Search results for: statistical models

Authors: Andrea Bellucci, Martina Tofi

Abstract:

The aim of paper is to analyze business models of bancassurance in Italy for life business. The life insurance business is very developed in the Italian market and banks branches have 80% of the market share. Given its maturity, the life insurance market needs to consolidate its organizational form to allow for the development of non-life business, which nowadays collects few premiums but represents a great opportunity to enlarge the market share of bancassurance using its strength in the distribution channel while the market share of independent agents is decreasing. Starting with the main business model of bancassurance for life business, this paper will analyze the performances of life companies in the Italian market by balance sheet indicators and by main discriminant variables of business models. The study will observe trends from 2013 to 2015 for the Italian market by exploiting a database managed by Associazione Nazionale delle Imprese di Assicurazione (ANIA). The applied approach is based on a bottom-up analysis starting with variables and indicators to define business models’ classification. The statistical classification algorithm proposed by Ward is employed to design business models’ profiles. Results from the analysis will be a representation of the main business models built by their profile related to indicators. In that way, an unsupervised analysis is developed that has the limit of its judgmental dimension based on research opinion, but it is possible to obtain a design of effective business models.

Keywords: Balance sheet indicators, Bancassurance, business models, ward algorithm.

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Authors: J. P. Dubois, O. M. Abdul-Latif

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Support Vector Machine (SVM) is a recent class of statistical classification and regression techniques playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM is applied to an infrared (IR) binary communication system with different types of channel models including Ricean multipath fading and partially developed scattering channel with additive white Gaussian noise (AWGN) at the receiver. The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these channel stochastic models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to classical binary signal maximum likelihood detection using a matched filter driven by On-Off keying (OOK) modulation. We found that the performance of SVM is superior to that of the traditional optimal detection schemes used in statistical communication, especially for very low signal-to-noise ratio (SNR) ranges. For large SNR, the performance of the SVM is similar to that of the classical detectors. The implication of these results is that SVM can prove very beneficial to IR communication systems that notoriously suffer from low SNR at the cost of increased computational complexity.

Keywords: Least square-support vector machine, on-off keying, matched filter, maximum likelihood detector, wireless infrared communication.

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Authors: N. Sopipan

Abstract:

In this paper, we study the rainfall using a time series for weather stations in Nakhon Ratchasima province in Thailand by various statistical methods to enable us to analyse the behaviour of rainfall in the study areas. Time-series analysis is an important tool in modelling and forecasting rainfall. The ARIMA and Holt-Winter models were built on the basis of exponential smoothing. All the models proved to be adequate. Therefore it is possible to give information that can help decision makers establish strategies for the proper planning of agriculture, drainage systems and other water resource applications in Nakhon Ratchasima province. We obtained the best performance from forecasting with the ARIMA Model(1,0,1)(1,0,1)12.

Keywords: ARIMA Models, Exponential Smoothing, Holt- Winter model.

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Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie

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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: Earnings management, generalized regression neural networks, linear regression, multi-layer perceptron, Tehran stock exchange.

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Authors: Y. N. Phang, E. F. Loh

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Many researchers have suggested the use of zero inflated Poisson (ZIP) and zero inflated negative binomial (ZINB) models in modeling overdispersed medical count data with extra variations caused by extra zeros and unobserved heterogeneity. The studies indicate that ZIP and ZINB always provide better fit than using the normal Poisson and negative binomial models in modeling overdispersed medical count data. In this study, we proposed the use of Zero Inflated Inverse Trinomial (ZIIT), Zero Inflated Poisson Inverse Gaussian (ZIPIG) and zero inflated strict arcsine models in modeling overdispered medical count data. These proposed models are not widely used by many researchers especially in the medical field. The results show that these three suggested models can serve as alternative models in modeling overdispersed medical count data. This is supported by the application of these suggested models to a real life medical data set. Inverse trinomial, Poisson inverse Gaussian and strict arcsine are discrete distributions with cubic variance function of mean. Therefore, ZIIT, ZIPIG and ZISA are able to accommodate data with excess zeros and very heavy tailed. They are recommended to be used in modeling overdispersed medical count data when ZIP and ZINB are inadequate.

Keywords: Zero inflated, inverse trinomial distribution, Poisson inverse Gaussian distribution, strict arcsine distribution, Pearson’s goodness of fit.

