Search results for: Support vector data description

Authors: Mohamed .S .Alazhari, Milad. M. Al Shebani

Abstract:

Numerous concrete structures projects are currently running in Libya as part of a US$50 billion government funding. The quality of concrete used in 20 different construction projects were assessed based mainly on the concrete compressive strength achieved. The projects are scattered all over the country and are at various levels of completeness. For most of these projects, the concrete compressive strength was obtained from test results of a 150mm standard cube mold. Statistical analysis of collected concrete compressive strengths reveals that the data in general followed a normal distribution pattern. The study covers comparison and assessment of concrete quality aspects such as: quality control, strength range, data standard deviation, data scatter, and ratio of minimum strength to design strength. Site quality control for these projects ranged from very good to poor according to ACI214 criteria [1]. The ranges (Rg) of the strength (max. strength – min. strength) divided by average strength are from (34% to 160%). Data scatter is measured as the range (Rg) divided by standard deviation (
) and is found to be (1.82 to 11.04), indicating that the range is ±3σ. International construction companies working in Libya follow different assessment criteria for concrete compressive strength in lieu of national unified procedure. The study reveals that assessments of concrete quality conducted by these construction companies usually meet their adopted (internal) standards, but sometimes fail to meet internationally known standard requirements. The assessment of concrete presented in this paper is based on ACI, British standards and proposed Libyan concrete strength assessment criteria.

Keywords: Acceptance criteria, Concrete, Compressive strength, quality control

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Authors: Víctor D. Rodríguez, Edith P. Estupiñán, Juan C. Martínez

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The evolution in mobile broadband technologies has allowed to increase the download rates in users considering the current services. The evaluation of technical parameters at the link level is of vital importance to validate the quality and veracity of the connection, thus avoiding large losses of data, time and productivity. Some of these failures may occur between the eNodeB (Evolved Node B) and the user equipment (UE), so the link between the end device and the base station can be observed. LTE (Long Term Evolution) is considered one of the IP-oriented mobile broadband technologies that work stably for data and VoIP (Voice Over IP) for those devices that have that feature. This research presents a technical analysis of the connection and channeling processes between UE and eNodeB with the TAC (Tracking Area Code) variables, and analysis of performance variables (Throughput, Signal to Interference and Noise Ratio (SINR)). Three measurement scenarios were proposed in the city of Bogotá using QualiPoc, where two operators were evaluated (Operator 1 and Operator 2). Once the data were obtained, an analysis of the variables was performed determining that the data obtained in transmission modes vary depending on the parameters BLER (Block Error Rate), performance and SNR (Signal-to-Noise Ratio). In the case of both operators, differences in transmission modes are detected and this is reflected in the quality of the signal. In addition, due to the fact that both operators work in different frequencies, it can be seen that Operator 1, despite having spectrum in Band 7 (2600 MHz), together with Operator 2, is reassigning to another frequency, a lower band, which is AWS (1700 MHz), but the difference in signal quality with respect to the establishment with data by the provider Operator 2 and the difference found in the transmission modes determined by the eNodeB in Operator 1 is remarkable.

Keywords: BLER, LTE, Network, Qualipoc, SNR.

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Authors: M. N. Abu Seman, L. M. Kei, M. A. Yusoff

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Forward Osmosis (FO) polyamide thin-film composite membranes have been prepared by interfacial polymerization using commercial UF polyethersulfoneas membrane support. Different interfacial polymerization times (10s, 30s and 60s) in the organic solution containing trimesoyl chloride (TMC) at constant m-phenylenediamine (MPD) concentration (2% w/v) were studied. The synthesized polyamide membranes then tested for treatment of natural organic matter (NOM) and compared to commercial Cellulose TriAcetate (CTA) membrane. It was found that membrane prepared with higher reaction time (30s and 60s) exhibited better membrane performance (flux and humic acid removal) over commercial CTA membrane.

Keywords: Cellulose Triacetate, Forward Osmosis, Humic Acid, Polyamide.

