Search results for: time series regression.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7686

Search results for: time series regression.

7386 Modeling Oxygen-transfer by Multiple Plunging Jets using Support Vector Machines and Gaussian Process Regression Techniques

Authors: Surinder Deswal

Abstract:

The paper investigates the potential of support vector machines and Gaussian process based regression approaches to model the oxygen–transfer capacity from experimental data of multiple plunging jets oxygenation systems. The results suggest the utility of both the modeling techniques in the prediction of the overall volumetric oxygen transfer coefficient (KLa) from operational parameters of multiple plunging jets oxygenation system. The correlation coefficient root mean square error and coefficient of determination values of 0.971, 0.002 and 0.945 respectively were achieved by support vector machine in comparison to values of 0.960, 0.002 and 0.920 respectively achieved by Gaussian process regression. Further, the performances of both these regression approaches in predicting the overall volumetric oxygen transfer coefficient was compared with the empirical relationship for multiple plunging jets. A comparison of results suggests that support vector machines approach works well in comparison to both empirical relationship and Gaussian process approaches, and could successfully be employed in modeling oxygen-transfer.

Keywords: Oxygen-transfer, multiple plunging jets, support vector machines, Gaussian process.

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7385 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

Abstract:

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.

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7384 Regression Analysis of Travel Indicators and Public Transport Usage in Urban Areas

Authors: M. Moeinaddini, Z. Asadi-Shekari, M. Zaly Shah, A. Hamzah

Abstract:

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.

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7383 A New Method to Estimate the Low Income Proportion: Monte Carlo Simulations

Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz

Abstract:

Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.

Keywords:

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7382 How to Win Passengers and Influence Motorists? Lessons Learned from a Comparative Study of Global Transit Systems

Authors: Oliver F. Shyr, Yu-Hsuan Hsiao, David E. Andersson

Abstract:

Due to the call of global warming effects, city planners aim at actions for reducing carbon emission. One of the approaches is to promote the usage of public transportation system toward the transit-oriented-development. For example, rapid transit system in Taipei city and Kaohsiung city are opening. However, until November 2008 the average daily patronage counted only 113,774 passengers at Kaohsiung MRT systems, much less than which was expected. Now the crucial questions: how the public transport competes with private transport? And more importantly, what factors would enhance the use of public transport? To give the answers to those questions, our study first applied regression to analyze the factors attracting people to use public transport around cities in the world. It is shown in our study that the number of MRT stations, city population, cost of living, transit fare, density, gasoline price, and scooter being a major mode of transport are the major factors. Subsequently, our study identified successful and unsuccessful cities in regard of the public transport usage based on the diagnosis of regression residuals. Finally, by comparing transportation strategies adopted by those successful cities, our conclusion stated that Kaohsiung City could apply strategies such as increasing parking fees, reducing parking spaces in downtown area, and reducing transfer time by providing more bus services and public bikes to promote the usage of public transport.

Keywords: Public Transit System, Comparative Study, Transport Demand Management, Regression

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7381 Using Structural Equation Modeling in Causal Relationship Design for Balanced-Scorecards' Strategic Map

Authors: A. Saghaei, R. Ghasemi

Abstract:

Through 1980s, management accounting researchers described the increasing irrelevance of traditional control and performance measurement systems. The Balanced Scorecard (BSC) is a critical business tool for a lot of organizations. It is a performance measurement system which translates mission and strategy into objectives. Strategy map approach is a development variant of BSC in which some necessary causal relations must be established. To recognize these relations, experts usually use experience. It is also possible to utilize regression for the same purpose. Structural Equation Modeling (SEM), which is one of the most powerful methods of multivariate data analysis, obtains more appropriate results than traditional methods such as regression. In the present paper, we propose SEM for the first time to identify the relations between objectives in the strategy map, and a test to measure the importance of relations. In SEM, factor analysis and test of hypotheses are done in the same analysis. SEM is known to be better than other techniques at supporting analysis and reporting. Our approach provides a framework which permits the experts to design the strategy map by applying a comprehensive and scientific method together with their experience. Therefore this scheme is a more reliable method in comparison with the previously established methods.

Keywords: BSC, SEM, Strategy map.

