Search results for: financial models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3088

Search results for: financial models

2608 Combining Similarity and Dissimilarity Measurements for the Development of QSAR Models Applied to the Prediction of Antiobesity Activity of Drugs

Authors: Irene Luque Ruiz, Manuel Urbano Cuadrado, Miguel Ángel Gómez-Nieto

Abstract:

In this paper we study different similarity based approaches for the development of QSAR model devoted to the prediction of activity of antiobesity drugs. Classical similarity approaches are compared regarding to dissimilarity models based on the consideration of the calculation of Euclidean distances between the nonisomorphic fragments extracted in the matching process. Combining the classical similarity and dissimilarity approaches into a new similarity measure, the Approximate Similarity was also studied, and better results were obtained. The application of the proposed method to the development of quantitative structure-activity relationships (QSAR) has provided reliable tools for predicting of inhibitory activity of drugs. Acceptable results were obtained for the models presented here.

Keywords: Graph similarity, Nonisomorphic dissimilarity, Approximate similarity, Drugs activity prediction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1559
2607 Computational Networks for Knowledge Representation

Authors: Nhon Van Do

Abstract:

In the artificial intelligence field, knowledge representation and reasoning are important areas for intelligent systems, especially knowledge base systems and expert systems. Knowledge representation Methods has an important role in designing the systems. There have been many models for knowledge such as semantic networks, conceptual graphs, and neural networks. These models are useful tools to design intelligent systems. However, they are not suitable to represent knowledge in the domains of reality applications. In this paper, new models for knowledge representation called computational networks will be presented. They have been used in designing some knowledge base systems in education for solving problems such as the system that supports studying knowledge and solving analytic geometry problems, the program for studying and solving problems in Plane Geometry, the program for solving problems about alternating current in physics.

Keywords: Artificial intelligence, artificial intelligence and education, knowledge engineering, knowledge representation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2218
2606 Employment Promotion and Its Role in Counteracting Unemployment during the Financial Crisis in the USA

Authors: Beata Wentura-Dudek

Abstract:

In the United States in 2007-2010 before the crisis, the US labour market policy focused mainly on providing residents with unemployment insurance, after the recession this policy changed. The aim of the article was to present quantitative research presenting the most effective labor market instruments contributing to reducing unemployment during the crisis in the USA. The article presents research based on the analysis of available documents and statistical data. The results of the conducted research show that the most effective forms of counteracting unemployment at that time were: direct job creation, job search assistance, subsidized employment, training and employment promotion using new technologies, including social media.

Keywords: United States, financial crisis, unemployment, employment promotion, social media, job creation, training, labour market, employment agencies, lifelong learning, job search assistance, subsidized employment, companies, tax.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 753
2605 Effective Charge Coupling in Low Dimensional Doped Quantum Antiferromagnets

Authors: Suraka Bhattacharjee, Ranjan Chaudhury

Abstract:

The interaction between the charge degrees of freedom for itinerant antiferromagnets is investigated in terms of generalized charge stiffness constant corresponding to nearest neighbour t-J model and t1-t2-t3-J model. The low dimensional hole doped antiferromagnets are the well known systems that can be described by the t-J-like models. Accordingly, we have used these models to investigate the fermionic pairing possibilities and the coupling between the itinerant charge degrees of freedom. A detailed comparison between spin and charge couplings highlights that the charge and spin couplings show very similar behaviour in the over-doped region, whereas, they show completely different trends in the lower doping regimes. Moreover, a qualitative equivalence between generalized charge stiffness and effective Coulomb interaction is also established based on the comparisons with other theoretical and experimental results. Thus it is obvious that the enhanced possibility of fermionic pairing is inherent in the reduction of Coulomb repulsion with increase in doping concentration. However, the increased possibility can not give rise to pairing without the presence of any other pair producing mechanism outside the t-J model. Therefore, one can conclude that the t-J-like models themselves solely are not capable of producing conventional momentum-based superconducting pairing on their own.

Keywords: Generalized charge stiffness constant, charge coupling, effective Coulomb interaction, t-J-like models, momentum-space pairing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 616
2604 Modeling and Simulation of Practical Metamaterial Structures

Authors: Ridha Salhi, Mondher Labidi, Fethi Choubani

Abstract:

Metamaterials have attracted much attention in recent years because of their electromagnetic exquisite proprieties. We will present, in this paper, the modeling of three metamaterial structures by equivalent circuit model. We begin by modeling the SRR (Split Ring Resonator), then we model the HIS (High Impedance Surfaces), and finally, we present the model of the CPW (Coplanar Wave Guide). In order to validate models, we compare the results obtained by an equivalent circuit models with numerical simulation.

