Search results for: Seemingly Unrelated Regression.

Authors: Aly Farag, Ayman El-Baz, Refaat Mohamed

Abstract:

In this paper we present a novel approach for density estimation. The proposed approach is based on using the logistic regression model to get initial density estimation for the given empirical density. The empirical data does not exactly follow the logistic regression model, so, there will be a deviation between the empirical density and the density estimated using logistic regression model. This deviation may be positive and/or negative. In this paper we use a linear combination of Gaussian (LCG) with positive and negative components as a model for this deviation. Also, we will use the expectation maximization (EM) algorithm to estimate the parameters of LCG. Experiments on real images demonstrate the accuracy of our approach.

Keywords: Logistic regression model, Expectationmaximization, Segmentation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1739

Authors: Pavan S., Sridhar G., Sridhar V.

Abstract:

Super resolution is one of the commonly referred inference problems in computer vision. In the case of images, this problem is generally addressed using a graphical model framework wherein each node represents a portion of the image and the edges between the nodes represent the statistical dependencies. However, the large dimensionality of images along with the large number of possible states for a node makes the inference problem computationally intractable. In this paper, we propose a representation wherein each node can be represented as acombination of multiple regression functions. The proposed approach achieves a tradeoff between the computational complexity and inference accuracy by varying the number of regression functions for a node.

Keywords: Belief propagation, Graphical model, Regression, Super resolution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1551

Authors: Wint Thida Zaw, Thinn Thu Naing

Abstract:

One of the essential sectors of Myanmar economy is agriculture which is sensitive to climate variation. The most important climatic element which impacts on agriculture sector is rainfall. Thus rainfall prediction becomes an important issue in agriculture country. Multi variables polynomial regression (MPR) provides an effective way to describe complex nonlinear input output relationships so that an outcome variable can be predicted from the other or others. In this paper, the modeling of monthly rainfall prediction over Myanmar is described in detail by applying the polynomial regression equation. The proposed model results are compared to the results produced by multiple linear regression model (MLR). Experiments indicate that the prediction model based on MPR has higher accuracy than using MLR.

Keywords: Polynomial Regression, Rainfall Forecasting, Statistical forecasting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2637

Authors: Elena Ezhova, Vadim Mottl, Olga Krasotkina

Abstract:

The problem of estimating time-varying regression is inevitably concerned with the necessity to choose the appropriate level of model volatility - ranging from the full stationarity of instant regression models to their absolute independence of each other. In the stationary case the number of regression coefficients to be estimated equals that of regressors, whereas the absence of any smoothness assumptions augments the dimension of the unknown vector by the factor of the time-series length. The Akaike Information Criterion is a commonly adopted means of adjusting a model to the given data set within a succession of nested parametric model classes, but its crucial restriction is that the classes are rigidly defined by the growing integer-valued dimension of the unknown vector. To make the Kullback information maximization principle underlying the classical AIC applicable to the problem of time-varying regression estimation, we extend it onto a wider class of data models in which the dimension of the parameter is fixed, but the freedom of its values is softly constrained by a family of continuously nested a priori probability distributions.

Keywords: Time varying regression, time-volatility of regression coefficients, Akaike Information Criterion (AIC), Kullback information maximization principle.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1536

Authors: Hui-Min Ting, Tsair-Fwu Lee, Ming-Yuan Cho, Pei-Ju Chao, Chun-Ming Chang, Long-Chang Chen, Fu-Min Fang

Abstract:

To evaluate the ability to predict xerostomia after radiotherapy, we constructed and compared neural network and logistic regression models. In this study, 61 patients who completed a questionnaire about their quality of life (QoL) before and after a full course of radiation therapy were included. Based on this questionnaire, some statistical data about the condition of the patients’ salivary glands were obtained, and these subjects were included as the inputs of the neural network and logistic regression models in order to predict the probability of xerostomia. Seven variables were then selected from the statistical data according to Cramer’s V and point-biserial correlation values and were trained by each model to obtain the respective outputs which were 0.88 and 0.89 for AUC, 9.20 and 7.65 for SSE, and 13.7% and 19.0% for MAPE, respectively. These parameters demonstrate that both neural network and logistic regression methods are effective for predicting conditions of parotid glands.

