Search results for: weighted CTDI

Authors: Ju-Hong Lee, Ding-Chen Chung

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This paper deals with the optimal design of recursive doubly complementary (DC) digital filter design using a metaheuristic based optimization technique. Based on the theory of DC digital filters using two recursive digital all-pass filters (DAFs), the design problem is appropriately formulated to result in an objective function which is a weighted sum of the phase response errors of the designed DAFs. To deal with the stability of the recursive DC filters during the design process, we can either impose some necessary constraints on the phases of the recursive DAFs. Through a frequency sampling and a weighted least squares approach, the optimization problem of the objective function can be solved by utilizing a population based stochastic optimization approach. The resulting DC digital filters can possess satisfactory frequency response. Simulation results are presented for illustration and comparison.

Keywords: doubly complementary, digital all-pass filter, weighted least squares algorithm, particle swarm optimization

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Authors: Chen-Fang Tsai, Shin-Li Lu

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Distribution-free control chart is an oncoming area from the statistical process control charts in recent years. Some researchers have developed various nonparametric control charts and investigated the detection capability of these charts. The major advantage of nonparametric control charts is that the underlying process is not specifically considered the assumption of normality or any parametric distribution. In this paper, two nonparametric exponentially weighted moving average (EWMA) control charts based on nonparametric tests, namely NE-S and NE-M control charts, are proposed for monitoring process variability. Generally, weighted moving average (GWMA) control charts are extended by utilizing design and adjustment parameters for monitoring the changes in the process variability, namely NG-S and NG-M control charts. Statistical performance is also investigated on NG-S and NG-M control charts with run rules. Moreover, sensitivity analysis is performed to show the effects of design parameters under the nonparametric NG-S and NG-M control charts.

Keywords: Distribution-free control chart, EWMA control charts, GWMA control charts

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Authors: Shih-Wen Hsiao, Chu-Hsuan Lee, Rong-Qi Chen

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When it comes to last, it is regarded as the critical foundation of shoe design and development. Not only the last relates to the comfort of shoes wearing but also it aids the production of shoe styling and manufacturing. In order to enhance the efficiency and application of last development, a computer aided methodology for customized last form designs is proposed in this study. The reverse engineering is mainly applied to the process of scanning for the last form. Then the minimum energy is used for the revision of surface continuity, the surface of the last is reconstructed with the feature curves of the scanned last. When the surface of a last is reconstructed, based on the foundation of the proposed last form reconstruction module, the weighted arithmetic mean method is applied to the calculation on the shape morphing which differs from the grading for the control mesh of last, and the algorithm of subdivision is used to create the surface of last mesh, thus the feet-fitting 3D last form of different sizes is generated from its original form feature with functions remained. Finally, the practicability of the proposed methodology is verified through later case studies.

Keywords: 3D last design, customization, reverse engineering, weighted morphing, shape blending

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Authors: Ju-Hong Lee, Ding-Chen Chung

Abstract:

The paper deals with the optimal design of two-channel linear-phase (LP) quadrature mirror filter (QMF) banks using a metaheuristic based optimization technique. Based on the theory of two-channel QMF banks using two recursive digital all-pass filters (DAFs), the design problem is appropriately formulated to result in an objective function which is a weighted sum of the group delay error of the designed QMF bank and the magnitude response error of the designed low-pass analysis filter. Through a frequency sampling and a weighted least squares approach, the optimization problem of the objective function can be solved by utilizing a particle swarm optimization algorithm. The resulting two-channel QMF banks can possess approximately LP response without magnitude distortion. Simulation results are presented for illustration and comparison.

Keywords: quadrature mirror filter bank, digital all-pass filter, weighted least squares algorithm, particle swarm optimization

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Authors: Ana Paula Camelo, Keila Sanches

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The Geographically Weighted Regression (GWR) was proposed in geography literature to allow relationship in a regression model to vary over space. In Brazil, the agricultural exploitation of the Cerrado Biome is the main cause of deforestation. In this study, we propose a methodology using geostatistical methods to characterize the spatial dependence of deforestation in the Cerrado based on agricultural production indicators. Therefore, it was used the set of exploratory spatial data analysis tools (ESDA) and confirmatory analysis using GWR. It was made the calibration a non-spatial model, evaluation the nature of the regression curve, election of the variables by stepwise process and multicollinearity analysis. After the evaluation of the non-spatial model was processed the spatial-regression model, statistic evaluation of the intercept and verification of its effect on calibration. In an analysis of Spearman’s correlation the results between deforestation and livestock was +0.783 and with soybeans +0.405. The model presented R²=0.936 and showed a strong spatial dependence of agricultural activity of soybeans associated to maize and cotton crops. The GWR is a very effective tool presenting results closer to the reality of deforestation in the Cerrado when compared with other analysis.

