Search results for: rank estimates
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1090

Search results for: rank estimates

790 A Survey on Quasi-Likelihood Estimation Approaches for Longitudinal Set-ups

Authors: Naushad Mamode Khan

Abstract:

The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood based estimating methodology. The joint generalized quasilikelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQLIII) that are based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: longitudinal, com-Poisson, ill-conditioned, INAR(1), GLMS, GQL

Procedia PDF Downloads 332
789 Exploring Service Performance of Area-Based Bus Service for Dhaka: A Case Study of Dhaka Chaka

Authors: Md. Musfiqur Rahman Bhuiya Nidalia Islam, Hossain Mohiuddin, Md. Kawser Bin Zaman

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Dhaka North City Corporation introduced first area-based bus service on 10 August 2016 to run through Gulshan and Banani area to dilute sufferings of the people which started with the ban on movement of the bus in these areas after Holy Artisan terrorist attack. This study explores service quality performance of Dhaka Chaka on the basis of information provided by its riders on a questionnaire survey. Total thirteen service quality indicators have been ranked on a scale of 1-5, and they have been classified under three latent variables based on their correlation using eigenvalue and rotated factor matrix derived through factor analysis process. Mean, and skewness has been calculated for each indicator. It has been found that ticket price and ticketing system have relatively poor average service quality rank than other factors. All other factors have moderately good performance. The study also suggests some recommendation to improve service quality of Dhaka Chaka based on the interrelation between considered parameters.

Keywords: area based bus service, eigen value, factor analysis, correlation

Procedia PDF Downloads 157
788 Random Access in IoT Using Naïve Bayes Classification

Authors: Alhusein Almahjoub, Dongyu Qiu

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This paper deals with the random access procedure in next-generation networks and presents the solution to reduce total service time (TST) which is one of the most important performance metrics in current and future internet of things (IoT) based networks. The proposed solution focuses on the calculation of optimal transmission probability which maximizes the success probability and reduces TST. It uses the information of several idle preambles in every time slot, and based on it, it estimates the number of backlogged IoT devices using Naïve Bayes estimation which is a type of supervised learning in the machine learning domain. The estimation of backlogged devices is necessary since optimal transmission probability depends on it and the eNodeB does not have information about it. The simulations are carried out in MATLAB which verify that the proposed solution gives excellent performance.

Keywords: random access, LTE/LTE-A, 5G, machine learning, Naïve Bayes estimation

Procedia PDF Downloads 121
787 Machine Learning for Feature Selection and Classification of Systemic Lupus Erythematosus

Authors: H. Zidoum, A. AlShareedah, S. Al Sawafi, A. Al-Ansari, B. Al Lawati

Abstract:

Systemic lupus erythematosus (SLE) is an autoimmune disease with genetic and environmental components. SLE is characterized by a wide variability of clinical manifestations and a course frequently subject to unpredictable flares. Despite recent progress in classification tools, the early diagnosis of SLE is still an unmet need for many patients. This study proposes an interpretable disease classification model that combines the high and efficient predictive performance of CatBoost and the model-agnostic interpretation tools of Shapley Additive exPlanations (SHAP). The CatBoost model was trained on a local cohort of 219 Omani patients with SLE as well as other control diseases. Furthermore, the SHAP library was used to generate individual explanations of the model's decisions as well as rank clinical features by contribution. Overall, we achieved an AUC score of 0.945, F1-score of 0.92 and identified four clinical features (alopecia, renal disorders, cutaneous lupus, and hemolytic anemia) along with the patient's age that was shown to have the greatest contribution on the prediction.

Keywords: feature selection, classification, systemic lupus erythematosus, model interpretation, SHAP, Catboost

Procedia PDF Downloads 53
786 Enhanced Multi-Scale Feature Extraction Using a DCNN by Proposing Dynamic Soft Margin SoftMax for Face Emotion Detection

