Search results for: Accidents Prediction Models (APMs)
2952 Towards End-To-End Disease Prediction from Raw Metagenomic Data
Authors: Maxence Queyrel, Edi Prifti, Alexandre Templier, Jean-Daniel Zucker
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Analysis of the human microbiome using metagenomic sequencing data has demonstrated high ability in discriminating various human diseases. Raw metagenomic sequencing data require multiple complex and computationally heavy bioinformatics steps prior to data analysis. Such data contain millions of short sequences read from the fragmented DNA sequences and stored as fastq files. Conventional processing pipelines consist in multiple steps including quality control, filtering, alignment of sequences against genomic catalogs (genes, species, taxonomic levels, functional pathways, etc.). These pipelines are complex to use, time consuming and rely on a large number of parameters that often provide variability and impact the estimation of the microbiome elements. Training Deep Neural Networks directly from raw sequencing data is a promising approach to bypass some of the challenges associated with mainstream bioinformatics pipelines. Most of these methods use the concept of word and sentence embeddings that create a meaningful and numerical representation of DNA sequences, while extracting features and reducing the dimensionality of the data. In this paper we present an end-to-end approach that classifies patients into disease groups directly from raw metagenomic reads: metagenome2vec. This approach is composed of four steps (i) generating a vocabulary of k-mers and learning their numerical embeddings; (ii) learning DNA sequence (read) embeddings; (iii) identifying the genome from which the sequence is most likely to come and (iv) training a multiple instance learning classifier which predicts the phenotype based on the vector representation of the raw data. An attention mechanism is applied in the network so that the model can be interpreted, assigning a weight to the influence of the prediction for each genome. Using two public real-life data-sets as well a simulated one, we demonstrated that this original approach reaches high performance, comparable with the state-of-the-art methods applied directly on processed data though mainstream bioinformatics workflows. These results are encouraging for this proof of concept work. We believe that with further dedication, the DNN models have the potential to surpass mainstream bioinformatics workflows in disease classification tasks.Keywords: Metagenomics, phenotype prediction, deep learning, embeddings, multiple instance learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9102951 High Capacity Data Hiding based on Predictor and Histogram Modification
Authors: Hui-Yu Huang, Shih-Hsu Chang
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In this paper, we propose a high capacity image hiding technology based on pixel prediction and the difference of modified histogram. This approach is used the pixel prediction and the difference of modified histogram to calculate the best embedding point. This approach can improve the predictive accuracy and increase the pixel difference to advance the hiding capacity. We also use the histogram modification to prevent the overflow and underflow. Experimental results demonstrate that our proposed method within the same average hiding capacity can still keep high quality of image and low distortionKeywords: data hiding, predictor
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18862950 AnQL: A Query Language for Annotation Documents
Authors: Neerja Bhatnagar, Ben A. Juliano, Renee S. Renner
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This paper presents data annotation models at five levels of granularity (database, relation, column, tuple, and cell) of relational data to address the problem of unsuitability of most relational databases to express annotations. These models do not require any structural and schematic changes to the underlying database. These models are also flexible, extensible, customizable, database-neutral, and platform-independent. This paper also presents an SQL-like query language, named Annotation Query Language (AnQL), to query annotation documents. AnQL is simple to understand and exploits the already-existent wide knowledge and skill set of SQL.
Keywords: Annotation query language, data annotations, data annotation models, semantic data annotations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18452949 Volatility Switching between Two Regimes
Authors: Josip Visković, Josip Arnerić, Ante Rozga
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Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modeling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behavior of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.