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7380 Numerical Inverse Laplace Transform Using Chebyshev Polynomial

Authors: Vinod Mishra, Dimple Rani

Abstract:

In this paper, numerical approximate Laplace transform inversion algorithm based on Chebyshev polynomial of second kind is developed using odd cosine series. The technique has been tested for three different functions to work efficiently. The illustrations show that the new developed numerical inverse Laplace transform is very much close to the classical analytic inverse Laplace transform.

Keywords: Chebyshev polynomial, Numerical inverse Laplace transform, Odd cosine series.

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7379 Support Vector Regression for Retrieval of Soil Moisture Using Bistatic Scatterometer Data at X-Band

Authors: Dileep Kumar Gupta, Rajendra Prasad, Pradeep Kumar, Varun Narayan Mishra, Ajeet Kumar Vishwakarma, Prashant Kumar Srivastava

Abstract:

An approach was evaluated for the retrieval of soil moisture of bare soil surface using bistatic scatterometer data in the angular range of 200 to 700 at VV- and HH- polarization. The microwave data was acquired by specially designed X-band (10 GHz) bistatic scatterometer. The linear regression analysis was done between scattering coefficients and soil moisture content to select the suitable incidence angle for retrieval of soil moisture content. The 250 incidence angle was found more suitable. The support vector regression analysis was used to approximate the function described by the input output relationship between the scattering coefficient and corresponding measured values of the soil moisture content. The performance of support vector regression algorithm was evaluated by comparing the observed and the estimated soil moisture content by statistical performance indices %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE). The values of %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE) were found 2.9451, 1.0986 and 0.9214 respectively at HHpolarization. At VV- polarization, the values of %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE) were found 3.6186, 0.9373 and 0.9428 respectively.

Keywords: Bistatic scatterometer, soil moisture, support vector regression, RMSE, %Bias, NSE.

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7378 Sampling of Variables in Discrete-Event Simulation using the Example of Inventory Evolutions in Job-Shop-Systems Based on Deterministic and Non-Deterministic Data

Authors: Bernd Scholz-Reiter, Christian Toonen, Jan Topi Tervo, Dennis Lappe

Abstract:

Time series analysis often requires data that represents the evolution of an observed variable in equidistant time steps. In order to collect this data sampling is applied. While continuous signals may be sampled, analyzed and reconstructed applying Shannon-s sampling theorem, time-discrete signals have to be dealt with differently. In this article we consider the discrete-event simulation (DES) of job-shop-systems and study the effects of different sampling rates on data quality regarding completeness and accuracy of reconstructed inventory evolutions. At this we discuss deterministic as well as non-deterministic behavior of system variables. Error curves are deployed to illustrate and discuss the sampling rate-s impact and to derive recommendations for its wellfounded choice.

Keywords: discrete-event simulation, job-shop-system, sampling rate.

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7377 Prediction of Compressive Strength Using Artificial Neural Network

Authors: Vijay Pal Singh, Yogesh Chandra Kotiyal

Abstract:

Structures are a combination of various load carrying members which transfer the loads to the foundation from the superstructure safely. At the design stage, the loading of the structure is defined and appropriate material choices are made based upon their properties, mainly related to strength. The strength of materials kept on reducing with time because of many factors like environmental exposure and deformation caused by unpredictable external loads. Hence, to predict the strength of materials used in structures, various techniques are used. Among these techniques, Non-destructive techniques (NDT) are the one that can be used to predict the strength without damaging the structure. In the present study, the compressive strength of concrete has been predicted using Artificial Neural Network (ANN). The predicted strength was compared with the experimentally obtained actual compressive strength of concrete and equations were developed for different models. A good co-relation has been obtained between the predicted strength by these models and experimental values. Further, the co-relation has been developed using two NDT techniques for prediction of strength by regression analysis. It was found that the percentage error has been reduced between the predicted strength by using combined techniques in place of single techniques.

Keywords: Rebound, ultra-sonic pulse, penetration, ANN, NDT, regression.

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7376 The Maximum Likelihood Method of Random Coefficient Dynamic Regression Model

Authors: Autcha Araveeporn

Abstract:

The Random Coefficient Dynamic Regression (RCDR) model is to developed from Random Coefficient Autoregressive (RCA) model and Autoregressive (AR) model. The RCDR model is considered by adding exogenous variables to RCA model. In this paper, the concept of the Maximum Likelihood (ML) method is used to estimate the parameter of RCDR(1,1) model. Simulation results have shown the AIC and BIC criterion to compare the performance of the the RCDR(1,1) model. The variables as the stationary and weakly stationary data are good estimates where the exogenous variables are weakly stationary. However, the model selection indicated that variables are nonstationarity data based on the stationary data of the exogenous variables.