Keywords: deforestation, geographically weighted regression, land use, spatial analysis

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Authors: Sifriyani Sifriyani, I Nyoman Budiantara, Sri Haryatmi, Gunardi Gunardi

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East Java Province has a first rank as a province that has the most counties and cities in Indonesia and has the largest population. In 2015, the population reached 38.847.561 million, this figure showed a very high population growth. High population growth is feared to lead to increase the levels of unemployment. In this study, the researchers mapped and modeled the unemployment rate with 6 variables that were supposed to influence. Modeling was done by nonparametric geographically weighted regression methods with truncated spline approach. This method was chosen because spline method is a flexible method, these models tend to look for its own estimation. In this modeling, there were point knots, the point that showed the changes of data. The selection of the optimum point knots was done by selecting the most minimun value of Generalized Cross Validation (GCV). Based on the research, 6 variables were declared to affect the level of unemployment in eastern Java. They were the percentage of population that is educated above high school, the rate of economic growth, the population density, the investment ratio of total labor force, the regional minimum wage and the ratio of the number of big industry and medium scale industry from the work force. The nonparametric geographically weighted regression models with truncated spline approach had a coefficient of determination 98.95% and the value of MSE equal to 0.0047.

Keywords: East Java, nonparametric geographically weighted regression, spatial, spline approach, unemployed rate

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Authors: Meetty Tomy, Arxhana G Thosar

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This paper provides the implementation of optimal control for an armature-controlled DC motor. The selection of error weighted Matrix and control weighted matrix in order to implement optimal control theory for improving the dynamic behavior of DC motor is presented. The closed loop performance of Armature controlled DC motor with derived linear optimal controller is then evaluated for the transient operating condition (starting). The result obtained from MATLAB is compared with that of PID controller and simple closed loop response of the motor.

Keywords: optimal control, DC motor, performance index, MATLAB

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Authors: Farhad Asadi, Mohammad Javad Mollakazemi, Aref Ghafouri

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Recent research in neural networks science and neuroscience for modeling complex time series data and statistical learning has focused mostly on learning from high input space and signals. Local linear models are a strong choice for modeling local nonlinearity in data series. Locally weighted projection regression is a flexible and powerful algorithm for nonlinear approximation in high dimensional signal spaces. In this paper, different learning scenario of one and two dimensional data series with different distributions are investigated for simulation and further noise is inputted to data distribution for making different disordered distribution in time series data and for evaluation of algorithm in locality prediction of nonlinearity. Then, the performance of this algorithm is simulated and also when the distribution of data is high or when the number of data is less the sensitivity of this approach to data distribution and influence of important parameter of local validity in this algorithm with different data distribution is explained.

Keywords: local nonlinear estimation, LWPR algorithm, online training method, locally weighted projection regression method

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Authors: Ali A. Abdollahi

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During the last several decades, scientists have consistently applied Multiple Criteria Decision-Making methods in making decisions about multi-faceted, complicated subjects. While making such decisions and in order to achieve more accurate evaluations, they have regularly used a variety of criteria instead of applying just one Optimum Evaluation Criterion. The method presented here utilizes both ‘quantity’ and ‘quality’ to assess the function of the Multiple-Criteria method. Applying Data envelopment analysis (DEA), weighted aggregated sum product assessment (WASPAS), Weighted Sum Approach (WSA), Analytic Network Process (ANP), and Charnes, Cooper, Rhodes (CCR) methods, we have analyzed thirteen parks in Kerman city. It further indicates that the functions of WASPAS and WSA are compatible with each other, but also that their deviation from DEA is extensive. Finally, the results for the CCR technique do not match the results of the DEA technique. Our study indicates that the ANP method, with the average rate of 1/51, ranks closest to the DEA method, which has an average rate of 1/49.