Keywords: NPC, ANN, logistic regression, xerostomia.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1641

Authors: Yi-Hsin Lin, Ying-Ying Li

Abstract:

The construction industry is the pillar industry in China, accounting for about 6% of the gross domestic product. Along with changes in the external environment of the construction industry in China, the construction firm faces fierce competition. The paper aims to investigate the relationship between diversified types of construction firm and its performance in China. Based on generalist and specialist strategy in organizational ecology, we think a generalist organization can be applied to an enterprise with diversified developments, while specialist groups are extended to professional enterprises .This study takes advantage of annual financial data of listed construction firm to empirically verify the relationship between diversification and corporation performance establishing a regression equation to econometric analysis. We find that: 1) Specialization can significantly improve the level of profitability of listed construction firms, and there is a significant positive relationship with corporate performance; 2) The level of operating performance of listed construction enterprises which engage in unrelated diversification is higher than those with related diversification; 3) The relationship between state-owned construction firms and corporate performance is negative. The more the year of foundation is, the higher performance will be; however, the more the year of being listed, the lower performance will be.

Keywords: Diversification, Specialization, Construction Firm, Performance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1751

Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte

Abstract:

This paper proposes a bioprocess optimization procedure based on Relevance Vector Regression models and evolutionary programming technique. Relevance Vector Regression scheme allows developing a compact and stable data-based process model avoiding time-consuming modeling expenses. The model building and process optimization procedure could be done in a half-automated way and repeated after every new cultivation run. The proposed technique was tested in a simulated mammalian cell cultivation process. The obtained results are promising and could be attractive for optimization of industrial bioprocesses.

Keywords: Bioprocess optimization, Evolutionary programming, Relevance Vector Regression.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2201

Authors: K. Hema Shankari, R. Thirumalaiselvi, N. V. Balasubramanian

Abstract:

The present paper addresses to the research in the area of regression testing with emphasis on automated tools as well as prioritization of test cases. The uniqueness of regression testing and its cyclic nature is pointed out. The difference in approach between industry, with business model as basis, and academia, with focus on data mining, is highlighted. Test Metrics are discussed as a prelude to our formula for prioritization; a case study is further discussed to illustrate this methodology. An industrial case study is also described in the paper, where the number of test cases is so large that they have to be grouped as Test Suites. In such situations, a genetic algorithm proposed by us can be used to reconfigure these Test Suites in each cycle of regression testing. The comparison is made between a proprietary tool and an open source tool using the above-mentioned metrics. Our approach is clarified through several tables.

Keywords: APFD metric, genetic algorithm, regression testing, RFT tool, test case prioritization, selenium tool.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 919

Authors: O. Poleshchuk, E.Komarov

Abstract:

This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.

Keywords: Interval type-2 fuzzy sets, fuzzy regression, weighted interval.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2224

Authors: Arun Goel

Abstract:

Prediction of maximum local scour is necessary for the safety and economical design of the bridges. A number of equations have been developed over the years to predict local scour depth using laboratory data and a few pier equations have also been proposed using field data. Most of these equations are empirical in nature as indicated by the past publications. In this paper attempts have been made to compute local depth of scour around bridge pier in dimensional and non-dimensional form by using linear regression, simple regression and SVM (Poly & Rbf) techniques along with few conventional empirical equations. The outcome of this study suggests that the SVM (Poly & Rbf) based modeling can be employed as an alternate to linear regression, simple regression and the conventional empirical equations in predicting scour depth of bridge piers. The results of present study on the basis of non-dimensional form of bridge pier scour indicate the improvement in the performance of SVM (Poly & Rbf) in comparison to dimensional form of scour.

