Search results for: linear regression

Authors: Tayeb Lardjane, Rabah Messaci

Abstract:

We consider a network of two M/M/1 parallel queues having the same poisonnian arrival stream with rate λ. Upon his arrival to the system a customer heads to the shortest queue and stays until being served. If the two queues have the same length, an arriving customer chooses one of the two queues with the same probability. Each duration of service in the two queues is an exponential random variable with rate μ and no jockeying is permitted between the two queues. A new numerical method, based on linear programming and convex optimization, is performed for the computation of the steady state solution of the system.

Keywords: Steady state solution, matrix formulation, convex set, shortest queue, linear programming.

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Authors: U. Şendurur, B. Nazlıoğlu

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Using Turkish data, in this study it is investigated that whether a firm’s ownership structure has an impact on its stock prices after the crisis. A linear regression model is conducted on the data of non-financial firms that are trading in Istanbul Stock Exchange 100 Index (ISE 100) index. The findings show that, all explanatory variables such as inside ownership, largest ownership, concentrated ownership, foreign shareholders, family controlled and dispersed ownership are not very important to explain stock prices after the crisis. Family controlled firms and concentrated ownership is positively related to stock price, dispersed ownership, largest ownership, foreign shareholders, and inside ownership structures have negative interaction between stock prices, but because of the p value is not under the value of 0.05 this relation is not significant. In addition, the analysis shows that, the shares of firms that have inside, largest and dispersed ownership structure are outperform comparing with the other firms. Furthermore, ownership concentrated firms outperform to family controlled firms.

Keywords: Financial crisis, ISE 100 Index, Ownership structure, Stock price.

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Authors: H. N. Suresh, Dr. V. Udaya Shankara

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A technique proposed for the automatic detection of spikes in electroencephalograms (EEG). A multi-resolution approach and a non-linear energy operator are exploited. The signal on each EEG channel is decomposed into three sub bands using a non-decimated wavelet transform (WT). The WT is a powerful tool for multi-resolution analysis of non-stationary signal as well as for signal compression, recognition and restoration. Each sub band is analyzed by using a non-linear energy operator, in order to detect spikes. A decision rule detects the presence of spikes in the EEG, relying upon the energy of the three sub-bands. The effectiveness of the proposed technique was confirmed by analyzing both test signals and EEG layouts.

Keywords: EEG, Spike, SNEO, Wavelet Transform

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Authors: Heiko Weiß, Andreas Meister, Christoph Ament, Nils Dreifke

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Linear actuators are deployed in a wide range of applications. This paper presents the modeling and system identification of a variable excited linear direct drive (LDD). The LDD is designed based on linear hybrid stepper technology exhibiting the characteristic tooth structure of mover and stator. A three-phase topology provides the thrust force caused by alternating strengthening and weakening of the flux of the legs. To achieve best possible synchronous operation, the phases are commutated sinusoidal. Despite the fact that these LDDs provide high dynamics and drive forces, noise emission limits their operation in calm workspaces. To overcome this drawback an additional excitation of the magnetic circuit is introduced to LDD using additional enabling coils instead of permanent magnets. The new degree of freedom can be used to reduce force variations and related noise by varying the excitation flux that is usually generated by permanent magnets. Hence, an identified simulation model is necessary to analyze the effects of this modification. Especially the force variations must be modeled well in order to reduce them sufficiently. The model can be divided into three parts: the current dynamics, the mechanics and the force functions. These subsystems are described with differential equations or nonlinear analytic functions, respectively. Ordinary nonlinear differential equations are derived and transformed into state space representation. Experiments have been carried out on a test rig to identify the system parameters of the complete model. Static and dynamic simulation based optimizations are utilized for identification. The results are verified in time and frequency domain. Finally, the identified model provides a basis for later design of control strategies to reduce existing force variations.

Keywords: Force variations, linear direct drive, modeling and system identification, variable excitation flux.

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Authors: Sara Barati, Karim Ivaz

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In this paper, using a model transformation approach a system of linear delay differential equations (DDEs) with multiple delays is converted to a non-delayed initial value problem. The variational iteration method (VIM) is then applied to obtain the approximate analytical solutions. Numerical results are given for several examples involving scalar and second order systems. Comparisons with the classical fourth-order Runge-Kutta method (RK4) verify that this method is very effective and convenient.

