Search results for: regression modelling

Authors: Jonardan Koner

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The study attempts to find out the impact of infrastructural investment on state economic growth in India. It further tries to determine the magnitude of the impact of infrastructural investment on economic indicator, i.e., per-capita income (PCI) in Indian States. The study uses panel regression technique to measure the impact of infrastructural investment on per-capita income (PCI) in Indian States. Panel regression technique helps incorporate both the cross-section and time-series aspects of the dataset. In order to analyze the difference in impact of the explanatory variables on the explained variables across states, the study uses Fixed Effect Panel Regression Model. The conclusions of the study are that infrastructural investment has a desirable impact on economic development and that the impact is different for different states in India. We analyze time series data (annual frequency) ranging from 1991 to 2010. The study reveals that the infrastructural investment significantly explains the variation of economic indicators.

Keywords: infrastructural investment, multiple regression, panel regression techniques, economic development, fixed effect dummy variable model

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Authors: Mohammad Ghavami, Reza S. Dilmaghani

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This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.

Keywords: adaptive methods, LSE, MSE, prediction of financial Markets

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Authors: S. Ravindran, Y.Liu, I. Gratchev, D.Jeng

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Rainfall-induced shallow landslides are more common in the northern New South Wales (NSW), Australia. From 2009 to 2017, around 105 rainfall-induced landslides occurred along the road corridors and caused temporary road closures in the northern NSW. Rainfall causing shallow landslides has different distributions of rainfall varying from uniform, normal, decreasing to increasing rainfall intensity. The duration of rainfall varied from one day to 18 days according to historical data. The objective of this research is to analyse slope instability of some of the sites in the northern NSW by varying cumulative rainfall using SLOPE/W and SEEP/W and compare with field data of rainfall causing shallow landslides. The rainfall data and topographical data from public authorities and soil data obtained from laboratory tests will be used for this modelling. There is a likelihood of shallow landslides if the cumulative rainfall is between 100 mm to 400 mm in accordance with field data.

Keywords: landslides, modelling, rainfall, suction

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Authors: Cecile Edel, Sandrine Giscard D'Estaing, Elsa Labrune, Jacqueline Lornage, Mehdi Benchaib

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Introduction: The use of incubator equipped with time-lapse technology in Artificial Reproductive Technology (ART) allows a continuous surveillance. With morphocinetic parameters, algorithms are available to predict the potential outcome of an embryo. However, the different proposed time-lapse algorithms do not take account the missing data, and then some embryos could not be classified. The aim of this work is to construct a predictive model even in the case of missing data. Materials and methods: Patients: A retrospective study was performed, in biology laboratory of reproduction at the hospital ‘Femme Mère Enfant’ (Lyon, France) between 1 May 2013 and 30 April 2015. Embryos (n= 557) obtained from couples (n=108) were cultured in a time-lapse incubator (Embryoscope®, Vitrolife, Goteborg, Sweden). Time-lapse incubator: The morphocinetic parameters obtained during the three first days of embryo life were used to build the predictive model. Predictive model: A quadratic regression was performed between the number of cells and time. N = a. T² + b. T + c. N: number of cells at T time (T in hours). The regression coefficients were calculated with Excel software (Microsoft, Redmond, WA, USA), a program with Visual Basic for Application (VBA) (Microsoft) was written for this purpose. The quadratic equation was used to find a value that allows to predict the blastocyst formation: the synthetize value. The area under the curve (AUC) obtained from the ROC curve was used to appreciate the performance of the regression coefficients and the synthetize value. A cut-off value has been calculated for each regression coefficient and for the synthetize value to obtain two groups where the difference of blastocyst formation rate according to the cut-off values was maximal. The data were analyzed with SPSS (IBM, Il, Chicago, USA). Results: Among the 557 embryos, 79.7% had reached the blastocyst stage. The synthetize value corresponds to the value calculated with time value equal to 99, the highest AUC was then obtained. The AUC for regression coefficient ‘a’ was 0.648 (p < 0.001), 0.363 (p < 0.001) for the regression coefficient ‘b’, 0.633 (p < 0.001) for the regression coefficient ‘c’, and 0.659 (p < 0.001) for the synthetize value. The results are presented as follow: blastocyst formation rate under cut-off value versus blastocyst rate formation above cut-off value. For the regression coefficient ‘a’ the optimum cut-off value was -1.14.10-3 (61.3% versus 84.3%, p < 0.001), 0.26 for the regression coefficient ‘b’ (83.9% versus 63.1%, p < 0.001), -4.4 for the regression coefficient ‘c’ (62.2% versus 83.1%, p < 0.001) and 8.89 for the synthetize value (58.6% versus 85.0%, p < 0.001). Conclusion: This quadratic regression allows to predict the outcome of an embryo even in case of missing data. Three regression coefficients and a synthetize value could represent the identity card of an embryo. ‘a’ regression coefficient represents the acceleration of cells division, ‘b’ regression coefficient represents the speed of cell division. We could hypothesize that ‘c’ regression coefficient could represent the intrinsic potential of an embryo. This intrinsic potential could be dependent from oocyte originating the embryo. These hypotheses should be confirmed by studies analyzing relationship between regression coefficients and ART parameters.