Keywords: Modeling, pier scour, regression, prediction, SVM (Poly & Rbf kernels).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1548

Authors: Adriano Z. Zambom, Preethi Ravikumar

Abstract:

One of the biggest challenges in nonparametric regression is the curse of dimensionality. Additive models are known to overcome this problem by estimating only the individual additive effects of each covariate. However, if the model is misspecified, the accuracy of the estimator compared to the fully nonparametric one is unknown. In this work the efficiency of completely nonparametric regression estimators such as the Loess is compared to the estimators that assume additivity in several situations, including additive and non-additive regression scenarios. The comparison is done by computing the oracle mean square error of the estimators with regards to the true nonparametric regression function. Then, a backward elimination selection procedure based on the Akaike Information Criteria is proposed, which is computed from either the additive or the nonparametric model. Simulations show that if the additive model is misspecified, the percentage of time it fails to select important variables can be higher than that of the fully nonparametric approach. A dimension reduction step is included when nonparametric estimator cannot be computed due to the curse of dimensionality. Finally, the Boston housing dataset is analyzed using the proposed backward elimination procedure and the selected variables are identified.

Keywords: Additive models, local polynomial regression, residuals, mean square error, variable selection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1014

Authors: Michal Cerny

Abstract:

We consider linear regression models where both input data (the values of independent variables) and output data (the observations of the dependent variable) are interval-censored. We introduce a possibilistic generalization of the least squares estimator, so called OLS-set for the interval model. This set captures the impact of the loss of information on the OLS estimator caused by interval censoring and provides a tool for quantification of this effect. We study complexity-theoretic properties of the OLS-set. We also deal with restricted versions of the general interval linear regression model, in particular the crisp input – interval output model. We give an argument that natural descriptions of the OLS-set in the crisp input – interval output cannot be computed in polynomial time. Then we derive easily computable approximations for the OLS-set which can be used instead of the exact description. We illustrate the approach by an example.

Keywords: Linear regression, interval-censored data, computational complexity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1472

Authors: Amir Azizi, Amir Yazid b. Ali, Loh Wei Ping, Mohsen Mohammadzadeh

Abstract:

Uncertainties of a serial production line affect on the production throughput. The uncertainties cannot be prevented in a real production line. However the uncertain conditions can be controlled by a robust prediction model. Thus, a hybrid model including autoregressive integrated moving average (ARIMA) and multiple polynomial regression, is proposed to model the nonlinear relationship of production uncertainties with throughput. The uncertainties under consideration of this study are demand, breaktime, scrap, and lead-time. The nonlinear relationship of production uncertainties with throughput are examined in the form of quadratic and cubic regression models, where the adjusted R-squared for quadratic and cubic regressions was 98.3% and 98.2%. We optimized the multiple quadratic regression (MQR) by considering the time series trend of the uncertainties using ARIMA model. Finally the hybrid model of ARIMA and MQR is formulated by better adjusted R-squared, which is 98.9%.

Keywords: ARIMA, multiple polynomial regression, production throughput, uncertainties

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2203

Authors: Abdullah A. AlShaher

Abstract:

In this paper, we demonstrate how regression curves can be used to recognize 2D non-rigid handwritten shapes. Each shape is represented by a set of non-overlapping uniformly distributed landmarks. The underlying models utilize 2^nd order of polynomials to model shapes within a training set. To estimate the regression models, we need to extract the required coefficients which describe the variations for a set of shape class. Hence, a least square method is used to estimate such modes. We then proceed by training these coefficients using the apparatus Expectation Maximization algorithm. Recognition is carried out by finding the least error landmarks displacement with respect to the model curves. Handwritten isolated Arabic characters are used to evaluate our approach.