Keywords: Autoregressive, Maximum Likelihood Method, Nonstationarity, Random Coefficient Dynamic Regression, Stationary.

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7375 Application of the Least Squares Method in the Adjustment of Chlorodifluoromethane (HCFC-142b) Regression Models

Authors: L. J. de Bessa Neto, V. S. Filho, J. V. Ferreira Nunes, G. C. Bergamo

Abstract:

There are many situations in which human activities have significant effects on the environment. Damage to the ozone layer is one of them. The objective of this work is to use the Least Squares Method, considering the linear, exponential, logarithmic, power and polynomial models of the second degree, to analyze through the coefficient of determination (R²), which model best fits the behavior of the chlorodifluoromethane (HCFC-142b) in parts per trillion between 1992 and 2018, as well as estimates of future concentrations between 5 and 10 periods, i.e. the concentration of this pollutant in the years 2023 and 2028 in each of the adjustments. A total of 809 observations of the concentration of HCFC-142b in one of the monitoring stations of gases precursors of the deterioration of the ozone layer during the period of time studied were selected and, using these data, the statistical software Excel was used for make the scatter plots of each of the adjustment models. With the development of the present study, it was observed that the logarithmic fit was the model that best fit the data set, since besides having a significant R² its adjusted curve was compatible with the natural trend curve of the phenomenon.

Keywords: Chlorodifluoromethane (HCFC-142b), ozone (O3), least squares method, regression models.

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7374 Memory Types in Hemodialysis Patients: A Study Based on Hemodialysis Duration, Zahedan, South East of Iran

Authors: B. Sabayan, A. Alidadi, S. Ebrahimi, N. M. Bakhshani

Abstract:

Neuropsychological problems are more common in hemodialysis (HD) patients than in healthy individuals. The aim of this study was to investigate the effect of long term HD on memory types of HD patients. To assess the different type of memory, we used memory parts of the Persian Papers and Pencil Cognitive assessment package (PCAP) and Addenbrooke's Cognitive Examination (ACE-R). Our study included 80 HD patients of whom 39 had less than six months of HD and 41 patients and another group which had a history of HD more than six months. The population had a mean age of 51.60 years old and 27.5% of them were female. The scores of patients who have been hemodialyzed for a long time (median time of HD was up to 4 years) had lower score in anterograde, explicit, visual, recall and recognition memory (5.44±1.07, 9.49±3.472, 22.805±6.6913, 5.59±10.435, 11.02±3.190 score) than the HD patients who underwent HD for a shorter term, where the median time was 3 to 5 months (P<0.01). The regression result shows that, by increasing the HD duration, all memory types are reduced (R2=0.600, P<0.01). The present study demonstrated that HD patients who were under HD for a long time had significantly lower scores in the different types of memory. However, additional researches are needed in this area.

Keywords: Hemodialysis patients, duration of hemodialysis, memory types, Zahedan.

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7373 Gas Detection via Machine Learning

Authors: Walaa Khalaf, Calogero Pace, Manlio Gaudioso

Abstract:

We present an Electronic Nose (ENose), which is aimed at identifying the presence of one out of two gases, possibly detecting the presence of a mixture of the two. Estimation of the concentrations of the components is also performed for a volatile organic compound (VOC) constituted by methanol and acetone, for the ranges 40-400 and 22-220 ppm (parts-per-million), respectively. Our system contains 8 sensors, 5 of them being gas sensors (of the class TGS from FIGARO USA, INC., whose sensing element is a tin dioxide (SnO2) semiconductor), the remaining being a temperature sensor (LM35 from National Semiconductor Corporation), a humidity sensor (HIH–3610 from Honeywell), and a pressure sensor (XFAM from Fujikura Ltd.). Our integrated hardware–software system uses some machine learning principles and least square regression principle to identify at first a new gas sample, or a mixture, and then to estimate the concentrations. In particular we adopt a training model using the Support Vector Machine (SVM) approach with linear kernel to teach the system how discriminate among different gases. Then we apply another training model using the least square regression, to predict the concentrations. The experimental results demonstrate that the proposed multiclassification and regression scheme is effective in the identification of the tested VOCs of methanol and acetone with 96.61% correctness. The concentration prediction is obtained with 0.979 and 0.964 correlation coefficient for the predicted versus real concentrations of methanol and acetone, respectively.