Keywords: Central and east European countries, financial crisis, Markov switching GARCH model, transition probabilities.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25212948 ANN Models for Microstrip Line Synthesis and Analysis
Authors: Dr.K.Sri Rama Krishna, J.Lakshmi Narayana, Dr.L.Pratap Reddy
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Microstrip lines, widely used for good reason, are broadband in frequency and provide circuits that are compact and light in weight. They are generally economical to produce since they are readily adaptable to hybrid and monolithic integrated circuit (IC) fabrication technologies at RF and microwave frequencies. Although, the existing EM simulation models used for the synthesis and analysis of microstrip lines are reasonably accurate, they are computationally intensive and time consuming. Neural networks recently gained attention as fast and flexible vehicles to microwave modeling, simulation and optimization. After learning and abstracting from microwave data, through a process called training, neural network models are used during microwave design to provide instant answers to the task learned.This paper presents simple and accurate ANN models for the synthesis and analysis of Microstrip lines to more accurately compute the characteristic parameters and the physical dimensions respectively for the required design specifications.Keywords: Neural Models, Algorithms, Microstrip Lines, Analysis, Synthesis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21502947 Influence of the Granular Mixture Properties on the Rheological Properties of Concrete: Yield Stress Determination Using Modified Chateau et al. Model
Authors: Rachid Zentar, Mokrane Bala, Pascal Boustingorry
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The prediction of the rheological behavior of concrete is at the center of current concerns of the concrete industry for different reasons. The shortage of good quality standard materials combined with variable properties of available materials imposes to improve existing models to take into account these variations at the design stage of concrete. The main reasons for improving the predictive models are, of course, saving time and cost at the design stage as well as to optimize concrete performances. In this study, we will highlight the different properties of the granular mixtures that affect the rheological properties of concrete. Our objective is to identify the intrinsic parameters of the aggregates which make it possible to predict the yield stress of concrete. The work was done using two typologies of grains: crushed and rolled aggregates. The experimental results have shown that the rheology of concrete is improved by increasing the packing density of the granular mixture using rolled aggregates. The experimental program realized allowed to model the yield stress of concrete by a modified model of Chateau et al. through a dimensionless parameter following Krieger-Dougherty law. The modelling confirms that the yield stress of concrete depends not only on the properties of cement paste but also on the packing density of the granular skeleton and the shape of grains.
Keywords: Crushed aggregates, intrinsic viscosity, packing density, rolled aggregates, slump, yield stress of concrete.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5952946 Hydrological Characterization of a Watershed for Streamflow Prediction
Authors: Oseni Taiwo Amoo, Bloodless Dzwairo
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In this paper, we extend the versatility and usefulness of GIS as a methodology for any river basin hydrologic characteristics analysis (HCA). The Gurara River basin located in North-Central Nigeria is presented in this study. It is an on-going research using spatial Digital Elevation Model (DEM) and Arc-Hydro tools to take inventory of the basin characteristics in order to predict water abstraction quantification on streamflow regime. One of the main concerns of hydrological modelling is the quantification of runoff from rainstorm events. In practice, the soil conservation service curve (SCS) method and the Conventional procedure called rational technique are still generally used these traditional hydrological lumped models convert statistical properties of rainfall in river basin to observed runoff and hydrograph. However, the models give little or no information about spatially dispersed information on rainfall and basin physical characteristics. Therefore, this paper synthesizes morphometric parameters in generating runoff. The expected results of the basin characteristics such as size, area, shape, slope of the watershed and stream distribution network analysis could be useful in estimating streamflow discharge. Water resources managers and irrigation farmers could utilize the tool for determining net return from available scarce water resources, where past data records are sparse for the aspect of land and climate.
Keywords: Hydrological characteristic, land and climate, runoff discharge, streamflow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14612945 An Owl Ontology for Commonkads Template Knowledge Models
Authors: B. A. Gobin, R. K. Subramanian
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This paper gives an overview of how an OWL ontology has been created to represent template knowledge models defined in CML that are provided by CommonKADS. CommonKADS is a mature knowledge engineering methodology which proposes the use of template knowledge model for knowledge modelling. The aim of developing this ontology is to present the template knowledge model in a knowledge representation language that can be easily understood and shared in the knowledge engineering community. Hence OWL is used as it has become a standard for ontology and also it already has user friendly tools for viewing and editing.Keywords: Ontology, OWL, Template Knowledge Models, CommonKADS
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17942944 Determining the Width and Depths of Cut in Milling on the Basis of a Multi-Dexel Model
Authors: Jens Friedrich, Matthias A. Gebele, Armin Lechler, Alexander Verl