Keywords: Shape recognition, Arabic handwritten characters, regression curves, expectation maximization algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 716

Authors: Willem Waegeman, Luc Boullart

Abstract:

Instead of traditional (nominal) classification we investigate the subject of ordinal classification or ranking. An enhanced method based on an ensemble of Support Vector Machines (SVM-s) is proposed. Each binary classifier is trained with specific weights for each object in the training data set. Experiments on benchmark datasets and synthetic data indicate that the performance of our approach is comparable to state of the art kernel methods for ordinal regression. The ensemble method, which is straightforward to implement, provides a very good sensitivity-specificity trade-off for the highest and lowest rank.

Keywords: Ordinal regression, support vector machines, ensemblelearning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1647

Authors: A. K. Al-Othman

Abstract:

This study presents a new approach based on Tanaka's fuzzy linear regression (FLP) algorithm to solve well-known power system economic load dispatch problem (ELD). Tanaka's fuzzy linear regression (FLP) formulation will be employed to compute the optimal solution of optimization problem after linearization. The unknowns are expressed as fuzzy numbers with a triangular membership function that has middle and spread value reflected on the unknowns. The proposed fuzzy model is formulated as a linear optimization problem, where the objective is to minimize the sum of the spread of the unknowns, subject to double inequality constraints. Linear programming technique is employed to obtain the middle and the symmetric spread for every unknown (power generation level). Simulation results of the proposed approach will be compared with those reported in literature.

Keywords: Economic Dispatch, Fuzzy Linear Regression (FLP)and Optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2296

Authors: Hadi Sadoghi Yazdi, Tahereh Royani, Mehri Sadoghi Yazdi, Sohrab Effati

Abstract:

In this paper, a new version of support vector regression (SVR) is presented namely Fuzzy Cost SVR (FCSVR). Individual property of the FCSVR is operation over fuzzy data whereas fuzzy cost (fuzzy margin and fuzzy penalty) are maximized. This idea admits to have uncertainty in the penalty and margin terms jointly. Robustness against noise is shown in the experimental results as a property of the proposed method and superiority relative conventional SVR.

Keywords: Support vector regression, Fuzzy input, Fuzzy cost.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1374

Authors: S. Benchelha, H. C. Aoudjehane, M. Hakdaoui, R. El Hamdouni, H. Mansouri, T. Benchelha, M. Layelmam, M. Alaoui

Abstract:

The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).

Keywords: Landslide susceptibility mapping, regression logistic, multivariate adaptive regression spline, Oudka, Taounate, Morocco.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 994

Authors: Josu Arteche, Jesus Orbe

Abstract:

The log periodogram regression is widely used in empirical applications because of its simplicity, since only a least squares regression is required to estimate the memory parameter, d, its good asymptotic properties and its robustness to misspecification of the short term behavior of the series. However, the asymptotic distribution is a poor approximation of the (unknown) finite sample distribution if the sample size is small. Here the finite sample performance of different nonparametric residual bootstrap procedures is analyzed when applied to construct confidence intervals. In particular, in addition to the basic residual bootstrap, the local and block bootstrap that might adequately replicate the structure that may arise in the errors of the regression are considered when the series shows weak dependence in addition to the long memory component. Bias correcting bootstrap to adjust the bias caused by that structure is also considered. Finally, the performance of the bootstrap in log periodogram regression based confidence intervals is assessed in different type of models and how its performance changes as sample size increases.

Keywords: bootstrap, confidence interval, log periodogram regression, long memory.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1745

Authors: Fatemeh Valizadeh Gamchi, Edward L. Boone

Abstract:

This research focuses on Lyme disease, a widespread infectious condition in the United States caused by the bacterium Borrelia burgdorferi sensu stricto. It is critical to identify environmental and economic elements that are contributing to the spread of the disease. This study examined data from Virginia to identify a subset of explanatory variables significant for Lyme disease case numbers. To identify relevant variables and avoid overfitting, linear poisson, and regularization regression methods such as ridge, lasso, and elastic net penalty were employed. Cross-validation was performed to acquire tuning parameters. The methods proposed can automatically identify relevant disease count covariates. The efficacy of the techniques was assessed using four criteria on three simulated datasets. Finally, using the Virginia Department of Health’s Lyme disease dataset, the study successfully identified key factors, and the results were consistent with previous studies.