Authors: Armin Nabaei, M. Omair Ahmad, M. N. S. Swamy

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Many facial expression and emotion recognition methods in the traditional approaches of using LDA, PCA, and EBGM have been proposed. In recent years deep learning models have provided a unique platform addressing by automatically extracting the features for the detection of facial expression and emotions. However, deep networks require large training datasets to extract automatic features effectively. In this work, we propose an efficient emotion detection algorithm using face images when only small datasets are available for training. We design a deep network whose feature extraction capability is enhanced by utilizing several parallel modules between the input and output of the network, each focusing on the extraction of different types of coarse features with fined grained details to break the symmetry of produced information. In fact, we leverage long range dependencies, which is one of the main drawback of CNNs. We develop this work by introducing a Dynamic Soft-Margin SoftMax.The conventional SoftMax suffers from reaching to gold labels very soon, which take the model to over-fitting. Because it’s not able to determine adequately discriminant feature vectors for some variant class labels. We reduced the risk of over-fitting by using a dynamic shape of input tensor instead of static in SoftMax layer with specifying a desired Soft- Margin. In fact, it acts as a controller to how hard the model should work to push dissimilar embedding vectors apart. For the proposed Categorical Loss, by the objective of compacting the same class labels and separating different class labels in the normalized log domain.We select penalty for those predictions with high divergence from ground-truth labels.So, we shorten correct feature vectors and enlarge false prediction tensors, it means we assign more weights for those classes with conjunction to each other (namely, “hard labels to learn”). By doing this work, we constrain the model to generate more discriminate feature vectors for variant class labels. Finally, for the proposed optimizer, our focus is on solving weak convergence of Adam optimizer for a non-convex problem. Our noteworthy optimizer is working by an alternative updating gradient procedure with an exponential weighted moving average function for faster convergence and exploiting a weight decay method to help drastically reducing the learning rate near optima to reach the dominant local minimum. We demonstrate the superiority of our proposed work by surpassing the first rank of three widely used Facial Expression Recognition datasets with 93.30% on FER-2013, and 16% improvement compare to the first rank after 10 years, reaching to 90.73% on RAF-DB, and 100% k-fold average accuracy for CK+ dataset, and shown to provide a top performance to that provided by other networks, which require much larger training datasets.

Keywords: computer vision, facial expression recognition, machine learning, algorithms, depp learning, neural networks

Procedia PDF Downloads 51
785 Opportunities and Challenges of Omni Channel Retailing in the Emerging Market

Authors: Salma Ahmed, Anil Kumar

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This paper develops and estimates a model for understanding the drivers and barriers for Omni-Channel retail. This study serves as one of the first attempt to empirically test the effect of various factors on Omni-channel retail. Omni-channel is relative new and evolving, we hypothesize three drivers: (1) Innovative sales and marketing opportunities, (2) channel migration, (3) Cross channel synergies; and three barriers: (1) Integrated sales and marketing operations, (2) Visibility and synchronization (3) Integration and Technology challenges. The findings from the study strongly support that Omni-channel effects exist between cross channel synergy and channel migration. However, it partially supports innovative sales and marketing operations. We also found the variables which we identified as barriers to Omni-channel retail have a strong impact on Omni-channel retail.

Keywords: retailing, multichannel, Omni-channel, emerging market

Procedia PDF Downloads 505
784 Does "R and D" Investment Drive Economic Growth? Evidence from Africa

Authors: Boopen Seetanah, R. V. Sannassee, Sheereen Fauzel, Robin Nunkoo

Abstract:

The bulk of research on the impact of research and development (R&D) has been carried out in developed economies where the intensity of R&D expenditure has been relatively high and stable for many years. However, there is a paucity of similar studies in developing countries. In this paper, we provide empirical estimates of the impact of R&D investment on economic growth in a developing African economy (Mauritius) where R&D expenditure intensity has been low initially, but rising, albeit moderately in recent years. Using a dynamic time series analysis over the period 1980 to 2014 in a Vector Autoregressive framework, R & D is shown to have a positive and significant effect on the economic progress of the island, although the impact is considerably less when compared to both other ingredients of growth and also to reported elasticities fromdeveloped economies . Interestingly, there is evidence of bicausality between R & D and growth. furthermore, R & D positively impacts on both domestic and foreign investment, suggesting the possibilities of indirect effects.

Keywords: R & D, VECM, Africa, Mauritius

Procedia PDF Downloads 402
783 Stochastic Approach for Technical-Economic Viability Analysis of Electricity Generation Projects with Natural Gas Pressure Reduction Turbines

Authors: Roberto M. G. Velásquez, Jonas R. Gazoli, Nelson Ponce Jr, Valério L. Borges, Alessandro Sete, Fernanda M. C. Tomé, Julian D. Hunt, Heitor C. Lira, Cristiano L. de Souza, Fabio T. Bindemann, Wilmar Wounnsoscky

Abstract:

Nowadays, society is working toward reducing energy losses and greenhouse gas emissions, as well as seeking clean energy sources, as a result of the constant increase in energy demand and emissions. Energy loss occurs in the gas pressure reduction stations at the delivery points in natural gas distribution systems (city gates). Installing pressure reduction turbines (PRT) parallel to the static reduction valves at the city gates enhances the energy efficiency of the system by recovering the enthalpy of the pressurized natural gas, obtaining in the pressure-lowering process shaft work and generating electrical power. Currently, the Brazilian natural gas transportation network has 9,409 km in extension, while the system has 16 national and 3 international natural gas processing plants, including more than 143 delivery points to final consumers. Thus, the potential of installing PRT in Brazil is 66 MW of power, which could yearly avoid the emission of 235,800 tons of CO2 and generate 333 GWh/year of electricity. On the other hand, an economic viability analysis of these energy efficiency projects is commonly carried out based on estimates of the project's cash flow obtained from several variables forecast. Usually, the cash flow analysis is performed using representative values of these variables, obtaining a deterministic set of financial indicators associated with the project. However, in most cases, these variables cannot be predicted with sufficient accuracy, resulting in the need to consider, to a greater or lesser degree, the risk associated with the calculated financial return. This paper presents an approach applied to the technical-economic viability analysis of PRTs projects that explicitly considers the uncertainties associated with the input parameters for the financial model, such as gas pressure at the delivery point, amount of energy generated by TRP, the future price of energy, among others, using sensitivity analysis techniques, scenario analysis, and Monte Carlo methods. In the latter case, estimates of several financial risk indicators, as well as their empirical probability distributions, can be obtained. This is a methodology for the financial risk analysis of PRT projects. The results of this paper allow a more accurate assessment of the potential PRT project's financial feasibility in Brazil. This methodology will be tested at the Cuiabá thermoelectric plant, located in the state of Mato Grosso, Brazil, and can be applied to study the potential in other countries.

Keywords: pressure reduction turbine, natural gas pressure drop station, energy efficiency, electricity generation, monte carlo methods

Procedia PDF Downloads 76
782 The Association between Facebook Emotional Dependency with Psychological Well-Being in Eudaimonic Approach among Adolescents 13-16 Years Old

Authors: Somayyeh Naeemi, Ezhar Tamam

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In most of the countries, Facebook allocated high rank of usage among other social network sites. Several studies have examined the effect of Facebook intensity on individuals’ psychological well-being. However, few studies have investigated its effect on eudaimonic well-being. The current study explored how emotional dependency to Facebook relates to psychological well-being in terms of eudaimonic well-being. The number of 402 adolescents 13-16 years old who studied in upper secondary school in Malaysia participated in this study. It was expected to find out a negative association between emotional dependency to Facebook and time spent on Facebook and psychological well-being. It also was examined the moderation effects of self-efficacy on psychological well-being. The results by Structural Equation Modeling revealed that emotional dependency to Facebook has a negative effect on adolescents’ psychological well-being. Surprisingly self-efficacy did not have moderation effect on the relationship between emotional dependency to Facebook and psychological well-being. Lastly, the emotional dependency to Facebook and not the time spent on Facebook lessen adolescents’ psychological well-being, suggesting the value of investigating Facebook usage among college students in future studies.

Keywords: emotional dependency to facebook, psychological well-being, eudaimonic well-being, self-efficacy, adolescent

Procedia PDF Downloads 488
781 Identification of Shocks from Unconventional Monetary Policy Measures

Authors: Margarita Grushanina

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After several prominent central banks including European Central Bank (ECB), Federal Reserve System (Fed), Bank of Japan and Bank of England employed unconventional monetary policies in the aftermath of the financial crisis of 2008-2009 the problem of identification of the effects from such policies became of great interest. One of the main difficulties in identification of shocks from unconventional monetary policy measures in structural VAR analysis is that they often are anticipated, which leads to a non-fundamental MA representation of the VAR model. Moreover, the unconventional monetary policy actions may indirectly transmit to markets information about the future stance of the interest rate, which raises a question of the plausibility of the assumption of orthogonality between shocks from unconventional and conventional policy measures. This paper offers a method of identification that takes into account the abovementioned issues. The author uses factor-augmented VARs to increase the information set and identification through heteroskedasticity of error terms and rank restrictions on the errors’ second moments’ matrix to deal with the cross-correlation of the structural shocks.