Keywords: Metamaterials, SRR, HIS, CPW, IDC.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1757
2603 Pre and Post IFRS Loss Avoidance in France and the United Kingdom

Authors: T. Miková

Abstract:

This paper analyzes the effect of a single uniform accounting rule on reporting quality by investigating the influence of IFRS on earnings management. This paper examines whether earnings management is reduced after IFRS adoption through the use of “loss avoidance thresholds”, a method that has been verified in earlier studies. This paper concentrates on two European countries: one that represents the continental code law tradition with weak protection of investors (France) and one that represents the Anglo-American common law tradition, which typically implies a strong enforcement system (the United Kingdom).

The research investigates a sample of 526 companies (6822 firm-year observations) during the years 2000 – 2013. The results are different for the two jurisdictions. This study demonstrates that a single set of accounting standards contributes to better reporting quality and reduces the pervasiveness of earnings management in France. In contrast, there is no evidence that a reduction in earnings management followed the implementation of IFRS in the United Kingdom. Due to the fact that IFRS benefit France but not the United Kingdom, other political and economic factors, such legal system or capital market strength, must play a significant role in influencing the comparability and transparency cross-border companies’ financial statements. Overall, the result suggests that IFRS moderately contribute to the accounting quality of reported financial statements and bring benefit for stakeholders, though the role played by other economic factors cannot be discounted.

Keywords: Accounting Standards, Earnings Management, International Financial Reporting Standards, Loss Avoidance, Reporting Quality.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3127
2602 Statistical Assessment of Models for Determination of Soil – Water Characteristic Curves of Sand Soils

Authors: S. J. Matlan, M. Mukhlisin, M. R. Taha

Abstract:

Characterization of the engineering behavior of unsaturated soil is dependent on the soil-water characteristic curve (SWCC), a graphical representation of the relationship between water content or degree of saturation and soil suction. A reasonable description of the SWCC is thus important for the accurate prediction of unsaturated soil parameters. The measurement procedures for determining the SWCC, however, are difficult, expensive, and timeconsuming. During the past few decades, researchers have laid a major focus on developing empirical equations for predicting the SWCC, with a large number of empirical models suggested. One of the most crucial questions is how precisely existing equations can represent the SWCC. As different models have different ranges of capability, it is essential to evaluate the precision of the SWCC models used for each particular soil type for better SWCC estimation. It is expected that better estimation of SWCC would be achieved via a thorough statistical analysis of its distribution within a particular soil class. With this in view, a statistical analysis was conducted in order to evaluate the reliability of the SWCC prediction models against laboratory measurement. Optimization techniques were used to obtain the best-fit of the model parameters in four forms of SWCC equation, using laboratory data for relatively coarse-textured (i.e., sandy) soil. The four most prominent SWCCs were evaluated and computed for each sample. The result shows that the Brooks and Corey model is the most consistent in describing the SWCC for sand soil type. The Brooks and Corey model prediction also exhibit compatibility with samples ranging from low to high soil water content in which subjected to the samples that evaluated in this study.

Keywords: Soil-water characteristic curve (SWCC), statistical analysis, unsaturated soil.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2665
2601 Evaluating Generative Neural Attention Weights-Based Chatbot on Customer Support Twitter Dataset

Authors: Sinarwati Mohamad Suhaili, Naomie Salim, Mohamad Nazim Jambli

Abstract:

