Search results for: Scale factor estimation.

Authors: Rakesh Kumar, A. K. Ghosh

Abstract:

The paper presents the modeling of nonlinear longitudinal aerodynamics using flight data of Hansa-3 aircraft at high angles of attack near stall. The Kirchhoff-s quasi-steady stall model has been used to incorporate nonlinear aerodynamic effects in the aerodynamic model used to estimate the parameters, thereby, making the aerodynamic model nonlinear. The Maximum Likelihood method has been applied to the flight data (at high angles of attack) for the estimation of parameters (aerodynamic and stall characteristics) using the nonlinear aerodynamic model. To improve the accuracy level of the estimates, an approach of fixing the strong parameters has also been presented.

Keywords: Maximum Likelihood, nonlinear, parameters, stall.

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Authors: Masaki Tajima, Kenji Imou, Shinya Yokoyama

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It was determined that woody biomass and livestock excreta can be utilized as hydrogen resources and hydrogen produced from such sources can be used to fill fuel cell vehicles (FCVs) at hydrogen stations. It was shown that the biomass transport costs for hydrogen production may be reduced the costs for co-generation. In the Tokyo Metropolitan Area, there are only a few sites capable of producing hydrogen from woody biomass in amounts greater than 200 m3/h-the scale required for a hydrogen station to be operationally practical. However, in the case of livestock excreta, it was shown that 15% of the municipalities in this area are capable of securing sufficient biomass to be operationally practical for hydrogen production. The differences in feasibility of practical operation depend on the type of biomass.

Keywords: Biomass Resources, Hydrogen Production, Hydrogen Station, Transport Cost.

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Authors: Charawee Butbumrung

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The purpose of this study is to evaluate the monetary worthiness of investment and the usefulness of risk estimation as a tool employed by a production section of an electronic factory. This study employed the case study of accidents occurring in production areas. Data is collected from interviews with six production of safety coordinators and collect the information from the relevant section. The study will present the ratio of benefits compared with the operation costs for investment. The result showed that it is worthwhile for investment with the safety measures. In addition, the organizations must be able to analyze the causes of accidents about the benefits of investing in protective working process. They also need to quickly provide the manual for the staff to learn how to protect themselves from accidents and how to use all of the safety equipment.

Keywords: Cost and benefit, enterprises in Thailand, investment in safety and health, risk estimation.

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Authors: Nameesh Miglani, Rajeev Saha, R. S. Parihar

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Estimation of the quality regarding higher education within a university is practically long drawn process besides being difficult to measure primarily due to lack of a standard scale. National Assessment and Accreditation Council (NAAC) evolved a methodology of assessment which involves self-appraisal by each university/college and an assessment of performance by an expert committee. The attributes involved in assessing a university may not be totally independent from each other thereby necessitating the consideration of interdependencies. The present study focuses on evaluation of assessment criteria using graph theoretic approach and fuzzy treatment of data collected from the students. The technique will provide a suitable platform to university management team to cross check assessment of education quality by considering interdependencies of the attributes using graph theory.

Keywords: Graph theory, NAAC accreditation criteria, Indian University accreditation process.

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Authors: Komeil Jahanifar, Zahra Abedi, Yaghob Zeraatkish

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This research was conducted for the first time at the southeastern coasts of the Caspian Sea in order to evaluate the performance of osteichthyes cooperatives through production (catch) function. Using one of the indirect valuation methods in this research, contributory factors in catch were identified and were inserted into the function as independent variables. In order to carry out this research, the performance of 25 Osteichthyes catching cooperatives in the utilization year of 2009 which were involved in fishing in Miankale wildlife refuge region. The contributory factors in catch were divided into groups of economic, ecological and biological factors. In the mentioned function, catch rate of the cooperative were inserted into as the dependant variable and fourteen partial variables in terms of nine general variables as independent variables. Finally, after function estimation, seven variables were rendered significant at 99 percent reliably level. The results of the function estimation indicated that human resource (fisherman quantity) had the greatest positive effect on catch rate with an influence coefficient of 1.7 while weather conditions had the greatest negative effect on the catch rate of cooperatives with an influence coefficient of -2.07. Moreover, factors like member's share, experience and fisherman training and fishing effort played the main roles in the catch rate of cooperative with influence coefficients of 0.81, 0.5 and 0.21, respectively.