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Authors: Ibrahim A. Aref, Tarek El-Mihoub, Khadiga Ben Musa

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This paper presents Carrier Sense Multiple Access (CSMA) communication models based on SoC design methodology. Such a model can be used to support the modeling of the complex wireless communication systems. Therefore, the use of such communication model is an important technique in the construction of high-performance communication. SystemC has been chosen because it provides a homogeneous design flow for complex designs (i.e. SoC and IP-based design). We use a swarm system to validate CSMA designed model and to show how advantages of incorporating communication early in the design process. The wireless communication created through the modeling of CSMA protocol that can be used to achieve communication between all the agents and to coordinate access to the shared medium (channel).

Keywords: SystemC, modeling, simulation, CSMA.

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Authors: Tae Kyung Kim, Hee Suk Seo

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Recent advances in wireless sensor networks have led to many routing methods designed for energy-efficiency in wireless sensor networks. Despite that many routing methods have been proposed in USN, a single routing method cannot be energy-efficient if the environment of the ubiquitous sensor network varies. We present the controlling network access to various hosts and the services they offer, rather than on securing them one by one with a network security model. When ubiquitous sensor networks are deployed in hostile environments, an adversary may compromise some sensor nodes and use them to inject false sensing reports. False reports can lead to not only false alarms but also the depletion of limited energy resource in battery powered networks. The interleaved hop-by-hop authentication scheme detects such false reports through interleaved authentication. This paper presents a LMDD (Low energy method for data delivery) algorithm that provides energy-efficiency by dynamically changing protocols installed at the sensor nodes. The algorithm changes protocols based on the output of the fuzzy logic which is the fitness level of the protocols for the environment.

Keywords: Data delivery, routing, simulation.

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Authors: A. Basu, A. A. Purohit, M. M. Vaidya, M. D. Kudale

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Mumbai, being traditionally the epicenter of India's trade and commerce, the existing major ports such as Mumbai and Jawaharlal Nehru Ports (JN) situated in Thane estuary are also developing its waterfront facilities. Various developments over the passage of decades in this region have changed the tidal flux entering/leaving the estuary. The intake at Pir-Pau is facing the problem of shortage of water in view of advancement of shoreline, while jetty near Ulwe faces the problem of ship scheduling due to existence of shallower depths between JN Port and Ulwe Bunder. In order to solve these problems, it is inevitable to have information about tide levels over a long duration by field measurements. However, field measurement is a tedious and costly affair; application of artificial intelligence was used to predict water levels by training the network for the measured tide data for one lunar tidal cycle. The application of two layered feed forward Artificial Neural Network (ANN) with back-propagation training algorithms such as Gradient Descent (GD) and Levenberg-Marquardt (LM) was used to predict the yearly tide levels at waterfront structures namely at Ulwe Bunder and Pir-Pau. The tide data collected at Apollo Bunder, Ulwe, and Vashi for a period of lunar tidal cycle (2013) was used to train, validate and test the neural networks. These trained networks having high co-relation coefficients (R= 0.998) were used to predict the tide at Ulwe, and Vashi for its verification with the measured tide for the year 2000 & 2013. The results indicate that the predicted tide levels by ANN give reasonably accurate estimation of tide. Hence, the trained network is used to predict the yearly tide data (2015) for Ulwe. Subsequently, the yearly tide data (2015) at Pir-Pau was predicted by using the neural network which was trained with the help of measured tide data (2000) of Apollo and Pir-Pau. The analysis of measured data and study reveals that: The measured tidal data at Pir-Pau, Vashi and Ulwe indicate that there is maximum amplification of tide by about 10-20 cm with a phase lag of 10-20 minutes with reference to the tide at Apollo Bunder (Mumbai). LM training algorithm is faster than GD and with increase in number of neurons in hidden layer and the performance of the network increases. The predicted tide levels by ANN at Pir-Pau and Ulwe provides valuable information about the occurrence of high and low water levels to plan the operation of pumping at Pir-Pau and improve ship schedule at Ulwe.

Keywords: Artificial neural network, back-propagation, tide data, training algorithm.