Sequence-to-sequence (seq2seq) models augmented with attention mechanisms are increasingly important in automated customer service. These models, adept at recognizing complex relationships between input and output sequences, are essential for optimizing chatbot responses. Central to these mechanisms are neural attention weights that determine the model’s focus during sequence generation. Despite their widespread use, there remains a gap in the comparative analysis of different attention weighting functions within seq2seq models, particularly in the context of chatbots utilizing the Customer Support Twitter (CST) dataset. This study addresses this gap by evaluating four distinct attention-scoring functions—dot, multiplicative/general, additive, and an extended multiplicative function with a tanh activation parameter — in neural generative seq2seq models. Using the CST dataset, these models were trained and evaluated over 10 epochs with the AdamW optimizer. Evaluation criteria included validation loss and BLEU scores implemented under both greedy and beam search strategies with a beam size of k = 3. Results indicate that the model with the tanh-augmented multiplicative function significantly outperforms its counterparts, achieving the lowest validation loss (1.136484) and the highest BLEU scores (0.438926 under greedy search, 0.443000 under beam search, k = 3). These findings emphasize the crucial influence of selecting an appropriate attention-scoring function to enhance the performance of seq2seq models for chatbots, particularly highlighting the model integrating tanh activation as a promising approach to improving chatbot quality in customer support contexts.

Keywords: Attention weight, chatbot, encoder-decoder, neural generative attention, score function, sequence-to-sequence.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 91
2600 Moment Estimators of the Parameters of Zero-One Inflated Negative Binomial Distribution

Authors: Rafid Saeed Abdulrazak Alshkaki

Abstract:

In this paper, zero-one inflated negative binomial distribution is considered, along with some of its structural properties, then its parameters were estimated using the method of moments. It is found that the method of moments to estimate the parameters of the zero-one inflated negative binomial models is not a proper method and may give incorrect conclusions.

Keywords: Zero one inflated models, negative binomial distribution, moments estimator, non-negative integer sampling.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1097
2599 Selection of Designs in Ordinal Regression Models under Linear Predictor Misspecification

Authors: Ishapathik Das

Abstract:

The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: Model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1002
2598 Profitability Assessment of Granite Aggregate Production and the Development of a Profit Assessment Model

Authors: Melodi Mbuyi Mata, Blessing Olamide Taiwo, Afolabi Ayodele David

Abstract:

The purpose of this research is to create empirical models for assessing the profitability of granite aggregate production in Akure, Ondo state aggregate quarries. In addition, an Artificial Neural Network (ANN) model and multivariate predicting models for granite profitability were developed in the study. A formal survey questionnaire was used to collect data for the study. The data extracted from the case study mine for this study include granite marketing operations, royalty, production costs, and mine production information. The following methods were used to achieve the goal of this study: descriptive statistics, MATLAB 2017, and SPSS16.0 software in analyzing and modeling the data collected from granite traders in the study areas. The ANN and Multi Variant Regression models' prediction accuracy was compared using a coefficient of determination (R2), Root Mean Square Error (RMSE), and mean square error (MSE). Due to the high prediction error, the model evaluation indices revealed that the ANN model was suitable for predicting generated profit in a typical quarry. More quarries in Nigeria's southwest region and other geopolitical zones should be considered to improve ANN prediction accuracy.

Keywords: National development, granite, profitability assessment, ANN models.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 83
2597 Computational Studies of Binding Energies and Structures of Methylamine on Functionalized Activated Carbon Surfaces

Authors: R. C. J. Mphahlele, K. Bolton, H. Kasaini

Abstract:

Empirical force fields and density functional theory (DFT) was used to study the binding energies and structures of methylamine on the surface of activated carbons (ACs). This is a first step in studying the adsorption of alkyl amines on the surface of functionalized ACs. The force fields used were Dreiding (DFF), Universal (UFF) and Compass (CFF) models. The generalized gradient approximation with Perdew Wang 91 (PW91) functional was used for DFT calculations. In addition to obtaining the aminecarboxylic acid adsorption energies, the results were used to establish reliability of the empirical models for these systems. CFF predicted a binding energy of -9.227 (kcal/mol) which agreed with PW91 at - 13.17 (kcal/mol), compared to DFF 0 (kcal/mol) and UFF -0.72 (kcal/mol). However, the CFF binding energies for the amine to ester and ketone disagreed with PW91 results. The structures obtained from all models agreed with PW91 results.

