Search results for: regression analysis
9050 Robust Regression and its Application in Financial Data Analysis
Authors: Mansoor Momeni, Mahmoud Dehghan Nayeri, Ali Faal Ghayoumi, Hoda Ghorbani
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This research is aimed to describe the application of robust regression and its advantages over the least square regression method in analyzing financial data. To do this, relationship between earning per share, book value of equity per share and share price as price model and earning per share, annual change of earning per share and return of stock as return model is discussed using both robust and least square regressions, and finally the outcomes are compared. Comparing the results from the robust regression and the least square regression shows that the former can provide the possibility of a better and more realistic analysis owing to eliminating or reducing the contribution of outliers and influential data. Therefore, robust regression is recommended for getting more precise results in financial data analysis.
Keywords: Financial data analysis, Influential data, Outliers, Robust regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19329049 Relationship between Sums of Squares in Linear Regression and Semi-parametric Regression
Authors: Dursun Aydın, Bilgin Senel
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In this paper, the sum of squares in linear regression is reduced to sum of squares in semi-parametric regression. We indicated that different sums of squares in the linear regression are similar to various deviance statements in semi-parametric regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the semi-parametric regression model. Then, it is made an application in order to support the theory of the linear regression and semi-parametric regression. In this way, study is supported with a simulated data example.Keywords: Semi-parametric regression, Penalized LeastSquares, Residuals, Deviance, Smoothing Spline.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18569048 Model-Based Software Regression Test Suite Reduction
Authors: Shiwei Deng, Yang Bao
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In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.Keywords: Dependence analysis, EFSM model, greedy algorithm, regression test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19219047 Performance Analysis of Adaptive LMS Filter through Regression Analysis using SystemC
Authors: Hyeong-Geon Lee, Jae-Young Park, Suk-ki Lee, Jong-Tae Kim
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The LMS adaptive filter has several parameters which can affect their performance. From among these parameters, most papers handle the step size parameter for controlling the performance. In this paper, we approach three parameters: step-size, filter tap-size and filter form. The regression analysis is used for defining the relation between parameters and performance of LMS adaptive filter with using the system level simulation results. The results present that all parameters have performance trends in each own particular form, which can be estimated from equations drawn by regression analysis.
Keywords: System level model, adaptive LMS FIR filter, regression analysis, systemC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28009046 A Comparison of the Sum of Squares in Linear and Partial Linear Regression Models
Authors: Dursun Aydın
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In this paper, estimation of the linear regression model is made by ordinary least squares method and the partially linear regression model is estimated by penalized least squares method using smoothing spline. Then, it is investigated that differences and similarity in the sum of squares related for linear regression and partial linear regression models (semi-parametric regression models). It is denoted that the sum of squares in linear regression is reduced to sum of squares in partial linear regression models. Furthermore, we indicated that various sums of squares in the linear regression are similar to different deviance statements in partial linear regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the partial linear regression model. For this aim, it is made two different applications. A simulated and a real data set are considered to prove the claim mentioned here. In this way, this study is supported with a simulation and a real data example.Keywords: Partial Linear Regression Model, Linear RegressionModel, Residuals, Deviance, Smoothing Spline.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18749045 Research on the Problems of Housing Prices in Qingdao from a Macro Perspective
Authors: Liu Zhiyuan, Sun Zongdi, Liu Zhiyuan, Sun Zongdi
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Qingdao is a seaside city. Taking into account the characteristics of Qingdao, this article established a multiple linear regression model to analyze the impact of macroeconomic factors on housing prices. We used stepwise regression method to make multiple linear regression analysis, and made statistical analysis of F test values and T test values. According to the analysis results, the model is continuously optimized. Finally, this article obtained the multiple linear regression equation and the influencing factors, and the reliability of the model was verified by F test and T test.