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Chatter vibrations and process instabilities are the most important factors limiting the productivity of the milling process. Chatter can leads to damage of the tool, the part or the machine tool. Therefore, the estimation and prediction of the process stability is very important. The process stability depends on the spindle speed, the depth of cut and the width of cut. In milling, the process conditions are defined in the NC-program. While the spindle speed is directly coded in the NC-program, the depth and width of cut are unknown. This paper presents a new simulation based approach for the prediction of the depth and width of cut of a milling process. The prediction is based on a material removal simulation with an analytically represented tool shape and a multi-dexel approach for the workpiece. The new calculation method allows the direct estimation of the depth and width of cut, which are the influencing parameters of the process stability, instead of the removed volume as existing approaches do. The knowledge can be used to predict the stability of new, unknown parts. Moreover with an additional vibration sensor, the stability lobe diagram of a milling process can be estimated and improved based on the estimated depth and width of cut.Keywords: Dexel, process stability, material removal, milling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22612943 Modeling of Normal and Atherosclerotic Blood Vessels using Finite Element Methods and Artificial Neural Networks
Authors: K. Kamalanand, S. Srinivasan
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Analysis of blood vessel mechanics in normal and diseased conditions is essential for disease research, medical device design and treatment planning. In this work, 3D finite element models of normal vessel and atherosclerotic vessel with 50% plaque deposition were developed. The developed models were meshed using finite number of tetrahedral elements. The developed models were simulated using actual blood pressure signals. Based on the transient analysis performed on the developed models, the parameters such as total displacement, strain energy density and entropy per unit volume were obtained. Further, the obtained parameters were used to develop artificial neural network models for analyzing normal and atherosclerotic blood vessels. In this paper, the objectives of the study, methodology and significant observations are presented.Keywords: Blood vessel, atherosclerosis, finite element model, artificial neural networks
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23082942 Investigation of Some Technical Indexes inStock Forecasting Using Neural Networks
Authors: Myungsook Klassen
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Training neural networks to capture an intrinsic property of a large volume of high dimensional data is a difficult task, as the training process is computationally expensive. Input attributes should be carefully selected to keep the dimensionality of input vectors relatively small. Technical indexes commonly used for stock market prediction using neural networks are investigated to determine its effectiveness as inputs. The feed forward neural network of Levenberg-Marquardt algorithm is applied to perform one step ahead forecasting of NASDAQ and Dow stock prices.Keywords: Stock Market Prediction, Neural Networks, Levenberg-Marquadt Algorithm, Technical Indexes
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19472941 Interoperability in Component Based Software Development
Authors: M. Madiajagan, B. Vijayakumar
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The ability of information systems to operate in conjunction with each other encompassing communication protocols, hardware, software, application, and data compatibility layers. There has been considerable work in industry on the development of component interoperability models, such as CORBA, (D)COM and JavaBeans. These models are intended to reduce the complexity of software development and to facilitate reuse of off-the-shelf components. The focus of these models is syntactic interface specification, component packaging, inter-component communications, and bindings to a runtime environment. What these models lack is a consideration of architectural concerns – specifying systems of communicating components, explicitly representing loci of component interaction, and exploiting architectural styles that provide well-understood global design solutions. The development of complex business applications is now focused on an assembly of components available on a local area network or on the net. These components must be localized and identified in terms of available services and communication protocol before any request. The first part of the article introduces the base concepts of components and middleware while the following sections describe the different up-todate models of communication and interaction and the last section shows how different models can communicate among themselves.
Keywords: Interoperability, component packaging, communication technology, heterogeneous platform, component interface, middleware.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27872940 An Integrative Bayesian Approach to Supporting the Prediction of Protein-Protein Interactions: A Case Study in Human Heart Failure
Authors: Fiona Browne, Huiru Zheng, Haiying Wang, Francisco Azuaje
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Recent years have seen a growing trend towards the integration of multiple information sources to support large-scale prediction of protein-protein interaction (PPI) networks in model organisms. Despite advances in computational approaches, the combination of multiple “omic" datasets representing the same type of data, e.g. different gene expression datasets, has not been rigorously studied. Furthermore, there is a need to further investigate the inference capability of powerful approaches, such as fullyconnected Bayesian networks, in the context of the prediction of PPI networks. This paper addresses these limitations by proposing a Bayesian approach to integrate multiple datasets, some of which encode the same type of “omic" data to support the identification of PPI networks. The case study reported involved the combination of three gene expression datasets relevant to human heart failure (HF). In comparison with two traditional methods, Naive Bayesian and maximum likelihood ratio approaches, the proposed technique can accurately identify known PPI and can be applied to infer potentially novel interactions.Keywords: Bayesian network, Classification, Data integration, Protein interaction networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16162939 The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options
Authors: Zeynep İltüzer Samur, Gül Tekin Temur
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Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.
Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30842938 CFD Study of Subcooled Boiling Flow at Elevated Pressure Using a Mechanistic Wall Heat Partitioning Model
Authors: Machimontorn Promtong, Sherman C. P. Cheung, Guan H. Yeoh, Sara Vahaji, Jiyuan Tu
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The wide range of industrial applications involved with boiling flows promotes the necessity of establishing fundamental knowledge in boiling flow phenomena. For this purpose, a number of experimental and numerical researches have been performed to elucidate the underlying physics of this flow. In this paper, the improved wall boiling models, implemented on ANSYS CFX 14.5, were introduced to study subcooled boiling flow at elevated pressure. At the heated wall boundary, the Fractal model, Force balance approach and Mechanistic frequency model are given for predicting the nucleation site density, bubble departure diameter, and bubble departure frequency. The presented wall heat flux partitioning closures were modified to consider the influence of bubble sliding along the wall before the lift-off, which usually happens in the flow boiling. The simulation was performed based on the Two-fluid model, where the standard k-ω SST model was selected for turbulence modelling. Existing experimental data at around 5 bars were chosen to evaluate the accuracy of the presented mechanistic approach. The void fraction and Interfacial Area Concentration (IAC) are in good agreement with the experimental data. However, the predicted bubble velocity and Sauter Mean Diameter (SMD) are over-predicted. This over-prediction may be caused by consideration of only dispersed and spherical bubbles in the simulations. In the future work, the important physical mechanisms of bubbles, such as merging and shrinking during sliding on the heated wall will be incorporated into this mechanistic model to enhance its capability for a wider range of flow prediction.
Keywords: CFD, mechanistic model, subcooled boiling flow, two-fluid model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12702937 Safety Climate Assessment and Its Impact on the Productivity of Construction Enterprises
Authors: Krzysztof J. Czarnocki, F. Silveira, E. Czarnocka, K. Szaniawska
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Research background: Problems related to the occupational health and decreasing level of safety occur commonly in the construction industry. Important factor in the occupational safety in construction industry is scaffold use. All scaffolds used in construction, renovation, and demolition shall be erected, dismantled and maintained in accordance with safety procedure. Increasing demand for new construction projects unfortunately still is linked to high level of occupational accidents. Therefore, it is crucial to implement concrete actions while dealing with scaffolds and risk assessment in construction industry, the way on doing assessment and liability of assessment is critical for both construction workers and regulatory framework. Unfortunately, professionals, who tend to rely heavily on their own experience and knowledge when taking decisions regarding risk assessment, may show lack of reliability in checking the results of decisions taken. Purpose of the article: The aim was to indicate crucial parameters that could be modeling with Risk Assessment Model (RAM) use for improving both building enterprise productivity and/or developing potential and safety climate. The developed RAM could be a benefit for predicting high-risk construction activities and thus preventing accidents occurred based on a set of historical accident data. Methodology/Methods: A RAM has been developed for assessing risk levels as various construction process stages with various work trades impacting different spheres of enterprise activity. This project includes research carried out by teams of researchers on over 60 construction sites in Poland and Portugal, under which over 450 individual research cycles were carried out. The conducted research trials included variable conditions of employee exposure to harmful physical and chemical factors, variable levels of stress of employees and differences in behaviors and habits of staff. Genetic modeling tool has been used for developing the RAM. Findings and value added: Common types of trades, accidents, and accident causes have been explored, in addition to suitable risk assessment methods and criteria. We have found that the initial worker stress level is more direct predictor for developing the unsafe chain leading to the accident rather than the workload, or concentration of harmful factors at the workplace or even training frequency and management involvement.