Keywords: factor-augmented VARs, identification through heteroskedasticity, monetary policy, structural VARs

Procedia PDF Downloads 323
780 Evaluation of Suitable Housing System for Adoption in Addis Ababa

Authors: Yidnekachew Daget, Hong Zhang

Abstract:

The decision-making process in order to select the suitable housing system for application in housing construction has been a challenge for many developing countries. This study evaluates the decision process to identify the suitable housing systems for adoption in Addis Ababa. Ten industrialized housing systems were considered as alternatives for comparison. These systems have been used in a housing development in different parts of the world. A relevant literature review and contextual analysis were conducted. An analytical hierarchy process and an Expert Choice Comparion platform were employed as a research technique and tool to evaluate the professionals’ level of preferences with regard to the housing systems. The findings revealed the priority rank and characteristics of the suitable housing systems to be adapted for application in housing development. The decision criteria and the analytical process used in this study can help the decision-makers and the housing developers in developing countries make effective evaluations and decisions.

Keywords: analytical hierarchy process, decision-making, expert choice comparion, industrialized housing systems

Procedia PDF Downloads 231
779 Application of Failure Mode and Effects Analysis (FMEA) on the Virtual Process Hazard Analysis of Acetone Production Process

Authors: Princes Ann E. Prieto, Denise F. Alpuerto, John Rafael C. Unlayao, Neil Concibido, Monet Concepcion Maguyon-Detras

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Failure Mode and Effects Analysis (FMEA) has been used in the virtual Process Hazard Analysis (PHA) of the Acetone production process through the dehydrogenation of isopropyl alcohol, for which very limited process risk assessment has been published. In this study, the potential failure modes, effects, and possible causes of selected major equipment in the process were identified. During the virtual FMEA mock sessions, the risks in the process were evaluated and recommendations to reduce and/or mitigate the process risks were formulated. The risk was estimated using the calculated risk priority number (RPN) and was classified into four (4) levels according to their effects on acetone production. Results of this study were also used to rank the criticality of equipment in the process based on the calculated criticality rating (CR). Bow tie diagrams were also created for the critical hazard scenarios identified in the study.

Keywords: chemical process safety, failure mode and effects analysis (FMEA), process hazard analysis (PHA), process safety management (PSM)

Procedia PDF Downloads 104
778 Subjective versus Objective Assessment for Magnetic Resonance (MR) Images

Authors: Heshalini Rajagopal, Li Sze Chow, Raveendran Paramesran

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Magnetic Resonance Imaging (MRI) is one of the most important medical imaging modality. Subjective assessment of the image quality is regarded as the gold standard to evaluate MR images. In this study, a database of 210 MR images which contains ten reference images and 200 distorted images is presented. The reference images were distorted with four types of distortions: Rician Noise, Gaussian White Noise, Gaussian Blur and DCT compression. The 210 images were assessed by ten subjects. The subjective scores were presented in Difference Mean Opinion Score (DMOS). The DMOS values were compared with four FR-IQA metrics. We have used Pearson Linear Coefficient (PLCC) and Spearman Rank Order Correlation Coefficient (SROCC) to validate the DMOS values. The high correlation values of PLCC and SROCC shows that the DMOS values are close to the objective FR-IQA metrics.

Keywords: medical resonance (MR) images, difference mean opinion score (DMOS), full reference image quality assessment (FR-IQA)

Procedia PDF Downloads 429
777 Mean Monthly Rainfall Prediction at Benina Station Using Artificial Neural Networks

Authors: Hasan G. Elmazoghi, Aisha I. Alzayani, Lubna S. Bentaher

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Rainfall is a highly non-linear phenomena, which requires application of powerful supervised data mining techniques for its accurate prediction. In this study the Artificial Neural Network (ANN) technique is used to predict the mean monthly historical rainfall data collected from BENINA station in Benghazi for 31 years, the period of “1977-2006” and the results are compared against the observed values. The specific objective to achieve this goal was to determine the best combination of weather variables to be used as inputs for the ANN model. Several statistical parameters were calculated and an uncertainty analysis for the results is also presented. The best ANN model is then applied to the data of one year (2007) as a case study in order to evaluate the performance of the model. Simulation results reveal that application of ANN technique is promising and can provide reliable estimates of rainfall.

Keywords: neural networks, rainfall, prediction, climatic variables

Procedia PDF Downloads 455
776 Racial Bias by Prosecutors: Evidence from Random Assignment

Authors: CarlyWill Sloan

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Racial disparities in criminal justice outcomes are well-documented. However, there is little evidence on the extent to which racial bias by prosecutors is responsible for these disparities. This paper tests for racial bias in conviction by prosecutors. To identify effects, this paper leverages as good as random variation in prosecutor race using detailed administrative data on the case assignment process and case outcomes in New York County, New York. This paper shows that the assignment of an opposite-race prosecutor leads to a 5 percentage point (~ 8 percent) increase in the likelihood of conviction for property crimes. There is no evidence of effects for other types of crimes. Additional results indicate decreased dismissals by opposite-race prosecutors likely drive my property crime estimates.