Keywords: Housing prices, multiple linear regression model, macroeconomic factors, Qingdao City.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11799044 A Comparison of the Nonparametric Regression Models using Smoothing Spline and Kernel Regression
Authors: Dursun Aydin
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This paper study about using of nonparametric models for Gross National Product data in Turkey and Stanford heart transplant data. It is discussed two nonparametric techniques called smoothing spline and kernel regression. The main goal is to compare the techniques used for prediction of the nonparametric regression models. According to the results of numerical studies, it is concluded that smoothing spline regression estimators are better than those of the kernel regression.Keywords: Kernel regression, Nonparametric models, Prediction, Smoothing spline.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31039043 On the outlier Detection in Nonlinear Regression
Authors: Hossein Riazoshams, Midi Habshah, Jr., Mohamad Bakri Adam
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The detection of outliers is very essential because of their responsibility for producing huge interpretative problem in linear as well as in nonlinear regression analysis. Much work has been accomplished on the identification of outlier in linear regression, but not in nonlinear regression. In this article we propose several outlier detection techniques for nonlinear regression. The main idea is to use the linear approximation of a nonlinear model and consider the gradient as the design matrix. Subsequently, the detection techniques are formulated. Six detection measures are developed that combined with three estimation techniques such as the Least-Squares, M and MM-estimators. The study shows that among the six measures, only the studentized residual and Cook Distance which combined with the MM estimator, consistently capable of identifying the correct outliers.Keywords: Nonlinear Regression, outliers, Gradient, LeastSquare, M-estimate, MM-estimate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31829042 Internet Purchases in European Union Countries: Multiple Linear Regression Approach
Authors: Ksenija Dumičić, Anita Čeh Časni, Irena Palić
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This paper examines economic and Information and Communication Technology (ICT) development influence on recently increasing Internet purchases by individuals for European Union member states. After a growing trend for Internet purchases in EU27 was noticed, all possible regression analysis was applied using nine independent variables in 2011. Finally, two linear regression models were studied in detail. Conducted simple linear regression analysis confirmed the research hypothesis that the Internet purchases in analyzed EU countries is positively correlated with statistically significant variable Gross Domestic Product per capita (GDPpc). Also, analyzed multiple linear regression model with four regressors, showing ICT development level, indicates that ICT development is crucial for explaining the Internet purchases by individuals, confirming the research hypothesis.
Keywords: European Union, Internet purchases, multiple linear regression model, outlier
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29559041 Defect Cause Modeling with Decision Tree and Regression Analysis
Authors: B. Bakır, İ. Batmaz, F. A. Güntürkün, İ. A. İpekçi, G. Köksal, N. E. Özdemirel
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The main aim of this study is to identify the most influential variables that cause defects on the items produced by a casting company located in Turkey. To this end, one of the items produced by the company with high defective percentage rates is selected. Two approaches-the regression analysis and decision treesare used to model the relationship between process parameters and defect types. Although logistic regression models failed, decision tree model gives meaningful results. Based on these results, it can be claimed that the decision tree approach is a promising technique for determining the most important process variables.Keywords: Casting industry, decision tree algorithm C5.0, logistic regression, quality improvement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25229040 The Leaves of a Tree
Authors: Zhu Jiaming, Yu Mengna
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In this article, models based on quantitative analysis, physical geometry and regression analysis are established, by using analytic hierarchy process analysis, fuzzy cluster analysis, fuzzy photographic and data fitting. The reasons of various leaf shapes among different species and the differences between the leaf shapes on same tree have been solved by using software, such as Eviews, VB and Matlab. We also successfully estimate the leaf mass of a tree and the correlation with the tree profile.Keywords: Leaf shape; Mass; Fuzzy cluster; Regression analysis; Eviews; Matlab
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15979039 Churn Prediction: Does Technology Matter?
Authors: John Hadden, Ashutosh Tiwari, Rajkumar Roy, Dymitr Ruta
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The aim of this paper is to identify the most suitable model for churn prediction based on three different techniques. The paper identifies the variables that affect churn in reverence of customer complaints data and provides a comparative analysis of neural networks, regression trees and regression in their capabilities of predicting customer churn.Keywords: Churn, Decision Trees, Neural Networks, Regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33039038 Optimization of Slider Crank Mechanism Using Design of Experiments and Multi-Linear Regression
Authors: Galal Elkobrosy, Amr M. Abdelrazek, Bassuny M. Elsouhily, Mohamed E. Khidr
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Crank shaft length, connecting rod length, crank angle, engine rpm, cylinder bore, mass of piston and compression ratio are the inputs that can control the performance of the slider crank mechanism and then its efficiency. Several combinations of these seven inputs are used and compared. The throughput engine torque predicted by the simulation is analyzed through two different regression models, with and without interaction terms, developed according to multi-linear regression using LU decomposition to solve system of algebraic equations. These models are validated. A regression model in seven inputs including their interaction terms lowered the polynomial degree from 3rd degree to 1st degree and suggested valid predictions and stable explanations.