Keywords: Activated Carbons, Binding energy, DFT, Force fields.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1953
2596 Banking Union: A New Step towards Completing the Economic and Monetary Union

Authors: Marijana Ivanov, Roman Šubić

Abstract:

This study analyzes the critical gaps in the architecture of European stability and the expected role of the banking union as the new important step towards completing the Economic and Monetary Union that should enable the creation of safe and sound financial sector for the euro area market. The single rulebook together with the Single Supervisory Mechanism and the Single Resolution Mechanism - as two main pillars of the banking union, should provide a consistent application of common rules and administrative standards for supervision, recovery and resolution of banks – with the final aim of replacing the former bail-out practice with the bail-in system through which possible future bank failures would be resolved by their own funds, i.e. with minimal costs for taxpayers and real economy. In this way, the vicious circle between banks and sovereigns would be broken. It would also reduce the financial fragmentation recorded in the years of crisis as the result of divergent behaviors in risk premium, lending activities and interest rates between the core and the periphery. In addition, it should strengthen the effectiveness of monetary transmission channels, in particular the credit channels and overflows of liquidity on the money market which, due to the fragmentation of the common financial market, has been significantly disabled in period of crisis. However, contrary to all the positive expectations related to the future functioning of the banking union, major findings of this study indicate that characteristics of the economic system in which the banking union will operate should not be ignored. The euro area is an integration of strong and weak entities with large differences in economic development, wealth, assets of banking systems, growth rates and accountability of fiscal policy. The analysis indicates that low and unbalanced economic growth remains a challenge for the maintenance of financial stability and this problem cannot be resolved just by a single supervision. In many countries bank assets exceed their GDP by several times and large banks are still a matter of concern, because of their systemic importance for individual countries and the euro zone as a whole. The creation of the Single Supervisory Mechanism and the Single Resolution Mechanism is a response to the European crisis, which has particularly affected peripheral countries and caused the associated loop between the banking crisis and the sovereign debt crisis, but has also influenced banks’ balance sheets in the core countries, as the result of crossborder capital flows. The creation of the SSM and the SRM should prevent the similar episodes to happen again and should also provide a new opportunity for strengthening of economic and financial systems of the peripheral countries. On the other hand, there is a potential threat that future focus of the ECB, resolution mechanism and other relevant institutions will be extremely oriented towards large and significant banks (whereby one half of them operate in the core and most important euro area countries), and therefore it remains questionable to what extent will the common resolution funds will be used for rescue of less important institutions. Recent geopolitical developments will be the optimal indicator to show whether the previously established mechanisms are sufficient enough to maintain the adequate financial stability in the euro area market.

Keywords: Banking Union, financial integration, single supervisory mechanism (SSM).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1665
2595 Analytical Solution of the Boundary Value Problem of Delaminated Doubly-Curved Composite Shells

Authors: András Szekrényes

Abstract:

Delamination is one of the major failure modes in laminated composite structures. Delamination tips are mostly captured by spatial numerical models in order to predict crack growth. This paper presents some mechanical models of delaminated composite shells based on shallow shell theories. The mechanical fields are based on a third-order displacement field in terms of the through-thickness coordinate of the laminated shell. The undelaminated and delaminated parts are captured by separate models and the continuity and boundary conditions are also formulated in a general way providing a large size boundary value problem. The system of differential equations is solved by the state space method for an elliptic delaminated shell having simply supported edges. The comparison of the proposed and a numerical model indicates that the primary indicator of the model is the deflection, the secondary is the widthwise distribution of the energy release rate. The model is promising and suitable to determine accurately the J-integral distribution along the delamination front. Based on the proposed model it is also possible to develop finite elements which are able to replace the computationally expensive spatial models of delaminated structures.

Keywords: J-integral, Lévy method, third-order shell theory, state space solution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 600
2594 Statistical Models of Network Traffic

Authors: Barath Kumar, Oliver Niggemann, Juergen Jasperneite

Abstract:

Model-based approaches have been applied successfully to a wide range of tasks such as specification, simulation, testing, and diagnosis. But one bottleneck often prevents the introduction of these ideas: Manual modeling is a non-trivial, time-consuming task. Automatically deriving models by observing and analyzing running systems is one possible way to amend this bottleneck. To derive a model automatically, some a-priori knowledge about the model structure–i.e. about the system–must exist. Such a model formalism would be used as follows: (i) By observing the network traffic, a model of the long-term system behavior could be generated automatically, (ii) Test vectors can be generated from the model, (iii) While the system is running, the model could be used to diagnose non-normal system behavior. The main contribution of this paper is the introduction of a model formalism called 'probabilistic regression automaton' suitable for the tasks mentioned above.