Keywords: ART procedure, blastocyst formation, time-lapse incubator, quadratic model

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Authors: Daniel Fundi Murithi

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Missing data is a real bane in many surveys. To overcome the problems caused by missing data, partial deletion, and single imputation methods, among others, have been proposed. However, problems such as discarding usable data and inaccuracy in reproducing known population parameters and standard errors are associated with them. For regression and stochastic imputation, it is assumed that there is a variable with complete cases to be used as a predictor in estimating missing values in the other variable, and the relationship between the two variables is linear, which might not be realistic in practice. In this project, we estimate population total in presence of missing values in two-phase sampling. Instead of regression or stochastic models, non-parametric model based regression model is used in imputing missing values. Empirical study showed that nonparametric model-based regression imputation is better in reproducing variance of population total estimate obtained when there were no missing values compared to mean, median, regression, and stochastic imputation methods. Although regression and stochastic imputation were better than nonparametric model-based imputation in reproducing population total estimates obtained when there were no missing values in one of the sample sizes considered, nonparametric model-based imputation may be used when the relationship between outcome and predictor variables is not linear.

Keywords: finite population total, missing data, model-based imputation, two-phase sampling

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Authors: Muhamad N. Borhan, Nur S. Darus, Siti Z. Ishak, Rozmi Ismail, Siti F. M. Razali

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Children are at the greater risk to be involved in road traffic collisions due to the complex interaction of various elements in our transportation system. It encompasses interactions between the elements of children and driver behavior along with physical and social environment factors. The present study examined the effect between the collisions severity and physical environment factors on child pedestrian collisions. The severity of collisions is categorized into four injury outcomes: fatal, serious injury, slight injury, and damage. The sample size comprised of 2487 cases of child pedestrian-vehicle collisions in which children aged 7 to 12 years old was involved in Malaysia for the years 2006-2015. A multinomial logistic regression was applied to establish the effect between severity levels and physical environment factors. The results showed that eight contributing factors influence the probability of an injury road surface material, traffic system, road marking, control type, lighting condition, type of location, land use and road surface condition. Understanding the effect of physical environment factors may contribute to the improvement of physical environment design and decrease the collision involvement.

Keywords: child pedestrian, collisions, primary school, road injuries

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Authors: Kamna Solanki, Yudhvir Singh, Sandeep Dalal

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Software testing is a time and cost intensive process. A scrutiny of the code and rigorous testing is required to identify and rectify the putative bugs. The process of bug identification and its consequent correction is continuous in nature and often some of the bugs are removed after the software has been launched in the market. This process of code validation of the altered software during the maintenance phase is termed as Regression testing. Regression testing ubiquitously considers resource constraints; therefore, the deduction of an appropriate set of test cases, from the ensemble of the entire gamut of test cases, is a critical issue for regression test planning. This paper presents a novel method for designing a suitable prioritization process to optimize fault detection rate and performance of regression test on predefined constraints. The proposed method for test case prioritization m-ACO alters the food source selection criteria of natural ants and is basically a modified version of Ant Colony Optimization (ACO). The proposed m-ACO approach has been coded in 'Perl' language and results are validated using three examples by computation of Average Percentage of Faults Detected (APFD) metric.