Keywords: Variational iteration method, delay differential equations, multiple delays, Runge-Kutta method.

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Authors: Imene Atek, Abed M. Affoune, Hubert Girault, Pekka Peljo

Abstract:

Due to the need for a rigorous mathematical model that can help to estimate kinetic properties for soluble-insoluble systems, through voltammetric experiments, a Nicholson Semi Analytical Approach was used in this work for modeling and prediction of theoretical linear sweep voltammetry responses for reversible, quasi reversible or irreversible electron transfer reactions. The redox system of interest is a one-step metal electrodeposition process. A rigorous analysis of simulated linear scan voltammetric responses following variation of dimensionless factors, the rate constant and charge transfer coefficients in a broad range was studied and presented in the form of the so called kinetic zones diagrams. These kinetic diagrams were divided into three kinetics zones. Interpreting these zones leads to empirical mathematical models which can allow the experimenter to determine electrodeposition reactions kinetics whatever the degree of reversibility. The validity of the obtained results was tested and an excellent experiment–theory agreement has been showed.

Keywords: Electrodeposition, kinetics diagrams, modeling, voltammetry.

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Authors: Praveen Huded M., Suresh R. Dash

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Pile foundations are one of the most preferred deep foundation systems for high rise or heavily loaded structures. In many instances, the failure of the pile founded structures in liquefiable soils had been observed even in many recent earthquakes. Failure of pile foundation have occurred because of buckling, as the pile behaves as an unsupported slender structural element once the surrounding soil liquefies. However, the buckling capacity depends on the depth of soil liquefied and its residual strength. Hence it is essential to check the pile against the possible buckling failure. Beam on non-linear Winkler Foundation is one of the efficient methods to model the pile-soil behavior in liquefiable soil. The pile-soil interaction is modelled through p-y springs, there are different p-y curves available for modeling liquefiable soil. In the present work, the influence of two such p-y curves on the buckling capacity of pile foundation is studied considering the initial geometric and non-linear behavior of pile foundation. The proposed method is validated against experimental results. A significant difference in the buckling capacity is observed for the two p-y curves used in the analysis. A parametric study is conducted to understand the influence of pile flexural rigidity, different initial geometric imperfections, and different soil relative densities on the buckling capacity of pile foundation.

Keywords: pile foundation, liquefaction, buckling load, non-linear p-y curve

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Authors: Martin Popescu D. Dana Maria

Abstract:

The aims of this research are to broaden the study on the relationship between emotional intelligence and counterproductive work behavior (CWB). The study sample consisted in 441 Romanian employees from companies all over the country. Data has been collected through web surveys and processed with SPSS. The results indicated an average correlation between the two constructs and their sub variables, employees with a high level of emotional intelligence tend to be less aggressive. In addition, labeling was considered an individual difference which has the power to influence the level of employee aggression. A regression model was used to underline the importance of emotional intelligence together with labeling as predictors of CWB. Results have shown that this regression model enforces the assumption that labeling and emotional intelligence, taken together, predict CWB. Employees, who label themselves as victims and have a low degree of emotional intelligence, have a higher level of CWB.

Keywords: Aggression, CWB, emotional intelligence, labeling.

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Authors: Mojtaba Rezaei, Elham Heydari

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This paper highlights the empirical results of analyzing the correlation between accounting information and systematic risk. This association is analyzed among financial ratios and systematic risk by considering the financial statement of 39 companies listed on the Tehran Stock Exchange (TSE) for five years (2014-2018). Financial ratios have been categorized into four groups and to describe the special features, as representative of accounting information we selected: Return on Asset (ROA), Debt Ratio (Total Debt to Total Asset), Current Ratio (current assets to current debt), Asset Turnover (Net sales to Total assets), and Total Assets. The hypotheses were tested through simple and multiple linear regression and T-student test. The findings illustrate that there is no significant relationship between accounting information and market risk. This indicates that in the selected sample, historical accounting information does not fully reflect the price of stocks.

