Search results for: the linear regression model.
8795 A Study on a Research and Development Cost-Estimation Model in Korea
Authors: Babakina Alexandra, Yong Soo Kim
Abstract:
In this study, we analyzed the factors that affect research funds using linear regression analysis to increase the effectiveness of investments in national research projects. We collected 7,916 items of data on research projects that were in the process of being finished or were completed between 2010 and 2011. Data pre-processing and visualization were performed to derive statistically significant results. We identified factors that affected funding using analysis of fit distributions and estimated increasing or decreasing tendencies based on these factors.
Keywords: R&D funding, Cost estimation, Linear regression, Preliminary feasibility study.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22468794 Time Series Regression with Meta-Clusters
Authors: Monika Chuchro
Abstract:
This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain subgroups of time series data with normal distribution from the inflow into wastewater treatment plant data, composed of several groups differing by mean value. Two simple algorithms, K-mean and EM, were chosen as a clustering method. The Rand index was used to measure the similarity. After simple meta-clustering, a regression model was performed for each subgroups. The final model was a sum of the subgroups models. The quality of the obtained model was compared with the regression model made using the same explanatory variables, but with no clustering of data. Results were compared using determination coefficient (R2), measure of prediction accuracy- mean absolute percentage error (MAPE) and comparison on a linear chart. Preliminary results allow us to foresee the potential of the presented technique.
Keywords: Clustering, Data analysis, Data mining, Predictive models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19518793 System Identification Based on Stepwise Regression for Dynamic Market Representation
Authors: Alexander Efremov
Abstract:
A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.Keywords: market identification, dynamic models, stepwise regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16178792 A Cost Optimization Model for the Construction of Bored Piles
Authors: Kenneth M. Oba
Abstract:
Adequate management, control, and optimization of cost is an essential element for a successful construction project. A multiple linear regression optimization model was formulated to address the problem of costs associated with pile construction operations. A total of 32 PVC-reinforced concrete piles with diameter of 300 mm, 5.4 m long, were studied during the construction. The soil upon which the piles were installed was mostly silty sand, and completely submerged in water at Bonny, Nigeria. The piles are friction piles installed by boring method, using a piling auger. The volumes of soil removed, the weight of reinforcement cage installed, and volumes of fresh concrete poured into the PVC void were determined. The cost of constructing each pile based on the calculated quantities was determined. A model was derived and subjected to statistical tests using Statistical Package for the Social Sciences (SPSS) software. The model turned out to be adequate, fit, and have a high predictive accuracy with an R2 value of 0.833.
Keywords: Cost optimization modelling, multiple linear models, pile construction, regression models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1768791 Identifying Factors Contributing to the Spread of Lyme Disease: A Regression Analysis of Virginia’s Data
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 1228790 Estimating Regression Effects in Com Poisson Generalized Linear Model
Authors: Vandna Jowaheer, Naushad A. Mamode Khan
Abstract:
Com Poisson distribution is capable of modeling the count responses irrespective of their mean variance relation and the parameters of this distribution when fitted to a simple cross sectional data can be efficiently estimated using maximum likelihood (ML) method. In the regression setup, however, ML estimation of the parameters of the Com Poisson based generalized linear model is computationally intensive. In this paper, we propose to use quasilikelihood (QL) approach to estimate the effect of the covariates on the Com Poisson counts and investigate the performance of this method with respect to the ML method. QL estimates are consistent and almost as efficient as ML estimates. The simulation studies show that the efficiency loss in the estimation of all the parameters using QL approach as compared to ML approach is quite negligible, whereas QL approach is lesser involving than ML approach.
Keywords: Com Poisson, Cross-sectional, Maximum Likelihood, Quasi likelihood
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17618789 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm
Authors: Suparman
Abstract:
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 16688788 Estimation of Time -Varying Linear Regression with Unknown Time -Volatility via Continuous Generalization of the Akaike Information Criterion
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 15338787 Analyzing of Public Transport Trip Generation in Developing Countries; A Case Study in Yogyakarta, Indonesia
Authors: S. Priyanto, E.P Friandi
Abstract:
Yogyakarta, as the capital city of Yogyakarta Province, has important roles in various sectors that require good provision of public transportation system. Ideally, a good transportation system should be able to accommodate the amount of travel demand. This research attempts to develop a trip generation model to predict the number of public transport passenger in Yogyakarta city. The model is built by using multiple linear regression analysis, which establishes relationship between trip number and socioeconomic attributes. The data consist of primary and secondary data. Primary data was collected by conducting household surveys which randomly selected. The resulted model is further applied to evaluate the existing TransJogja, a new Bus Rapid Transit system serves Yogyakarta and surrounding cities, shelters.