Keywords: Civil engineering, occupational health, productivity, safety climate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11152936 Electricity Price Forecasting: A Comparative Analysis with Shallow-ANN and DNN
Authors: Fazıl Gökgöz, Fahrettin Filiz
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Electricity prices have sophisticated features such as high volatility, nonlinearity and high frequency that make forecasting quite difficult. Electricity price has a volatile and non-random character so that, it is possible to identify the patterns based on the historical data. Intelligent decision-making requires accurate price forecasting for market traders, retailers, and generation companies. So far, many shallow-ANN (artificial neural networks) models have been published in the literature and showed adequate forecasting results. During the last years, neural networks with many hidden layers, which are referred to as DNN (deep neural networks) have been using in the machine learning community. The goal of this study is to investigate electricity price forecasting performance of the shallow-ANN and DNN models for the Turkish day-ahead electricity market. The forecasting accuracy of the models has been evaluated with publicly available data from the Turkish day-ahead electricity market. Both shallow-ANN and DNN approach would give successful result in forecasting problems. Historical load, price and weather temperature data are used as the input variables for the models. The data set includes power consumption measurements gathered between January 2016 and December 2017 with one-hour resolution. In this regard, forecasting studies have been carried out comparatively with shallow-ANN and DNN models for Turkish electricity markets in the related time period. The main contribution of this study is the investigation of different shallow-ANN and DNN models in the field of electricity price forecast. All models are compared regarding their MAE (Mean Absolute Error) and MSE (Mean Square) results. DNN models give better forecasting performance compare to shallow-ANN. Best five MAE results for DNN models are 0.346, 0.372, 0.392, 0,402 and 0.409.Keywords: Deep learning, artificial neural networks, energy price forecasting, Turkey.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10982935 Human Pose Estimation using Active Shape Models
Authors: Changhyuk Jang, Keechul Jung
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Human pose estimation can be executed using Active Shape Models. The existing techniques for applying to human-body research using Active Shape Models, such as human detection, primarily take the form of silhouette of human body. This technique is not able to estimate accurately for human pose to concern two arms and legs, as the silhouette of human body represents the shape as out of round. To solve this problem, we applied the human body model as stick-figure, “skeleton". The skeleton model of human body can give consideration to various shapes of human pose. To obtain effective estimation result, we applied background subtraction and deformed matching algorithm of primary Active Shape Models in the fitting process. The images which were used to make the model were 600 human bodies, and the model has 17 landmark points which indicate body junction and key features of human pose. The maximum iteration for the fitting process was 30 times and the execution time was less than .03 sec.
Keywords: Active shape models, skeleton, pose estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24162934 Automated Monitoring System to Support Investigation of Contributing Factors of Work-Related Disorders and Accidents
Authors: Erika R. Chambriard, Sandro C. Izidoro, Davidson P. Mendes, Douglas E. V. Pires
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Work-related illnesses and disorders have been a constant aspect of work. Although their nature has changed over time, from musculoskeletal disorders to illnesses related to psychosocial aspects of work, its impact on the life of workers remains significant. Despite significant efforts worldwide to protect workers, the disparity between changes in work legislation and actual benefit for workers’ health has been creating a significant economic burden for social security and health systems around the world. In this context, this study aims to propose, test and validate a modular prototype that allows for work environmental aspects to be assessed, monitored and better controlled. The main focus is also to provide a historical record of working conditions and the means for workers to obtain comprehensible and useful information regarding their work environment and legal limits of occupational exposure to different types of environmental variables, as means to improve prevention of work-related accidents and disorders. We show the developed prototype provides useful and accurate information regarding the work environmental conditions, validating them with standard occupational hygiene equipment. We believe the proposed prototype is a cost-effective and adequate approach to work environment monitoring that could help elucidate the links between work and occupational illnesses, and that different industry sectors, as well as developing countries, could benefit from its capabilities.