Keywords: Accounting information, market risk, systematic risk, efficient market hypothesis, EMH, Tehran Stock Exchange, TSE.

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Authors: Mohamed Abdallah, Mostafa Warith, Roberto Narbaitz, Emil Petriu, Kevin Kennedy

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Heterogeneity of solid waste characteristics as well as the complex processes taking place within the landfill ecosystem motivated the implementation of soft computing methodologies such as artificial neural networks (ANN), fuzzy logic (FL), and their combination. The present work uses a hybrid ANN-FL model that employs knowledge-based FL to describe the process qualitatively and implements the learning algorithm of ANN to optimize model parameters. The model was developed to simulate and predict the landfill gas production at a given time based on operational parameters. The experimental data used were compiled from lab-scale experiment that involved various operating scenarios. The developed model was validated and statistically analyzed using F-test, linear regression between actual and predicted data, and mean squared error measures. Overall, the simulated landfill gas production rates demonstrated reasonable agreement with actual data. The discussion focused on the effect of the size of training datasets and number of training epochs.

Keywords: Adaptive neural fuzzy inference system (ANFIS), gas production, landfill

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Authors: S. Kotsiantis, A. Kostoulas, S. Lykoudis, A. Argiriou, K. Menagias

Abstract:

Estimates of temperature values at a specific time of day, from daytime and daily profiles, are needed for a number of environmental, ecological, agricultural and technical applications, ranging from natural hazards assessments, crop growth forecasting to design of solar energy systems. The scope of this research is to investigate the efficiency of data mining techniques in estimating minimum, maximum and mean temperature values. For this reason, a number of experiments have been conducted with well-known regression algorithms using temperature data from the city of Patras in Greece. The performance of these algorithms has been evaluated using standard statistical indicators, such as Correlation Coefficient, Root Mean Squared Error, etc.

Keywords: regression algorithms, supervised machine learning.

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Authors: Essam Al Daoud

Abstract:

To improve the classification rate of the face recognition, features combination and a novel non-linear kernel are proposed. The feature vector concatenates three different radius of local binary patterns and Gabor wavelet features. Gabor features are the mean, standard deviation and the skew of each scaling and orientation parameter. The aim of the new kernel is to incorporate the power of the kernel methods with the optimal balance between the features. To verify the effectiveness of the proposed method, numerous methods are tested by using four datasets, which are consisting of various emotions, orientations, configuration, expressions and lighting conditions. Empirical results show the superiority of the proposed technique when compared to other methods.

Keywords: Face recognition, Gabor wavelet, LBP, Non-linearkerner

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Authors: Bharatendra Rai

Abstract:

Cutting tools are widely used in manufacturing processes and drilling is the most commonly used machining process. Although drill-bits used in drilling may not be expensive, their breakage can cause damage to expensive work piece being drilled and at the same time has major impact on productivity. Predicting drill-bit breakage, therefore, is important in reducing cost and improving productivity. This study uses twenty features extracted from two degradation signals viz., thrust force and torque. The methodology used involves developing and comparing decision tree, random forest, and multinomial logistic regression models for classifying and predicting drill-bit breakage using degradation signals.

Keywords: Degradation signal, drill-bit breakage, random forest, multinomial logistic regression.

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Authors: P. N. Korde, P. P. Bedekar

Abstract:

The time coordination of overcurrent relays (OCR) in a power distribution network is of great importance, as it reduces the power outages by avoiding the mal-operation of the backup relays. For this, the optimum value of the time multiplier setting (TMS) of OCRs should be chosen. The problem of determining the optimum value of TMS of OCRs in power distribution networks is formulated as a constrained optimization problem. The objective is to find the optimum value of TMS of OCRs to minimize the time of operation of relays under the constraint of maintaining the coordination of relays. A power distribution network can have a combination of numerical and electromechanical relays. The TMS of numerical relays can be set to any real value (which satisfies the constraints of the problem), whereas the TMS of electromechanical relays can be set in fixed step (0 to 1 in steps of 0.05). The main contribution of this paper is a formulation of the problem as a mixed-integer linear programming (MILP) problem and application of Gomory's cutting plane method to find the optimum value of TMS of OCRs. The TMS of electromechanical relays are taken as integers in the range 1 to 20 in the step of 1, and these values are mapped to 0.05 to 1 in the step of 0.05. The results obtained are compared with those obtained using a simplex method and its variants. It has been shown that the mixed-integer linear programming method outperforms the simplex method (and its variants) in the case of a system having a combination of numerical and electromechanical relays.