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Authors: Yan Su, L. C. Chan

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A novel typical day prediction model have been built and validated by the measured data of a grid-connected solar photovoltaic (PV) system in Macau. Unlike conventional statistical method used by previous study on PV systems which get results by averaging nearby continuous points, the present typical day statistical method obtain the value at every minute in a typical day by averaging discontinuous points at the same minute in different days. This typical day statistical method based on discontinuous point averaging makes it possible for us to obtain the Gaussian shape dynamical distributions for solar irradiance and output power in a yearly or monthly typical day. Based on the yearly typical day statistical analysis results, the maximum possible accumulated output energy in a year with on site climate conditions and the corresponding optimal PV system running time are obtained. Periodic Gaussian shape prediction models for solar irradiance, output energy and system energy efficiency have been built and their coefficients have been determined based on the yearly, maximum and minimum monthly typical day Gaussian distribution parameters, which are obtained from iterations for minimum Root Mean Squared Deviation (RMSD). With the present model, the dynamical effects due to time difference in a day are kept and the day to day uncertainty due to weather changing are smoothed but still included. The periodic Gaussian shape correlations for solar irradiance, output power and system energy efficiency have been compared favorably with data of the PV system in Macau and proved to be an improvement than previous models.

Keywords: Grid Connected, RMSD, Solar PV System, Typical Day.

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Authors: M. A. Meslem

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For precise geoid determination, we use a reference field to subtract long and medium wavelength of the gravity field from observations data when we use the remove-compute-restore technique. Therefore, a comparison study between considered models should be made in order to select the optimal reference gravity field to be used. In this context, two recent global geopotential models have been selected to perform this comparison study over Northern Algeria. The Earth Gravitational Model (EGM2008) and the Global Gravity Model (GECO) conceived with a combination of the first model with anomalous potential derived from a GOCE satellite-only global model. Free air gravity anomalies in the area under study have been used to compute residual data using both gravity field models and a Digital Terrain Model (DTM) to subtract the residual terrain effect from the gravity observations. Residual data were used to generate local empirical covariance functions and their fitting to the closed form in order to compare their statistical behaviors according to both cases. Finally, height anomalies were computed from both geopotential models and compared to a set of GPS levelled points on benchmarks using least squares adjustment. The result described in details in this paper regarding these two models has pointed out a slight advantage of GECO global model globally through error degree variances comparison and ground-truth evaluation.

Keywords: Quasigeoid, gravity anomalies, covariance, GGM.

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Authors: Parvinder S. Sandhu, Manisha Prashar, Pourush Bassi, Atul Bisht

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Software effort estimation is the process of predicting the most realistic use of effort required to develop or maintain software based on incomplete, uncertain and/or noisy input. Effort estimates may be used as input to project plans, iteration plans, budgets. There are various models like Halstead, Walston-Felix, Bailey-Basili, Doty and GA Based models which have already used to estimate the software effort for projects. In this study Statistical Models, Fuzzy-GA and Neuro-Fuzzy (NF) Inference Systems are experimented to estimate the software effort for projects. The performances of the developed models were tested on NASA software project datasets and results are compared with the Halstead, Walston-Felix, Bailey-Basili, Doty and Genetic Algorithm Based models mentioned in the literature. The result shows that the NF Model has the lowest MMRE and RMSE values. The NF Model shows the best results as compared with the Fuzzy-GA based hybrid Inference System and other existing Models that are being used for the Effort Prediction with lowest MMRE and RMSE values.

Keywords: Neuro-Fuzzy Model, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model, GA Based Model, Genetic Algorithm.

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Authors: Mohammad Ali Tabarzad, Caro Lucas, Ali Hamzeh

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Adaptive Genetic Algorithms extend the Standard Gas to use dynamic procedures to apply evolutionary operators such as crossover, mutation and selection. In this paper, we try to propose a new adaptive genetic algorithm, which is based on the statistical information of the population as a guideline to tune its crossover, selection and mutation operators. This algorithms is called Statistical Genetic Algorithm and is compared with traditional GA in some benchmark problems.

Keywords: Genetic Algorithms, Statistical Information ofthe Population, PAUX, SSO.