Keywords: Electronic nose, Least square regression, Mixture ofgases, Support Vector Machine.

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7372 Statistical Analysis and Impact Forecasting of Connected and Autonomous Vehicles on the Environment: Case Study in the State of Maryland

Authors: Alireza Ansariyar, Safieh Laaly

Abstract:

Over the last decades, the vehicle industry has shown increased interest in integrating autonomous, connected, and electrical technologies in vehicle design with the primary hope of improving mobility and road safety while reducing transportation’s environmental impact. Using the State of Maryland (M.D.) in the United States as a pilot study, this research investigates Connected and Autonomous Vehicles (CAVs) fuel consumption and air pollutants including Carbon Monoxide (CO), Particulate Matter (PM), and Nitrogen Oxides (NOx) and utilizes meaningful linear regression models to predict CAV’s environmental effects. Maryland transportation network was simulated in VISUM software, and data on a set of variables were collected through a comprehensive survey. The number of pollutants and fuel consumption were obtained for the time interval 2010 to 2021 from the macro simulation. Eventually, four linear regression models were proposed to predict the amount of C.O., NOx, PM pollutants, and fuel consumption in the future. The results highlighted that CAVs’ pollutants and fuel consumption have a significant correlation with the income, age, and race of the CAV customers. Furthermore, the reliability of four statistical models was compared with the reliability of macro simulation model outputs in the year 2030. The error of three pollutants and fuel consumption was obtained at less than 9% by statistical models in SPSS. This study is expected to assist researchers and policymakers with planning decisions to reduce CAV environmental impacts in M.D.

Keywords: Connected and autonomous vehicles, statistical model, environmental effects, pollutants and fuel consumption, VISUM, linear regression models.

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7371 Application of Feed-Forward Neural Networks Autoregressive Models in Gross Domestic Product Prediction

Authors: Ε. Giovanis

Abstract:

In this paper we present an autoregressive model with neural networks modeling and standard error backpropagation algorithm training optimization in order to predict the gross domestic product (GDP) growth rate of four countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer after the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model in the out-of-sample period. The idea behind this approach is to propose a parametric regression with weighted variables in order to test for the statistical significance and the magnitude of the estimated autoregressive coefficients and simultaneously to estimate the forecasts.

Keywords: Autoregressive model, Error back-propagation Feed-Forward neural networks, , Gross Domestic Product

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7370 Motivated Support Vector Regression using Structural Prior Knowledge

Authors: Wei Zhang, Yao-Yu Li, Yi-Fan Zhu, Qun Li, Wei-Ping Wang

Abstract:

It-s known that incorporating prior knowledge into support vector regression (SVR) can help to improve the approximation performance. Most of researches are concerned with the incorporation of knowledge in the form of numerical relationships. Little work, however, has been done to incorporate the prior knowledge on the structural relationships among the variables (referred as to Structural Prior Knowledge, SPK). This paper explores the incorporation of SPK in SVR by constructing appropriate admissible support vector kernel (SV kernel) based on the properties of reproducing kernel (R.K). Three-levels specifications of SPK are studied with the corresponding sub-levels of prior knowledge that can be considered for the method. These include Hierarchical SPK (HSPK), Interactional SPK (ISPK) consisting of independence, global and local interaction, Functional SPK (FSPK) composed of exterior-FSPK and interior-FSPK. A convenient tool for describing the SPK, namely Description Matrix of SPK is introduced. Subsequently, a new SVR, namely Motivated Support Vector Regression (MSVR) whose structure is motivated in part by SPK, is proposed. Synthetic examples show that it is possible to incorporate a wide variety of SPK and helpful to improve the approximation performance in complex cases. The benefits of MSVR are finally shown on a real-life military application, Air-toground battle simulation, which shows great potential for MSVR to the complex military applications.