Keywords: Production Function, Coefficient, Variable, Osteichthyes, Caspian Sea

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Authors: Young-Hwan Song, Doo-Heon Kyun, Jong-Kuk Kim, Myung-Jin Bae

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People have the habitual pitch level which is used when people say something generally. However this pitch should be changed irregularly in the presence of noise. So it is useful to estimate SNR of speech signal by pitch. In this paper, we obtain the energy of input speech signal and then we detect a stationary region on voiced speech. And we get the pitch period by NAMDF for the stationary region that is not varied pitch rapidly. After getting pitch, each frame is divided by pitch period and the likelihood of closed pitch is estimated. In this paper, we proposed new parameter, NLF, to estimate the SNR of received speech signal. The NLF is derived from the correlation of near pitch periods. The NLF is obtained for each stationary region in voiced speech. Finally we confirmed good performance of the estimation of the SNR of received input speech in the presence of noise.

Keywords: Likelihood, pitch, SNR, speech.

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Authors: R. Mohan, V. Jadhav, A. Ahmed, J. Rivas, A. Kelkar

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Cementitious materials are an excellent example of a composite material with complex hierarchical features and random features that range from nanometer (nm) to millimeter (mm) scale. Multi-scale modeling of complex material systems requires starting from fundamental building blocks to capture the scale relevant features through associated computational models. In this paper, molecular dynamics (MD) modeling is employed to predict the effect of plasticizer additive on the mechanical properties of key hydrated cement constituent calcium-silicate-hydrate (CSH) at the molecular, nanometer scale level. Due to complexity, still unknown molecular configuration of CSH, a representative configuration widely accepted in the field of mineral Jennite is employed. The effectiveness of the Molecular Dynamics modeling to understand the predictive influence of material chemistry changes based on molecular / nanoscale models is demonstrated.

Keywords: Cement composite, Mechanical Properties, Molecular Dynamics, Plasticizer additives.

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Authors: Meng-Hui Chen, Chen-Yu Kao, Chia-Yu Hsu, Pei-Chann Chang

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The main idea in this paper is using sequential pattern mining to find the information which is helpful for finding high performance solutions. By combining this information, it is defined as blocks. Using the blocks to generate artificial chromosomes (ACs) could improve the structure of solutions. Estimation of Distribution Algorithms (EDAs) is adapted to solve the combinatorial problems. Nevertheless many of these approaches are advantageous for this application, but only some of them are used to enhance the efficiency of application. Generating ACs uses patterns and EDAs could increase the diversity. According to the experimental result, the algorithm which we proposed has a better performance to solve the permutation flow-shop problems.

Keywords: Combinatorial problems, Sequential Pattern Mining, Estimation of Distribution Algorithms, Artificial Chromosomes.

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Authors: Theodore Grosch, Felipe Koji Godinho Hoshino

Abstract:

In wireless communications, 3GPP LTE is one of the solutions to meet the greater transmission data rate demand. One issue inherent to this technology is the PAPR (Peak-to-Average Power Ratio) of OFDM (Orthogonal Frequency Division Multiplexing) modulation. This high PAPR affects the efficiency of power amplifiers. One approach to mitigate this effect is the Crest Factor Reduction (CFR) technique. In this work, we simulate the impact of Hard Limited Clipping Crest Factor Reduction technique on BER (Bit Error Rate) in OFDM based Systems. In general, the results showed that CFR has more effects on higher digital modulation schemes, as expected. More importantly, we show the worst-case degradation due to CFR on QPSK, 16QAM, and 64QAM signals in a linear system. For example, hard clipping of 9 dB results in a 2 dB increase in signal to noise energy at a 1% BER for 64-QAM modulation.