Keywords: Model-based approach, Probabilistic regression automata, Statistical models and Timed automata.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1540
2593 Investigations of Flow Field with Different Turbulence Models on NREL Phase VI Blade

Authors: T. Y. Liu, C. H Lin., Y. M Ferng

Abstract:

Wind energy is one of the clean renewable energy. However, the low frequency (20-200HZ) noise generated from the wind turbine blades, which bothers the residents, becomes the major problem to be developed. It is useful for predicting the aerodynamic noise by flow field and pressure distribution analysis on the wind turbine blades. Therefore, the main objective of this study is to use different turbulence models to analyze the flow field and pressure distributions of the wing blades.

Three-dimensional Computation Fluid Dynamics (CFD) simulation of the flow field was used to calculate the flow phenomena for the National Renewable Energy Laboratory (NREL) Phase VI horizontal axis wind turbine rotor. Two different flow cases with different wind speeds were investigated: 7m/s with 72rpm and 15m/s with 72rpm.

Four kinds of RANS-based turbulence models, Standard k-ε, Realizable k-ε, SST k-ω, and v2f, were used to predict and analyze the results in the present work. The results show that the predictions on pressure distributions with SST k-ω and v2f turbulence models have good agreements with experimental data.

Keywords: Horizontal Axis Wind Turbine, turbulence model, noise.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2161
2592 Ontologies for Social Media Digital Evidence

Authors: Edlira Kalemi, Sule Yildirim-Yayilgan

Abstract:

Online Social Networks (OSNs) are nowadays being used widely and intensively for crime investigation and prevention activities. As they provide a lot of information they are used by the law enforcement and intelligence. An extensive review on existing solutions and models for collecting intelligence from this source of information and making use of it for solving crimes has been presented in this article. The main focus is on smart solutions and models where ontologies have been used as the main approach for representing criminal domain knowledge. A framework for a prototype ontology named SC-Ont will be described. This defines terms of the criminal domain ontology and the relations between them. The terms and the relations are extracted during both this review and the discussions carried out with domain experts. The development of SC-Ont is still ongoing work, where in this paper, we report mainly on the motivation for using smart ontology models and the possible benefits of using them for solving crimes.

Keywords: Criminal digital evidence, social media, ontologies, reasoning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2378
2591 Short-Term Electric Load Forecasting Using Multiple Gaussian Process Models

Authors: Tomohiro Hachino, Hitoshi Takata, Seiji Fukushima, Yasutaka Igarashi

Abstract:

This paper presents a Gaussian process model-based short-term electric load forecasting. The Gaussian process model is a nonparametric model and the output of the model has Gaussian distribution with mean and variance. The multiple Gaussian process models as every hour ahead predictors are used to forecast future electric load demands up to 24 hours ahead in accordance with the direct forecasting approach. The separable least-squares approach that combines the linear least-squares method and genetic algorithm is applied to train these Gaussian process models. Simulation results are shown to demonstrate the effectiveness of the proposed electric load forecasting.

Keywords: Direct method, electric load forecasting, Gaussian process model, genetic algorithm, separable least-squares method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1984
2590 Methodologies for Crack Initiation in Welded Joints Applied to Inspection Planning

Authors: Guang Zou, Kian Banisoleiman, Arturo González

Abstract:

Crack initiation and propagation threatens structural integrity of welded joints and normally inspections are assigned based on crack propagation models. However, the approach based on crack propagation models may not be applicable for some high-quality welded joints, because the initial flaws in them may be so small that it may take long time for the flaws to develop into a detectable size. This raises a concern regarding the inspection planning of high-quality welded joins, as there is no generally acceptable approach for modeling the whole fatigue process that includes the crack initiation period. In order to address the issue, this paper reviews treatment methods for crack initiation period and initial crack size in crack propagation models applied to inspection planning. Generally, there are four approaches, by: 1) Neglecting the crack initiation period and fitting a probabilistic distribution for initial crack size based on statistical data; 2) Extrapolating the crack propagation stage to a very small fictitious initial crack size, so that the whole fatigue process can be modeled by crack propagation models; 3) Assuming a fixed detectable initial crack size and fitting a probabilistic distribution for crack initiation time based on specimen tests; and, 4) Modeling the crack initiation and propagation stage separately using small crack growth theories and Paris law or similar models. The conclusion is that in view of trade-off between accuracy and computation efforts, calibration of a small fictitious initial crack size to S-N curves is the most efficient approach.