Keywords: admissible support vector kernel, reproducing kernel, structural prior knowledge, motivated support vector regression

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7369 Motivated Support Vector Regression with Structural Prior Knowledge

Authors: Wei Zhang, Yao-Yu Li, Yi-Fan Zhu, Qun Li, Wei-Ping Wang

Abstract:

It-s known that incorporating prior knowledge into support vector regression (SVR) can help to improve the approximation performance. Most of researches are concerned with the incorporation of knowledge in form of numerical relationships. Little work, however, has been done to incorporate the prior knowledge on the structural relationships among the variables (referred as to Structural Prior Knowledge, SPK). This paper explores the incorporation of SPK in SVR by constructing appropriate admissible support vector kernel (SV kernel) based on the properties of reproducing kernel (R.K). Three-levels specifications of SPK are studies with the corresponding sub-levels of prior knowledge that can be considered for the method. These include Hierarchical SPK (HSPK), Interactional SPK (ISPK) consisting of independence, global and local interaction, Functional SPK (FSPK) composed of exterior-FSPK and interior-FSPK. A convenient tool for describing the SPK, namely Description Matrix of SPK is introduced. Subsequently, a new SVR, namely Motivated Support Vector Regression (MSVR) whose structure is motivated in part by SPK, is proposed. Synthetic examples show that it is possible to incorporate a wide variety of SPK and helpful to improve the approximation performance in complex cases. The benefits of MSVR are finally shown on a real-life military application, Air-toground battle simulation, which shows great potential for MSVR to the complex military applications.

Keywords: admissible support vector kernel, reproducing kernel, structural prior knowledge, motivated support vector regression

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7368 Retail Strategy to Reduce Waste Keeping High Profit Utilizing Taylor's Law in Point-of-Sales Data

Authors: Gen Sakoda, Hideki Takayasu, Misako Takayasu

Abstract:

Waste reduction is a fundamental problem for sustainability. Methods for waste reduction with point-of-sales (POS) data are proposed, utilizing the knowledge of a recent econophysics study on a statistical property of POS data. Concretely, the non-stationary time series analysis method based on the Particle Filter is developed, which considers abnormal fluctuation scaling known as Taylor's law. This method is extended for handling incomplete sales data because of stock-outs by introducing maximum likelihood estimation for censored data. The way for optimal stock determination with pricing the cost of waste reduction is also proposed. This study focuses on the examination of the methods for large sales numbers where Taylor's law is obvious. Numerical analysis using aggregated POS data shows the effectiveness of the methods to reduce food waste maintaining a high profit for large sales numbers. Moreover, the way of pricing the cost of waste reduction reveals that a small profit loss realizes substantial waste reduction, especially in the case that the proportionality constant  of Taylor’s law is small. Specifically, around 1% profit loss realizes half disposal at =0.12, which is the actual  value of processed food items used in this research. The methods provide practical and effective solutions for waste reduction keeping a high profit, especially with large sales numbers.

Keywords: Food waste reduction, particle filter, point of sales, sustainable development goals, Taylor's Law, time series analysis.

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7367 Two-dimensional Differential Transform Method for Solving Linear and Non-linear Goursat Problem

Authors: H. Taghvafard, G. H. Erjaee

Abstract:

A method for solving linear and non-linear Goursat problem is given by using the two-dimensional differential transform method. The approximate solution of this problem is calculated in the form of a series with easily computable terms and also the exact solutions can be achieved by the known forms of the series solutions. The method can easily be applied to many linear and non-linear problems and is capable of reducing the size of computational work. Several examples are given to demonstrate the reliability and the performance of the presented method.

Keywords: Quadrature, Spline interpolation, Trapezoidal rule, Numericalintegration, Error analysis.

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7366 An Exact Solution to Support Vector Mixture

Authors: Monjed Ezzeddinne, Nicolas Lefebvre, Régis Lengellé

Abstract:

This paper presents a new version of the SVM mixture algorithm initially proposed by Kwok for classification and regression problems. For both cases, a slight modification of the mixture model leads to a standard SVM training problem, to the existence of an exact solution and allows the direct use of well known decomposition and working set selection algorithms. Only the regression case is considered in this paper but classification has been addressed in a very similar way. This method has been successfully applied to engine pollutants emission modeling.

Keywords: Identification, Learning systems, Mixture ofExperts, Support Vector Machines.