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Authors: Snezhana G. Gocheva-Ilieva, Maya P. Stoimenova

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Ambient air pollution with fine particulate matter (PM10) is a systematic permanent problem in many countries around the world. The accumulation of a large number of measurements of both the PM10 concentrations and the accompanying atmospheric factors allow for their statistical modeling to detect dependencies and forecast future pollution. This study applies the classification and regression trees (CART) method for building and analyzing PM10 models. In the empirical study, average daily air data for the city of Pleven, Bulgaria for a period of 5 years are used. Predictors in the models are seven meteorological variables, time variables, as well as lagged PM10 variables and some lagged meteorological variables, delayed by 1 or 2 days with respect to the initial time series, respectively. The degree of influence of the predictors in the models is determined. The selected best CART models are used to forecast future PM10 concentrations for two days ahead after the last date in the modeling procedure and show very accurate results.

Keywords: Cross-validation, decision tree, lagged variables, short-term forecasting.

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Authors: Mária Stachová, Lukáš Sobíšek

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Data mining incorporates a group of statistical methods used to analyze a set of information, or a data set. It operates with models and algorithms, which are powerful tools with the great potential. They can help people to understand the patterns in certain chunk of information so it is obvious that the data mining tools have a wide area of applications. For example in the theoretical chemistry data mining tools can be used to predict moleculeproperties or improve computer-assisted drug design. Classification analysis is one of the major data mining methodologies. The aim of thecontribution is to create a classification model, which would be able to deal with a huge data set with high accuracy. For this purpose logistic regression, Bayesian logistic regression and random forest models were built using R software. TheBayesian logistic regression in Latent GOLD software was created as well. These classification methods belong to supervised learning methods. It was necessary to reduce data matrix dimension before construct models and thus the factor analysis (FA) was used. Those models were applied to predict the biological activity of molecules, potential new drug candidates.

Keywords: data mining, classification, drug design, QSAR

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Authors: L. J. de Bessa Neto, V. S. Filho, J. V. Ferreira Nunes, G. C. Bergamo

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There are many situations in which human activities have significant effects on the environment. Damage to the ozone layer is one of them. The objective of this work is to use the Least Squares Method, considering the linear, exponential, logarithmic, power and polynomial models of the second degree, to analyze through the coefficient of determination (R²), which model best fits the behavior of the chlorodifluoromethane (HCFC-142b) in parts per trillion between 1992 and 2018, as well as estimates of future concentrations between 5 and 10 periods, i.e. the concentration of this pollutant in the years 2023 and 2028 in each of the adjustments. A total of 809 observations of the concentration of HCFC-142b in one of the monitoring stations of gases precursors of the deterioration of the ozone layer during the period of time studied were selected and, using these data, the statistical software Excel was used for make the scatter plots of each of the adjustment models. With the development of the present study, it was observed that the logarithmic fit was the model that best fit the data set, since besides having a significant R² its adjusted curve was compatible with the natural trend curve of the phenomenon.

Keywords: Chlorodifluoromethane (HCFC-142b), ozone (O3), least squares method, regression models.

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Authors: Nishi Bhuvandas, P. V. Timbadiya, P. L. Patel, P. D. Porey

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Recent perceived climate variability raises concerns with unprecedented hydrological phenomena and extremes. Distribution and circulation of the waters of the Earth become increasingly difficult to determine because of additional uncertainty related to anthropogenic emissions. The world wide observed changes in the large-scale hydrological cycle have been related to an increase in the observed temperature over several decades. Although the effect of change in climate on hydrology provides a general picture of possible hydrological global change, new tools and frameworks for modelling hydrological series with nonstationary characteristics at finer scales, are required for assessing climate change impacts. Of the downscaling techniques, dynamic downscaling is usually based on the use of Regional Climate Models (RCMs), which generate finer resolution output based on atmospheric physics over a region using General Circulation Model (GCM) fields as boundary conditions. However, RCMs are not expected to capture the observed spatial precipitation extremes at a fine cell scale or at a basin scale. Statistical downscaling derives a statistical or empirical relationship between the variables simulated by the GCMs, called predictors, and station-scale hydrologic variables, called predictands. The main focus of the paper is on the need for using statistical downscaling techniques for projection of local hydrometeorological variables under climate change scenarios. The projections can be then served as a means of input source to various hydrologic models to obtain streamflow, evapotranspiration, soil moisture and other hydrological variables of interest.

Keywords: Climate Change, Downscaling, GCM, RCM.