Keywords: criminal justice, discrimination, prosecutors, racial disparities

Procedia PDF Downloads 166
775 Job Satisfaction among Public and Private Universities in Egypt Related to Organizational and Personal Aspects

Authors: Reem Alkadeem

Abstract:

This study aims at evaluating the overall satisfaction of faculty members and relating it to organizational and personal aspects in Egyptian public and private universities. These aspects are identified through an extensive study of all factors that might affect job satisfaction. The most influencing parameters selected are academics’ demographics, human resource management, organizational profile, workload, teamwork skills, recognition, autonomy, teaching activity, research activity, and motivation. A questionnaire of 94 questions was used to assess job satisfaction and the previously mentioned parameters. It was distributed among seven hundred members of different universities in Egypt. Two hundred and twenty-seven faculty members responded. This sample was gathered from twelve universities and The Supreme Council of Universities. The ANOVA showed a significant relationship (p < 0.05) between eight of the selected parameters and job satisfaction. These parameters are age, rank, human resource management, profile of organizational characteristics, workload, recognition, teaching activity, and motivation.

Keywords: job satisfaction, higher education, organizational profile, Egyptian universities

Procedia PDF Downloads 452
774 Investigation of the Composition and Structure of Tar by Lignite Pyrolysis Using Thermogravimetry, Gas Chromatography and Mass Spectrum Coupled Instrument System

Authors: Li Feng, Cheng Zhang, Chuanzhou Yuang

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Understanding the macromolecular structure of low-rank coal is very important for its gasification and liquefaction. The pyrolysis is one of the methods of analyzing the macromolecular structure of coal. The gaseous products decomposed directly by the raw lignite at 500 °C and indirectly by tar products from raw lignite pyrolysis at 500 °C were investigated and compared by thermogravimetry, gas chromatography and mass spectrum coupled instrument system (TG/GC/MS) in this paper. The results show that 52 kinds of products were found from the raw lignite and 70 kinds of products from the tar. The pyrolysis products directly from the lignite appear more monocyclic aromatic hydrocarbons and less substituent groups or branch chain, compared with the products from the tar. There is less linear chain and double bonds structure in the tar, which can be speculated that linear chain and double bonds structure took part in the generation of condensed rings and other reactions. There are more kinds of phenol and furan in the tar, which indicate that these products may be generated from the secondary reaction. The formation process of phenol, phenol naphthalene, naphthene and furan are discussed.

Keywords: composition and structure, lignite, pyrolysis of coal, tar, TG/GC/MS

Procedia PDF Downloads 116
773 Earthquake Risk Assessment Using Out-of-Sequence Thrust Movement

Authors: Rajkumar Ghosh

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Earthquakes are natural disasters that pose a significant risk to human life and infrastructure. Effective earthquake mitigation measures require a thorough understanding of the dynamics of seismic occurrences, including thrust movement. Traditionally, estimating thrust movement has relied on typical techniques that may not capture the full complexity of these events. Therefore, investigating alternative approaches, such as incorporating out-of-sequence thrust movement data, could enhance earthquake mitigation strategies. This review aims to provide an overview of the applications of out-of-sequence thrust movement in earthquake mitigation. By examining existing research and studies, the objective is to understand how precise estimation of thrust movement can contribute to improving structural design, analyzing infrastructure risk, and developing early warning systems. The study demonstrates how to estimate out-of-sequence thrust movement using multiple data sources, including GPS measurements, satellite imagery, and seismic recordings. By analyzing and synthesizing these diverse datasets, researchers can gain a more comprehensive understanding of thrust movement dynamics during seismic occurrences. The review identifies potential advantages of incorporating out-of-sequence data in earthquake mitigation techniques. These include improving the efficiency of structural design, enhancing infrastructure risk analysis, and developing more accurate early warning systems. By considering out-of-sequence thrust movement estimates, researchers and policymakers can make informed decisions to mitigate the impact of earthquakes. This study contributes to the field of seismic monitoring and earthquake risk assessment by highlighting the benefits of incorporating out-of-sequence thrust movement data. By broadening the scope of analysis beyond traditional techniques, researchers can enhance their knowledge of earthquake dynamics and improve the effectiveness of mitigation measures. The study collects data from various sources, including GPS measurements, satellite imagery, and seismic recordings. These datasets are then analyzed using appropriate statistical and computational techniques to estimate out-of-sequence thrust movement. The review integrates findings from multiple studies to provide a comprehensive assessment of the topic. The study concludes that incorporating out-of-sequence thrust movement data can significantly enhance earthquake mitigation measures. By utilizing diverse data sources, researchers and policymakers can gain a more comprehensive understanding of seismic dynamics and make informed decisions. However, challenges exist, such as data quality difficulties, modelling uncertainties, and computational complications. To address these obstacles and improve the accuracy of estimates, further research and advancements in methodology are recommended. Overall, this review serves as a valuable resource for researchers, engineers, and policymakers involved in earthquake mitigation, as it encourages the development of innovative strategies based on a better understanding of thrust movement dynamics.