Keywords: Design of experiments, regression analysis, SI Engine, statistical modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12529037 Orthogonal Regression for Nonparametric Estimation of Errors-in-Variables Models
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21399036 Development of Regression Equation for Surface Finish and Analysis of Surface Integrity in EDM
Authors: Md. Ashikur Rahman Khan, M. M. Rahman
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Electrical discharge machining (EDM) is a relatively modern machining process having distinct advantages over other machining processes and can machine Ti-alloys effectively. The present study emphasizes the features of the development of regression equation based on response surface methodology (RSM) for correlating the interactive and higher-order influences of machining parameters on surface finish of Titanium alloy Ti-6Al-4V. The process parameters selected in this study are discharge current, pulse on time, pulse off time and servo voltage. Machining has been accomplished using negative polarity of Graphite electrode. Analysis of variance is employed to ascertain the adequacy of the developed regression model. Experiments based on central composite of response surface method are carried out. Scanning electron microscopy (SEM) analysis was performed to investigate the surface topography of the EDMed job. The results evidence that the proposed regression equation can predict the surface roughness effectively. The lower ampere and short pulse on time yield better surface finish.
Keywords: Graphite electrode, regression model, response surface methodology, surface roughness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25469035 The Strengths and Limitations of the Statistical Modeling of Complex Social Phenomenon: Focusing on SEM, Path Analysis, or Multiple Regression Models
Authors: Jihye Jeon
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This paper analyzes the conceptual framework of three statistical methods, multiple regression, path analysis, and structural equation models. When establishing research model of the statistical modeling of complex social phenomenon, it is important to know the strengths and limitations of three statistical models. This study explored the character, strength, and limitation of each modeling and suggested some strategies for accurate explaining or predicting the causal relationships among variables. Especially, on the studying of depression or mental health, the common mistakes of research modeling were discussed.Keywords: Multiple regression, path analysis, structural equation models, statistical modeling, social and psychological phenomenon.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 92539034 Estimation of Functional Response Model by Supervised Functional Principal Component Analysis
Authors: Hyon I. Paek, Sang Rim Kim, Hyon A. Ryu
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In functional linear regression, one typical problem is to reduce dimension. Compared with multivariate linear regression, functional linear regression is regarded as an infinite-dimensional case, and the main task is to reduce dimensions of functional response and functional predictors. One common approach is to adapt functional principal component analysis (FPCA) on functional predictors and then use a few leading functional principal components (FPC) to predict the functional model. The leading FPCs estimated by the typical FPCA explain a major variation of the functional predictor, but these leading FPCs may not be mostly correlated with the functional response, so they may not be significant in the prediction for response. In this paper, we propose a supervised FPCA method for a functional response model with FPCs obtained by considering the correlation of the functional response. Our method would have a better prediction accuracy than the typical FPCA method.
Keywords: Supervised, functional principal component analysis, functional response, functional linear regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 219033 Use of Regression Analysis in Determining the Length of Plastic Hinge in Reinforced Concrete Columns
Authors: Mehmet Alpaslan Köroğlu, Musa Hakan Arslan, Muslu Kazım Körez
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Basic objective of this study is to create a regression analysis method that can estimate the length of a plastic hinge which is an important design parameter, by making use of the outcomes of (lateral load-lateral displacement hysteretic curves) the experimental studies conducted for the reinforced square concrete columns. For this aim, 170 different square reinforced concrete column tests results have been collected from the existing literature. The parameters which are thought affecting the plastic hinge length such as crosssection properties, features of material used, axial loading level, confinement of the column, longitudinal reinforcement bars in the columns etc. have been obtained from these 170 different square reinforced concrete column tests. In the study, when determining the length of plastic hinge, using the experimental test results, a regression analysis have been separately tested and compared with each other. In addition, the outcome of mentioned methods on determination of plastic hinge length of the reinforced concrete columns has been compared to other methods available in the literature.