Keywords: regression testing, software testing, test case prioritization, test suite optimization

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Authors: Ali Cheshmehzangi, Ayotunde Dawodu

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In urban planning, Floor Area Ratio (FAR) of the site plays a major role in the multiplicity of performances, from humane living environments to energy performance. When one considers the astounding volume of new housing that is going to be constructed across the globe during the next few decades due to growing urbanisation (e.g. particularly in developing world), it is imperative that we have an empirically grounded grasp of which building configurations are more energy efficient. As a common planning metric, it would be helpful to know exactly how managing FAR connects with energy efficiency. Hence, this study puts together a set of modelling of various FARs for a typical residential compound and address the considerations of energy planning integration in the practice of building configuration and urban planning. Such decision makings at the planning and design stage enable us to provide pathways of optimising urban climate at mesoscale of the built environment, i.e. the neighbourhood or community level. In this study, a comparative study is conducted using Eco-Tect Software, using a case study in the City of Ningbo, China. Findings of the study contribute to identifying scenarios of various FAR use and energy planning at mesoscale. The final results contribute to studies in urban climate, from the perspectives of urban planning, energy planning, and urban modelling.

Keywords: China, energy planning, FAR, floor-area-ratio, mesoscale, urban climate, urban modelling

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Authors: Mohamed Z. M. Duwahir, Shian Gao

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The main objective of this project was to introduce and test a new scheme for parameterization of subsonic aerofoil, using a function called Shape Function. Python programming was used to create a user interactive environment for geometry generation of aerofoil using NACA and Shape Function methodologies. Two aerofoils, NACA 0012 and NACA 1412, were generated using this function. Testing the accuracy of the Shape Function scheme was done by Linear Square Fitting using Python and CFD modelling the aerofoil in Fluent. NACA 0012 (symmetrical aerofoil) was better approximated using Shape Function than NACA 1412 (cambered aerofoil). The second part of the project involved comparing two turbulent models, k-ε and Spalart-Allmaras (SA), in Fluent by modelling the aerofoils NACA 0012 and NACA 1412 in conditions of Reynolds number of 3 × 106. It was shown that SA modelling is better for aerodynamic purpose. The experimental coefficient of lift (Cl) and coefficient of drag (Cd) were compared with empirical wind tunnel data for a range of angle of attack (AOA). As a further step, this project involved drawing and meshing 3D wings in Gambit. The 3D wing flow was solved and compared with 2D aerofoil section experimental results and wind tunnel data.

Keywords: CFD simulation, shape function, turbulent modelling, aerofoil

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Authors: Mrigank Sahai, R. Sri Raghu

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This paper presents the modelling of rocket exhaust plume flow field and exhaust plume impingement in vacuum for the liquid apogee engine and attitude control thrusters of the lunar lander. Analytic formulations for rarefied gas kinetics has been taken as reference for modelling the plume flow field. The plume has been modelled as high speed, collision-less, axi-symmetric gas jet, expanding into vacuum and impinging at a normally set diffusive circular plate. Specular reflections have not been considered for the present study. Different parameters such as number density, temperature, pressure, flow velocity, heat flux etc., have been calculated and have been plotted against and compared to Direct Simulation Monte Carlo results. These analyses have provided important information for the placement of critical optical instruments and design of optimal thermal insulation for the hardware that may come in contact with the thruster exhaust.

Keywords: collision-less gas, lunar lander, plume impingement, rarefied exhaust plume

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Authors: N. Alhazmi

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Knowing the thermodynamics properties of hydrocarbons is vital when it comes to analyzing the related chemical reaction outcomes and understanding the reaction process, especially in terms of petrochemical industrial applications, combustions, and catalytic reactions. However, measuring the thermodynamics properties experimentally is time-consuming and costly. In this paper, Gaussian process regression (GPR) has been used to directly predict the main thermodynamic properties - standard enthalpy of formation, standard entropy, and heat capacity -for more than 360 cyclic and non-cyclic alkanes, alkenes, and alkynes. A simple workflow has been proposed that can be applied to directly predict the main properties of any hydrocarbon by knowing its descriptors and chemical structure and can be generalized to predict the main properties of any material. The model was evaluated by calculating the statistical error R², which was more than 0.9794 for all the predicted properties.