Keywords: Arduino prototyping, occupational health and hygiene, work environment, work-related disorders prevention.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11092933 An Improved Model for Prediction of the Effective Thermal Conductivity of Nanofluids
Authors: K. Abbaspoursani, M. Allahyari, M. Rahmani
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Thermal conductivity is an important characteristic of a nanofluid in laminar flow heat transfer. This paper presents an improved model for the prediction of the effective thermal conductivity of nanofluids based on dimensionless groups. The model expresses the thermal conductivity of a nanofluid as a function of the thermal conductivity of the solid and liquid, their volume fractions and particle size. The proposed model includes a parameter which accounts for the interfacial shell, brownian motion, and aggregation of particle. The validation of the model is verified by applying the results obtained by the experiments of Tio2-water and Al2o3-water nanofluids.Keywords: Critical particle size, nanofluid, model, and thermal conductivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20492932 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models
Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar
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This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8582931 Applications of Prediction and Identification Using Adaptive DCMAC Neural Networks
Authors: Yu-Lin Liao, Ya-Fu Peng
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An adaptive dynamic cerebellar model articulation controller (DCMAC) neural network used for solving the prediction and identification problem is proposed in this paper. The proposed DCMAC has superior capability to the conventional cerebellar model articulation controller (CMAC) neural network in efficient learning mechanism, guaranteed system stability and dynamic response. The recurrent network is embedded in the DCMAC by adding feedback connections in the association memory space so that the DCMAC captures the dynamic response, where the feedback units act as memory elements. The dynamic gradient descent method is adopted to adjust DCMAC parameters on-line. Moreover, the analytical method based on a Lyapunov function is proposed to determine the learning-rates of DCMAC so that the variable optimal learning-rates are derived to achieve most rapid convergence of identifying error. Finally, the adaptive DCMAC is applied in two computer simulations. Simulation results show that accurate identifying response and superior dynamic performance can be obtained because of the powerful on-line learning capability of the proposed DCMAC.Keywords: adaptive, cerebellar model articulation controller, CMAC, prediction, identification
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14012930 Using Fractional Factorial Designs for Variable Importance in Random Forest Models
Authors: Ewa. M. Sztendur, Neil T. Diamond
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Random Forests are a powerful classification technique, consisting of a collection of decision trees. One useful feature of Random Forests is the ability to determine the importance of each variable in predicting the outcome. This is done by permuting each variable and computing the change in prediction accuracy before and after the permutation. This variable importance calculation is similar to a one-factor-at a time experiment and therefore is inefficient. In this paper, we use a regular fractional factorial design to determine which variables to permute. Based on the results of the trials in the experiment, we calculate the individual importance of the variables, with improved precision over the standard method. The method is illustrated with a study of student attrition at Monash University.
Keywords: Random Forests, Variable Importance, Fractional Factorial Designs, Student Attrition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19972929 Interaction Effect of Feed Rate and Cutting Speed in CNC-Turning on Chip Micro-Hardness of 304- Austenitic Stainless Steel
Authors: G. H. Senussi
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The present work is concerned with the effect of turning process parameters (cutting speed, feed rate, and depth of cut) and distance from the center of work piece as input variables on the chip micro-hardness as response or output. Three experiments were conducted; they were used to investigate the chip micro-hardness behavior at diameter of work piece for 30[mm], 40[mm], and 50[mm]. Response surface methodology (R.S.M) is used to determine and present the cause and effect of the relationship between true mean response and input control variables influencing the response as a two or three dimensional hyper surface. R.S.M has been used for designing a three factor with five level central composite rotatable factors design in order to construct statistical models capable of accurate prediction of responses. The results obtained showed that the application of R.S.M can predict the effect of machining parameters on chip micro-hardness. The five level factorial designs can be employed easily for developing statistical models to predict chip micro-hardness by controllable machining parameters. Results obtained showed that the combined effect of cutting speed at it?s lower level, feed rate and depth of cut at their higher values, and larger work piece diameter can result increasing chi micro-hardness.Keywords: Machining Parameters, Chip Micro-Hardness, CNCMachining, 304-Austenic Stainless Steel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32842928 Simulation of Reactive Distillation: Comparison of Equilibrium and Nonequilibrium Stage Models
Authors: Asfaw Gezae Daful
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In the present study, two distinctly different approaches are followed for modeling of reactive distillation column, the equilibrium stage model and the nonequilibrium stage model. These models are simulated with a computer code developed in the present study using MATLAB programming. In the equilibrium stage models, the vapor and liquid phases are assumed to be in equilibrium and allowance is made for finite reaction rates, where as in the nonequilibrium stage models simultaneous mass transfer and reaction rates are considered. These simulated model results are validated from the experimental data reported in the literature. The simulated results of equilibrium and nonequilibrium models are compared for concentration, temperature and reaction rate profiles in a reactive distillation column for Methyl Tert Butyle Ether (MTBE) production. Both the models show similar trend for the concentration, temperature and reaction rate profiles but the nonequilibrium model predictions are higher and closer to the experimental values reported in the literature.