Keywords: Columns, plastic hinge length, regression analysis, reinforced concrete.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42759032 Optimized Calculation of Hourly Price Forward Curve (HPFC)
Authors: Ahmed Abdolkhalig
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This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.Keywords: Forward curve, furrier series, regression, radial basic function neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42329031 Principal Component Regression in Noninvasive Pineapple Soluble Solids Content Assessment Based On Shortwave Near Infrared Spectrum
Authors: K. S. Chia, H. Abdul Rahim, R. Abdul Rahim
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The Principal component regression (PCR) is a combination of principal component analysis (PCA) and multiple linear regression (MLR). The objective of this paper is to revise the use of PCR in shortwave near infrared (SWNIR) (750-1000nm) spectral analysis. The idea of PCR was explained mathematically and implemented in the non-destructive assessment of the soluble solid content (SSC) of pineapple based on SWNIR spectral data. PCR achieved satisfactory results in this application with root mean squared error of calibration (RMSEC) of 0.7611 Brix°, coefficient of determination (R2) of 0.5865 and root mean squared error of crossvalidation (RMSECV) of 0.8323 Brix° with principal components (PCs) of 14.Keywords: Pineapple, Shortwave near infrared, Principal component regression, Non-invasive measurement; Soluble solids content
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20279030 Landslide Susceptibility Mapping: A Comparison between Logistic Regression and Multivariate Adaptive Regression Spline Models in the Municipality of Oudka, Northern of Morocco
Authors: S. Benchelha, H. C. Aoudjehane, M. Hakdaoui, R. El Hamdouni, H. Mansouri, T. Benchelha, M. Layelmam, M. Alaoui
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The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).
Keywords: Landslide susceptibility mapping, regression logistic, multivariate adaptive regression spline, Oudka, Taounate, Morocco.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9929029 Clustering Protein Sequences with Tailored General Regression Model Technique
Authors: G. Lavanya Devi, Allam Appa Rao, A. Damodaram, GR Sridhar, G. Jaya Suma
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Cluster analysis divides data into groups that are meaningful, useful, or both. Analysis of biological data is creating a new generation of epidemiologic, prognostic, diagnostic and treatment modalities. Clustering of protein sequences is one of the current research topics in the field of computer science. Linear relation is valuable in rule discovery for a given data, such as if value X goes up 1, value Y will go down 3", etc. The classical linear regression models the linear relation of two sequences perfectly. However, if we need to cluster a large repository of protein sequences into groups where sequences have strong linear relationship with each other, it is prohibitively expensive to compare sequences one by one. In this paper, we propose a new technique named General Regression Model Technique Clustering Algorithm (GRMTCA) to benignly handle the problem of linear sequences clustering. GRMT gives a measure, GR*, to tell the degree of linearity of multiple sequences without having to compare each pair of them.Keywords: Clustering, General Regression Model, Protein Sequences, Similarity Measure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15679028 Regression Test Selection Technique for Multi-Programming Language
Authors: Walid S. Abd El-hamid, Sherif S. El-Etriby, Mohiy M. Hadhoud
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Regression testing is a maintenance activity applied to modified software to provide confidence that the changed parts are correct and that the unchanged parts have not been adversely affected by the modifications. Regression test selection techniques reduce the cost of regression testing, by selecting a subset of an existing test suite to use in retesting modified programs. This paper presents the first general regression-test-selection technique, which based on code and allows selecting test cases for any programs written in any programming language. Then it handles incomplete program. We also describe RTSDiff, a regression-test-selection system that implements the proposed technique. The results of the empirical studied that performed in four programming languages java, C#, Cµ and Visual basic show that the efficiency and effective in reducing the size of test suit.Keywords: Regression testing, testing, test selection, softwareevolution, software maintenance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15339027 Health Monitoring of Power Transformers by Dissolved Gas Analysis using Regression Method and Study the Effect of Filtration on Oil
Authors: Anjali Chatterjee, Nirmal Kumar Roy
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Economically transformers constitute one of the largest investments in a Power system. For this reason, transformer condition assessment and management is a high priority task. If a transformer fails, it would have a significant negative impact on revenue and service reliability. Monitoring the state of health of power transformers has traditionally been carried out using laboratory Dissolved Gas Analysis (DGA) tests performed at periodic intervals on the oil sample, collected from the transformers. DGA of transformer oil is the single best indicator of a transformer-s overall condition and is a universal practice today, which started somewhere in the 1960s. Failure can occur in a transformer due to different reasons. Some failures can be limited or prevented by maintenance. Oil filtration is one of the methods to remove the dissolve gases and prevent the deterioration of the oil. In this paper we analysis the DGA data by regression method and predict the gas concentration in the oil in the future. We bring about a comparative study of different traditional methods of regression and the errors generated out of their predictions. With the help of these data we can deduce the health of the transformer by finding the type of fault if it has occurred or will occur in future. Additional in this paper effect of filtration on the transformer health is highlight by calculating the probability of failure of a transformer with and without oil filtrating.