Keywords: Backup protection, constrained optimization, Gomory's cutting plane method, mixed-integer linear programming, overcurrent relay coordination, simplex method.

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Authors: Nahid Ardalani, Ahmadreza Khoogar, H. Roohi

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In this paper we compare the response of linear and nonlinear neural network-based prediction schemes in prediction of received Signal-to-Interference Power Ratio (SIR) in Direct Sequence Code Division Multiple Access (DS/CDMA) systems. The nonlinear predictor is Multilayer Perceptron MLP and the linear predictor is an Adaptive Linear (Adaline) predictor. We solve the problem of complexity by using the Minimum Mean Squared Error (MMSE) principle to select the optimal predictors. The optimized Adaline predictor is compared to optimized MLP by employing noisy Rayleigh fading signals with 1.8 GHZ carrier frequency in an urban environment. The results show that the Adaline predictor can estimates SIR with the same error as MLP when the user has the velocity of 5 km/h and 60 km/h but by increasing the velocity up-to 120 km/h the mean squared error of MLP is two times more than Adaline predictor. This makes the Adaline predictor (with lower complexity) more suitable than MLP for closed-loop power control where efficient and accurate identification of the time-varying inverse dynamics of the multi path fading channel is required.

Keywords: Power control, neural networks, DS/CDMA mobilecommunication systems.

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Authors: Farhad Kolahan, Mohammad Bironro

Abstract:

This paper addresses modeling and optimization of process parameters in powder mixed electrical discharge machining (PMEDM). The process output characteristics include metal removal rate (MRR) and electrode wear rate (EWR). Grain size of Aluminum powder (S), concentration of the powder (C), discharge current (I) pulse on time (T) are chosen as control variables to study the process performance. The experimental results are used to develop the regression models based on second order polynomial equations for the different process characteristics. Then, a genetic algorithm (GA) has been employed to determine optimal process parameters for any desired output values of machining characteristics.

Keywords: Regression modeling, PMEDM, GeneticAlgorithm, Optimization.

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Authors: Qingqing Wang, Shouming Zhong

Abstract:

This paper is concerned with the stability problem with two additive time-varying delay components. By choosing one augmented Lyapunov-Krasovskii functional, using some new zero equalities, and combining linear matrix inequalities (LMI) techniques, two new sufficient criteria ensuring the global stability asymptotic stability of DNNs is obtained. These stability criteria are present in terms of linear matrix inequalities and can be easily checked. Finally, some examples are showed to demonstrate the effectiveness and less conservatism of the proposed method.

Keywords: Neural networks, Globally asymptotic stability, LMI approach, Additive time-varying delays.

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Authors: Davod Khojasteh Salkuyeh, Sayyed Hasan Azizi

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We study the semiconvergence of Gauss-Seidel iterative methods for the least squares solution of minimal norm of rank deficient linear systems of equations. Necessary and sufficient conditions for the semiconvergence of the Gauss-Seidel iterative method are given. We also show that if the linear system of equations is consistent, then the proposed methods with a zero vector as an initial guess converge in one iteration. Some numerical results are given to illustrate the theoretical results.

Keywords: rank deficient least squares problems, AOR iterativemethod, Gauss-Seidel iterative method, semiconvergence.

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Authors: F. Apaydın

Abstract:

In this empirical research, how marketing managers evaluate their firms- performances and decide to make innovation is examined. They use some standards which are past performance of the firm, target performance of the firm, competitor performance, and average performance of the industry to compare and evaluate the firms- performances. It is hypothesized that marketing managers and owners of the firm compare the firms- current performance with these four standards at the same time to decide when to make innovation relating to any aspects of the firm, either management style or products. Relationship between the comparison of the firm-s performance with these standards and innovation are searched in the same regression model. The results of the regression analysis are discussed and some recommendations are made for future studies and applicants.