Keywords: multiple criteria decision making, Data envelopment analysis (DEA), Charnes Cooper Rhodes (CCR), Weighted Sum Approach (WSA)

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Authors: Gunasekaran Raja, Ramkumar Jayaraman

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In this paper, we consider CCL-N (Cooperative Cross Layer Network) topology based on the cross layer (both centralized and distributed) environment to form network communities. Various performance metrics related to the IEEE 802.16 networks are discussed to design CCL-N Topology. In CCL-N topology, nodes are classified as master nodes (Master Base Station [MBS]) and serving nodes (Relay Station [RS]). Nodes communities are organized based on the networking terminologies. Based on CCL-N Topology, various simulation analyses for both transparent and non-transparent relays are tabulated and throughput efficiency is calculated. Weighted load balancing problem plays a challenging role in IEEE 802.16 network. CoTS (Concurrent Transmission Scheduling) Scheme is formulated in terms of three aspects – transmission mechanism based on identical communities, different communities and identical node communities. CoTS scheme helps in identifying the weighted load balancing problem. Based on the analytical results, modularity value is inversely proportional to that of the error value. The modularity value plays a key role in solving the CoTS problem based on hop count. The transmission mechanism for identical node community has no impact since modularity value is same for all the network groups. In this paper three aspects of communities based on the modularity value which helps in solving the problem of weighted load balancing and CoTS are discussed.

Keywords: cross layer network topology, concurrent scheduling, modularity value, network communities and weighted load balancing

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Authors: Kang-Mo Jung

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Least squares support vector machine (LS-SVM) is a penalized regression which considers both fitting and generalization ability of a model. However, the squared loss function is very sensitive to even single outlier. We proposed a weighted absolute deviation loss function for the robustness of the estimates in least absolute deviation support vector machine. The proposed estimates can be obtained by a quadratic programming algorithm. Numerical experiments on simulated datasets show that the proposed algorithm is competitive in view of robustness to outliers.

Keywords: least absolute deviation, quadratic programming, robustness, support vector machine, weight

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Authors: Aleksander Mendoza

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Glushkov's construction has many interesting properties, and they become even more evident when applied to transducers. This article strives to show the vast range of possible extensions and optimisations for this algorithm. Special flavour of regular expressions is introduced, which can be efficiently converted to e-free functional subsequential weighted finite state transducers. Produced automata are very compact, as they contain only one state for each symbol (from input alphabet) of original expression and only one transition for each range of symbols, no matter how large. Such compactified ranges of transitions allow for efficient binary search lookup during automaton evaluation. All the methods and algorithms presented here were used to implement open-source compiler of regular expressions for multitape transducers.

Keywords: weighted automata, transducers, Glushkov, follow automata, regular expressions

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Authors: Attallah Bilal, Hendel Fatiha

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This paper proposes the bimodal biometrics system for identity verification iris and fingerprint, at matching score level architecture using weighted sum of score technique. The features are extracted from the pre processed images of iris and fingerprint. These features of a query image are compared with those of a database image to obtain matching scores. The individual scores generated after matching are passed to the fusion module. This module consists of three major steps i.e., normalization, generation of similarity score and fusion of weighted scores. The final score is then used to declare the person as genuine or an impostor. The system is tested on CASIA database and gives an overall accuracy of 91.04% with FAR of 2.58% and FRR of 8.34%.

Keywords: iris, fingerprint, sum rule, fusion

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Authors: Dongxu Chen, Yipeng Li

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This paper presents an information geometry NonlocalMeans(NLM) algorithm for Poisson denoising. NLM estimates a noise-free pixel as a weighted average of image pixels, where each pixel is weighted according to the similarity between image patches in Euclidean space. In this work, every pixel is a Poisson distribution locally estimated by Maximum Likelihood (ML), all distributions consist of a statistical manifold. A NLM denoising algorithm is conducted on the statistical manifold where Fisher information matrix can be used for computing distribution geodesics referenced as the similarity between patches. This approach was demonstrated to be competitive with related state-of-the-art methods.

Keywords: image denoising, Poisson noise, information geometry, nonlocal-means

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Authors: Anastasiia Yu. Timofeeva

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Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.

Keywords: grade point average, orthogonal regression, penalized regression spline, locally weighted regression

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Authors: O. Poleshchuk, E. Komarov

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This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.