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7365 Prediction of Scour Profile Caused by Submerged Three-Dimensional Wall Jets

Authors: Abdullah Al Faruque, Ram Balachandar

Abstract:

Series of laboratory tests were carried out to study the extent of scour caused by a three-dimensional wall jets exiting from a square cross-section nozzle and into a non-cohesive sand beds. Previous observations have indicated that the effect of the tail water depth was significant for densimetric Froude number greater than ten. However, the present results indicate that the cut off value could be lower depending on the value of grain size-to-nozzle width ratio. Numbers of equations are drawn out for a better scaling of numerous scour parameters. Also suggested the empirical prediction of scour to predict the scour centre line profile and plan view of scour profile at any particular time.

Keywords: Densimetric Froude Number, Jets, Nozzle, Sand, Scour, Tailwater, Time.

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7364 Statistical (Radio) Path Loss Modelling: For RF Propagations within localized Indoor and Outdoor Environments of the Academic Building of INTI University College (Laureate International Universities)

Authors: Emmanuel O.O. Ojakominor, Tian F. Lai

Abstract:

A handful of propagation textbooks that discuss radio frequency (RF) propagation models merely list out the models and perhaps discuss them rather briefly; this may well be frustrating for the potential first time modeller who's got no idea on how these models could have been derived. This paper fundamentally provides an overture in modelling the radio channel. Explicitly, for the modelling practice discussed here, signal strength field measurements had to be conducted beforehand (this was done at 469 MHz); to be precise, this paper primarily concerns empirically/statistically modelling the radio channel, and thus provides results obtained from empirically modelling the environments in question. This paper, on the whole, proposes three propagation models, corresponding to three experimented environments. Perceptibly, the models have been derived by way of making the most use of statistical measures. Generally speaking, the first two models were derived via simple linear regression analysis, whereas the third have been originated using multiple regression analysis (with five various predictors). Additionally, as implied by the title of this paper, both indoor and outdoor environments have been experimented; however, (somewhat) two of the environments are neither entirely indoor nor entirely outdoor. The other environment, however, is completely indoor.

Keywords: RF propagation, radio channel modelling, statistical methods.

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7363 Integration of Asian Stock Markets

Authors: Noor A. Auzairy, Rubi Ahmad, Catherine S.F. Ho, Ros Z. Z. Sapian

Abstract:

This paper is to explore the relationship and the level of stock market integration of the Asian countries, primarily concentrating on Malaysia, Thailand, Indonesia, and South Korea, with the world from January 1997 to December 2009. The degree of short-run and long-run stock market integration of those Asian countries are analyzed in order to determine the significance of series of regional and world financial crises, liberalization policies and other financial reforms in influencing the level of stock market integration. To test for cointegration, this paper applies coefficient correlation, univariate regression analyses, cointegration tests, and vector autoregressive models (VAR) by using the four Asian stock markets main indices and the MSCI World index. The empirical findings from this work reveal that there is no long-run stock market integration for the four countries and the world market. However, there is short run integration.

Keywords: Asia, integration, relationship, stock market.

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7362 The Leaves of a Tree

Authors: Zhu Jiaming, Yu Mengna

Abstract:

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

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7361 Haar wavelet Method for Solving Initial and Boundary Value Problems of Bratu-type

Authors: S.G.Venkatesh, S.K.Ayyaswamy, G.Hariharan

Abstract:

In this paper, we present a framework to determine Haar solutions of Bratu-type equations that are widely applicable in fuel ignition of the combustion theory and heat transfer. The method is proposed by applying Haar series for the highest derivatives and integrate the series. Several examples are given to confirm the efficiency and the accuracy of the proposed algorithm. The results show that the proposed way is quite reasonable when compared to exact solution.

Keywords: Haar wavelet method, Bratu's problem, boundary value problems, initial value problems, adomain decomposition method.

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7360 Associated Map and Inter-Purchase Time Model for Multiple-Category Products

Authors: Ching-I Chen

Abstract:

The continued rise of e-commerce is the main driver of the rapid growth of global online purchase. Consumers can nearly buy everything they want at one occasion through online shopping. The purchase behavior models which focus on single product category are insufficient to describe online shopping behavior. Therefore, analysis of multi-category purchase gets more and more popular. For example, market basket analysis explores customers’ buying tendency of the association between product categories. The information derived from market basket analysis facilitates to make cross-selling strategies and product recommendation system.