Keywords: Crack initiation, fatigue reliability, inspection planning, welded joints.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1398
2589 A Heuristics Approach for Fast Detecting Suspicious Money Laundering Cases in an Investment Bank

Authors: Nhien-An Le-Khac, Sammer Markos, M-Tahar Kechadi

Abstract:

Today, money laundering (ML) poses a serious threat not only to financial institutions but also to the nation. This criminal activity is becoming more and more sophisticated and seems to have moved from the cliché of drug trafficking to financing terrorism and surely not forgetting personal gain. Most international financial institutions have been implementing anti-money laundering solutions (AML) to fight investment fraud. However, traditional investigative techniques consume numerous man-hours. Recently, data mining approaches have been developed and are considered as well-suited techniques for detecting ML activities. Within the scope of a collaboration project for the purpose of developing a new solution for the AML Units in an international investment bank, we proposed a data mining-based solution for AML. In this paper, we present a heuristics approach to improve the performance for this solution. We also show some preliminary results associated with this method on analysing transaction datasets.

Keywords: data mining, anti money laundering, clustering, heuristics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3585
2588 Synthetic Daily Flow Duration Curves for the Çoruh River Basin, Turkey

Authors: Fatih Tosunoğlu, İbrahim Can

Abstract:

The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95% of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.

Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3791
2587 A Quantitative Approach to Strategic Design of Component-Based Business Process Models

Authors: Eakong Atiptamvaree, Twittie Senivongse

Abstract:

A new paradigm for software design and development models software by its business process, translates the model into a process execution language, and has it run by a supporting execution engine. This process-oriented paradigm promotes modeling of software by less technical users or business analysts as well as rapid development. Since business process models may be shared by different organizations and sometimes even by different business domains, it is interesting to apply a technique used in traditional software component technology to design reusable business processes. This paper discusses an approach to apply a technique for software component fabrication to the design of process-oriented software units, called process components. These process components result from decomposing a business process of a particular application domain into subprocesses with an aim that the process components can be reusable in different process-based software models. The approach is quantitative because the quality of process component design is measured from technical features of the process components. The approach is also strategic because the measured quality is determined against business-oriented component management goals. A software tool has been developed to measure how good a process component design is, according to the required managerial goals and comparing to other designs. We also discuss how we benefit from reusable process components.

Keywords: Business process model, process component, component management goals, measurement

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1676
2586 A Comparative Study on ANN, ANFIS and SVM Methods for Computing Resonant Frequency of A-Shaped Compact Microstrip Antennas

Authors: Ahmet Kayabasi, Ali Akdagli

Abstract:

In this study, three robust predicting methods, namely artificial neural network (ANN), adaptive neuro fuzzy inference system (ANFIS) and support vector machine (SVM) were used for computing the resonant frequency of A-shaped compact microstrip antennas (ACMAs) operating at UHF band. Firstly, the resonant frequencies of 144 ACMAs with various dimensions and electrical parameters were simulated with the help of IE3D™ based on method of moment (MoM). The ANN, ANFIS and SVM models for computing the resonant frequency were then built by considering the simulation data. 124 simulated ACMAs were utilized for training and the remaining 20 ACMAs were used for testing the ANN, ANFIS and SVM models. The performance of the ANN, ANFIS and SVM models are compared in the training and test process. The average percentage errors (APE) regarding the computed resonant frequencies for training of the ANN, ANFIS and SVM were obtained as 0.457%, 0.399% and 0.600%, respectively. The constructed models were then tested and APE values as 0.601% for ANN, 0.744% for ANFIS and 0.623% for SVM were achieved. The results obtained here show that ANN, ANFIS and SVM methods can be successfully applied to compute the resonant frequency of ACMAs, since they are useful and versatile methods that yield accurate results.

Keywords: A-shaped compact microstrip antenna, Artificial Neural Network (ANN), adaptive Neuro-Fuzzy Inference System (ANFIS), Support Vector Machine (SVM).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2215
2585 Wheat Yield Prediction through Agro Meteorological Indices for Ardebil District

Authors: Fariba Esfandiary, Ghafoor Aghaie, Ali Dolati Mehr

Abstract:

Wheat prediction was carried out using different meteorological variables together with agro meteorological indices in Ardebil district for the years 2004-2005 & 2005–2006. On the basis of correlation coefficients, standard error of estimate as well as relative deviation of predicted yield from actual yield using different statistical models, the best subset of agro meteorological indices were selected including daily minimum temperature (Tmin), accumulated difference of maximum & minimum temperatures (TD), growing degree days (GDD), accumulated water vapor pressure deficit (VPD), sunshine hours (SH) & potential evapotranspiration (PET). Yield prediction was done two months in advance before harvesting time which was coincide with commencement of reproductive stage of wheat (5th of June). It revealed that in the final statistical models, 83% of wheat yield variability was accounted for variation in above agro meteorological indices.