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Authors: Pantaleon Lutta, Mohamed Sedky, Mohamed Hassan

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The inability of organizations to put in place management control measures for Internet of Things (IoT) complexities persists to be a risk concern. Policy makers have been left to scamper in finding measures to combat these security and privacy concerns. IoT forensics is a cumbersome process as there is no standardization of the IoT products, no or limited historical data are stored on the devices. This paper highlights why IoT forensics is a unique adventure and brought out the legal challenges encountered in the investigation process. A quadrant model is presented to study the conflicting aspects in IoT forensics. The model analyses the effectiveness of forensic investigation process versus the admissibility of the evidence integrity; taking into account the user privacy and the providers’ compliance with the laws and regulations. Our analysis concludes that a semi-automated forensic process using machine learning, could eliminate the human factor from the profiling and surveillance processes, and hence resolves the issues of data protection (privacy and confidentiality).

Keywords: Cloud forensics, data protection laws, GDPR, IoT forensics, machine learning.

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Authors: Khajornjit Bunnag

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The purposes of this research are: 1) to study the media literacy of early teenagers, and 2) to study the interaction between gender and timing of media exposure that affects the media literacy of teenagers. The sample of the study included 400 young people aged between 11 to 17 and who were living in Bangkok. The data was collected using questionnaires. Two-way ANOVA was used in analyzing the collected data. The result revealed that gender and timing of media exposure affected the media literacy of early teenagers with statistical significance at the level of 0.05.

Keywords: Gender, Media Literacy, Teenager, Timing of Media Exposure.

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Authors: Kedit J.

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This paper is the tomographic images reconstruction simulation for defects detection in specimen. The specimen is the thin cylindrical steel contained with low density materials. The defects in material are simulated in three shapes.The specimen image function will be transformed to projection data. Radon transform and its inverse provide the mathematical for reconstructing tomographic images from projection data. The result of the simulation show that the reconstruction images is complete for defect detection.

Keywords: Tomography, Tomography Reconstruction, Radon Transform

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Authors: Prabhakar Venugopal Gantasala

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Complex environments triggered by globalization have necessitated new paradigms of leadership – Complexity Leadership that encompass multiple roles that leaders need to take upon. Success of Higher Education institutions depends on how well leaders can provide adaptive, administrative and enabling leadership. Complexity Leadership seems all the more relevant for institutions that are knowledge-driven and thrive on Knowledge creation, Knowledge storage and retrieval, Knowledge Sharing and Knowledge applications. Discussed in this paper are the elements of Globalization and the opportunities and challenges that are brought forth by globalization. The Complexity leadership paradigm in a knowledge-based economy and the need for such a paradigm shift for higher education institutions is presented. Further, the paper also discusses the support the leader requires in a knowledge-driven economy through knowledge management initiatives.

Keywords: Globalization, Complexity Leadership, Knowledge Management.

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Authors: A. Ellen Kalinga, R. B. Burchard Bagile, Lena Trojer

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Information and Communications Technologies (ICT) has been integrated in education in many developing and developed countries alike, but the use of ICT in Tanzanian schools is dismal. Many Tanzanian secondary schools have no computers. The few schools with computers use them primarily for secretarial services and computer literacy training. The Tanzanian education system at other levels like secondary school level has to undergo substantial transformation, underscored by the growing application of new information and communication technology. This paper presents the e-readiness survey result from secondary schools in Tanzania. The paper also suggests how Tanzania can make use of the few present ICT resources to support and improve teaching and learning functions to improve performance and acquisition of knowledge by using e-Learning Management System (e-LMS).

Keywords: e-Learning, ICT, Object-Oriented, Participatorydesign.

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Authors: Damith Senanayake, Lakmal Muthugama, Laksheen Mendis, Tiroshan Madushanka

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Customer churn prediction is one of the most useful areas of study in customer analytics. Due to the enormous amount of data available for such predictions, machine learning and data mining have been heavily used in this domain. There exist many machine learning algorithms directly applicable for the problem of customer churn prediction, and here, we attempt to experiment on a novel approach by using a cognitive learning based technique in an attempt to improve the results obtained by using a combination of supervised learning methods, with cognitive unsupervised learning methods.