Keywords: Innovation, performance evaluation standards

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Authors: Miaomiao Yang, Shouming Zhong

Abstract:

This paper studies the problem of stability criteria for neural networks with two additive time-varying delays.A new Lyapunov-Krasovskii function is constructed and some new delay dependent stability criterias are derived in the terms of linear matrix inequalities(LMI), zero equalities and reciprocally convex approach.The several stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Stability, Neural networks, Linear Matrix Inequalities (LMI) , Lyapunov function, Time-varying delays

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Authors: Wayne Goodridge, Alexander Nikov, Ashok Sahai

Abstract:

Multi criteria decision making (MCDM) methods like analytic hierarchy process, ELECTRE and multi-attribute utility theory are critically studied. They have irregularities in terms of the reliability of ranking of the best alternatives. The Routing Decision Support (RDS) algorithm is trying to improve some of their deficiencies. This paper gives a mathematical verification that the RDS algorithm conforms to the test criteria for an effective MCDM method when a linear preference function is considered.

Keywords: Decision support systems, linear preference function, multi-criteria decision-making algorithm, analytic hierarchy process.

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Authors: Salwa Aftab, Sehrish Riaz

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The objective of this study was to check the impact of grade sensitivity on learning motivation and academic performance of students and to remove the degree of difference that exists among students regarding the cause of their learning motivation and also to gain knowledge about this matter since it has not been adequately researched. Data collection was primarily done through the academic sector of Pakistan and was depended upon the responses given by students solely. A sample size of 208 university students was selected. Both paper and online surveys were used to collect data from respondents. The results of the study revealed that grade sensitivity has a positive relationship with the learning motivation of students and their academic performance. These findings were carried out through systematic correlation and regression analysis.

Keywords: Academic performance, correlation, grade sensitivity, learning motivation, regression.

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Authors: Despina Galani, Anastasios Alexandridis, Antonios Stavropoulos

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The main thrust of this paper is to assess the level of disclosure in the annual reports of non-financial Greek firms and to empirically investigate the hypothesized impact of several firm characteristics on the extent of mandatory disclosure. A disclosure checklist consisting of 100 mandatory items was developed to assess the level of disclosure in the 2009 annual reports of 43 Greek companies listed at the Athens stock exchange. The association between the level of disclosure and some firm characteristics was examined using multiple linear regression analysis. The study reveals that Greek companies on general have responded adequately to the mandatory disclosure requirements of the regulatory bodies. The findings also indicate that firm size was significant positively associated with the level of disclosure. The remaining variables such as age, profitability, liquidity, and board composition were found to be insignificant in explaining the variation of mandatory disclosures. The outcome of this study is undoubtedly of great concern to the investment community at large to assist in evaluating the extent of mandatory disclosure by Greek firms and explaining the variation of disclosure in light of firm-specific characteristics.

Keywords: Mandatory disclosure, Annual report, Disclosure index

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Authors: Tooraj Hakim Elahi, Abdolamir Nekoubin

Abstract:

In many applications, magnetic suspension systems are required to operate over large variations in air gap. As a result, the nonlinearities inherent in most types of suspensions have a significant impact on performance. Specifically, it may be difficult to design a linear controller which gives satisfactory performance, stability, and disturbance rejection over a wide range of operating points. in this paper an optimal controller based on discontinuous mathematical model of the system for an electromagnetic suspension system which is applied in magnetic trains has been designed . Simulations show that the new controller can adapt well to the variance of suspension mass and gap, and keep its dynamic performance, thus it is superior to the classic controller.

Keywords: Magnetic Levitation, optimal controller, mass and gap

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Authors: Qingqing Wang, Shouming Zhong

Abstract:

Utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to analyze the global asymptotic stability for delayed neural networks (DNNs),a new sufficient criterion ensuring the global stability of DNNs is obtained.The criteria are formulated in terms of a set of linear matrix inequalities,which can be checked efficiently by use of some standard numercial packages.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.

Keywords: Neural networks, Globally asymptotic stability , LMI approach , IIA approach , Time-varying delay.