Keywords: Bit error rate, crest factor reduction, OFDM, physical layer simulation.

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Authors: Sang-Hun Lee, Bum-Soo Kim, Yang-Sae Moon, Jinho Kim

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In this paper we present a photo mosaic smartphone application in client-server based large-scale image databases. Photo mosaic is not a new concept, but there are very few smartphone applications especially for a huge number of images in the client-server environment. To support large-scale image databases, we first propose an overall framework working as a client-server model. We then present a concept of image-PAA features to efficiently handle a huge number of images and discuss its lower bounding property. We also present a best-match algorithm that exploits the lower bounding property of image-PAA. We finally implement an efficient Android-based application and demonstrate its feasibility.

Keywords: smartphone applications; photo mosaic; similarity search; data mining; large-scale image databases.

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Authors: Roman Graf, Sergiu Gordea, Heather M. Ryan

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This paper presents an approach for easy creation and classification of institutional risk profiles supporting endangerment analysis of file formats. The main contribution of this work is the employment of data mining techniques to support set up of the most important risk factors. Subsequently, risk profiles employ risk factors classifier and associated configurations to support digital preservation experts with a semi-automatic estimation of endangerment group for file format risk profiles. Our goal is to make use of an expert knowledge base, accuired through a digital preservation survey in order to detect preservation risks for a particular institution. Another contribution is support for visualisation of risk factors for a requried dimension for analysis. Using the naive Bayes method, the decision support system recommends to an expert the matching risk profile group for the previously selected institutional risk profile. The proposed methods improve the visibility of risk factor values and the quality of a digital preservation process. The presented approach is designed to facilitate decision making for the preservation of digital content in libraries and archives using domain expert knowledge and values of file format risk profiles. To facilitate decision-making, the aggregated information about the risk factors is presented as a multidimensional vector. The goal is to visualise particular dimensions of this vector for analysis by an expert and to define its profile group. The sample risk profile calculation and the visualisation of some risk factor dimensions is presented in the evaluation section.

Keywords: linked open data, information integration, digital libraries, data mining.

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Authors: Petarpa Boonserm, Tritos Ngampitipan, Matt Visser

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A “clean” black hole is a black hole in vacuum such as the Schwarzschild black hole. However in real physical systems, there are matter fields around a black hole. Such a black hole is called a “dirty black hole”. In this paper, the effect of matter fields on the black hole and the greybody factor is investigated. The results show that matter fields make a black hole smaller. They can increase the potential energy to a black hole to obstruct Hawking radiation to propagate. This causes the greybody factor of a dirty black hole to be less than that of a clean black hole.

Keywords: A dirty black hole, Greybody factor, Hawking radiation, Matter fields.

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Authors: F. Z. Doğru, O. Arslan

Abstract:

In general, classical methods such as maximum likelihood (ML) and least squares (LS) estimation methods are used to estimate the shape parameters of the Burr XII distribution. However, these estimators are very sensitive to the outliers. To overcome this problem we propose alternative robust estimators based on the M-estimation method for the shape parameters of the Burr XII distribution. We provide a small simulation study and a real data example to illustrate the performance of the proposed estimators over the ML and the LS estimators. The simulation results show that the proposed robust estimators generally outperform the classical estimators in terms of bias and root mean square errors when there are outliers in data.

Keywords: Burr XII distribution, robust estimator, M-estimator, maximum likelihood, least squares.

