Search results for: regression coefficient
1606 A Study on the Determinants of Earnings Response Coefficient in an Emerging Market
Authors: Bita Mashayekhi, Zeynab Lotfi Aghel
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The determinants of Earnings Response Coefficient (ERC), including firm size, earnings growth, and earnings persistence are studied in this research. These determinants are supposed to be moderator variables that affect ERC and Return Response Coefficient. The research sample contains 82 Iranian listed companies in Tehran Stock Exchange (TSE) from 2001 to 2012. Gathered data have been processed by EVIEWS Software. Results show a significant positive relation between firm size and ERC, and also between earnings growth and ERC; however, there is no significant relation between earnings persistence and ERC. Also, the results show that ERC will be increased by firm size and earnings growth, but there is no relation between earnings persistence and ERC.Keywords: Earnings response coefficient, return response coefficient, firm size, earnings growth, earnings persistence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22321605 Preparing the Curve Number (CN) and Surface Runoff Coefficient (C) Map of the Basin in the Aghche Watershed, Iran
Authors: Ali Gholami, Ebrahim Panahpour, Amir Hossein Davami
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In this research, a part of Aghche basin in Isfahan province with an area about 2000 hectars, was chosen to be obtain curve number coefficient runoff and W indicator in second Cook method By using aerial photos 1968 and 1995, the satellite data of the IRS in 2008. Then the process of land use changes in the period of study and its effect on the changes of curve number (CN), W indicator and surface runoff coefficient (C) of the basin was investigated. These results showed that on the track of these land use changes the weight averages curve number (CN), surface runoff coefficient (C) and W indicator of the basin were increased to 0.92, 0.02 and 0.78 unit in the first period of study and 1.18, 0.03, 0.99 Unit in the second period of study respectively.Keywords: Aghche Watershed, Curve Numbers (CV), Land UseChanges, Surface Runoff Coefficient(C) Map, W indicator
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27871604 Mass Transfer of Palm Kernel Oil under Supercritical Conditions
Authors: I. Norhuda, A. K. Mohd Omar
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The purpose of the study was to determine the amount of Palm Kernel Oil (PKO) extracted from a packed bed of palm kernels in a supercritical fluid extractor using supercritical carbon dioxide (SC-CO2) as an environmental friendly solvent. Further, the study sought to ascertain the values of the overall mass transfer coefficient (K) of PKO evaluation through a mass transfer model, at constant temperature of 50 °C, 60 °C, and 70 °C and pressures range from 27.6 MPa, 34.5 MPa, 41.4 MPa and 48.3 MPa respectively. Finally, the study also seeks to demonstrate the application of the overall mass transfer coefficient values in relation to temperature and pressure. The overall mass transfer coefficient was found to be dependent pressure at each constant temperature of 50 °C, 60 °C and 70 °C. The overall mass transfer coefficient for PKO in a packed bed of palm kernels was found to be in the range of 1.21X 10-4 m min-1 to 1.72 X 10-4 m min-1 for a constant temperature of 50 °C and in the range of 2.02 X 10-4 m min-1 to 2.43 X 10-4 m min-1 for a constant temperature of 60 °C. Similar increasing trend of the overall mass transfer coefficient from 1.77 X 10-4 m min-1 to 3.64 X 10-4 m min-1 was also observed at constant temperature of 70 °C within the same pressure range from 27.6 MPa to 48.3 MPa.
Keywords: Overall Mass Transfer Coefficient (D), Supercritical Carbon Dioxide (SC-CO2), Palm Kernel Oil (PKO).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17491603 Stock Market Prediction by Regression Model with Social Moods
Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome
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This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model, where document topics are extracted using LDA. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.