Keywords: Power Transformers, Dissolve gas Analysis, Regression method, Filtration, oil.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29439026 Regression Analysis of Travel Indicators and Public Transport Usage in Urban Areas
Authors: M. Moeinaddini, Z. Asadi-Shekari, M. Zaly Shah, A. Hamzah
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Currently, planners try to have more green travel options to decrease economic, social and environmental problems. Therefore, this study tries to find significant urban travel factors to be used to increase the usage of alternative urban travel modes. This paper attempts to identify the relationship between prominent urban mobility indicators and daily trips by public transport in 30 cities from various parts of the world. Different travel modes, infrastructures and cost indicators were evaluated in this research as mobility indicators. The results of multi-linear regression analysis indicate that there is a significant relationship between mobility indicators and the daily usage of public transport.Keywords: Green travel modes, urban travel indicators, daily trips by public transport, multi-linear regression analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25529025 Performance Analysis of Proprietary and Non-Proprietary Tools for Regression Testing Using Genetic Algorithm
Authors: K. Hema Shankari, R. Thirumalaiselvi, N. V. Balasubramanian
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The present paper addresses to the research in the area of regression testing with emphasis on automated tools as well as prioritization of test cases. The uniqueness of regression testing and its cyclic nature is pointed out. The difference in approach between industry, with business model as basis, and academia, with focus on data mining, is highlighted. Test Metrics are discussed as a prelude to our formula for prioritization; a case study is further discussed to illustrate this methodology. An industrial case study is also described in the paper, where the number of test cases is so large that they have to be grouped as Test Suites. In such situations, a genetic algorithm proposed by us can be used to reconfigure these Test Suites in each cycle of regression testing. The comparison is made between a proprietary tool and an open source tool using the above-mentioned metrics. Our approach is clarified through several tables.Keywords: APFD metric, genetic algorithm, regression testing, RFT tool, test case prioritization, selenium tool.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9179024 Stock Market Prediction by Regression Model with Social Moods
Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome
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This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model, where document topics are extracted using LDA. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.
Keywords: Regression model, social mood, stock market prediction, Twitter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24349023 Coverage Probability Analysis of WiMAX Network under Additive White Gaussian Noise and Predicted Empirical Path Loss Model
Authors: Chaudhuri Manoj Kumar Swain, Susmita Das
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This paper explores a detailed procedure of predicting a path loss (PL) model and its application in estimating the coverage probability in a WiMAX network. For this a hybrid approach is followed in predicting an empirical PL model of a 2.65 GHz WiMAX network deployed in a suburban environment. Data collection, statistical analysis, and regression analysis are the phases of operations incorporated in this approach and the importance of each of these phases has been discussed properly. The procedure of collecting data such as received signal strength indicator (RSSI) through experimental set up is demonstrated. From the collected data set, empirical PL and RSSI models are predicted with regression technique. Furthermore, with the aid of the predicted PL model, essential parameters such as PL exponent as well as the coverage probability of the network are evaluated. This research work may assist in the process of deployment and optimisation of any cellular network significantly.
Keywords: WiMAX, RSSI, path loss, coverage probability, regression analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7089022 A Fuzzy Linear Regression Model Based on Dissemblance Index
Authors: Shih-Pin Chen, Shih-Syuan You
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Fuzzy regression models are useful for investigating the relationship between explanatory variables and responses in fuzzy environments. To overcome the deficiencies of previous models and increase the explanatory power of fuzzy data, the graded mean integration (GMI) representation is applied to determine representative crisp regression coefficients. A fuzzy regression model is constructed based on the modified dissemblance index (MDI), which can precisely measure the actual total error. Compared with previous studies based on the proposed MDI and distance criterion, the results from commonly used test examples show that the proposed fuzzy linear regression model has higher explanatory power and forecasting accuracy.Keywords: Dissemblance index, fuzzy linear regression, graded mean integration, mathematical programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14429021 Burning Rate Response of Solid Fuels in Laminar Boundary Layer
Authors: A. M. Tahsini
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Solid fuel transient burning behavior under oxidizer gas flow is numerically investigated. It is done using analysis of the regression rate responses to the imposed sudden and oscillatory variation at inflow properties. The conjugate problem is considered by simultaneous solution of flow and solid phase governing equations to compute the fuel regression rate. The advection upstream splitting method is used as flow computational scheme in finite volume method. The ignition phase is completely simulated to obtain the exact initial condition for response analysis. The results show that the transient burning effects which lead to the combustion instabilities and intermittent extinctions could be observed in solid fuels as the solid propellants.Keywords: Extinction, Oscillation, Regression rate, Response, Transient burning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2364