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Authors: Yasser Aldali

Abstract:

The scope of this paper is to evaluate and compare the potential of LS-PV(Large Scale Photovoltaic Power Plant) power generation systems in the southern region of Libya at Al-Kufra for both stationary and tracking systems. A Microsoft Excel-VBA program has been developed to compute slope radiation, dew-point, sky temperature, and then cell temperature, maximum power output and module efficiency of the system for stationary system and for tracking system. The results for energy production show that the total energy output is 114GWh/year for stationary system and 148GWh/year for tracking system. The average module efficiency for the stationary system is 16.6% and 16.2% for the tracking system.

The values of electricity generation capacity factor (CF) and solar capacity factor (SCF) for stationary system were found to be 26% and 62.5% respectively and 34% and 82% for tracking system. The GCR (Ground Cover Ratio) for a stationary system is 0.7, which corresponds to a tilt angle of 24°. The GCR for tracking system was found to be 0.12. The estimated ground area needed to build a 50MW PV plant amounts to approx. 0.55km² for a stationary PV field constituted by HIT PV arrays and approx. 91MW/ km². In case of a tracker PV field, the required ground area amounts approx.2.4km² and approx. 20.5MW/ km².

Keywords: Large PV power plant, solar energy, environmental impact, Dual-axis tracking system, stationary system.

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Authors: Vandna Jowaheer, Naushad A. Mamode Khan

Abstract:

Com Poisson distribution is capable of modeling the count responses irrespective of their mean variance relation and the parameters of this distribution when fitted to a simple cross sectional data can be efficiently estimated using maximum likelihood (ML) method. In the regression setup, however, ML estimation of the parameters of the Com Poisson based generalized linear model is computationally intensive. In this paper, we propose to use quasilikelihood (QL) approach to estimate the effect of the covariates on the Com Poisson counts and investigate the performance of this method with respect to the ML method. QL estimates are consistent and almost as efficient as ML estimates. The simulation studies show that the efficiency loss in the estimation of all the parameters using QL approach as compared to ML approach is quite negligible, whereas QL approach is lesser involving than ML approach.

Keywords: Com Poisson, Cross-sectional, Maximum Likelihood, Quasi likelihood

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Authors: A. Majeed, P. Ali

Abstract:

Before designing an electrical system, the estimation of load is necessary for unit sizing and demand-generation balancing. The system could be a stand-alone system for a village or grid connected or integrated renewable energy to grid connection, especially as there are non–electrified villages in developing countries. In the classical model, the energy demand was found by estimating the household appliances multiplied with the amount of their rating and the duration of their operation, but in this paper, information exists for electrified villages could be used to predict the demand, as villages almost have the same life style. This paper describes a method used to predict the average energy consumed in each two months for every consumer living in a village by Artificial Neural Network (ANN). The input data are collected using a regional survey for samples of consumers representing typical types of different living, household appliances and energy consumption by a list of information, and the output data are collected from administration office of Piramagrun for each corresponding consumer. The result of this study shows that the average demand for different consumers from four villages in different months throughout the year is approximately 12 kWh/day, this model estimates the average demand/day for every consumer with a mean absolute percent error of 11.8%, and MathWorks software package MATLAB version 7.6.0 that contains and facilitate Neural Network Toolbox was used.

Keywords: Artificial neural network, load estimation, regional survey, rural electrification.

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Authors: Mohsen Shirani, Micaela Demichela

Abstract:

During the last decades, a number of food crises such as Bovine Spongiform Encephalopathy (BSE), Mad-Cow disease, Dioxin in chicken food, Food-and-Mouth Disease (FMD), have certainly inflected the reliability of the food industry. Consequently, the trend in applying different scientific methods of risk assessment in food safety has obtained more attentions in the academic and practice. However, lack of practical approach considering entire food supply chain is tangible in the academic literature. In this regard, this paper aims to apply risk assessment tool (FMEA) with integration of Human Factor along the entire supply chain of food production and test the method in a case study of Diary production, and analyze its results.

Keywords: Food Risk Assessment, FMEA, Human Factor.