Keywords: Growing Self Organizing Maps, Kernel Methods, Churn Prediction.

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Authors: Umut Gunduz, Mehtap Hisarciklilar, Tolga Kaya

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Studies revealing the positive relationship between trade and income are often criticized with the argument that “development should mean more than rising incomes". Taking this argument as a base and utilizing panel data, Davies and Quinlivan [1] have demonstrated that increases in trade are positively associated with future increases in social welfare as measured by the Human Development Index (HDI). The purpose of this study is twofold: Firstly, utilizing an income based country classification; it is aimed to investigate whether the positive association between foreign trade and HDI is valid within all country groups. Secondly, keeping the same categorization as a base; it is aimed to reveal whether the positive link between trade and HDI still exists when the income components of the index are excluded. Employing a panel data framework of 106 countries, this study reveals that the positive link between trade and human development is valid only for high and medium income countries. Moreover, the positive link between trade and human development diminishes in lower-medium income countries when only non-income components of the index are taken into consideration.

Keywords: HDI, foreign trade, development, panel data.

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Authors: Syed Salman Ahmed, Zahid Halim, Rauf Baig, Shariq Bashir

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With the rapid growth in business size, today's businesses orient towards electronic technologies. Amazon.com and e-bay.com are some of the major stakeholders in this regard. Unfortunately the enormous size and hugely unstructured data on the web, even for a single commodity, has become a cause of ambiguity for consumers. Extracting valuable information from such an everincreasing data is an extremely tedious task and is fast becoming critical towards the success of businesses. Web content mining can play a major role in solving these issues. It involves using efficient algorithmic techniques to search and retrieve the desired information from a seemingly impossible to search unstructured data on the Internet. Application of web content mining can be very encouraging in the areas of Customer Relations Modeling, billing records, logistics investigations, product cataloguing and quality management. In this paper we present a review of some very interesting, efficient yet implementable techniques from the field of web content mining and study their impact in the area specific to business user needs focusing both on the customer as well as the producer. The techniques we would be reviewing include, mining by developing a knowledge-base repository of the domain, iterative refinement of user queries for personalized search, using a graphbased approach for the development of a web-crawler and filtering information for personalized search using website captions. These techniques have been analyzed and compared on the basis of their execution time and relevance of the result they produced against a particular search.

Keywords: Data mining, web mining, search engines, knowledge discovery.

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Authors: Benedetto Manganelli, Beniamino Murgante

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The use of statistical data and of the neural networks, capable of elaborate a series of data and territorial info, have allowed the making of a model useful in the subdivision of urban places into homogeneous zone under the profile of a social, real estate, environmental and urbanist background of a city. The development of homogeneous zone has fiscal and urbanist advantages. The tools in the model proposed, able to be adapted to the dynamic changes of the city, allow the application of the zoning fast and dynamic.

Keywords: Homogeneous Urban Areas, Multidimensional Scaling, Neural Network, Real Estate Market, Urban Planning.

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Authors: Nino M. Pizarro

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To the author’s knowledge, despite the written documents about Marist spirituality/charism, nothing has been done concerning a clear theoretical framework that highlights Marist spirituality/charism from the perspective or lived experience of the lay Marists of St. Marcellin Champagnat. The participants of the study are the lay Marist - educators who are from Marist Schools in the Philippines. Since the study would like to find out the respondents’ own concepts and meanings about Marist spirituality/charism, qualitative methodology is considered the approach to be used in the study. In particular, the study will use the qualitative methods of Barney Glaser. The theory will be generated systematically from data collection, coding and analyzing through memoing, theoretical sampling, sorting and writing and using the constant comparative method. The data collection method that will be employed in this grounded theory research is the in-depth interview that is semi-structured and participant driven. Data collection will be done through snowball sampling that is purposive. The study is considering to come up with a theoretical framework that will help the lay Marists to deepen their understanding of the Marist spirituality/charism and their vocation as lay partners of the Marist Brothers of the Schools.

Keywords: Grounded Theory, Lay Marists, Lived Experience, Marist Spirituality/Charism.