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Authors: Hyun-Woo Cho

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Detection of incipient abnormal events is important to improve safety and reliability of machine operations and reduce losses caused by failures. Improper set-ups or aligning of parts often leads to severe problems in many machines. The construction of prediction models for predicting faulty conditions is quite essential in making decisions on when to perform machine maintenance. This paper presents a multivariate calibration monitoring approach based on the statistical analysis of machine measurement data. The calibration model is used to predict two faulty conditions from historical reference data. This approach utilizes genetic algorithms (GA) based variable selection, and we evaluate the predictive performance of several prediction methods using real data. The results shows that the calibration model based on supervised probabilistic principal component analysis (SPPCA) yielded best performance in this work. By adopting a proper variable selection scheme in calibration models, the prediction performance can be improved by excluding non-informative variables from their model building steps.

Keywords: Prediction, operation monitoring, on-line data, nonlinear statistical methods, empirical model.

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Authors: Bharathi P. T, P. Subashini

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Ice cover County has a significant impact on rivers as it affects with the ice melting capacity which results in flooding, restrict navigation, modify the ecosystem and microclimate. River ices are made up of different ice types with varying ice thickness, so surveillance of river ice plays an important role. River ice types are captured using infrared imaging camera which captures the images even during the night times. In this paper the river ice infrared texture images are analysed using first-order statistical methods and secondorder statistical methods. The second order statistical methods considered are spatial gray level dependence method, gray level run length method and gray level difference method. The performance of the feature extraction methods are evaluated by using Probabilistic Neural Network classifier and it is found that the first-order statistical method and second-order statistical method yields low accuracy. So the features extracted from the first-order statistical method and second-order statistical method are combined and it is observed that the result of these combined features (First order statistical method + gray level run length method) provides higher accuracy when compared with the features from the first-order statistical method and second-order statistical method alone.

Keywords: Gray Level Difference Method, Gray Level Run Length Method, Kurtosis, Probabilistic Neural Network, Skewness, Spatial Gray Level Dependence Method.

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Authors: Efstratios Doukakis, Nikolaos Petrelis

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All climate models agree that the temperature in Greece will increase in the range of 1° to 2°C by the year 2030 and mean sea level in Mediterranean is expected to rise at the rate of 5 cm/decade. The aim of the present paper is the estimation of the coastline displacement driven by the climate change and sea level rise. In order to achieve that, all known statistical and non-statistical computational methods are employed on some Greek coastal areas. Furthermore, Kalman filtering techniques are for the first time introduced, formulated and tested. Based on all the above, shoreline change signals and noises are computed and an inter-comparison between the different methods can be deduced to help evaluating which method is most promising as far as the retrieve of shoreline change rate is concerned.

Keywords: Climate Change, Coastal Displacement, KalmanFilter

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Authors: A. M. Pashayev, D. D. Askerov, C. Ardil, R. A. Sadiqov, P. S. Abdullayev

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Researches show that probability-statistical methods application, especially at the early stage of the aviation Gas Turbine Engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods is considered. According to the purpose of this problem training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. For GTE technical condition more adequate model making dynamics of skewness and kurtosis coefficients- changes are analysed. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE work parameters have fuzzy character. Hence consideration of fuzzy skewness and kurtosis coefficients is expedient. Investigation of the basic characteristics changes- dynamics of GTE work parameters allows drawing conclusion on necessity of the Fuzzy Statistical Analysis at preliminary identification of the engines' technical condition. Researches of correlation coefficients values- changes shows also on their fuzzy character. Therefore for models choice the application of the Fuzzy Correlation Analysis results is offered. At the information sufficiency is offered to use recurrent algorithm of aviation GTE technical condition identification (Hard Computing technology is used) on measurements of input and output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stageby- stage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine technical condition was made.

Keywords: aviation gas turbine engine, technical condition, fuzzy logic, neural networks, fuzzy statistics

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Authors: Vladimir S. Timofeev

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In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: Characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation.

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Authors: Mahmoud Elmezain, Samar El-shinawy

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Many approaches to pattern recognition are founded on probability theory, and can be broadly characterized as either generative or discriminative according to whether or not the distribution of the image features. Generative and discriminative models have very different characteristics, as well as complementary strengths and weaknesses. In this paper, we study these models to recognize the patterns of alphabet characters (A-Z) and numbers (0-9). To handle isolated pattern, generative model as Hidden Markov Model (HMM) and discriminative models like Conditional Random Field (CRF), Hidden Conditional Random Field (HCRF) and Latent-Dynamic Conditional Random Field (LDCRF) with different number of window size are applied on extracted pattern features. The gesture recognition rate is improved initially as the window size increase, but degrades as window size increase further. Experimental results show that the LDCRF is the best in terms of results than CRF, HCRF and HMM at window size equal 4. Additionally, our results show that; an overall recognition rates are 91.52%, 95.28%, 96.94% and 98.05% for CRF, HCRF, HMM and LDCRF respectively.