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Authors: Komlan Sedzro

Abstract:

We apply the non-parametric, unconditional, hyperbolic order-α quantile estimator to appraise the relative efficiency of Microfinance Institutions in Africa in terms of outreach. Our purpose is to verify if these institutions, which must constantly try to strike a compromise between their social role and financial sustainability are operationally efficient. Using data on African MFIs extracted from the Microfinance Information eXchange (MIX) database and covering the 2004 to 2006 periods, we find that more efficient MFIs are also the most profitable. This result is in line with the view that social performance is not in contradiction with the pursuit of excellent financial performance. Our results also show that large MFIs in terms of asset and those charging the highest fees are not necessarily the most efficient.

Keywords: Data envelopment analysis, microfinance institutions, quantile estimation of efficiency, social and financial performance.

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Authors: Chukiat Chaiboonsri, Satawat Wannapan

Abstract:

This paper used an asymmetric informative concept to apply in the macroeconomic model estimation of the tourism sector in Thailand. The variables used to statistically analyze are Thailand international and domestic tourism revenues, the expenditures of foreign and domestic tourists, service investments by private sectors, service investments by the government of Thailand, Thailand service imports and exports, and net service income transfers. All of data is a time-series index which was observed between 2002 and 2015. Empirically, the tourism multiplier and accelerator were estimated by two statistical approaches. The first was the result of the Generalized Method of Moments model (GMM) based on the assumption which the tourism market in Thailand had perfect information (Symmetrical data). The second was the result of the Maximum Entropy Bootstrapping approach (MEboot) based on the process that attempted to deal with imperfect information and reduced uncertainty in data observations (Asymmetrical data). In addition, the tourism leakages were investigated by a simple model based on the injections and leakages concept. The empirical findings represented the parameters computed from the MEboot approach which is different from the GMM method. However, both of the MEboot estimation and GMM model suggests that Thailand’s tourism sectors are in a period capable of stimulating the economy.

Keywords: Thailand tourism, maximum entropy bootstrapping approach, macroeconomic model, asymmetric information.

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Authors: Mihails Kulikovs, Ernests Petersons

Abstract:

Network management techniques have long been of interest to the networking research community. The queue size plays a critical role for the network performance. The adequate size of the queue maintains Quality of Service (QoS) requirements within limited network capacity for as many users as possible. The appropriate estimation of the queuing model parameters is crucial for both initial size estimation and during the process of resource allocation. The accurate resource allocation model for the management system increases the network utilization. The present paper demonstrates the results of empirical observation of memory allocation for packet-based services.

Keywords: Queuing System, Packet Loss Probability, Measurement-Based Admission Control (MBAC), Performanceevaluation, Quality of Service (QoS).

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Authors: Kavita Burse, Manish Manoria, Vishnu P. S. Kirar

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The back propagation algorithm calculates the weight changes of artificial neural networks, and a common approach is to use a training algorithm consisting of a learning rate and a momentum factor. The major drawbacks of above learning algorithm are the problems of local minima and slow convergence speeds. The addition of an extra term, called a proportional factor reduces the convergence of the back propagation algorithm. We have applied the three term back propagation to multiplicative neural network learning. The algorithm is tested on XOR and parity problem and compared with the standard back propagation training algorithm.

Keywords: Three term back propagation, multiplicative neuralnetwork, proportional factor, local minima.

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Authors: H. Baseri, G. Alinejad

Abstract:

The objective of this study is to design an adaptive neuro-fuzzy inference system (ANFIS) for estimation of surface roughness in grinding process. The Used data have been generated from experimental observations when the wheel has been dressed using a rotary diamond disc dresser. The input parameters of model are dressing speed ratio, dressing depth and dresser cross-feed rate and output parameter is surface roughness. In the experimental procedure the grinding conditions are constant and only the dressing conditions are varied. The comparison of the predicted values and the experimental data indicates that the ANFIS model has a better performance with respect to back-propagation neural network (BPNN) model which has been presented by the authors in previous work for estimation of the surface roughness.