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Authors: Leila Amjad, Zohreh Alizad

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Recent years have instance that there is a invigoration of interest in drug discovery from medicinal plants for the support of health in all parts of the world . This study was designed to examine the in vitro antimicrobial activities of the flowers and leaves methanolic and ethanolic extracts of Chenopodium album L. Chenopodium album Linn. flowers and leaves were collected from East Esfahan, Iran. The effects of methanolic and ethanolic extracts were tested against 4 bacterial strains by using disc,well-diffusion method. Results showed that flowers and leaves methanolic and ethanolic extracts of C.album don-t have any activity against the selected bacterial strains. Our study has indicated that ,there are effective different factors on antimicrobial properties of plant extracts

Keywords: Chennopodium album, antibacterial activity, extract

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Authors: Kevser Simsek, Rahime Gunay

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In this paper, we focused primarily on Istanbul data that is gathered by using intelligent transportation systems (ITS), and considered the developments in traffic information delivery and future applications that are being planned for implementation. Since traffic congestion is increasing and travel times are becoming less consistent and less predictable, traffic information delivery has become a critical issue. Considering the fuel consumption and wasted time in traffic, advanced traffic information systems are becoming increasingly valuable which enables travelers to plan their trips more accurately and easily.

Keywords: Data Fusion, Istanbul, ITS, Real Time Information, Traffic Information, Travel Time, Urban Mobility

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Authors: Takahiro Takayama, Takao Kawamura, Toshihiko Sasama, Kazunori Sugahara

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Recently, web services to access from many type devices are often used. We have developed the shortest path planning system called "Bus-Net" in Tottori prefecture as a web application to sustain the public transport. And it used the same user interface for both devices. To support both devices, the interface cannot use JavaScript and so on. Thus, we developed the method that use individual user interface for each device type to improve its convenience. To be concrete, we defined formats of condition input to the path planning system and result output from it and separate the system into the request processing part and user interface parts that depend on device types. By this method, we have also developed special device for Bus-Net named "Intelligent-Bus-Stop".

Keywords: Bus, Path planning, Public transport, User interface

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Authors: Yizhen Zhao, Adam S. Z. Belloum, Gonc¸alo Maia da Costa, Zhiming Zhao

Abstract:

Machine learning has evolved from an area of academic research to a real-world applied field. This change comes with challenges, gaps and differences exist between common practices in academic environments and the ones in production environments. Following continuous integration, development and delivery practices in software engineering, similar trends have happened in machine learning (ML) systems, called MLOps. In this paper we propose a framework that helps to streamline and introduce best practices that facilitate the ML lifecycle in an industrial setting. This framework can be used as a template that can be customized to implement various machine learning experiments. The proposed framework is modular and can be recomposed to be adapted to various use cases (e.g. data versioning, remote training on Cloud). The framework inherits practices from DevOps and introduces other practices that are unique to the machine learning system (e.g.data versioning). Our MLOps practices automate the entire machine learning lifecycle, bridge the gap between development and operation.

Keywords: Cloud computing, continuous development, data versioning, DevOps, industrial setting, MLOps, machine learning.

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Authors: Huihai Wu, Xiaohui Liu

Abstract:

Using Dynamic Bayesian Networks (DBN) to model genetic regulatory networks from gene expression data is one of the major paradigms for inferring the interactions among genes. Averaging a collection of models for predicting network is desired, rather than relying on a single high scoring model. In this paper, two kinds of model searching approaches are compared, which are Greedy hill-climbing Search with Restarts (GSR) and Markov Chain Monte Carlo (MCMC) methods. The GSR is preferred in many papers, but there is no such comparison study about which one is better for DBN models. Different types of experiments have been carried out to try to give a benchmark test to these approaches. Our experimental results demonstrated that on average the MCMC methods outperform the GSR in accuracy of predicted network, and having the comparable performance in time efficiency. By proposing the different variations of MCMC and employing simulated annealing strategy, the MCMC methods become more efficient and stable. Apart from comparisons between these approaches, another objective of this study is to investigate the feasibility of using DBN modeling approaches for inferring gene networks from few snapshots of high dimensional gene profiles. Through synthetic data experiments as well as systematic data experiments, the experimental results revealed how the performances of these approaches can be influenced as the target gene network varies in the network size, data size, as well as system complexity.