Keywords: thermodynamic, Gaussian process regression, hydrocarbons, regression, supervised learning, entropy, enthalpy, heat capacity

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Authors: Dimitrios J. Dimitriou

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It is widely recognised that the assets portfolio development is helping to enhance economic growth, productivity and competitiveness. While numerous studies and reports certify the positive effect of investments in large infrastructure investments on the local economy, still, the methodology to estimate the contribution in economic development is a challenging issue for researchers and economists. The key question is how to estimate those economic impacts in each economic system. This paper provides a compact and applicable methodological framework providing quantitative results in terms of the overall jobs and income generated into the project life cycle. According to a deterministic mathematical approach, the key variables and the modelling framework are presented. The numerical case study highlights key results for a new motorway project in Greece, which is experienced economic stress for many years, providing the opportunity for comparisons with similar cases.

Keywords: quantitative modelling, economic impact, large transport infrastructure, economic assessment

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Authors: Wanatchapong Kongkaew

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This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.

Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness

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Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

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Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: bootstrap, edgeworth approximation, IID, quantile

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Authors: Mengke Zhan, Cheng-Gang Xie, Jian-Jun Shu

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A venturi flowmeter is a common device used in multiphase flow rate measurement in the upstream oil and gas industry. Having a robust computational model for multiphase flow in a venturi is desirable for understanding the gas-liquid and fluid-pipe interactions and predicting pressure and phase distributions under various flow conditions. A steady Eulerian-Eulerian framework is used to simulate upward gas-liquid flow in a vertical venturi. The simulation results are compared with experimental measurements of venturi differential pressure and chord-averaged gas holdup in the venturi throat section. The choice of turbulence model is nontrivial in the multiphase flow modelling in a venturi. The performance cross-comparison of the k-ϵ model, Reynolds stress model (RSM) and shear-stress transport (SST) k-ω turbulence model is made in the study. In terms of accuracy and computational cost, the SST k-ω turbulence model is observed to be the most efficient.

Keywords: computational fluid dynamics (CFD), gas-liquid flow, turbulence modelling, venturi

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Authors: Dejan Tanikić, Jelena Đoković, Saša Kalinović, Miodrag Manić, Saša Ranđelović

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This paper deals with measuring and modelling of the quality of the machined surface of the metal machining process. The average surface roughness (R_a) which represents the quality of the machined part was measured during the dry turning of the AISI 4140 steel. A large number of factors with the unknown relations among them influences this parameter, and that is why mathematical modelling is extremely complicated. Different values of cutting speed, feed rate, depth of cut (cutting regime) and workpiece hardness causes different surface roughness values. Modelling with soft computing techniques may be very useful in such cases. This paper presents the usage of the fuzzy logic-based system for determining metal machining process parameter in order to find the proper values of cutting regimes.

Keywords: fuzzy logic, metal machining, process modeling, surface roughness

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Authors: Monika Chuchro

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This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain a subgroups of time series data with normal distribution from inflow into waste water treatment plant data which Composed of several groups differing by mean value. Two simple algorithms: K-mean and EM were chosen as a clustering method. The rand index was used to measure the similarity. After simple meta-clustering, regression model was performed for each subgroups. The final model was a sum of subgroups models. The quality of obtained model was compared with the regression model made using the same explanatory variables but with no clustering of data. Results were compared by determination coefficient (R2), measure of prediction accuracy mean absolute percentage error (MAPE) and comparison on linear chart. Preliminary results allows to foresee the potential of the presented technique.

Keywords: clustering, data analysis, data mining, predictive models

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Authors: Guolong Zhong, Venkatesh Chennam Vijay, Ilias Oraifige