Keywords: Regression model, social mood, stock market prediction, Twitter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24341602 The Design Optimization for Sound Absorption Material of Multi-Layer Structure
Authors: Un-Hwan Park, Jun-Hyeok Heo, In-Sung Lee, Tae-Hyeon Oh, Dae-Kyu Park
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Sound absorbing material is used as automotive interior material. Sound absorption coefficient should be predicted to design it. But it is difficult to predict sound absorbing coefficient because it is comprised of several material layers. So, its targets are achieved through many experimental tunings. It causes a lot of cost and time. In this paper, we propose the process to estimate the sound absorption coefficient with multi-layer structure. In order to estimate the coefficient, physical properties of each material are used. These properties also use predicted values by Foam-X software using the sound absorption coefficient data measured by impedance tube. Since there are many physical properties and the measurement equipment is expensive, the values predicted by software are used. Through the measurement of the sound absorption coefficient of each material, its physical properties are calculated inversely. The properties of each material are used to calculate the sound absorption coefficient of the multi-layer material. Since the absorption coefficient of multi-layer can be calculated, optimization design is possible through simulation. Then, we will compare and analyze the calculated sound absorption coefficient with the data measured by scaled reverberation chamber and impedance tubes for a prototype. If this method is used when developing automotive interior materials with multi-layer structure, the development effort can be reduced because it can be optimized by simulation. So, cost and time can be saved.
Keywords: Optimization design, multi-layer nonwoven, sound absorption coefficient, scaled reverberation chamber, impedance tubes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10001601 A Fuzzy Linear Regression Model Based on Dissemblance Index
Authors: Shih-Pin Chen, Shih-Syuan You
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Fuzzy regression models are useful for investigating the relationship between explanatory variables and responses in fuzzy environments. To overcome the deficiencies of previous models and increase the explanatory power of fuzzy data, the graded mean integration (GMI) representation is applied to determine representative crisp regression coefficients. A fuzzy regression model is constructed based on the modified dissemblance index (MDI), which can precisely measure the actual total error. Compared with previous studies based on the proposed MDI and distance criterion, the results from commonly used test examples show that the proposed fuzzy linear regression model has higher explanatory power and forecasting accuracy.Keywords: Dissemblance index, fuzzy linear regression, graded mean integration, mathematical programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14421600 The Relationship between Conceptual Organizational Culture and the Level of Tolerance in Employees
Authors: M. Sadoughi, R. Ehsani
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The aim of the present study is examining the relationship between conceptual organizational culture and the level of tolerance in employees of Islamic Azad University of Shahre Ghods. This research is a correlational and analytic-descriptive one. The samples included 144 individuals. A 24-item standard questionnaire of organizational culture by Cameron and Queen was used in this study. This questionnaire has six criteria and each criterion includes four items that each item indicates one cultural dimension. Reliability coefficient of this questionnaire was normed using Cronbach's alpha of 0.91. Also, the 25-item questionnaire of tolerance by Conor and Davidson was used. This questionnaire is in a five-degree Likert scale form. It has seven criteria and is designed to measure the power of coping with pressure and threat. It has the needed content reliability and its reliability coefficient is normed using Cronbach's alpha of 0.87. Data were analyzed using Pearson correlation coefficient and multivariable regression. The results showed among various dimensions of organizational culture, there is a positive significant relationship between three dimensions (family, adhocracy, bureaucracy) and tolerance, there is a negative significant relationship between dimension of market and tolerance and components of organizational culture have the power of prediction and explaining the tolerance. In this explanation, the component of family is the most effective and the best predictor of tolerance.
Keywords: Adhocracy, bureaucracy, organizational culture, tolerance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10321599 Vegetation Index-Deduced Crop Coefficient of Wheat (Triticum aestivum) Using Remote Sensing: Case Study on Four Basins of Golestan Province, Iran
Authors: Hoda Zolfagharnejad, Behnam Kamkar, Omid Abdi
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Crop coefficient (Kc) is an important factor contributing to estimation of evapotranspiration, and is also used to determine the irrigation schedule. This study investigated and determined the monthly Kc of winter wheat (Triticum aestivum L.) using five vegetation indices (VIs): Normalized Difference Vegetation Index (NDVI), Difference Vegetation Index (DVI), Soil Adjusted Vegetation Index (SAVI), Infrared Percentage Vegetation Index (IPVI), and Ratio Vegetation Index (RVI) of four basins in Golestan province, Iran. 14 Landsat-8 images according to crop growth stage were used to estimate monthly Kc of wheat. VIs were calculated based on infrared and near infrared bands of Landsat 8 images using Geographical Information System (GIS) software. The best VIs were chosen after establishing a regression relationship among these VIs with FAO Kc and Kc that was modified for the study area by the previous research based on R² and Root Mean Square Error (RMSE). The result showed that local modified SAVI with R²= 0.767 and RMSE= 0.174 was the best index to produce monthly wheat Kc maps.