Keywords: Lyme disease, Poisson generalized linear model, Ridge regression, Lasso Regression, elastic net regression.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 128

Authors: Yan Wang, Yasushi Asami, Yukio Sadahiro

Abstract:

In urban area, several landmarks may affect housing price and rents, and hedonic analysis should employ distance variables corresponding to each landmarks. Unfortunately, the effects of distances to landmarks on housing prices are generally not consistent with the true price. These distance variables may cause magnitude error in regression, pointing a problem of spatial multicollinearity. In this paper, we provided some approaches for getting the samples with less bias and method on locating the specific sampling area to avoid the multicollinerity problem in two specific landmarks case.

Keywords: Landmarks, hedonic regression, distance variables, collinearity, multicollinerity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1911

Authors: R. Behmanesh, I. Rahimi

Abstract:

recurrent neural network (RNN) is an efficient tool for modeling production control process as well as modeling services. In this paper one RNN was combined with regression model and were employed in order to be checked whether the obtained data by the model in comparison with actual data, are valid for variable process control chart. Therefore, one maintenance process in workshop of Esfahan Oil Refining Co. (EORC) was taken for illustration of models. First, the regression was made for predicting the response time of process based upon determined factors, and then the error between actual and predicted response time as output and also the same factors as input were used in RNN. Finally, according to predicted data from combined model, it is scrutinized for test values in statistical process control whether forecasting efficiency is acceptable. Meanwhile, in training process of RNN, design of experiments was set so as to optimize the RNN.

Keywords: RNN, DOE, regression, control chart.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1662

Authors: A. Bekbaev, M. Dzhamanbaev, R. Abitaeva, A. Karbozova, G. Nabyeva

Abstract:

In this paper, the regression dependence of dancing intensity from wind speed and length of span was established due to the statistic data obtained from multi-year observations on line wires dancing accumulated by power systems of Kazakhstan and the Russian Federation. The lower and upper limitations of the equations parameters were estimated, as well as the adequacy of the regression model. The constructed model will be used in research of dancing phenomena for the development of methods and means of protection against dancing and for zoning plan of the territories of line wire dancing.

Keywords: Power lines, line wire dancing, dancing intensity, regression equation, dancing area intensity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1212

Authors: Ahmed Abdolkhalig

Abstract:

This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.

Keywords: Forward curve, furrier series, regression, radial basic function neural networks.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4234

Authors: K. S. Chia, H. Abdul Rahim, R. Abdul Rahim

Abstract:

The Principal component regression (PCR) is a combination of principal component analysis (PCA) and multiple linear regression (MLR). The objective of this paper is to revise the use of PCR in shortwave near infrared (SWNIR) (750-1000nm) spectral analysis. The idea of PCR was explained mathematically and implemented in the non-destructive assessment of the soluble solid content (SSC) of pineapple based on SWNIR spectral data. PCR achieved satisfactory results in this application with root mean squared error of calibration (RMSEC) of 0.7611 Brix°, coefficient of determination (R2) of 0.5865 and root mean squared error of crossvalidation (RMSECV) of 0.8323 Brix° with principal components (PCs) of 14.

Keywords: Pineapple, Shortwave near infrared, Principal component regression, Non-invasive measurement; Soluble solids content

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2028

Authors: Ren-Jieh Kuo, Chun-Shou Huang

Abstract:

The research of juice flavor forecasting has become more important in China. Due to the fast economic growth in China, many different kinds of juices have been introduced to the market. If a beverage company can understand their customers’ preference well, the juice can be served more attractive. Thus, this study intends to introducing the basic theory and computing process of grapes juice flavor forecasting based on support vector regression (SVR). Applying SVR, BPN, and LR to forecast the flavor of grapes juice in real data shows that SVR is more suitable and effective at predicting performance.