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In the last 20 years, Knowledge Based Engineering (KBE) has shown its advantages in product development in different engineering areas such as automation, mechanical, civil and aerospace engineering in terms of digital design automation and cost reduction by automating repetitive design tasks through capturing, integrating, utilising and reusing the existing knowledge required in various aspects of the product design. However, in primary design stages, the descriptive information of a product is discrete and unorganized while knowledge is in various forms instead of pure data. Thus, it is crucial to have an integrated product model which can represent the entire product information and its associated knowledge at the beginning of the product design. One of the shortcomings of the existing product models is a lack of required knowledge representation in various aspects of product design and its mapping to an interoperable schema. To overcome the limitation of the existing product model and methodologies, two key factors are considered. First, the product model must have well-defined classes that can represent the entire product information and its associated knowledge. Second, the product model needs to be represented in an interoperable schema to ensure a steady data exchange between different product modelling platforms and CAD software. This paper introduced a method to provide a general product model as a generative representation of a product, which consists of the geometry information and non-geometry information, through a product modelling framework. The proposed method for capturing the knowledge from the designers through a knowledge file provides a simple and efficient way of collecting and transferring knowledge. Further, the knowledge schema provides a clear view and format on the data that needed to be gathered in order to achieve a unified knowledge exchange between different platforms. This study used a game-based platform to make product modelling environment accessible for non-engineers. Further the paper goes on to test use case based on the proposed game-based product modelling environment to validate the effectiveness among non-engineers.

Keywords: game-based learning, knowledge based engineering, product modelling, design automation

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Authors: Yakubu Suleiman, S. A. Musa

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Nigeria is the largest cowpea producer in the world, accounting for about 45%, followed by Brazil with about 17%. Cowpea is grown in Kano, Bauchi, Katsina, Borno in the north, Oyo in the west, and to the lesser extent in Enugu in the east. This study was conducted to determine the input–output relationship of Cowpea production in Kano, Katsina, and Jigawa states of Nigeria. The data were collected with the aid of 1000 structured questionnaires that were randomly distributed to Cowpea farmers in the three states mentioned above of the study area. The data collected were analyzed using regression analysis (Cobb–Douglass production function model). The result of the regression analysis revealed the coefficient of multiple determinations, R2, to be 72.5% and the F ration to be 106.20 and was found to be significant (P < 0.01). The regression coefficient of constant is 0.5382 and is significant (P < 0.01). The regression coefficient with respect to labor and seeds were 0.65554 and 0.4336, respectively, and they are highly significant (P < 0.01). The regression coefficient with respect to fertilizer is 0.26341 which is significant (P < 0.05). This implies that a unit increase of any one of the variable inputs used while holding all other variables inputs constants, will significantly increase the total Cowpea output by their corresponding coefficient. This indicated that farmers in the study area are operating in stage II of the production function. The result revealed that Cowpea farmer in Kano, Jigawa and Katsina States realized a profit of N15,997, N34,016 and N19,788 per hectare respectively. It is hereby recommended that more attention should be given to Cowpea production by government and research institutions.

Keywords: coefficient, constant, inputs, regression

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Authors: Kiurski S. Jelena, Aksentijević M. Snežana, Oros B. Ivana, Kecić S. Vesna, Djogo Z. Maja

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The paper investigates the effect of light intensity on the formation of two ketones, acetone and methyl ethyl ketone, in working premises of five pad printing departments in Novi Sad, Serbia. Multiple linear regression analysis examined the form of interdependency concentrations of methyl ethyl ketone, acetone and light intensity in five printing presses at seven sampling points, using Statistica software package version 10th. The results show an average stacking variation investigated variable and can be presented by the general regression model: y = b0 + b1xi1 + b2xi2.

Keywords: acetone, methyl ethyl ketone, multiple linear regression analysis, pad printing

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Authors: Praveena Sridhar, Nihar Devathi, Parikshit Chakraborty

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As the software product changes versions across releases, there are changes to the API’s and features and the upgrades become necessary. Hence, it becomes imperative to get the impact of upgrading the dependent components. This tool finds out API changes across two versions and their impact on other API’s followed by execution of the automated regression suites relevant to updates and their impacted areas. This tool has 4 layer architecture, each layer with its own unique pre-assigned capability which it does and sends the required information to next layer. This are the 4 layers. 1) Comparator: Compares the two versions of API. 2) Analyzer: Analyses the API doc and gives the modified class and its dependencies along with implemented interface details. 3) Impact Filter: Find the impact of the modified class on the other API methods. 4) Auto Executer: Based on the output given by Impact Filter, Executor will run the API regression Suite. Tool reads the java doc and extracts the required information of classes, interfaces and enumerations. The extracted information is saved into a data structure which shows the class details and its dependencies along with interfaces and enumerations that are listed in the java doc.