Keywords: Crop coefficient, remote sensing, vegetation indices, wheat.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9511598 Confidence Intervals for the Normal Mean with Known Coefficient of Variation
Authors: Suparat Niwitpong
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In this paper we proposed two new confidence intervals for the normal population mean with known coefficient of variation. This situation occurs normally in environment and agriculture experiments where the scientist knows the coefficient of variation of their experiments. We propose two new confidence intervals for this problem based on the recent work of Searls [5] and the new method proposed in this paper for the first time. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. Monte Carlo simulation will be used to assess the performance of these intervals based on their expected lengths.
Keywords: confidence interval, coverage probability, expected length, known coefficient of variation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16511597 Approximations to the Distribution of the Sample Correlation Coefficient
Authors: John N. Haddad, Serge B. Provost
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Given a bivariate normal sample of correlated variables, (Xi, Yi), i = 1, . . . , n, an alternative estimator of Pearson’s correlation coefficient is obtained in terms of the ranges, |Xi − Yi|. An approximate confidence interval for ρX,Y is then derived, and a simulation study reveals that the resulting coverage probabilities are in close agreement with the set confidence levels. As well, a new approximant is provided for the density function of R, the sample correlation coefficient. A mixture involving the proposed approximate density of R, denoted by hR(r), and a density function determined from a known approximation due to R. A. Fisher is shown to accurately approximate the distribution of R. Finally, nearly exact density approximants are obtained on adjusting hR(r) by a 7th degree polynomial.Keywords: Sample correlation coefficient, density approximation, confidence intervals.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22701596 On Quasi Conformally Flat LP-Sasakian Manifolds with a Coefficient α
Authors: Jay Prakash Singh
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The aim of the present paper is to study properties of Quasi conformally flat LP-Sasakian manifolds with a coefficient α. In this paper, we prove that a Quasi conformally flat LP-Sasakian manifold M (n > 3) with a constant coefficient α is an η−Einstein and in a quasi conformally flat LP-Sasakian manifold M (n > 3) with a constant coefficient α if the scalar curvature tensor is constant then M is of constant curvature.Keywords: LP-Sasakian manifolds, coefficient α, quasi conformal curvature tensor, concircular vector field, torse forming vector field, η-Einstein manifold.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17161595 Confidence Interval for the Inverse of a Normal Mean with a Known Coefficient of Variation
Authors: Arunee Wongkha, Suparat Niwitpong, Sa-aat Niwitpong
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In this paper, we propose two new confidence intervals for the inverse of a normal mean with a known coefficient of variation. One of new confidence intervals for the inverse of a normal mean with a known coefficient of variation is constructed based on the pivotal statistic Z where Z is a standard normal distribution and another confidence interval is constructed based on the generalized confidence interval, presented by Weerahandi. We examine the performance of these confidence intervals in terms of coverage probabilities and average lengths via Monte Carlo simulation.
Keywords: The inverse of a normal mean, confidence interval, generalized confidence intervals, known coefficient of variation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25841594 Artificial Neural Network based Modeling of Evaporation Losses in Reservoirs
Authors: Surinder Deswal, Mahesh Pal
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An Artificial Neural Network based modeling technique has been used to study the influence of different combinations of meteorological parameters on evaporation from a reservoir. The data set used is taken from an earlier reported study. Several input combination were tried so as to find out the importance of different input parameters in predicting the evaporation. The prediction accuracy of Artificial Neural Network has also been compared with the accuracy of linear regression for predicting evaporation. The comparison demonstrated superior performance of Artificial Neural Network over linear regression approach. The findings of the study also revealed the requirement of all input parameters considered together, instead of individual parameters taken one at a time as reported in earlier studies, in predicting the evaporation. The highest correlation coefficient (0.960) along with lowest root mean square error (0.865) was obtained with the input combination of air temperature, wind speed, sunshine hours and mean relative humidity. A graph between the actual and predicted values of evaporation suggests that most of the values lie within a scatter of ±15% with all input parameters. The findings of this study suggest the usefulness of ANN technique in predicting the evaporation losses from reservoirs.Keywords: Artificial neural network, evaporation losses, multiple linear regression, modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19781593 The Effectiveness of Mineral Fertilization of Winter Wheat by Nitrogen in the Soil and Climatic Conditions in the Cr