Keywords: Flavor forecasting, artificial neural networks, support vector regression, grape juice flavor.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2217

Authors: Nikhil, Ari Visa, Chin-Chao Chen, Chiu-Yue Lin, Jaakko A. Puhakka, Olli Yli-Harja

Abstract:

A predictive clustering hybrid regression (pCHR) approach was developed and evaluated using dataset from H2- producing sucrose-based bioreactor operated for 15 months. The aim was to model and predict the H2-production rate using information available about envirome and metabolome of the bioprocess. Selforganizing maps (SOM) and Sammon map were used to visualize the dataset and to identify main metabolic patterns and clusters in bioprocess data. Three metabolic clusters: acetate coupled with other metabolites, butyrate only, and transition phases were detected. The developed pCHR model combines principles of k-means clustering, kNN classification and regression techniques. The model performed well in modeling and predicting the H2-production rate with mean square error values of 0.0014 and 0.0032, respectively.

Keywords: Biohydrogen, bioprocess modeling, clusteringhybrid regression.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1779

Authors: Ε. Giovanis

Abstract:

The purpose of this paper is to present two different approaches of financial distress pre-warning models appropriate for risk supervisors, investors and policy makers. We examine a sample of the financial institutions and electronic companies of Taiwan Security Exchange (TSE) market from 2002 through 2008. We present a binary logistic regression with paned data analysis. With the pooled binary logistic regression we build a model including more variables in the regression than with random effects, while the in-sample and out-sample forecasting performance is higher in random effects estimation than in pooled regression. On the other hand we estimate an Adaptive Neuro-Fuzzy Inference System (ANFIS) with Gaussian and Generalized Bell (Gbell) functions and we find that ANFIS outperforms significant Logit regressions in both in-sample and out-of-sample periods, indicating that ANFIS is a more appropriate tool for financial risk managers and for the economic policy makers in central banks and national statistical services.

Keywords: ANFIS, Binary logistic regression, Financialdistress, Panel data

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2345

Authors: Md. Ashikur Rahman Khan, M. M. Rahman

Abstract:

Electrical discharge machining (EDM) is a relatively modern machining process having distinct advantages over other machining processes and can machine Ti-alloys effectively. The present study emphasizes the features of the development of regression equation based on response surface methodology (RSM) for correlating the interactive and higher-order influences of machining parameters on surface finish of Titanium alloy Ti-6Al-4V. The process parameters selected in this study are discharge current, pulse on time, pulse off time and servo voltage. Machining has been accomplished using negative polarity of Graphite electrode. Analysis of variance is employed to ascertain the adequacy of the developed regression model. Experiments based on central composite of response surface method are carried out. Scanning electron microscopy (SEM) analysis was performed to investigate the surface topography of the EDMed job. The results evidence that the proposed regression equation can predict the surface roughness effectively. The lower ampere and short pulse on time yield better surface finish.

Keywords: Graphite electrode, regression model, response surface methodology, surface roughness.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2548

Authors: Sin Yin Teh, Abdul Rahman Othman, Michael Boon Chong Khoo

Abstract:

In this paper, the concepts of dichotomous logistic regression (DLR) with leave-one-out (L-O-O) were discussed. To illustrate this, the L-O-O was run to determine the importance of the simulation conditions for robust test of spread procedures with good Type I error rates. The resultant model was then evaluated. The discussions included 1) assessment of the accuracy of the model, and 2) parameter estimates. These were presented and illustrated by modeling the relationship between the dichotomous dependent variable (Type I error rates) with a set of independent variables (the simulation conditions). The base SAS software containing PROC LOGISTIC and DATA step functions can be making used to do the DLR analysis.

Keywords: Dichotomous logistic regression, leave-one-out, testof spread.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2074