PDF Downloads 509

Authors: Marlen Acosta Alamo, Lisa Manne, Richard Veit

Abstract:

Habitat loss due to land use change is one of the leading causes of biodiversity loss worldwide. This form of habitat loss is a non-random phenomenon since the same environmental factors that make an area suitable for supporting high local biodiversity overlap with those that make it attractive for urban development. We aimed to compare the effect of two non-random habitat loss predictors on the richness, abundance, and rarity of nature-affiliated and human-affiliated North American breeding birds. For each group of birds, we simulated the non-random habitat loss using two predictors: the House Price Index as a measure of the attractiveness of an area for humans and the Normalized Difference Vegetation Index as a proxy for primary productivity. We compared the results of the two non-random simulation sets and one set of random habitat loss simulations using an analysis of variance and followed up with a Tukey-Kramer test when appropriate. The attractiveness of an area for humans predicted estimates of richness loss and increase of rarity higher than primary productivity and random habitat loss for nature-affiliated and human-affiliated birds. For example, at 50% of habitat loss, the attractiveness of an area for humans produced estimates of richness at least 5% lower and of a rarity at least 40% higher than primary productivity and random habitat loss for both groups of birds. Only for the species abundance of nature-affiliated birds, the attractiveness of an area for humans did not outperform primary productivity as a predictor of biodiversity following habitat loss. We demonstrated the value of the House Price Index, which can be used in conservation assessments as an index of the risks of habitat loss for natural communities. Thus, our results have relevant implications for sustainable urban land-use planning practices and can guide stakeholders and developers in their efforts to conserve local biodiversity.

Keywords: biodiversity loss, bird biodiversity, house price index, non-random habitat loss

Procedia PDF Downloads 53

Authors: Awol Seid Ebrie

Abstract:

HIV results as an incurable disease, AIDS. After a person is infected with virus, the virus gradually destroys all the infection fighting cells called CD4 cells and makes the individual susceptible to opportunistic infections which cause severe or fatal health problems. Several studies show that the CD4 cells count is the most determinant indicator of the effectiveness of the treatment or progression of the disease. The objective of this paper is to investigate the progression of the disease over time among patient under HAART treatment. Two main approaches of the generalized multilevel ordinal models; namely the proportional odds model and the nonproportional odds model have been applied to the HAART data. Also, the multilevel part of both models includes random intercepts and random coefficients. In general, four models are explored in the analysis and then the models are compared using the deviance information criteria. Of these models, the random coefficients nonproportional odds model is selected as the best model for the HAART data used as it has the smallest DIC value. The selected model shows that the progression of the disease increases as the time under the treatment increases. In addition, it reveals that gender, baseline clinical stage and functional status of the patient have a significant association with the progression of the disease.

Keywords: nonproportional odds model, proportional odds model, random coefficients model, random intercepts model

Procedia PDF Downloads 387

Authors: Luiz G. Véras, Felipe L. Medeiros, Lamartine F. Guimarães

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This work approaches the automatic planning of paths for Unmanned Aerial Vehicles (UAVs) through the application of the Rapidly Exploring Random Tree Star-Smart (RRT*-Smart) algorithm. RRT*-Smart is a sampling process of positions of a navigation environment through a tree-type graph. The algorithm consists of randomly expanding a tree from an initial position (root node) until one of its branches reaches the final position of the path to be planned. The algorithm ensures the planning of the shortest path, considering the number of iterations tending to infinity. When a new node is inserted into the tree, each neighbor node of the new node is connected to it, if and only if the extension of the path between the root node and that neighbor node, with this new connection, is less than the current extension of the path between those two nodes. RRT*-smart uses an intelligent sampling strategy to plan less extensive routes by spending a smaller number of iterations. This strategy is based on the creation of samples/nodes near to the convex vertices of the navigation environment obstacles. The planned paths are smoothed through the application of the method called quintic pythagorean hodograph curves. The smoothing process converts a route into a dynamically-viable one based on the kinematic constraints of the vehicle. This smoothing method models the hodograph components of a curve with polynomials that obey the Pythagorean Theorem. Its advantage is that the obtained structure allows computation of the curve length in an exact way, without the need for quadratural techniques for the resolution of integrals.