Authors: Václav Voltr, Jan Leština
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The basis of examines is survey of 500 in the years 2002-2010, which was selected according to homogeneity of land cover and where 1090 revenues were evaluated. For achieved yields of winter wheat is obtained multicriterial regression function depending on the major factors influencing the consumption of nitrogen. The coefficient of discrimination of the established model is 0.722. The increase in efficiency of fertilization is involved in supply of organic nutrients, tillage, soil pH, past weather, the humus content in the subsoil and grain content to 0.001 mm. The decrease in efficiency was mainly influenced by the total dose of mineral nitrogen, although it was divided into multiple doses, the proportion loamy particles up to 0.01 mm, rainy, or conversely dry weather during the vegetation. The efficiency of nitrogen was found to be the smallest on undeveloped soils and the highest on chernozem and alluvial soils.Keywords: Nitrogen efficiency, winter wheat, regression model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14441592 Generalization of Clustering Coefficient on Lattice Networks Applied to Criminal Networks
Authors: Christian H. Sanabria-Montaña, Rodrigo Huerta-Quintanilla
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A lattice network is a special type of network in which all nodes have the same number of links, and its boundary conditions are periodic. The most basic lattice network is the ring, a one-dimensional network with periodic border conditions. In contrast, the Cartesian product of d rings forms a d-dimensional lattice network. An analytical expression currently exists for the clustering coefficient in this type of network, but the theoretical value is valid only up to certain connectivity value; in other words, the analytical expression is incomplete. Here we obtain analytically the clustering coefficient expression in d-dimensional lattice networks for any link density. Our analytical results show that the clustering coefficient for a lattice network with density of links that tend to 1, leads to the value of the clustering coefficient of a fully connected network. We developed a model on criminology in which the generalized clustering coefficient expression is applied. The model states that delinquents learn the know-how of crime business by sharing knowledge, directly or indirectly, with their friends of the gang. This generalization shed light on the network properties, which is important to develop new models in different fields where network structure plays an important role in the system dynamic, such as criminology, evolutionary game theory, econophysics, among others.Keywords: Clustering coefficient, criminology, generalized, regular network d-dimensional.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16361591 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm
Authors: Suparman
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Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.
Keywords: Piecewise, Bayesian, reversible jump MCMC, segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16681590 Fuzzy Logic Approach to Robust Regression Models of Uncertain Medical Categories
Authors: Arkady Bolotin
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Dichotomization of the outcome by a single cut-off point is an important part of various medical studies. Usually the relationship between the resulted dichotomized dependent variable and explanatory variables is analyzed with linear regression, probit regression or logistic regression. However, in many real-life situations, a certain cut-off point dividing the outcome into two groups is unknown and can be specified only approximately, i.e. surrounded by some (small) uncertainty. It means that in order to have any practical meaning the regression model must be robust to this uncertainty. In this paper, we show that neither the beta in the linear regression model, nor its significance level is robust to the small variations in the dichotomization cut-off point. As an alternative robust approach to the problem of uncertain medical categories, we propose to use the linear regression model with the fuzzy membership function as a dependent variable. This fuzzy membership function denotes to what degree the value of the underlying (continuous) outcome falls below or above the dichotomization cut-off point. In the paper, we demonstrate that the linear regression model of the fuzzy dependent variable can be insensitive against the uncertainty in the cut-off point location. In the paper we present the modeling results from the real study of low hemoglobin levels in infants. We systematically test the robustness of the binomial regression model and the linear regression model with the fuzzy dependent variable by changing the boundary for the category Anemia and show that the behavior of the latter model persists over a quite wide interval.