Keywords: Multiple linear regression, shelter evaluation, travel demand, trip generation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21998786 Harmonics Elimination in Multilevel Inverter Using Linear Fuzzy Regression
Authors: A. K. Al-Othman, H. A. Al-Mekhaizim
Abstract:
Multilevel inverters supplied from equal and constant dc sources almost don-t exist in practical applications. The variation of the dc sources affects the values of the switching angles required for each specific harmonic profile, as well as increases the difficulty of the harmonic elimination-s equations. This paper presents an extremely fast optimal solution of harmonic elimination of multilevel inverters with non-equal dc sources using Tanaka's fuzzy linear regression formulation. A set of mathematical equations describing the general output waveform of the multilevel inverter with nonequal dc sources is formulated. Fuzzy linear regression is then employed to compute the optimal solution set of switching angles.Keywords: Multilevel converters, harmonics, pulse widthmodulation (PWM), optimal control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17968785 Modeling Aeration of Sharp Crested Weirs by Using Support Vector Machines
Authors: Arun Goel
Abstract:
The present paper attempts to investigate the prediction of air entrainment rate and aeration efficiency of a free overfall jets issuing from a triangular sharp crested weir by using regression based modelling. The empirical equations, Support vector machine (polynomial and radial basis function) models and the linear regression techniques were applied on the triangular sharp crested weirs relating the air entrainment rate and the aeration efficiency to the input parameters namely drop height, discharge, and vertex angle. It was observed that there exists a good agreement between the measured values and the values obtained using empirical equations, Support vector machine (Polynomial and rbf) models and the linear regression techniques. The test results demonstrated that the SVM based (Poly & rbf) model also provided acceptable prediction of the measured values with reasonable accuracy along with empirical equations and linear regression techniques in modelling the air entrainment rate and the aeration efficiency of a free overfall jets issuing from triangular sharp crested weir. Further sensitivity analysis has also been performed to study the impact of input parameter on the output in terms of air entrainment rate and aeration efficiency.Keywords: Air entrainment rate, dissolved oxygen, regression, SVM, weir.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19568784 Estimation Model of Dry Docking Duration Using Data Mining
Authors: Isti Surjandari, Riara Novita
Abstract:
Maintenance is one of the most important activities in the shipyard industry. However, sometimes it is not supported by adequate services from the shipyard, where inaccuracy in estimating the duration of the ship maintenance is still common. This makes estimation of ship maintenance duration is crucial. This study uses Data Mining approach, i.e., CART (Classification and Regression Tree) to estimate the duration of ship maintenance that is limited to dock works or which is known as dry docking. By using the volume of dock works as an input to estimate the maintenance duration, 4 classes of dry docking duration were obtained with different linear model and job criteria for each class. These linear models can then be used to estimate the duration of dry docking based on job criteria.
Keywords: Classification and regression tree (CART), data mining, dry docking, maintenance duration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24338783 The Effect of the Hourly Compensation on the Unemployment Rate: Comparative Analysis of United States, Canada and the United Kingdom Using Panel Data Regression Analysis
Authors: Ashiquer Rahman, Hares Mohammad, Ummey Salma
Abstract:
A country’s hourly compensation and unemployment rates are two of its most crucial components. They are not merely statistics but they have profound effects on individual, families, country, and the economy. They are inversely related to one another. The increased hourly compensation in the manufacturing sector can have a favorable effect on job changing issues. Moreover, the relationship between hourly compensation and unemployment is complex and influenced by broader economic factors. In this paper, in order to determine the effect of hourly compensation on unemployment rate, we use the panel data regression models and evaluate the expected link between hourly compensation and unemployment rate. We estimate the fixed effects model (FEM), evaluate the error components model (ECM), and determine which model (the FEM or ECM) is better through pooling all 60 observations. We then analyze and review the data by comparing countries (United States, Canada and the United Kingdom) using panel data regression models. Finally, we provide result, analysis and a summary of this extensive research on how the hourly compensation affects unemployment rate. Additionally, this paper offers relevant and useful guideline for the government and academic community to use an econometrics and social approach for the hourly compensation on unemployment rate to eliminate the problem.
Keywords: Hourly compensation, unemployment rate, panel data regression models, dummy variables, random effects model, fixed effects model, the linear regression model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 658782 Validity Domains of Beams Behavioural Models: Efficiency and Reduction with Artificial Neural Networks
Authors: Keny Ordaz-Hernandez, Xavier Fischer, Fouad Bennis
Abstract:
In a particular case of behavioural model reduction by ANNs, a validity domain shortening has been found. In mechanics, as in other domains, the notion of validity domain allows the engineer to choose a valid model for a particular analysis or simulation. In the study of mechanical behaviour for a cantilever beam (using linear and non-linear models), Multi-Layer Perceptron (MLP) Backpropagation (BP) networks have been applied as model reduction technique. This reduced model is constructed to be more efficient than the non-reduced model. Within a less extended domain, the ANN reduced model estimates correctly the non-linear response, with a lower computational cost. It has been found that the neural network model is not able to approximate the linear behaviour while it does approximate the non-linear behaviour very well. The details of the case are provided with an example of the cantilever beam behaviour modelling.