Keywords: Genetic regulatory network, Dynamic Bayesian network, GSR, MCMC.

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Authors: Pyae Pyae Hun

Abstract:

Secure electronic payment system is presented in this paper. This electronic payment system is to be secure for clients such as customers and shop owners. The security architecture of the system is designed by RC5 encryption / decryption algorithm. This eliminates the fraud that occurs today with stolen credit card numbers. The symmetric key cryptosystem RC5 can protect conventional transaction data such as account numbers, amount and other information. This process can be done electronically using RC5 encryption / decryption program written by Microsoft Visual Basic 6.0. There is no danger of any data sent within the system being intercepted, and replaced. The alternative is to use the existing network, and to encrypt all data transmissions. The system with encryption is acceptably secure, but that the level of encryption has to be stepped up, as computing power increases. Results In order to be secure the system the communication between modules is encrypted using symmetric key cryptosystem RC5. The system will use simple user name, password, user ID, user type and cipher authentication mechanism for identification, when the user first enters the system. It is the most common method of authentication in most computer system.

Keywords: A 128-bit block cipher, Microsoft visual basic 6.0, RC5 encryption /decryption algorithm and TCP/IP protocol.

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Authors: Norisma Idris, Sapiyan Baba, Rukaini Abdullah

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Summarizing skills have been introduced to English syllabus in secondary school in Malaysia to evaluate student-s comprehension for a given text where it requires students to employ several strategies to produce the summary. This paper reports on our effort to develop a computer-based summarization assessment system that detects the strategies used by the students in producing their summaries. Sentence decomposition of expert-written summaries is used to analyze how experts produce their summary sentences. From the analysis, we identified seven summarizing strategies and their rules which are then transformed into a set of heuristic rules on how to determine the summarizing strategies. We developed an algorithm based on the heuristic rules and performed some experiments to evaluate and support the technique proposed.

Keywords: Summarizing strategies, heuristic rules, sentencedecomposition.

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Authors: Y. N. Phang, E. F. Loh

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Zero inflated Strict Arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, maximum likelihood estimation method is used in estimating the parameters for zero inflated strict arcsine model. Bootstrapping is then employed to compute the confidence intervals for the estimated parameters.

Keywords: overdispersed count data, maximum likelihood estimation, simulated annealing, BCa confidence intervals.

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Authors: A. J. Al-Shareef, E. A. Mohamed, E. Al-Judaibi

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Load forecasting has become in recent years one of the major areas of research in electrical engineering. Most traditional forecasting models and artificial intelligence neural network techniques have been tried out in this task. Artificial neural networks (ANN) have lately received much attention, and a great number of papers have reported successful experiments and practical tests. This article presents the development of an ANN-based short-term load forecasting model with improved generalization technique for the Regional Power Control Center of Saudi Electricity Company, Western Operation Area (SEC-WOA). The proposed ANN is trained with weather-related data and historical electric load-related data using the data from the calendar years 2001, 2002, 2003, and 2004 for training. The model tested for one week at five different seasons, typically, winter, spring, summer, Ramadan and fall seasons, and the mean absolute average error for one hour-ahead load forecasting found 1.12%.

Keywords: Artificial neural networks, short-term load forecasting, back propagation.

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Authors: Ashok Kumar, Narottam Chand, Vinod Kumar

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Due to the limited energy resources, energy efficient operation of sensor node is a key issue in wireless sensor networks. Clustering is an effective method to prolong the lifetime of energy constrained wireless sensor network. However, clustering in wireless sensor network faces several challenges such as selection of an optimal group of sensor nodes as cluster, optimum selection of cluster head, energy balanced optimal strategy for rotating the role of cluster head in a cluster, maintaining intra and inter cluster connectivity and optimal data routing in the network. In this paper, we propose a protocol supporting an energy efficient clustering, cluster head selection/rotation and data routing method to prolong the lifetime of sensor network. Simulation results demonstrate that the proposed protocol prolongs network lifetime due to the use of efficient clustering, cluster head selection/rotation and data routing.