Keywords: Categorization, Uncertain medical categories, Binomial regression model, Fuzzy dependent variable, Robustness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15591589 Mathematical Models for Overall Gas Transfer Coefficient Using Different Theories and Evaluating Their Measurement Accuracy
Authors: Shashank.B. Thakre, Lalit.B. Bhuyar, Samir.J. Deshmukh
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Oxygen transfer, the process by which oxygen is transferred from the gaseous to liquid phase, is a vital part of the waste water treatment process. Because of low solubility of oxygen and consequent low rate of oxygen transfer, sufficient oxygen to meet the requirement of aerobic waste does not enter through normal surface air water interface. Many theories have come up in explaining the mechanism of gas transfer and absorption of non-reacting gases in a liquid, of out of which, Two film theory is important. An exiting mathematical model determines approximate value of Overall Gas Transfer coefficient. The Overall Gas Transfer coefficient, in case of Penetration theory, is 1.13 time more than that obtained in case of Two film theory. The difference is due to the difference in assumptions in the two theories. The paper aims at development of mathematical model which determines the value of Overall Gas Transfer coefficient with greater accuracy than the existing model.Keywords: Theories, Dissolved oxygen, Mathematical model, Gas Transfer coefficient, Accuracy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15591588 The Relative Efficiency of Parameter Estimation in Linear Weighted Regression
Authors: Baoguang Tian, Nan Chen
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A new relative efficiency in linear model in reference is instructed into the linear weighted regression, and its upper and lower bound are proposed. In the linear weighted regression model, for the best linear unbiased estimation of mean matrix respect to the least-squares estimation, two new relative efficiencies are given, and their upper and lower bounds are also studied.
Keywords: Linear weighted regression, Relative efficiency, Mean matrix, Trace.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24731587 Adsorption of Textile Reactive Dye by Palm Shell Activated Carbon: Response Surface Methodology
Authors: Siti Maryam Rusly, Shaliza Ibrahim
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The adsorption of simulated aqueous solution containing textile remazol reactive dye, namely Red 3BS by palm shell activated carbon (PSAC) as adsorbent was carried out using Response Surface Methodology (RSM). A Box-Behnken design in three most important operating variables; initial dye concentration, dosage of adsorbent and speed of impeller was employed for experimental design and optimization of results. The significance of independent variables and their interactions were tested by means of the analysis of variance (ANOVA) with 95% confidence limits. Model indicated that with the increasing of dosage and speed give the result of removal up to 90% with the capacity uptake more than 7 mg/g. High regression coefficient between the variables and the response (R-Sq = 93.9%) showed of good evaluation of experimental data by polynomial regression model.
Keywords: Adsorption, Box-Behnken Design, Palm ShellActivated Carbon, Red 3BS, RSM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19991586 Performance Evaluation and Modeling of a Conical Plunging Jet Aerator
Authors: Surinder Deswal, D. V. S. Verma
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Aeration by a plunging water jet is an energetically attractive way to effect oxygen-transfer than conventional oxygenation systems. In the present study, a new type of conical shaped plunging aeration device is fabricated to generate hollow inclined ined plunging jets (jet plunge angle of π/3 ) to investigate its oxygen transfer capacity. The results suggest that the volumetric oxygen-transfer coefficient and oxygen-transfer efficiency of the conical plunging jet aerator are competitive with other types of aeration systems. Relationships of volumetric oxygen-transfer coefficient with jet power per unit volume and jet parameters are also proposed. The suggested relationships predict the volumetric oxygentransfer coefficient within a scatter of ± 15% . Further, the application of Support Vector Machines on the experimental data revealed its utility in the prediction of volumetric oxygen-transfer coefficient and development of conical plunging jet aerators.
Keywords: Conical plunging jet, oxygen-transfer efficiency, support vector machines, volumetric oxygen-transfer coefficient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19911585 Internet Purchases in European Union Countries: Multiple Linear Regression Approach
Authors: Ksenija Dumičić, Anita Čeh Časni, Irena Palić
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This paper examines economic and Information and Communication Technology (ICT) development influence on recently increasing Internet purchases by individuals for European Union member states. After a growing trend for Internet purchases in EU27 was noticed, all possible regression analysis was applied using nine independent variables in 2011. Finally, two linear regression models were studied in detail. Conducted simple linear regression analysis confirmed the research hypothesis that the Internet purchases in analyzed EU countries is positively correlated with statistically significant variable Gross Domestic Product per capita (GDPpc). Also, analyzed multiple linear regression model with four regressors, showing ICT development level, indicates that ICT development is crucial for explaining the Internet purchases by individuals, confirming the research hypothesis.
Keywords: European Union, Internet purchases, multiple linear regression model, outlier
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29551584 On Simple Confidence Intervals for the Normal Mean with Known Coefficient of Variation
Authors: Suparat Niwitpong, Sa-aat Niwitpong
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In this paper we proposed the new confidence interval for the normal population mean with known coefficient of variation. In practice, this situation occurs normally in environment and agriculture sciences where we know the standard deviation is proportional to the mean. As a result, the coefficient of variation of is known. We propose the new confidence interval based on the recent work of Khan [3] and this new confidence interval will compare with our previous work, see, e.g. Niwitpong [5]. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. A numerical method will be used to assess the performance of these intervals based on their expected lengths.