Keywords: path planning, path smoothing, Pythagorean hodograph curve, RRT*-Smart

Procedia PDF Downloads 142

Authors: Davies Obaromi, Qin Yongsong, James Ndege, Azeez Adeboye, Akinwumi Odeyemi

Abstract:

The basic model usually used in disease mapping, is the Besag, York and Mollie (BYM) model and which combines the spatially structured and spatially unstructured priors as random effects. Bayesian Conditional Autoregressive (CAR) model is a disease mapping method that is commonly used for smoothening the relative risk of any disease as used in the Besag, York and Mollie (BYM) model. This model (CAR), which is also usually assigned as a prior to one of the spatial random effects in the BYM model, successfully uses information from adjacent sites to improve estimates for individual sites. To our knowledge, there are some unrealistic or counter-intuitive consequences on the posterior covariance matrix of the CAR prior for the spatial random effects. In the conventional BYM (Besag, York and Mollie) model, the spatially structured and the unstructured random components cannot be seen independently, and which challenges the prior definitions for the hyperparameters of the two random effects. Therefore, the main objective of this study is to construct and utilize an extended Bayesian spatial CAR model for studying tuberculosis patterns in the Eastern Cape Province of South Africa, and then compare for flexibility with some existing CAR models. The results of the study revealed the flexibility and robustness of this alternative extended CAR to the commonly used CAR models by comparison, using the deviance information criteria. The extended Bayesian spatial CAR model is proved to be a useful and robust tool for disease modeling and as a prior for the structured spatial random effects because of the inclusion of an extra hyperparameter.

Keywords: Besag2, CAR models, disease mapping, INLA, spatial models

Procedia PDF Downloads 239

Authors: Hamsini Pulugurtha, P. V. S. L. Jagadamba

Abstract:

Programmed Speech to Text and Text Summarization Using Graph-based Algorithms can be utilized in gatherings to get the short depiction of the gathering for future reference. This gives signature check utilizing Siamese neural organization to confirm the personality of the client and convert the client gave sound record which is in English into English text utilizing the discourse acknowledgment bundle given in python. At times just the outline of the gathering is required, the answer for this text rundown. Thus, the record is then summed up utilizing the regular language preparing approaches, for example, solo extractive text outline calculations

Keywords: Siamese neural network, English speech, English text, natural language processing, unsupervised extractive text summarization

Procedia PDF Downloads 180

Authors: Samira Cherid, Samir Bentata, F. Zahira Meghoufel, Sabria Terkhi, Yamina Sefir, Fatima Bendahma, Bouabdellah Bouadjemi, Ali Z. Itouni

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In this work, we examined the propagation of light in one-dimensional systems is examined by means of the random dimer model. The introduction of defect elements, randomly in the studied system, breaks down the Anderson localization and provides a set of propagating delocalized modes at the corresponding conventional dimer resonances. However, tuning suitably the defect dimer resonance on the host ones (or vice versa), the transmission magnitudes can be enhanced providing the optimized ballistic transmission regime as an average response. Hence, ballistic optical filters can be conceived at desired wavelengths.

Keywords: photonic crystals, random dimer model, ballistic resonance, localization and transmission

Procedia PDF Downloads 481

Authors: Yungtai Lo

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Two-part random effects models have been used to fit semi-continuous longitudinal data where the response variable has a point mass at 0 and a continuous right-skewed distribution for positive values. We review methods proposed in the literature for analyzing data with excess zeros. A two-part logit-log-normal random effects model, a two-part logit-truncated normal random effects model, a two-part logit-gamma random effects model, and a two-part logit-skew normal random effects model were used to examine effects of a bottle-weaning intervention on reducing bottle use and daily milk intake from bottles in toddlers aged 11 to 13 months in a randomized controlled trial. We show in all four two-part models that the intervention promoted bottle-weaning and reduced daily milk intake from bottles in toddlers drinking from a bottle. We also show that there are no differences in model fit using either the logit link function or the probit link function for modeling the probability of bottle-weaning in all four models. Furthermore, prediction accuracy of the logit or probit link function is not sensitive to the distribution assumption on daily milk intake from bottles in toddlers not off bottles.

Keywords: two-part model, semi-continuous variable, truncated normal, gamma regression, skew normal, Pearson residual, receiver operating characteristic curve

Procedia PDF Downloads 321

Authors: Mochamad Beta Auditama, Yusuf Kurniawan

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A smartphone or tablet require a strong randomness to establish secure encrypted communication, encrypt files, etc. Therefore, random number generation is one of the main keys to provide secrecy. Android devices are equipped with hardware-based sensors, such as accelerometer, gyroscope, etc. Each of these sensors provides a stochastic process which has a potential to be used as an extra randomness source, in addition to /dev/random and /dev/urandom pseudorandom number generators. Android sensors can provide randomness automatically. To obtain randomness from Android sensors, each one of Android sensors shall be used to construct an entropy source. After all entropy sources are constructed, output from these entropy sources are combined to provide more entropy. Then, a deterministic process is used to produces a sequence of random bits from the combined output. All of these processes are done in accordance with NIST SP 800-22 and the series of NIST SP 800-90. The operation conditions are done 1) on Android user-space, and 2) the Android device is placed motionless on a desk.