Keywords: Wireless sensor networks, clustering, energy efficient, localization.

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Authors: S. Dan'azumi, S. Shamsudin, A. A. Rahman

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Rainfall data at fine resolution and knowledge of its characteristics plays a major role in the efficient design and operation of agricultural, telecommunication, runoff and erosion control as well as water quality control systems. The paper is aimed to study the statistical distribution of hourly rainfall depth for 12 representative stations spread across Peninsular Malaysia. Hourly rainfall data of 10 to 22 years period were collected and its statistical characteristics were estimated. Three probability distributions namely, Generalized Pareto, Exponential and Gamma distributions were proposed to model the hourly rainfall depth, and three goodness-of-fit tests, namely, Kolmogorov-Sminov, Anderson-Darling and Chi-Squared tests were used to evaluate their fitness. Result indicates that the east cost of the Peninsular receives higher depth of rainfall as compared to west coast. However, the rainfall frequency is found to be irregular. Also result from the goodness-of-fit tests show that all the three models fit the rainfall data at 1% level of significance. However, Generalized Pareto fits better than Exponential and Gamma distributions and is therefore recommended as the best fit.

Keywords: Goodness-of-fit test, Hourly rainfall, Malaysia, Probability distribution.

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Authors: Yiannis G. Smirlis

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The classification and the prediction of efficiencies in Data Envelopment Analysis (DEA) is an important issue, especially in large scale problems or when new units frequently enter the under-assessment set. In this paper, we contribute to the subject by proposing a grid structure based on interval segmentations of the range of values for the inputs and outputs. Such intervals combined, define hyper-rectangles that partition the space of the problem. This structure, exploited by Interval DEA models and a dominance relation, acts as a DEA pre-processor, enabling the classification and prediction of efficiency scores, without applying any DEA models.

Keywords: Data envelopment analysis, interval DEA, efficiency classification, efficiency prediction.

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Authors: Elnaz Saeedi, Jamileh Abolaghasemi, Mohsen Nasiri Tousi, Saeedeh Khosravi

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Goals and Objectives: A typical analysis of survival data involves the modeling of time-to-event data, such as the time till death. A frailty model is a random effect model for time-to-event data, where the random effect has a multiplicative influence on the baseline hazard function. This article aims to investigate the use of gamma frailty model with concomitant variable in order to individualize the prognostic factors that influence the liver cirrhosis patients’ survival times. Methods: During the one-year study period (May 2008-May 2009), data have been used from the recorded information of patients with liver cirrhosis who were scheduled for liver transplantation and were followed up for at least seven years in Imam Khomeini Hospital in Iran. In order to determine the effective factors for cirrhotic patients’ survival in the presence of latent variables, the gamma frailty distribution has been applied. In this article, it was considering the parametric model, such as Exponential and Weibull distributions for survival time. Data analysis is performed using R software, and the error level of 0.05 was considered for all tests. Results: 305 patients with liver cirrhosis including 180 (59%) men and 125 (41%) women were studied. The age average of patients was 39.8 years. At the end of the study, 82 (26%) patients died, among them 48 (58%) were men and 34 (42%) women. The main cause of liver cirrhosis was found hepatitis 'B' with 23%, followed by cryptogenic with 22.6% were identified as the second factor. Generally, 7-year’s survival was 28.44 months, for dead patients and for censoring was 19.33 and 31.79 months, respectively. Using multi-parametric survival models of progressive and regressive, Exponential and Weibull models with regard to the gamma frailty distribution were fitted to the cirrhosis data. In both models, factors including, age, bilirubin serum, albumin serum, and encephalopathy had a significant effect on survival time of cirrhotic patients. Conclusion: To investigate the effective factors for the time of patients’ death with liver cirrhosis in the presence of latent variables, gamma frailty model with parametric distributions seems desirable.

Keywords: Frailty model, latent variables, liver cirrhosis, parametric distribution.

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Authors: Milan Rippel, Petr Teply

Abstract:

This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.

Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing

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