Keywords: Reactive Distillation, Equilibrium model, Nonequilibrium model, Methyl Tert-Butyl Ether
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42062927 Classification of Business Models of Italian Bancassurance by Balance Sheet Indicators
Authors: Andrea Bellucci, Martina Tofi
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The aim of paper is to analyze business models of bancassurance in Italy for life business. The life insurance business is very developed in the Italian market and banks branches have 80% of the market share. Given its maturity, the life insurance market needs to consolidate its organizational form to allow for the development of non-life business, which nowadays collects few premiums but represents a great opportunity to enlarge the market share of bancassurance using its strength in the distribution channel while the market share of independent agents is decreasing. Starting with the main business model of bancassurance for life business, this paper will analyze the performances of life companies in the Italian market by balance sheet indicators and by main discriminant variables of business models. The study will observe trends from 2013 to 2015 for the Italian market by exploiting a database managed by Associazione Nazionale delle Imprese di Assicurazione (ANIA). The applied approach is based on a bottom-up analysis starting with variables and indicators to define business models’ classification. The statistical classification algorithm proposed by Ward is employed to design business models’ profiles. Results from the analysis will be a representation of the main business models built by their profile related to indicators. In that way, an unsupervised analysis is developed that has the limit of its judgmental dimension based on research opinion, but it is possible to obtain a design of effective business models.
Keywords: Balance sheet indicators, Bancassurance, business models, ward algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12612926 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 92502925 Mathematical Rescheduling Models for Railway Services
Authors: Zuraida Alwadood, Adibah Shuib, Norlida Abd Hamid
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This paper presents the review of past studies concerning mathematical models for rescheduling passenger railway services, as part of delay management in the occurrence of railway disruption. Many past mathematical models highlighted were aimed at minimizing the service delays experienced by passengers during service disruptions. Integer programming (IP) and mixed-integer programming (MIP) models are critically discussed, focusing on the model approach, decision variables, sets and parameters. Some of them have been tested on real-life data of railway companies worldwide, while a few have been validated on fictive data. Based on selected literatures on train rescheduling, this paper is able to assist researchers in the model formulation by providing comprehensive analyses towards the model building. These analyses would be able to help in the development of new approaches in rescheduling strategies or perhaps to enhance the existing rescheduling models and make them more powerful or more applicable with shorter computing time.
Keywords: Mathematical modelling, Mixed-integer programming, Railway rescheduling, Service delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32512924 The Classification Model for Hard Disk Drive Functional Tests under Sparse Data Conditions
Authors: S. Pattanapairoj, D. Chetchotsak
Abstract:
This paper proposed classification models that would be used as a proxy for hard disk drive (HDD) functional test equitant which required approximately more than two weeks to perform the HDD status classification in either “Pass" or “Fail". These models were constructed by using committee network which consisted of a number of single neural networks. This paper also included the method to solve the problem of sparseness data in failed part, which was called “enforce learning method". Our results reveal that the constructed classification models with the proposed method could perform well in the sparse data conditions and thus the models, which used a few seconds for HDD classification, could be used to substitute the HDD functional tests.Keywords: Sparse data, Classifications, Committee network
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17362923 Imputing Missing Data in Electronic Health Records: A Comparison of Linear and Non-Linear Imputation Models
Authors: Alireza Vafaei Sadr, Vida Abedi, Jiang Li, Ramin Zand
Abstract:
Missing data is a common challenge in medical research and can lead to biased or incomplete results. When the data bias leaks into models, it further exacerbates health disparities; biased algorithms can lead to misclassification and reduced resource allocation and monitoring as part of prevention strategies for certain minorities and vulnerable segments of patient populations, which in turn further reduce data footprint from the same population – thus, a vicious cycle. This study compares the performance of six imputation techniques grouped into Linear and Non-Linear models, on two different real-world electronic health records (EHRs) datasets, representing 17864 patient records. The mean absolute percentage error (MAPE) and root mean squared error (RMSE) are used as performance metrics, and the results show that the Linear models outperformed the Non-Linear models in terms of both metrics. These results suggest that sometimes Linear models might be an optimal choice for imputation in laboratory variables in terms of imputation efficiency and uncertainty of predicted values.
Keywords: EHR, Machine Learning, imputation, laboratory variables, algorithmic bias.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 173