Keywords: Android hardware-based sensor, deterministic process, entropy source, random number generation/generators

Procedia PDF Downloads 337

Authors: Rajnish Shrivastava, Y. R. Sood, Priti Pundir, Rahul Srivastava

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Power transformer is one of the most important devices that are used in power station. Due to several fault impending upon it or due to ageing, etc its life gets lowered. So, it becomes necessary to have diagnosis of oil for fault analysis. Due to the chemical, electrical, thermal and mechanical stress the insulating material in the power transformer degraded. It is important to regularly assess the condition of oil and the remaining life of the power transformer. In this paper UV-VIS absorption graph area is correlated with moisture content, Flash point, IFT and Density of Transformer oil. Since UV-VIS absorption graph area varies accordingly with the variation in different transformer parameters. So by obtaining the correlation among different oil parameters for oil with respect to UV-VIS absorption area, decay contents of transformer oil can be predicted

Keywords: breakdown voltage (BDV), interfacial Tension (IFT), moisture content, ultra violet-visible rays spectroscopy (UV-VIS)

Procedia PDF Downloads 613

Authors: Taysir Soliman

Abstract:

One of the current popular clustering techniques is Spectral Clustering (SC) because of its advantages over conventional approaches such as hierarchical clustering, k-means, etc. and other techniques as well. However, one of the disadvantages of SC is the time consuming process because it requires computing the eigenvectors. In the past to overcome this disadvantage, a number of attempts have been proposed such as the Power Iteration Clustering (PIC) technique, which is one of versions from SC; some of PIC advantages are: 1) its scalability and efficiency, 2) finding one pseudo-eigenvectors instead of computing eigenvectors, and 3) linear combination of the eigenvectors in linear time. However, its worst disadvantage is an inter-class collision problem because it used only one pseudo-eigenvectors which is not enough. Previous researchers developed Deflation-based Power Iteration Clustering (DPIC) to overcome problems of PIC technique on inter-class collision with the same efficiency of PIC. In this paper, we developed Parallel DPIC (PDPIC) to improve the time and memory complexity which is run on apache spark framework using sparse matrix. To test the performance of PDPIC, we compared it to SC, ESCG, ESCALG algorithms on four small graph benchmark datasets and nine large graph benchmark datasets, where PDPIC proved higher accuracy and better time consuming than other compared algorithms.

Keywords: spectral clustering, power iteration clustering, deflation-based power iteration clustering, Apache spark, large graph

Procedia PDF Downloads 148

Authors: R. Remya

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We consider an M/M/1 multiple variant vacation queueing system and working vacation with waiting server. Here, comparing considering three models. First model, working vacation is taken after the server has exhaustively served all the customers in the system and waits random amount of time. After completing a working vacation, the server will wait for a random period of time before going on vacation. Then it goes to finite number of vacations same way. After end of J th vacation server waits in busy or served immediately. Second model, working vacation is taken after the server has exhaustively served all the customers in the system and waits random amount of time. Third model, working vacation is taken after the server has exhaustively served all the customers in the system and waits random amount of time. It is expected that service times and vacation lengths are exponentially distributed . We provide a steady-state solution and cost comparison for the stated models.

Keywords: vacation, working vacation, waiting server, steady state analysis, cost analysis

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Authors: Chimezie P. Nnanwa, Thomas C. Urama, Patrick O. Ezepue

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In this paper we use Random Matrix Theory to analyze the eigen-structure of the empirical correlations of 82 stocks which are consistently traded in the Nigerian Stock Exchange (NSE) over a 4-year study period 3 August 2009 to 26 August 2013. We apply the Marchenko-Pastur distribution of eigenvalues of a purely random matrix to investigate the presence of investment-pertinent information contained in the empirical correlation matrix of the selected stocks. We use hypothesised standard normal distribution of eigenvector components from RMT to assess deviations of the empirical eigenvectors to this distribution for different eigenvalues. We also use the Inverse Participation Ratio to measure the deviation of eigenvectors of the empirical correlation matrix from RMT results. These preliminary results on the dynamics of asset price correlations in the NSE are important for improving risk-return trade-offs associated with Markowitz’s portfolio optimization in the stock exchange, which is pursued in future work.