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Authors: Fariba Azizi, Firoozeh Haghighi, Viliam Makis

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In this paper, we propose a method to model the relationship between failure time and degradation for a simple step stress test where underlying degradation path is linear and different causes of failure are possible. It is assumed that the intensity function depends only on the degradation value. No assumptions are made about the distribution of the failure times. A simple step-stress test is used to shorten failure time of products and a tampered failure rate (TFR) model is proposed to describe the effect of the changing stress on the intensities. We assume that some of the products that fail during the test have a cause of failure that is only known to belong to a certain subset of all possible failures. This case is known as masking. In the presence of masking, the maximum likelihood estimates (MLEs) of the model parameters are obtained through an expectation-maximization (EM) algorithm by treating the causes of failure as missing values. The effect of incomplete information on the estimation of parameters is studied through a Monte-Carlo simulation. Finally, a real example is analyzed to illustrate the application of the proposed methods.

Keywords: Expectation-maximization (EM) algorithm, cause of failure, intensity, linear degradation path, masked data, reliability function.

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Authors: Nazrina Aziz, Dong Q. Wang

Abstract:

There have been various methods created based on the regression ideas to resolve the problem of data set containing censored observations, i.e. the Buckley-James method, Miller-s method, Cox method, and Koul-Susarla-Van Ryzin estimators. Even though comparison studies show the Buckley-James method performs better than some other methods, it is still rarely used by researchers mainly because of the limited diagnostics analysis developed for the Buckley-James method thus far. Therefore, a diagnostic tool for the Buckley-James method is proposed in this paper. It is called the renovated Cook-s Distance, (RD* i ) and has been developed based on the Cook-s idea. The renovated Cook-s Distance (RD* i ) has advantages (depending on the analyst demand) over (i) the change in the fitted value for a single case, DFIT* i as it measures the influence of case i on all n fitted values Yˆ∗ (not just the fitted value for case i as DFIT* i) (ii) the change in the estimate of the coefficient when the ith case is deleted, DBETA* i since DBETA* i corresponds to the number of variables p so it is usually easier to look at a diagnostic measure such as RD* i since information from p variables can be considered simultaneously. Finally, an example using Stanford Heart Transplant data is provided to illustrate the proposed diagnostic tool.

Keywords: Buckley-James estimators, censored regression, censored data, diagnostic analysis, product-limit estimator, renovated Cook's Distance.

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Authors: Lianglin Xiong, Shouming Zhong, Mao Ye

Abstract:

This paper addresses the stabilization issues for a class of uncertain switched neutral systems with nonlinear perturbations. Based on new classes of piecewise Lyapunov functionals, the stability assumption on all the main operators or the convex combination of coefficient matrices is avoid, and a new switching rule is introduced to stabilize the neutral systems. The switching rule is designed from the solution of the so-called Lyapunov-Metzler linear matrix inequalities. Finally, three simulation examples are given to demonstrate the significant improvements over the existing results.

Keywords: Switched neutral system, piecewise Lyapunov functional, nonlinear perturbation, Lyapunov-Metzler linear matrix inequality.

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Authors: A. K. Al-Othman, F. S. Al-Fares, K. M. EL-Nagger

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This paper presents a new optimization technique based on quantum computing principles to solve a security constrained power system economic dispatch problem (SCED). The proposed technique is a population-based algorithm, which uses some quantum computing elements in coding and evolving groups of potential solutions to reach the optimum following a partially directed random approach. The SCED problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Real Coded Quantum-Inspired Evolution Algorithm (RQIEA) is then applied to solve the constrained optimization formulation. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that RQIEA is very applicable for solving security constrained power system economic dispatch problem (SCED).

Keywords: State Estimation, Fuzzy Linear Regression, FuzzyLinear State Estimator (FLSE) and Measurements Uncertainty.

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Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.

Abstract:

In this paper, the statistical properties of filtered or convolved signals are considered by deriving the resulting density functions as well as the exact mean and variance expressions given a prior knowledge about the statistics of the individual signals in the filtering or convolution process. It is shown that the density function after linear convolution is a mixture density, where the number of density components is equal to the number of observations of the shortest signal. For circular convolution, the observed samples are characterized by a single density function, which is a sum of products.

Keywords: Circular Convolution, linear Convolution, mixture density function.

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