Keywords: artificial neural network, validity domain, cantileverbeam, non-linear behaviour, model reduction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14278781 Using Historical Data for Stock Prediction of a Tech Company
Authors: Sofia Stoica
Abstract:
In this paper, we use historical data to predict the stock price of a tech company. To this end, we use a dataset consisting of the stock prices over the past five years of 10 major tech companies: Adobe, Amazon, Apple, Facebook, Google, Microsoft, Netflix, Oracle, Salesforce, and Tesla. We implemented and tested three models – a linear regressor model, a k-nearest neighbor model (KNN), and a sequential neural network – and two algorithms – Multiplicative Weight Update and AdaBoost. We found that the sequential neural network performed the best, with a testing error of 0.18%. Interestingly, the linear model performed the second best with a testing error of 0.73%. These results show that using historical data is enough to obtain high accuracies, and a simple algorithm like linear regression has a performance similar to more sophisticated models while taking less time and resources to implement.
Keywords: Finance, machine learning, opening price, stock market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6608780 Study on Optimal Control Strategy of PM2.5 in Wuhan, China
Authors: Qiuling Xie, Shanliang Zhu, Zongdi Sun
Abstract:
In this paper, we analyzed the correlation relationship among PM2.5 from other five Air Quality Indices (AQIs) based on the grey relational degree, and built a multivariate nonlinear regression equation model of PM2.5 and the five monitoring indexes. For the optimal control problem of PM2.5, we took the partial large Cauchy distribution of membership equation as satisfaction function. We established a nonlinear programming model with the goal of maximum performance to price ratio. And the optimal control scheme is given.
Keywords: Grey relational degree, multiple linear regression, membership function, nonlinear programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14078779 Ordinal Regression with Fenton-Wilkinson Order Statistics: A Case Study of an Orienteering Race
Authors: Joonas Pääkkönen
Abstract:
In sports, individuals and teams are typically interested in final rankings. Final results, such as times or distances, dictate these rankings, also known as places. Places can be further associated with ordered random variables, commonly referred to as order statistics. In this work, we introduce a simple, yet accurate order statistical ordinal regression function that predicts relay race places with changeover-times. We call this function the Fenton-Wilkinson Order Statistics model. This model is built on the following educated assumption: individual leg-times follow log-normal distributions. Moreover, our key idea is to utilize Fenton-Wilkinson approximations of changeover-times alongside an estimator for the total number of teams as in the notorious German tank problem. This original place regression function is sigmoidal and thus correctly predicts the existence of a small number of elite teams that significantly outperform the rest of the teams. Our model also describes how place increases linearly with changeover-time at the inflection point of the log-normal distribution function. With real-world data from Jukola 2019, a massive orienteering relay race, the model is shown to be highly accurate even when the size of the training set is only 5% of the whole data set. Numerical results also show that our model exhibits smaller place prediction root-mean-square-errors than linear regression, mord regression and Gaussian process regression.Keywords: Fenton-Wilkinson approximation, German tank problem, log-normal distribution, order statistics, ordinal regression, orienteering, sports analytics, sports modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8338778 Predicting Bridge Pier Scour Depth with SVM
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 15438777 Quality of Service Evaluation using a Combination of Fuzzy C-Means and Regression Model
Authors: Aboagela Dogman, Reza Saatchi, Samir Al-Khayatt
Abstract:
In this study, a network quality of service (QoS) evaluation system was proposed. The system used a combination of fuzzy C-means (FCM) and regression model to analyse and assess the QoS in a simulated network. Network QoS parameters of multimedia applications were intelligently analysed by FCM clustering algorithm. The QoS parameters for each FCM cluster centre were then inputted to a regression model in order to quantify the overall QoS. The proposed QoS evaluation system provided valuable information about the network-s QoS patterns and based on this information, the overall network-s QoS was effectively quantified.Keywords: Fuzzy C-means; regression model, network quality of service
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17208776 Zero Inflated Strict Arcsine Regression Model
Authors: Y. N. Phang, E. F. Loh
Abstract:
Zero inflated strict arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, we extend zero inflated strict arcsine model to zero inflated strict arcsine regression model by taking into consideration the extra variability caused by extra zeros and covariates in count data. Maximum likelihood estimation method is used in estimating the parameters for this zero inflated strict arcsine regression model.Keywords: Overdispersed count data, maximum likelihood estimation, simulated annealing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17558775 Neuro-fuzzy Model and Regression Model a Comparison Study of MRR in Electrical Discharge Machining of D2 Tool Steel