Keywords: Grinding, ANFIS, Neural network, Disc dressing.

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Authors: Hyeyoung Cho, Sungho Kim, Sik Lee

Abstract:

I/O workload is a critical and important factor to analyze I/O pattern and to maximize file system performance. However to measure I/O workload on running distributed parallel file system is non-trivial due to collection overhead and large volume of data. In this paper, we measured and analyzed file system activities on two large-scale cluster systems which had TFlops level high performance computation resources. By comparing file system activities of 2009 with those of 2006, we analyzed the change of I/O workloads by the development of system performance and high-speed network technology.

Keywords: I/O workload, Lustre, GPFS, Cluster File System

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Authors: Jing Li, Quan Pan, Stan. Z. Li, Tao Yang

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A novel algorithm for construct a seamless video mosaic of the entire panorama continuously by automatically analyzing and managing feature points, including management of quantity and quality, from the sequence is presented. Since a video contains significant redundancy, so that not all consecutive video images are required to create a mosaic. Only some key images need to be selected. Meanwhile, feature-based methods for mosaicing rely on correction of feature points? correspondence deeply, and if the key images have large frame interval, the mosaic will often be interrupted by the scarcity of corresponding feature points. A unique character of the method is its ability to handle all the problems above in video mosaicing. Experiments have been performed under various conditions, the results show that our method could achieve fast and accurate video mosaic construction. Keywords?video mosaic, feature points management, homography estimation.

Keywords: Video mosaic, feature points management, homography estimation.

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Authors: M. A. Ben Messaoud, A. Bouzid, N. Ellouze

Abstract:

Speech Segmentation is the measure of the change point detection for partitioning an input speech signal into regions each of which accords to only one speaker. In this paper, we apply two features based on multi-scale product (MP) of the clean speech, namely the spectral centroid of MP, and the zero crossings rate of MP. We focus on multi-scale product analysis as an important tool for segmentation extraction. The MP is based on making the product of the speech wavelet transform coefficients (WTC). We have estimated our method on the Keele database. The results show the effectiveness of our method. It indicates that the two features can find word boundaries, and extracted the segments of the clean speech.

Keywords: Speech segmentation, Multi-scale product, Spectral centroid, Zero crossings rate.

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Authors: F. Ahwide, Y. Bouker, K. Hatem

Abstract:

This paper presents long term wind data analysis in terms of annual and diurnal variations at different areas of Libya. The data of the wind speed and direction are taken each ten minutes for a period, at least two years, are used in the analysis. ‘WindPRO’ software and Excel workbook were used for the wind statistics and energy calculations. As for Darnah, average speeds are 10m, 20m and 40m and 6.57 m/s, 7.18 m/s, and 8.09 m/s, respectively. Highest wind speeds are observed at SSW, followed by S, WNW and NW sectors. Lowest wind speeds are observed between N and E sectors. Most frequent wind directions are NW and NNW. Hence, wind turbines can be installed against these directions. The most powerful sector is NW (31.3% of total expected wind energy), followed by 17.9% SSW, 11.5% NNW and 8.2% WNW

In Excel workbook, an estimation of annual energy yield at position of Derna, Al-Maqrun, Tarhuna and Al-Asaaba meteorological mast has been done, considering a generic wind turbine of 1.65 MW. (mtORRES, TWT 82-1.65MW) in position of meteorological mast. Three other turbines have been tested and a reduction of 18% over the net AEP. At 80m, the estimation of energy yield for Derna, Al- Maqrun, Tarhuna and Asaaba is 6.78 GWh or 3390 equivalent hours, 5.80 GWh or 2900 equivalent hours, 4.91 GWh or 2454 equivalent hours and 5.08 GWh or 2541 equivalent hours respectively. It seems a fair value in the context of a possible development of a wind energy project in the areas, considering a value of 2400 equivalent hours as an approximate limit to consider a wind warm economically profitable. Furthermore, an estimation of annual energy yield at positions of Misalatha, Azizyah and Goterria meteorological mast has been done, considering a generic wind turbine of 2 MW. We found that, at 80 m the estimation of energy yield is 3.12 GWh or 1557 equivalent hours, 4.47 GWh or 2235 equivalent hours and 4.07GWh or 2033 respectively.