Keywords: Wheat yields prediction, agro meteorological indices, statistical models

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2145
2584 Fuzzy Estimation of Parameters in Statistical Models

Authors: A. Falsafain, S. M. Taheri, M. Mashinchi

Abstract:

Using a set of confidence intervals, we develop a common approach, to construct a fuzzy set as an estimator for unknown parameters in statistical models. We investigate a method to derive the explicit and unique membership function of such fuzzy estimators. The proposed method has been used to derive the fuzzy estimators of the parameters of a Normal distribution and some functions of parameters of two Normal distributions, as well as the parameters of the Exponential and Poisson distributions.

Keywords: Confidence interval. Fuzzy number. Fuzzy estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2272
2583 Long-Range Dependence of Financial Time Series Data

Authors: Chatchai Pesee

Abstract:

This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.

Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1884
2582 Artificial Intelligence-Based Detection of Individuals Suffering from Vestibular Disorder

Authors: D. Hişam, S. İkizoğlu

Abstract:

Identifying the problem behind balance disorder is one of the most interesting topics in medical literature. This study has considerably enhanced the development of artificial intelligence (AI) algorithms applying multiple machine learning (ML) models to sensory data on gait collected from humans to classify between normal people and those suffering from Vestibular System (VS) problems. Although AI is widely utilized as a diagnostic tool in medicine, AI models have not been used to perform feature extraction and identify VS disorders through training on raw data. In this study, three ML models, the Random Forest Classifier (RF), Extreme Gradient Boosting (XGB), and K-Nearest Neighbor (KNN), have been trained to detect VS disorder, and the performance comparison of the algorithms has been made using accuracy, recall, precision, and f1-score. With an accuracy of 95.28 %, Random Forest (RF) Classifier was the most accurate model.

Keywords: Vestibular disorder, machine learning, random forest classifier, k-nearest neighbor, extreme gradient boosting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 169
2581 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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 462
2580 Lean Impact Analysis Assessment Models: Development of a Lean Measurement Structural Model

Authors: Catherine Maware, Olufemi Adetunji

Abstract:

The paper is aimed at developing a model to measure the impact of Lean manufacturing deployment on organizational performance. The model will help industry practitioners to assess the impact of implementing Lean constructs on organizational performance. It will also harmonize the measurement models of Lean performance with the house of Lean that seems to have become the industry standard. The sheer number of measurement models for impact assessment of Lean implementation makes it difficult for new adopters to select an appropriate assessment model or deployment methodology. A literature review is conducted to classify the Lean performance model. Pareto analysis is used to select the Lean constructs for the development of the model. The model is further formalized through the use of Structural Equation Modeling (SEM) in defining the underlying latent structure of a Lean system. An impact assessment measurement model developed can be used to measure Lean performance and can be adopted by different industries.

Keywords: Impact measurement model, lean bundles, lean manufacturing, organizational performance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1225
2579 Breast Cancer Prediction Using Score-Level Fusion of Machine Learning and Deep Learning Models

Authors: [email protected]

Abstract:

Breast cancer is one of the most common types in women. Early prediction of breast cancer helps physicians detect cancer in its early stages. Big cancer data need a very powerful tool to analyze and extract predictions. Machine learning and deep learning are two of the most efficient tools for predicting cancer based on textual data. In this study, we developed a fusion model of two machine learning and deep learning models. To obtain the final prediction, Long-Short Term Memory (LSTM), ensemble learning with hyper parameters optimization, and score-level fusion is used. Experiments are done on the Breast Cancer Surveillance Consortium (BCSC) dataset after balancing and grouping the class categories. Five different training scenarios are used, and the tests show that the designed fusion model improved the performance by 3.3% compared to the individual models.

Keywords: Machine learning, Deep learning, cancer prediction, breast cancer, LSTM, Score-Level Fusion.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 404