Keywords: automation impact regression, java doc, executor, analyzer, layers

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Authors: Aulon Shabani, Denis Panxhi, Orion Zavalani

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This paper presents the modelling and development of a simulator for residential electrical appliances. The simulator is developed on MATLAB providing the possibility to analyze and simulate energy consumption of frequently used home appliances in Albania. Modelling of devices considers the impact of different factors, mentioning occupant behavior and climacteric conditions. Most devices are modeled as an electric circuit, and the electric energy consumption is estimated by the solutions of the guiding differential equations. The provided models refer to devices like a dishwasher, oven, water heater, air conditioners, light bulbs, television, refrigerator water, and pump. The proposed model allows us to simulate beforehand the energetic behavior of the largest consumption home devices to estimate peak consumption and improving its reduction. Simulated home prototype results are compared to real measurement of a considered typical home. Obtained results from simulator framework compared to monitored typical household using EmonTxV3 show the effectiveness of the proposed simulation. This conclusion will help for future simulation of a large group of typical household for a better understanding of peak consumption.

Keywords: electrical appliances, energy management, modelling, peak estimation, simulation, smart home

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Authors: Akiode Ayobami, Akiode Akinsewa, Odeku Mojisola, Salako Busola, Odutolu Omobola, Nuhu Khadija

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Purpose: Evidence exists that family planning use can contribute to reduction in infant and maternal mortality in any country. Despite these benefits, contraceptive use in Nigeria still remains very low, only 10% among married women. Understanding factors that predict contraceptive use is very important in order to improve the situation. In this paper, we analysed data from the 2013 Nigerian Demographic and Health Survey (NDHS) to better understand predictors of contraceptive use in Nigeria. The use of logistics regression and other traditional models in this type of situation is not appropriate as they do not account for social structure influence brought about by the hierarchical nature of the data on response variable. We therefore used multilevel modelling to explore the determinants of contraceptive use in order to account for the significant variation in modern contraceptive use by socio-demographic, and other proximate variables across the different Nigerian states. Method: This data has a two-level hierarchical structure. We considered the data of 26, 403 married women of reproductive age at level 1 and nested them within the 36 states and the Federal Capital Territory, Abuja at level 2. We modelled use of modern contraceptive against demographic variables, being told about FP at health facility, heard of FP on TV, Magazine or radio, husband desire for more children nested within the state. Results: Our results showed that the independent variables in the model were significant predictors of modern contraceptive use. The estimated variance component for the null model, random intercept, and random slope models were significant (p=0.00), indicating that the variation in contraceptive use across the Nigerian states is significant, and needs to be accounted for in order to accurately determine the predictors of contraceptive use, hence the data is best fitted by the multilevel model. Only being told about family planning at the health facility and religion have a significant random effect, implying that their predictability of contraceptive use varies across the states. Conclusion and Recommendation: Results showed that providing FP information at the health facility and religion needs to be considered when programming to improve contraceptive use at the state levels.

Keywords: multilevel modelling, family planning, predictors, Nigeria

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Authors: Alam Zeb, Glen W. Armstrong, Muhammad Qasim

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Loss of forest cover is one of the most important land cover changes and has been of great concern to policy makers. This study quantified forest cover changes over pre logging ban (1973-1993) and post logging ban (1993-2015) to examine the role of geophysical factors and spatial attributes of land in the two periods. We show that despite a complete ban on green felling, forest cover decreased by 28% and mostly converted to rangeland. Nevertheless, the logging ban was completely effective in controlling agriculture expansion. The binary logistic regression revealed that the south facing aspects at low elevation witnessed more deforestation in the pre-ban period compared to post-ban. Opposite to deforestation, forest degradation was more prominent on the northern aspects at higher elevation during the policy period. Agriculture expansion was widespread in the low elevation flat areas with gentle slope, while during the policy period agriculture contraction in the form of regeneration was observed on the low elevation areas of north facing slopes. All proximity variables, except distance to administrative boundary, showed a similar trend across the two periods and were important explanatory variables in understanding forest and agriculture expansion. The changes in determinants of forest and agriculture expansion and contraction over the two periods might be attributed to the influence of policy and a general decrease in resource availability.