Keywords: Statistical Pattern Recognition, Generative Model, Discriminative Model, Human Computer Interaction.

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Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

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This paper presents a novel statistical description of the counterpoise effective length due to lightning surges, where the (impulse) effective length had been obtained by means of regressive formulas applied to the transient simulation results. The effective length is described in terms of a statistical distribution function, from which median, mean, variance, and other parameters of interest could be readily obtained. The influence of lightning current amplitude, lightning front duration, and soil resistivity on the effective length has been accounted for, assuming statistical nature of these parameters. A method for determining the optimal counterpoise length, in terms of the statistical impulse effective length, is also presented. It is based on estimating the number of dangerous events associated with lightning strikes. Proposed statistical description and the associated method provide valuable information which could aid the design engineer in optimising physical lengths of counterpoises in different grounding arrangements and soil resistivity situations.

Keywords: Counterpoise, Grounding conductor, Effective length, Lightning, Monte Carlo method, Statistical distribution.

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Authors: Si Chen, Caroline Wiltshire, Bin Li

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This study statistically models the surface f0 contour and the underlying pitch target of a well-studied third sandhi tone of Mandarin Chinese. Although the growth curve analysis on the surface f0 contours indicates non-neutralization of this sandhi tone (T3) and the base T2, their underlying pitch targets do show neutralization. These results in Mandarin are also consistent with the perception of native speakers, where they cannot distinguish the third T3 from the base T2, compensating contextual variation. It is possible to use the proposed statistical procedure of testing underlying pitch targets to verify tone sandhi processes in other tonal languages.

Keywords: Growth curve analysis, tone sandhi, underlying pitch targets.

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Authors: F. Lazzali, M. Farsi

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Several models of vulnerability assessment have been proposed. The selection of one of these models depends on the objectives of the study. The classical methodologies for seismic vulnerability analysis, as a part of seismic risk analysis, have been formulated with statistical criteria based on a rapid observation. The information relating to the buildings performance is statistically elaborated. In this paper, we use the European Macroseismic Scale EMS-98 to define the relationship between damage and macroseismic intensity to assess the seismic vulnerability. Applying to Algiers area, the first step is to identify building typologies and to assign vulnerability classes. In the second step, damages are investigated according to EMS-98.

Keywords: Damage, EMS-98, inventory building, vulnerability classes

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Authors: Yi Zhang, Kai Lu, Ying-hui Gao, Mo Wang

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Histogram plays an important statistical role in digital image processing. However, the existing quantum image models are deficient to do this kind of image statistical processing because different gray scales are not distinguishable. In this paper, a novel quantum image representation model is proposed firstly in which the pixels with different gray scales can be distinguished and operated simultaneously. Based on the new model, a fast quantum algorithm of constructing histogram for quantum image is designed. Performance comparison reveals that the new quantum algorithm could achieve an approximately quadratic speedup than the classical counterpart. The proposed quantum model and algorithm have significant meanings for the future researches of quantum image processing.

Keywords: Quantum Image Representation, Quantum Algorithm, Image Histogram.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

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This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: Stochastic models, ARIMA, extreme streamflow, Karkheh River.

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Authors: Y. Tiamaz, N. Souissi

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The purpose of this paper is to present a classification of Lean models which aims to capture all the concepts related to this approach and thus facilitate its implementation. This classification allows the identification of the most relevant models according to several dimensions. From this perspective, we present a review and an analysis of Lean models literature and we propose dimensions for the classification of the current proposals while respecting among others the axes of the Lean approach, the maturity of the models as well as their application domains. This classification allowed us to conclude that researchers essentially consider the Lean approach as a toolbox also they design their models to solve problems related to a specific environment. Since Lean approach is no longer intended only for the automotive sector where it was invented, but to all fields (IT, Hospital, ...), we consider that this approach requires a generic model that is capable of being implemented in all areas.

Keywords: Lean approach, lean models, classification, dimensions, holistic view.