Keywords: earthquake, out-of-sequence thrust, disaster, human life

Procedia PDF Downloads 45
772 Impact of Similarity Ratings on Human Judgement

Authors: Ian A. McCulloh, Madelaine Zinser, Jesse Patsolic, Michael Ramos

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Recommender systems are a common artificial intelligence (AI) application. For any given input, a search system will return a rank-ordered list of similar items. As users review returned items, they must decide when to halt the search and either revise search terms or conclude their requirement is novel with no similar items in the database. We present a statistically designed experiment that investigates the impact of similarity ratings on human judgement to conclude a search item is novel and halt the search. 450 participants were recruited from Amazon Mechanical Turk to render judgement across 12 decision tasks. We find the inclusion of ratings increases the human perception that items are novel. Percent similarity increases novelty discernment when compared with star-rated similarity or the absence of a rating. Ratings reduce the time to decide and improve decision confidence. This suggests the inclusion of similarity ratings can aid human decision-makers in knowledge search tasks.

Keywords: ratings, rankings, crowdsourcing, empirical studies, user studies, similarity measures, human-centered computing, novelty in information retrieval

Procedia PDF Downloads 91
771 Estimation of Location and Scale Parameters of Extended Exponential Distribution Based on Record Statistics

Authors: E. Krishna

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An Extended form of exponential distribution using Marshall and Olkin method is introduced.The location scale family of these distributions is considered. For location scale free family, exact expressions for single and product moments of upper record statistics are derived. The mean, variance and covariance of record values are computed for various values of the shape parameter. Using these the BLUE's of location and scale parameters are derived.The variances and covariance of estimates are obtained.Through Monte Carlo simulation the con dence intervals for location and scale parameters are constructed.The Best liner unbiased Predictor (BLUP) of future records are also discussed.

Keywords: BLUE, BLUP, con dence interval, Marshall-Olkin distribution, Monte Carlo simulation, prediction of future records, record statistics

Procedia PDF Downloads 393
770 Gender Differences in Risk Aversion Behavior: Case Study of Saudi Arabia and Jordan

Authors: Razan Salem

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Men and women have different approaches towards investing, both in terms of strategies and risk attitudes. This study aims to focus mainly on investigating the financial risk behaviors of Arab women investors and to examine the financial risk tolerance levels of Arab women relative to Arab men investors. Using survey data on 547 Arab men and women investors, the results of Wilcoxon Signed-Rank (One-Sample) test Mann-Whitney U test reveal that Arab women are risk-averse investors and have lower financial risk tolerance levels relative to Arab men. Such findings can be explained by the fact of women's nature and lower investment literacy levels. Further, the current political uncertainty in the Arab region may be considered as another explanation of Arab women’s risk aversion behavior. The study's findings support the existing literature by validating the stereotype of “women are more risk-averse than men” in the Arab region. Overall, when it comes to investment and financial behaviors, women around the world behave similarly.

Keywords: Arab region, culture, financial risk behavior, gender differences, women investors

Procedia PDF Downloads 139
769 A Deep Learning Based Integrated Model For Spatial Flood Prediction

Authors: Vinayaka Gude Divya Sampath

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The research introduces an integrated prediction model to assess the susceptibility of roads in a future flooding event. The model consists of deep learning algorithm for forecasting gauge height data and Flood Inundation Mapper (FIM) for spatial flooding. An optimal architecture for Long short-term memory network (LSTM) was identified for the gauge located on Tangipahoa River at Robert, LA. Dropout was applied to the model to evaluate the uncertainty associated with the predictions. The estimates are then used along with FIM to identify the spatial flooding. Further geoprocessing in ArcGIS provides the susceptibility values for different roads. The model was validated based on the devastating flood of August 2016. The paper discusses the challenges for generalization the methodology for other locations and also for various types of flooding. The developed model can be used by the transportation department and other emergency response organizations for effective disaster management.