Keywords: forest conservation , wood harvesting ban, logistic regression, deforestation, forest degradation, agriculture expansion, Chitral, Pakistan

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Authors: J. Satya Eswari, Ch. Venkateswarlu

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The formulation of a commercial pharmaceutical product involves several composition factors and response characteristics. When the formulation requires to satisfy multiple response characteristics which are conflicting, an optimal solution requires the need for an efficient multiobjective optimization technique. In this work, a regression is combined with a non-dominated sorting differential evolution (NSDE) involving Naïve & Slow and ε constraint techniques to derive different multiobjective optimization strategies, which are then evaluated by means of a trapidil pharmaceutical formulation. The analysis of the results show the effectiveness of the strategy that combines the regression model and NSDE with the integration of both Naïve & Slow and ε constraint techniques for Pareto optimization of trapidil formulation. With this strategy, the optimal formulation at pH=6.8 is obtained with the decision variables of micro crystalline cellulose, hydroxypropyl methylcellulose and compression pressure. The corresponding response characteristics of rate constant and release order are also noted down. The comparison of these results with the experimental data and with those of other multiple regression model based multiobjective evolutionary optimization strategies signify the better performance for optimal trapidil formulation.

Keywords: pharmaceutical formulation, multiple regression model, response surface method, radial basis function network, differential evolution, multiobjective optimization

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Authors: Renuka Mahadevan, Sharon Chang

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This exploratory study is based on potential cruisers’ monetary valuation of cruise attributes. Using choice experiment, monetary trade-offs between four different cruise attributes are examined with Australians as a case study. We found 50% of the sample valued variety of onboard cruise activities the least while 30% were willing to pay A$87 for cruise-organised activities per day, and the remaining 20% regarded an ocean view to be most valuable at A$125. Latent class modelling was then applied and results revealed that potential cruisers’ valuation of the attributes can be used to segment the market into adventurers, budget conscious and comfort lovers. Evidence showed that socio demographics are not as insightful as lifestyle preferences in developing cruise packages and pricing that would appeal to potential cruisers. Marketing also needs to counter the mindset of potential cruisers’ belief that cruises are often costly and that cruising can be done later in life.

Keywords: latent class modelling, choice experiment, potential cruisers, market segmentation, willingness to pay

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Authors: Chokri Slim

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

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

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Authors: Sami Mestiri, Abdeljelil Farhat

Abstract:

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 510

Authors: Priya Kedia, Kiranmoy Das

Abstract:

There is a rich literature on variable selection in regression setting. However, most of these methods assume normality for the response variable under consideration for implementing the methodology and establishing the statistical properties of the estimates. In many real applications, the distribution for the response variable may be non-Gaussian, and one might be interested in finding the best subset of covariates at some predetermined quantile level. We develop dynamic Bayesian approach for variable selection in quantile regression framework. We use a zero-inflated mixture prior for the regression coefficients, and consider the asymmetric Laplace distribution for the response variable for modeling different quantiles of its distribution. An efficient Gibbs sampler is developed for our computation. Our proposed approach is assessed through extensive simulation studies, and real application of the proposed approach is also illustrated. We consider the data from health and retirement study conducted by the University of Michigan, and select the important predictors when the outcome of interest is out-of-pocket medical cost, which is considered as an important measure for financial risk. Our analysis finds important predictors at different quantiles of the outcome, and thus enhance our understanding on the effects of different predictors on the out-of-pocket medical cost.

Keywords: variable selection, quantile regression, Gibbs sampler, asymmetric Laplace distribution

Procedia PDF Downloads 125

Authors: Shail N. Shah, K. K. Baraya, A. Madhusudan Achari

Abstract:

Loop Heat Pipe is a passive two-phase heat transfer device which can be used without any external power source to transfer heat from source to sink. The main aim of this paper is to have modelling of water-based LHP at varying heat loads. Through figures, how the fluid flow occurs within the loop has been explained. Energy Balance has been done in each section. IC (Iterative Convergence) scheme to find out the SSOT (Steady State Operating Temperature) has been developed. It is developed using Dev C++. To best of the author’s knowledge, hardly any detail is available in the open literature about how temperature distribution along the loop is to be evaluated. Results for water-based loop heat pipe is obtained and compared with open literature and error is found within 4%. Parametric study has been done to see the effect of different parameters on pressure drop and SSOT at varying heat loads.

Keywords: loop heat pipe, modelling of loop heat pipe, parametric study of loop heat pipe, functioning of loop heat pipe

Procedia PDF Downloads 381