It seems a very poor value in the context of possible development of a wind energy project in the areas, considering a value of 2400 equivalent hours as an approximate limit to consider a wind warm economically profitable. Anyway, more data and a detailed wind farm study would be necessary to draw conclusions.

Keywords: Wind turbines, wind data, energy yield, micrositting.

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Authors: M. Chavleishvili, E. Kharaishvili, G. Erkomaishvili

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The article presents the development trends of farms, estimates on the optimal scope of farming, as well as the experience of local and foreign countries in this area. As well, the advantages of small and large farms are discussed; herewith, the scales of farms are compared to the local reality. The study analyzes the results of farm operations and the possibilities of diversification of farms. The indicators of an effective use of land resources and land fragmentation are measured; also, a comparative analysis with other countries is presented, in particular, the measurements of agricultural lands for farming, as well as the indicators of population ensuring. The conducted research shows that most of the farms in Georgia are small and their development is at the initial stage, which outlines that the country has a high resource potential to increase the scale of the farming industry and its full integration into market relations. On the basis of the obtained results, according to the research on the scale of farming in Georgia and the identification of hampering factors of farming development, the conclusions are presented and the relevant recommendations are suggested.

Keywords: Farm cooperatives, farms, farm scale, land fragmentation, small and large farms.

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Authors: Cheng-Yu Tsai, Li-Wei Liu, Ming-Tsang Wu

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This study sought to determine whether there were relationships existed among leisure satisfaction, self-esteem, and spiritual wellness. Four hundred survey instruments were distributed, and 334 effective instruments were returned, for an effective rate of 83.5%. The participants were recruited from a purposive sampling that subjects were at least 60 years of age and retired in Tainan City, Taiwan. Three instruments were used in this research: Leisure Satisfaction Scale (LSS), Self-Esteem Scale (SES), and Spirituality Assessment Scale (SAS). The collected data were analyzed statistically. The findings of this research were as follows: 1. There is significantly correlated between leisure satisfaction and spiritual wellness. 2. There is significantly correlated between leisure satisfaction and self-esteem. 3. There is significantly correlated between spiritual wellness and self-esteem.

Keywords: Leisure satisfaction, spiritual wellness, self-esteem.

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Authors: Nuzlinda Abdul Rahman, Syerrina Zakaria

Abstract:

Deprivation indices are widely used in public health study. These indices are also referred as the index of inequalities or disadvantage. Even though, there are many indices that have been built before, it is believed to be less appropriate to use the existing indices to be applied in other countries or areas which had different socio-economic conditions and different geographical characteristics. The objective of this study is to construct the index based on the geographical and socio-economic factors in Peninsular Malaysia which is defined as the weighted household-based deprivation index. This study has employed the variables based on household items, household facilities, school attendance and education level obtained from Malaysia 2000 census report. The factor analysis is used to extract the latent variables from indicators, or reducing the observable variable into smaller amount of components or factor. Based on the factor analysis, two extracted factors were selected, known as Basic Household Amenities and Middle-Class Household Item factor. It is observed that the district with a lower index values are located in the less developed states like Kelantan, Terengganu and Kedah. Meanwhile, the areas with high index values are located in developed states such as Pulau Pinang, W.P. Kuala Lumpur and Selangor.

Keywords: Factor Analysis, Basic Household Amenities, Middle-Class Household Item, Socio-economic Index

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Authors: Nureni O. Adeboye, Dawud A. Agunbiade

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This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.

Keywords: Audit fee, heteroscedasticity, Lagrange multiplier test, periodicity.

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