Keywords: interval type-2 fuzzy sets, fuzzy regression, weighted interval

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Authors: Faramarz Khosravi, Gokhan Izbirak

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A weighted statistical stochastic based Analytical Hierarchy Process (AHP) model for modeling the potential barriers and enablers of sustainability for measuring and assessing the sustainability level is proposed. For context-dependent potential barriers and enablers, the proposed model takes the basis of the properties of the variables describing the sustainability functions and was developed into a realistic analytical model for the sustainable behavior of an organization. This thus serves as a means for measuring the sustainability of the organization. The main focus of this paper was the application of the AHP tool in a statistically-based model for measuring sustainability. Hence a strong weighted stochastic AHP based procedure was achieved. A case study scenario of a widely reported major Canadian electric utility was adopted to demonstrate the applicability of the developed model and comparatively examined its results with those of an equal-weighted model method. Variations in the sustainability of a company, as fluctuations, were figured out during the time. In the results obtained, sustainability index for successive years changed form 73.12%, 79.02%, 74.31%, 76.65%, 80.49%, 79.81%, 79.83% to more exact values 73.32%, 77.72%, 76.76%, 79.41%, 81.93%, 79.72%, and 80,45% according to priorities of factors that have found by expert views, respectively. By obtaining relatively necessary informative measurement indicators, the model can practically and effectively evaluate the sustainability extent of any organization and also to determine fluctuations in the organization over time.

Keywords: AHP, sustainability fluctuation, environmental indicators, performance measurement

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Authors: Susanne Fridsten, Kristina Hellman, Anders Sundin, Lennart Blomqvist

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Background: Patients diagnosed with locally advanced cervical carcinoma are treated with definitive concomitant chemo-radiotherapy. Treatment failure occurs in 30-50% of patients with very poor prognoses. The treatment is standardized with risk for both over-and undertreatment. Consequently, there is a great need for biomarkers able to predict therapy outcomes to allow for individualized treatment. Aim: To explore the role of T2- and diffusion-weighted magnetic resonance imaging (MRI) for early prediction of therapy outcome and the optimal time point for assessment. Methods: A pilot study including 15 patients with cervical carcinoma stage IIB-IIIB (FIGO 2009) undergoing definitive chemoradiotherapy. All patients underwent MRI four times, at baseline, 3 weeks, 5 weeks, and 12 weeks after treatment started. Tumour size, size change (∆size), visibility on diffusion-weighted imaging (DWI), apparent diffusion coefficient (ADC) and change of ADC (∆ADC) at the different time points were recorded. Results: 7/15 patients relapsed during the study period, referred to as "poor prognosis", PP, and the remaining eight patients are referred to "good prognosis", GP. The tumor size was larger at all time points for PP than for GP. The ∆size between any of the four-time points was the same for PP and GP patients. The sensitivity and specificity to predict prognostic group depending on a remaining tumor on DWI were highest at 5 weeks and 83% (5/6) and 63% (5/8), respectively. The combination of tumor size at baseline and remaining tumor on DWI at 5 weeks in ROC analysis reached an area under the curve (AUC) of 0.83. After 12 weeks, no remaining tumor was seen on DWI among patients with GP, as opposed to 2/7 PP patients. Adding ADC to the tumor size measurements did not improve the predictive value at any time point. Conclusion: A large tumor at baseline MRI combined with a remaining tumor on DWI at 5 weeks predicted a poor prognosis.

Keywords: chemoradiotherapy, diffusion-weighted imaging, magnetic resonance imaging, uterine cervical carcinoma

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Authors: Azza Gaber Farag, Yasser Atta Shehata, Sara Elsayed Elghazouly, Mustafa Elsayed Elshaib, Nesreen Gamal Elden Elhelbawy

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Background: Androgen receptor (AR) polymorphism in cytosine adenineguanine (CAG) repeat has an effect on the functional capacity of AR in males. However, little researches in this field are available regarding female sexual function. Aim: To investigate the possible link between polymorphism in the CAG repeat of AR gene and female sexual function in a sample of the Egyptian population. Materials and methods: 500 Egyptian married females completed a questionnaire regarding sociodemographic, reproductive, and sexual data. AR CAG repeat length was analyzed for those having female sexual dysfunctions (FSD) using real-time PCR. Results: The most sensitive domain to AR CAG repeat length was the orgasm domain that showed significant positive correlations with short allele (p=0.001), long allele (p=.015), biallellic mean (p=.000), and X weighted biallelic mean (p=.000). The satisfaction domain had significant positive correlations with the biallelic mean (p=.035), and the X weighted biallelic mean (p=. 032). However, the pain domain was of significant negative correlations with AR polymorphism of short allele (p=.002), biallelic mean (p=.013), and X weighted biallelic mean (p = . 011). Conclusions: AR polymorphism could represent a non-negligible aspect in female sexual function. The lower AR CAG repeat polymorphism was of significant impact on FSD, affecting mainly female orgasm followed by pain disorders that finally reflected On her sexual satisfaction.