Keywords: deep learning, disaster management, flood prediction, urban flooding

Procedia PDF Downloads 111
768 Analysis of the Aquifer Vulnerability of a Miopliocene Arid Area Using Drastic and SI Models

Authors: H. Majour, L. Djabri

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Many methods in the groundwater vulnerability have been developed in the world (methods like PRAST, DRIST, APRON/ARAA, PRASTCHIM, GOD). In this study, our choice dealt with two recent complementary methods using category mapping of index with weighting criteria (Point County Systems Model MSCP) namely the standard DRASTIC method and SI (Susceptibility Index). At present, these two methods are the most used for the mapping of the intrinsic vulnerability of groundwater. Two classes of groundwater vulnerability in the Biskra sandy aquifer were identified by the DRASTIC method (average and high) and the SI method (very high and high). Integrated analysis has revealed that the high class is predominant for the DRASTIC method whereas for that of SI the preponderance is for the very high class. Furthermore, we notice that the method SI estimates better the vulnerability for the pollution in nitrates, with a rate of 85 % between the concentrations in nitrates of groundwater and the various established classes of vulnerability, against 75 % for the DRASTIC method. By including the land use parameter, the SI method produced more realistic results.

Keywords: DRASTIC, SI, GIS, Biskra sandy aquifer, Algeria

Procedia PDF Downloads 460
767 Measuring Banking Risk

Authors: Mike Tsionas

Abstract:

The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for the estimation of co-variance matrices. An explicit functional form for the utility function is not needed and we show how measures of risk aversion and prudence (downside risk aversion) can be derived and estimated from the model. The model is estimated using data for Eurozone countries and we focus particularly on (i) the use of the modeling approach as an “early warning mechanism”, (ii) the bank- and country-specific estimates of risk aversion and prudence (downside risk aversion), and (iii) the derivation of a generalized measure of risk that relies on loan-price uncertainty.

Keywords: financial stability, banking, expected utility maximization, sub-prime crisis, financial crisis, eurozone, PIIGS

Procedia PDF Downloads 313
766 Formulation of Optimal Shifting Sequence for Multi-Speed Automatic Transmission

Authors: Sireesha Tamada, Debraj Bhattacharjee, Pranab K. Dan, Prabha Bhola

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The most important component in an automotive transmission system is the gearbox which controls the speed of the vehicle. In an automatic transmission, the right positioning of actuators ensures efficient transmission mechanism embodiment, wherein the challenge lies in formulating the number of actuators associated with modelling a gearbox. Data with respect to actuation and gear shifting sequence has been retrieved from the available literature, including patent documents, and has been used in this proposed heuristics based methodology for modelling actuation sequence in a gear box. This paper presents a methodological approach in designing a gearbox for the purpose of obtaining an optimal shifting sequence. The computational model considers factors namely, the number of stages and gear teeth as input parameters since these two are the determinants of the gear ratios in an epicyclic gear train. The proposed transmission schematic or stick diagram aids in developing the gearbox layout design. The number of iterations and development time required to design a gearbox layout is reduced by using this approach.

Keywords: automatic transmission, gear-shifting, multi-stage planetary gearbox, rank ordered clustering

Procedia PDF Downloads 291
765 The Links between Cardiovascular Risk and Psychological Wellbeing in Elderly

Authors: Laura Sapranaviciute-Zabazlajeva, Abdonas Tamosiunas, Dalia Luksiene, Dalia Virviciute

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The cardiovascular diseases (CVD) is the leading cause of death in the EU, especially in the middle aged and elderly population. Psychological wellbeing (PWB) has been linked with better cardiovascular health and survival in the elderly. The aim of the study is to evaluate associations between CVD risk and PWB in middle-aged and elderly population. 10,940 middle aged and older Lithuanians of age 45-74 years, were invited to participate in the study. A study sample was a random and stratified by gender and age. In 2006-2008 7,087 responders participated in the survey, so the response rate was 64.8%. A follow-up study was conducted from 2006 till 2015. New CVD cases and deaths from CVD were evaluated using the Kaunas population-based CVD register and death register of Kaunas. Study results revealed that good PWB predicts longer life in female participants (Log Rank = 13.7, p < 0.001). In the fully adjusted model for socio-demographic, social and CVD risk factors, hazard ratio for CVD mortality risk was lower amongst women with good PWB (HR = 0.28, 95% CI 0.11-0.72), but not significantly for men. Our study concludes, that lower CVD mortality rates is being associated with better PWB in female aged 45-74 years.