Keywords: confidence interval, coverage probability, expected length, known coefficient of variation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17601583 On the Hierarchical Ergodicity Coefficient
Authors: Yilun Shang
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In this paper, we deal with the fundamental concepts and properties of ergodicity coefficients in a hierarchical sense by making use of partition. Moreover, we establish a hierarchial Hajnal’s inequality improving some previous results.
Keywords: Stochastic matrix, ergodicity coefficient, partition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13471582 A Renovated Cook's Distance Based On The Buckley-James Estimate In Censored Regression
Authors: Nazrina Aziz, Dong Q. Wang
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14381581 Extended Least Squares LS–SVM
Authors: József Valyon, Gábor Horváth
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Among neural models the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they eliminate certain crucial questions involved by neural network construction. The main drawback of standard SVM is its high computational complexity, therefore recently a new technique, the Least Squares SVM (LS–SVM) has been introduced. In this paper we present an extended view of the Least Squares Support Vector Regression (LS–SVR), which enables us to develop new formulations and algorithms to this regression technique. Based on manipulating the linear equation set -which embodies all information about the regression in the learning process- some new methods are introduced to simplify the formulations, speed up the calculations and/or provide better results.Keywords: Function estimation, Least–Squares Support VectorMachines, Regression, System Modeling
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20091580 Optimization of Slider Crank Mechanism Using Design of Experiments and Multi-Linear Regression
Authors: Galal Elkobrosy, Amr M. Abdelrazek, Bassuny M. Elsouhily, Mohamed E. Khidr
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Crank shaft length, connecting rod length, crank angle, engine rpm, cylinder bore, mass of piston and compression ratio are the inputs that can control the performance of the slider crank mechanism and then its efficiency. Several combinations of these seven inputs are used and compared. The throughput engine torque predicted by the simulation is analyzed through two different regression models, with and without interaction terms, developed according to multi-linear regression using LU decomposition to solve system of algebraic equations. These models are validated. A regression model in seven inputs including their interaction terms lowered the polynomial degree from 3rd degree to 1st degree and suggested valid predictions and stable explanations.
Keywords: Design of experiments, regression analysis, SI Engine, statistical modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12521579 Churn Prediction: Does Technology Matter?
Authors: John Hadden, Ashutosh Tiwari, Rajkumar Roy, Dymitr Ruta
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The aim of this paper is to identify the most suitable model for churn prediction based on three different techniques. The paper identifies the variables that affect churn in reverence of customer complaints data and provides a comparative analysis of neural networks, regression trees and regression in their capabilities of predicting customer churn.Keywords: Churn, Decision Trees, Neural Networks, Regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33011578 Categorical Data Modeling: Logistic Regression Software
Authors: Abdellatif Tchantchane
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A Matlab based software for logistic regression is developed to enhance the process of teaching quantitative topics and assist researchers with analyzing wide area of applications where categorical data is involved. The software offers an option of performing stepwise logistic regression to select the most significant predictors. The software includes a feature to detect influential observations in data, and investigates the effect of dropping or misclassifying an observation on a predictor variable. The input data may consist either as a set of individual responses (yes/no) with the predictor variables or as grouped records summarizing various categories for each unique set of predictor variables' values. Graphical displays are used to output various statistical results and to assess the goodness of fit of the logistic regression model. The software recognizes possible convergence constraints when present in data, and the user is notified accordingly.
Keywords: Logistic regression, Matlab, Categorical data, Influential observation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18821577 Research on the Problems of Housing Prices in Qingdao from a Macro Perspective
Authors: Liu Zhiyuan, Sun Zongdi, Liu Zhiyuan, Sun Zongdi
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Qingdao is a seaside city. Taking into account the characteristics of Qingdao, this article established a multiple linear regression model to analyze the impact of macroeconomic factors on housing prices. We used stepwise regression method to make multiple linear regression analysis, and made statistical analysis of F test values and T test values. According to the analysis results, the model is continuously optimized. Finally, this article obtained the multiple linear regression equation and the influencing factors, and the reliability of the model was verified by F test and T test.
Keywords: Housing prices, multiple linear regression model, macroeconomic factors, Qingdao City.
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