To detect the association between different product categories, we use the market basket analysis with the multidimensional scaling technique to build an associated map which describes how likely multiple product categories are bought at the same time. Besides, we also build an inter-purchase time model for associated products to describe how likely a product will be bought after its associated product is bought. We classify inter-purchase time behaviors of multi-category products into nine types, and use a mixture regression model to integrate those behaviors under our assumptions of purchase sequences. Our sample data is from comScore which provides a panelist-label database that captures detailed browsing and buying behavior of internet users across the United States. Finding the inter-purchase time from books to movie is shorter than the inter-purchase time from movies to books. According to the model analysis and empirical results, this research finally proposes the applications and recommendations in the management.

Keywords: Multiple-category purchase behavior, inter-purchase time, market basket analysis.

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7359 Numerical Simulation of Different Configurations for a Combined Gasification/Carbonization Reactors

Authors: Mahmoud Amer, Ibrahim El-Sharkawy, Shinichi Ookawara, Ahmed Elwardany

Abstract:

Gasification and carbonization are two of the most common ways for biomass utilization. Both processes are using part of the waste to be accomplished, either by incomplete combustion or for heating for both gasification and carbonization, respectively. The focus of this paper is to minimize the part of the waste that is used for heating biomass for gasification and carbonization. This will occur by combining both gasifiers and carbonization reactors in a single unit to utilize the heat in the product biogas to heating up the wastes in the carbonization reactors. Three different designs are proposed for the combined gasification/carbonization (CGC) reactor. These include a parallel combination of two gasifiers and carbonized syngas, carbonizer and combustion chamber, and one gasifier, carbonizer, and combustion chamber. They are tested numerically using ANSYS Fluent Computational Fluid Dynamics to ensure homogeneity of temperature distribution inside the carbonization part of the CGC reactor. 2D simulations are performed for the three cases after performing both mesh-size and time-step independent solutions. The carbonization part is common among the three different cases, and the difference among them is how this carbonization reactor is heated. The simulation results showed that the first design could provide only partial homogeneous temperature distribution, not across the whole reactor. This means that the produced carbonized biomass will be reduced as it will only fill a specified height of the reactor. To keep the carbonized product production high, a series combination is proposed. This series configuration resulted in a uniform temperature distribution across the whole reactor as it has only one source for heat with no temperature distribution on any surface of the carbonization section. The simulations provided a satisfactory result that either the first parallel combination of gasifier and carbonization reactor could be used with a reduced carbonized amount or a series configuration to keep the production rate high.

Keywords: Numerical simulation, carbonization, gasification, reactor, biomass.

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7358 Practical Experiences as Part of Project Management Course

Authors: H. Hussain, N. H. Mohamad

Abstract:

Practical experiences have been one of the successful criteria for the Project Management course for the art and design students. There are series of events that the students have to undergo as part of their practical exercises in the learning context for Project Management courses. These series have been divided into few mini programs that involved the whole individual in each group. Therefore, the events have been one of the bench marks for these students. Through the practical experience, the task that has been given to individual has been performed according to the needs of professional practice and ethics.

Keywords: Practical experiences, project management, art and design students, events, programs.

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7357 Estimating Bridge Deterioration for Small Data Sets Using Regression and Markov Models

Authors: Yina F. Muñoz, Alexander Paz, Hanns De La Fuente-Mella, Joaquin V. Fariña, Guilherme M. Sales

Abstract:

The primary approach for estimating bridge deterioration uses Markov-chain models and regression analysis. Traditional Markov models have problems in estimating the required transition probabilities when a small sample size is used. Often, reliable bridge data have not been taken over large periods, thus large data sets may not be available. This study presents an important change to the traditional approach by using the Small Data Method to estimate transition probabilities. The results illustrate that the Small Data Method and traditional approach both provide similar estimates; however, the former method provides results that are more conservative. That is, Small Data Method provided slightly lower than expected bridge condition ratings compared with the traditional approach. Considering that bridges are critical infrastructures, the Small Data Method, which uses more information and provides more conservative estimates, may be more appropriate when the available sample size is small. In addition, regression analysis was used to calculate bridge deterioration. Condition ratings were determined for bridge groups, and the best regression model was selected for each group. The results obtained were very similar to those obtained when using Markov chains; however, it is desirable to use more data for better results.

Keywords: Concrete bridges, deterioration, Markov chains, probability matrix.

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