Keywords: female sexual dysfunction, androgen receptor, CAG repeat polymorphism, androgen

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Authors: Saowanit Sukparungsee

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Generally, the traditional Shewhart p chart has been developed by for charting the binomial data. This chart has been developed using the normal approximation with condition as low defect level and the small to moderate sample size. In real applications, however, are away from these assumptions due to skewness in the exact distribution. In this paper, a modified Exponentially Weighted Moving Average (EWMA) control chat for detecting a change in binomial data by improving square root transformations, namely ISRT p EWMA control chart. The numerical results show that ISRT p EWMA chart is superior to ISRT p chart for small to moderate shifts, otherwise, the latter is better for large shifts.

Keywords: number of defects, exponentially weighted moving average, average run length, square root transformations

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Authors: Rishikesh Yadav, Ramakanta Meher, Vishnu Narayan Mishra

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

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

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Authors: Ahcene Habbi, Yassine Boudouaoui

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This paper deals with the problem of automatic rule generation for fuzzy systems design. The proposed approach is based on hybrid artificial bee colony (ABC) optimization and weighted least squares (LS) method and aims to find the structure and parameters of fuzzy systems simultaneously. More precisely, two ABC based fuzzy modeling strategies are presented and compared. The first strategy uses global optimization to learn fuzzy models, the second one hybridizes ABC and weighted least squares estimate method. The performances of the proposed ABC and ABC-LS fuzzy modeling strategies are evaluated on complex modeling problems and compared to other advanced modeling methods.

Keywords: automatic design, learning, fuzzy rules, hybrid, swarm optimization

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Authors: Paolo Fantozzi, Luigi Laura, Umberto Nanni

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The problem of Entity relation discovery in structured data, a well covered topic in literature, consists in searching within unstructured sources (typically, text) in order to find connections among entities. These can be a whole dictionary, or a specific collection of named items. In many cases machine learning and/or text mining techniques are used for this goal. These approaches might be unfeasible in computationally challenging problems, such as processing massive data streams. A faster approach consists in collecting the cooccurrences of any two words (entities) in order to create a graph of relations - a cooccurrence graph. Indeed each cooccurrence highlights some grade of semantic correlation between the words because it is more common to have related words close each other than having them in the opposite sides of the text. Some authors have used sliding windows for such problem: they count all the occurrences within a sliding windows running over the whole text. In this paper we generalise such technique, coming up to a Weighted-Distance Sliding Window, where each occurrence of two named items within the window is accounted with a weight depending on the distance between items: a closer distance implies a stronger evidence of a relationship. We develop an experiment in order to support this intuition, by applying this technique to a data set consisting in the text of the Bible, split into verses.

Keywords: cooccurrence graph, entity relation graph, unstructured text, weighted distance

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Authors: Mohamed Al-Badrashiny, Abdelghani Bellaachia

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This paper presents a classifier ensemble approach for predicting the survivability of the breast cancer patients using the latest database version of the Surveillance, Epidemiology, and End Results (SEER) Program of the National Cancer Institute. The system consists of two main components; features selection and classifier ensemble components. The features selection component divides the features in SEER database into four groups. After that it tries to find the most important features among the four groups that maximizes the weighted average F-score of a certain classification algorithm. The ensemble component uses three different classifiers, each of which models different set of features from SEER through the features selection module. On top of them, another classifier is used to give the final decision based on the output decisions and confidence scores from each of the underlying classifiers. Different classification algorithms have been examined; the best setup found is by using the decision tree, Bayesian network, and Na¨ıve Bayes algorithms for the underlying classifiers and Na¨ıve Bayes for the classifier ensemble step. The system outperforms all published systems to date when evaluated against the exact same data of SEER (period of 1973-2002). It gives 87.39% weighted average F-score compared to 85.82% and 81.34% of the other published systems. By increasing the data size to cover the whole database (period of 1973-2014), the overall weighted average F-score jumps to 92.4% on the held out unseen test set.