Keywords: psychological well-being, cardiovascular disease, elderly, survival

Procedia PDF Downloads 336
764 The Social Origin Pay Gap in the UK Household Longitudinal Study

Authors: Michael Vallely

Abstract:

This paper uses data from waves 1 to 10 (2009-2019) of the UK Household Longitudinal Study to examine the social origin pay gap in the UK labour market. We find that regardless of how we proxy social origin, whether it be using the dominance approach, total parental occupation, parental education, total parental education, or the higher parental occupation and higher parental education, the results have one thing in common; in all cases, we observe a significant social origin pay gap for those from the lower social origins with the largest pay gap observed for those from the ‘lowest’ social origin. The results may indicate that when we consider the occupational status and education of both parents, previous estimates of social origin pay gaps and the number of individuals affected may have been underestimated. We also observe social origin pay gaps within educational attainment groups, such as degree holders, and within professional and managerial occupations. Therefore, this paper makes a valuable contribution to the social origin pay gap literature as it provides empirical evidence of a social origin pay gap using a large-scale UK dataset and challenges the argument that education is the great ‘social leveller’.

Keywords: social class, social origin, pay gaps, wage inequality

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763 Evaluation of Three Digital Graphical Methods of Baseflow Separation Techniques in the Tekeze Water Basin in Ethiopia

Authors: Alebachew Halefom, Navsal Kumar, Arunava Poddar

Abstract:

The purpose of this work is to specify the parameter values, the base flow index (BFI), and to rank the methods that should be used for base flow separation. Three different digital graphical approaches are chosen and used in this study for the purpose of comparison. The daily time series discharge data were collected from the site for a period of 30 years (1986 up to 2015) and were used to evaluate the algorithms. In order to separate the base flow and the surface runoff, daily recorded streamflow (m³/s) data were used to calibrate procedures and get parameter values for the basin. Additionally, the performance of the model was assessed by the use of the standard error (SE), the coefficient of determination (R²), and the flow duration curve (FDC) and baseflow indexes. The findings indicate that, in general, each strategy can be used worldwide to differentiate base flow; however, the Sliding Interval Method (SIM) performs significantly better than the other two techniques in this basin. The average base flow index was calculated to be 0.72 using the local minimum method, 0.76 using the fixed interval method, and 0.78 using the sliding interval method, respectively.

Keywords: baseflow index, digital graphical methods, streamflow, Emba Madre Watershed

Procedia PDF Downloads 49
762 Reduced Power Consumption by Randomization for DSI3

Authors: David Levy

Abstract:

The newly released Distributed System Interface 3 (DSI3) Bus Standard specification defines 3 modulation levels from which 16 valid symbols are coded. This structure creates power consumption variations depending on the transmitted data of a factor of more than 2 between minimum and maximum. The power generation unit has to consider therefore the worst case maximum consumption all the time and be built accordingly. This paper proposes a method to reduce both the average current consumption and worst case current consumption. The transmitter randomizes the data using several pseudo-random sequences. It then estimates the energy consumption of the generated frames and selects to transmit the one which consumes the least. The transmitter also prepends the index of the pseudo-random sequence, which is not randomized, to allow the receiver to recover the original data using the correct sequence. We show that in the case that the frame occupies most of the DSI3 synchronization period, we achieve average power consumption reduction by up to 13% and the worst case power consumption is reduced by 17.7%.

Keywords: DSI3, energy, power consumption, randomization

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761 Volatility Transmission between Oil Price and Stock Return of Emerging and Developed Countries

Authors: Algia Hammami, Abdelfatteh Bouri

Abstract:

In this work, our objective is to study the transmission of volatility between oil and stock markets in developed (USA, Germany, Italy, France and Japan) and emerging countries (Tunisia, Thailand, Brazil, Argentina, and Jordan) for the period 1998-2015. Our methodology consists of analyzing the monthly data by the GARCH-BEKK model to capture the effect in terms of volatility in the variation of the oil price on the different stock market. The empirical results in the emerging countries indicate that the relationships are unidirectional from the stock market to the oil market. For the developed countries, we find that the transmission of volatility is unidirectional from the oil market to stock market. For the USA and Italy, we find no transmission between the two markets. The transmission is bi-directional only in Thailand. Following our estimates, we also noticed that the emerging countries influence almost the same extent as the developed countries, while at the transmission of volatility there a bid difference. The GARCH-BEKK model is more effective than the others versions to minimize the risk of an oil-stock portfolio.

Keywords: GARCH, oil prices, stock market, volatility transmission

Procedia PDF Downloads 403