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Authors: Z. Sadeghi, M. R. Omidkhah, M. E. Masoomi

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The purpose of this paper is to examine gas transport behavior of mixed matrix membranes (MMMs) combined with porous particles. Main existing models are categorized in two main groups; two-phase (ideal contact) and three-phase (non-ideal contact). A new coefficient, J, was obtained to express equations for estimating effect of the particle porosity in two-phase and three-phase models. Modified models evaluates with existing models and experimental data using Matlab software. Comparison of gas permeability of proposed modified models with existing models in different MMMs shows a better prediction of gas permeability in MMMs.

Keywords: Mixed Matrix Membrane, Permeation Models, Porous particles, Porosity.

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Authors: Emir H. Pernet, Jeimy J. Cano

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Maturity models, used descriptively to explain changes in reality or normatively to guide managers to make interventions to make organizations more effective and efficient, are based on the principles of statistical quality control and PDCA continuous improvement (Plan, Do, Check, Act). Some frameworks developed over the concept of maturity models include COBIT, CMM, and ITIL. This paper presents some limitations of traditional maturity models, most of them related to the mechanistic and reductionist principles over which those models are built. As systems theory helps the understanding of the dynamics of organizations and organizational change, the development of a systemic maturity model can help to overcome some of those limitations. This document proposes a systemic maturity model, based on a systemic conceptualization of organizations, focused on the study of the functioning of the parties, the relationships among them, and their behavior as a whole. The concept of maturity from the system theory perspective is conceptually defined as an emergent property of the organization, which arises as a result of the degree of alignment and integration of their processes. This concept is operationalized through a systemic function that measures the maturity of organizations, and finally validated by the measuring of maturity in some organizations. For its operationalization and validation, the model was applied to measure the maturity of organizational Governance, Risk and Compliance (GRC) processes.

Keywords: GRC, Maturity Model, Systems Theory, Viable System Model.

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Authors: Giovanni Cicceri, Roberta Maisano, Nathalie Morey, Salvatore Distefano

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The main goal of this paper is to present a solution for a water purification system based on an Environmental Internet of Things (EIoT) platform to monitor and control water quality and machine learning (ML) models to support decision making and speed up the processes of purification of water. A real case study has been implemented by deploying an EIoT platform and a network of devices, called Gramb meters and belonging to the Gramb project, on wastewater purification systems located in Calabria, south of Italy. The data thus collected are used to control the wastewater quality, detect anomalies and predict the behaviour of the purification system. To this extent, three different statistical and machine learning models have been adopted and thus compared: Autoregressive Integrated Moving Average (ARIMA), Long Short Term Memory (LSTM) autoencoder, and Facebook Prophet (FP). The results demonstrated that the ML solution (LSTM) out-perform classical statistical approaches (ARIMA, FP), in terms of both accuracy, efficiency and effectiveness in monitoring and controlling the wastewater purification processes.

Keywords: EIoT, machine learning, anomaly detection, environment monitoring.

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Authors: Takashi Sakai, Shinsaku Kikuta, Jun-ichi Koyama

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Using a texture database, a statistical estimation of spring-back was conducted in this study on the basis of statistical analysis. Both spring-back in bending deformation and experimental data related to the crystal orientation show significant dispersion. Therefore, a probabilistic statistical approach was established for the proper quantification of these values. Correlation was examined among the parameters F(x) of spring-back, F(x) of the buildup fraction to three orientations after 92° bending, and F(x) at an as-received part on the basis of the three-parameter Weibull distribution. Consequent spring-back estimation using a texture database yielded excellent estimates compared with experimental values.

Keywords: Bending, Spring-back, Database, Crystallographic Orientation, Texture, SEM-EBSD, Weibull distribution, Statistical analysis.

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Authors: Farhad Asadi, Mohammad Javad Mollakazemi

Abstract:

In this paper, Bayesian online inference in models of data series are constructed by change-points algorithm, which separated the observed time series into independent series and study the change and variation of the regime of the data with related statistical characteristics. variation of statistical characteristics of time series data often represent separated phenomena in the some dynamical system, like a change in state of brain dynamical reflected in EEG signal data measurement or a change in important regime of data in many dynamical system. In this paper, prediction algorithm for studying change point location in some time series data is simulated. It is verified that pattern of proposed distribution of data has important factor on simpler and smother fluctuation of hazard rate parameter and also for better identification of change point locations. Finally, the conditions of how the time series distribution effect on factors in this approach are explained and validated with different time series databases for some dynamical system.

Keywords: Time series, fluctuation in statistical characteristics, optimal learning.

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