Keywords: classifier ensemble, breast cancer survivability, data mining, SEER

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Authors: Belaynesh Chekol, Numan Çelebi

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The main purpose of this work is to recognize individual characters extracted from natural scene images using scale invariant feature transform (SIFT) features as an input to K-nearest neighbor (KNN); a classification learner algorithm. For this task, 1,068 and 78 images of English alphabet characters taken from Chars74k data set is used to train and test the classifier respectively. For each character image, We have generated describing features by using SIFT algorithm. This set of features is fed to the learner so that it can recognize and label new images of English characters. Two types of KNN (fine KNN and weighted KNN) were trained and the resulted classification accuracy is 56.9% and 56.5% respectively. The training time taken was the same for both fine and weighted KNN.

Keywords: character recognition, KNN, natural scene image, SIFT

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Authors: T. Francis Thamburaj, A. Aloysius

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Polymorphism is one of the main pillars of the object-oriented paradigm. It induces hidden forms of class dependencies which may impact software quality, resulting in higher cost factor for comprehending, debugging, testing, and maintaining the software. In this paper, a new cognitive complexity metric called Cognitive Weighted Polymorphism Factor (CWPF) is proposed. Apart from the software structural complexity, it includes the cognitive complexity on the basis of type. The cognitive weights are calibrated based on 27 empirical studies with 120 persons. A case study and experimentation of the new software metric shows positive results. Further, a comparative study is made and the correlation test has proved that CWPF complexity metric is a better, more comprehensive, and more realistic indicator of the software complexity than Abreu’s Polymorphism Factor (PF) complexity metric.

Keywords: cognitive complexity metric, object-oriented metrics, polymorphism factor, software metrics

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Authors: Oğuzhan Urhan

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In this paper, an improved motion estimation (ME) approach based on weighted constrained one-bit transform is proposed for block-based ME employed in video encoders. Binary ME approaches utilize low bit-depth representation of the original image frames with a Boolean exclusive-OR based hardware efficient matching criterion to decrease computational burden of the ME stage. Weighted constrained one-bit transform (WC‑1BT) based approach improves the performance of conventional C-1BT based ME employing 2-bit depth constraint mask instead of a 1-bit depth mask. In this work, the range of constraint mask is further extended to increase ME performance of WC-1BT approach. Experiments reveal that the proposed method provides better ME accuracy compared existing similar ME methods in the literature.

Keywords: fast motion estimation; low-complexity motion estimation, video coding

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Authors: Yuzhi Cai

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This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

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Authors: S. Turkan

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In this paper, the Turkey’s Top 500 Industrial Enterprises data in 2014 were analyzed by data envelopment analysis. Data envelopment analysis is used to detect efficient decision-making units such as universities, hospitals, schools etc. by using inputs and outputs. The decision-making units in this study are enterprises. To detect efficient enterprises, some financial ratios are determined as inputs and outputs. For this reason, financial indicators related to productivity of enterprises are considered. The efficient foreign weighted owned capital enterprises are detected via super efficiency model. According to the results, it is said that Mercedes-Benz is the most efficient foreign weighted owned capital enterprise in Turkey.

Keywords: data envelopment analysis, super efficiency, logistic regression, financial ratios

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Authors: Punitha Periyasamy, Mahalingam Sudalaimuthu, Sachikanta Nanda, Arasu Sundaram

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India holds 17.5% of the world’s population but has only 2% of the total geographical area of the world where 27.35% of the area is categorized as wasteland due to lack of or less groundwater. So there is a demand for excessive groundwater for agricultural and non agricultural activities to balance its growth rate. With this in mind, an attempt is made to find the groundwater potential zone in Gomukhi river sub basin of Vellar River basin, TamilNadu, India covering an area of 1146.6 Sq.Km consists of 9 blocks from Peddanaickanpalayam to Villupuram fall in the sub basin. The thematic maps such as Geology, Geomorphology, Lineament, Landuse, and Landcover and Drainage are prepared for the study area using IRS P6 data. The collateral data includes rainfall, water level, soil map are collected for analysis and inference. The digital elevation model (DEM) is generated using Shuttle Radar Topographic Mission (SRTM) and the slope of the study area is obtained. ArcGIS 10.1 acts as a powerful spatial analysis tool to find out the ground water potential zones in the study area by means of weighted overlay analysis. Each individual parameter of the thematic maps are ranked and weighted in accordance with their influence to increase the water level in the ground. The potential zones in the study area are classified viz., Very Good, Good, Moderate, Poor with its aerial extent of 15.67, 381.06, 575.38, 174.49 Sq.Km respectively.

Keywords: ArcGIS, DEM, groundwater, recharge, weighted overlay

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