Keywords: correlation matrix, eigenvalue and eigenvector, inverse participation ratio, portfolio optimization, random matrix theory

Procedia PDF Downloads 310

Authors: Wafa Slaibi Alsharafat

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Genetic algorithms (GA) are random algorithms as random numbers that are generated during the operation of the algorithm determine what happens. This means that if GA is applied twice to optimize exactly the same problem it might produces two different answers. In this project, we propose an evolutionary algorithm and Genetic Algorithm (GA) to be implemented in symmetric encryption and decryption. Here, user's message and user secret information (key) which represent plain text to be transferred into cipher text.

Keywords: GA, encryption, decryption, crossover

Procedia PDF Downloads 413

Authors: Lule Basha, Eralda Gjika

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The exchange rate is one of the most important economic variables, especially for a small, open economy such as Albania. Its effect is noticeable in one country's competitiveness, trade and current account, inflation, wages, domestic economic activity, and bank stability. This study investigates the fluctuation of Albania’s exchange rates using monthly average foreign currency, Euro (Eur) to Albanian Lek (ALL) exchange rate with a time span from January 2008 to June 2021, and the macroeconomic factors that have a significant effect on the exchange rate. Initially, the Random Forest Regression algorithm is constructed to understand the impact of economic variables on the behavior of monthly average foreign currencies exchange rates. Then the forecast of macro-economic indicators for 12 months was performed using time series models. The predicted values received are placed in the random forest model in order to obtain the average monthly forecast of the Euro to Albanian Lek (ALL) exchange rate for the period July 2021 to June 2022.

Keywords: exchange rate, random forest, time series, machine learning, prediction

Procedia PDF Downloads 70

Authors: Razieh Khalafi

Abstract:

Myocardial infarction (MI) or acute myocardial infarction (AMI), commonly known as a heart attack, occurs when blood flow stops to part of the heart causing damage to the heart muscle. An ECG can often show evidence of a previous heart attack or one that's in progress. The patterns on the ECG may indicate which part of your heart has been damaged, as well as the extent of the damage. In chaos theory, the correlation dimension is a measure of the dimensionality of the space occupied by a set of random points, often referred to as a type of fractal dimension. In this research by considering ECG signal as a random walk we work on forecasting the oncoming heart attack by analyzing the ECG signals using the correlation dimension. In order to test the model a set of ECG signals for patients before and after heart attack was used and the strength of model for forecasting the behavior of these signals were checked. Results shows this methodology can forecast the ECG and accordingly heart attack with high accuracy.

Keywords: heart attack, ECG, random walk, correlation dimension, forecasting

Procedia PDF Downloads 501

Authors: Rafeqah Raslan, Mastura AbdManaf, Junaidah Jai, Istikamah Subuki, Ana Najwa Mustapa

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The volatile citronella essential oil was encapsulated by simple coacervation and complex coacervation using gum Arabic and gelatin as wall material. Glutaraldehyde was used in the methodology as crosslinking agent. The citronella standard calibration graph was developed with R2 equal to 0.9523 for the accurate determination of encapsulation efficiency and release study. The release kinetic was analyzed based on Fick’s law of diffusion for polymeric system and linear graph of log fraction release over log time was constructed to determine the release rate constant, k and diffusion coefficient, n. Both coacervation methods in the present study produce encapsulation efficiency around 94%. The capsules morphology analysis supported the release kinetic mechanisms of produced capsules for both coacervation process.

Keywords: simple coacervation, complex coacervation, encapsulation efficiency, release kinetic study

Procedia PDF Downloads 288

Authors: Katsumi Hirata

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To develop the useful acoustic environmental recognition system, the method of estimating 3D-position of a stationary random acoustic source using bispectral analysis of 4-point detected signals is proposed. The method uses information about amplitude attenuation and propagation delay extracted from amplitude ratios and angles of auto- and cross-bispectra of the detected signals. It is expected that using bispectral analysis affects less influence of Gaussian noises than using conventional power spectral one. In this paper, the basic principle of the method is mentioned first, and its validity and features are considered from results of the fundamental experiments assumed ideal circumstances.

Keywords: 4-point detection, a stationary random acoustic source, auto- and cross-bispectra, estimation of 3D-position

Procedia PDF Downloads 330