Authors: M. K. Pradhan, C. K. Biswas,
Abstract:
In the current research, neuro-fuzzy model and regression model was developed to predict Material Removal Rate in Electrical Discharge Machining process for AISI D2 tool steel with copper electrode. Extensive experiments were conducted with various levels of discharge current, pulse duration and duty cycle. The experimental data are split into two sets, one for training and the other for validation of the model. The training data were used to develop the above models and the test data, which was not used earlier to develop these models were used for validation the models. Subsequently, the models are compared. It was found that the predicted and experimental results were in good agreement and the coefficients of correlation were found to be 0.999 and 0.974 for neuro fuzzy and regression model respectively
Keywords: Electrical discharge machining, material removal rate, neuro-fuzzy model, regression model, mountain clustering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13888774 Statistical Analysis and Impact Forecasting of Connected and Autonomous Vehicles on the Environment: Case Study in the State of Maryland
Authors: Alireza Ansariyar, Safieh Laaly
Abstract:
Over the last decades, the vehicle industry has shown increased interest in integrating autonomous, connected, and electrical technologies in vehicle design with the primary hope of improving mobility and road safety while reducing transportation’s environmental impact. Using the State of Maryland (M.D.) in the United States as a pilot study, this research investigates Connected and Autonomous Vehicles (CAVs) fuel consumption and air pollutants including Carbon Monoxide (CO), Particulate Matter (PM), and Nitrogen Oxides (NOx) and utilizes meaningful linear regression models to predict CAV’s environmental effects. Maryland transportation network was simulated in VISUM software, and data on a set of variables were collected through a comprehensive survey. The number of pollutants and fuel consumption were obtained for the time interval 2010 to 2021 from the macro simulation. Eventually, four linear regression models were proposed to predict the amount of C.O., NOx, PM pollutants, and fuel consumption in the future. The results highlighted that CAVs’ pollutants and fuel consumption have a significant correlation with the income, age, and race of the CAV customers. Furthermore, the reliability of four statistical models was compared with the reliability of macro simulation model outputs in the year 2030. The error of three pollutants and fuel consumption was obtained at less than 9% by statistical models in SPSS. This study is expected to assist researchers and policymakers with planning decisions to reduce CAV environmental impacts in M.D.
Keywords: Connected and autonomous vehicles, statistical model, environmental effects, pollutants and fuel consumption, VISUM, linear regression models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4618773 Robust Regression and its Application in Financial Data Analysis
Authors: Mansoor Momeni, Mahmoud Dehghan Nayeri, Ali Faal Ghayoumi, Hoda Ghorbani
Abstract:
This research is aimed to describe the application of robust regression and its advantages over the least square regression method in analyzing financial data. To do this, relationship between earning per share, book value of equity per share and share price as price model and earning per share, annual change of earning per share and return of stock as return model is discussed using both robust and least square regressions, and finally the outcomes are compared. Comparing the results from the robust regression and the least square regression shows that the former can provide the possibility of a better and more realistic analysis owing to eliminating or reducing the contribution of outliers and influential data. Therefore, robust regression is recommended for getting more precise results in financial data analysis.
Keywords: Financial data analysis, Influential data, Outliers, Robust regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19318772 Development of Rock Engineering System-Based Models for Tunneling Progress Analysis and Evaluation: Case Study of Tailrace Tunnel of Azad Power Plant Project
Authors: S. Golmohammadi, M. Noorian Bidgoli
Abstract:
Tunneling progress is a key parameter in the blasting method of tunneling. Taking measures to enhance tunneling advance can limit the progress distance without a supporting system, subsequently reducing or eliminating the risk of damage. This paper focuses on modeling tunneling progress using three main groups of parameters (tunneling geometry, blasting pattern, and rock mass specifications) based on the Rock Engineering Systems (RES) methodology. In the proposed models, four main effective parameters on tunneling progress are considered as inputs (RMR, Q-system, Specific charge of blasting, Area), with progress as the output. Data from 86 blasts conducted at the tailrace tunnel in the Azad Dam, western Iran, were used to evaluate the progress value for each blast. The results indicated that, for the 86 blasts, the progress of the estimated model aligns mostly with the measured progress. This paper presents a method for building the interaction matrix (statistical base) of the RES model. Additionally, a comparison was made between the results of the new RES-based model and a Multi-Linear Regression (MLR) analysis model. In the RES-based model, the effective parameters are RMR (35.62%), Q (28.6%), q (specific charge of blasting) (20.35%), and A (15.42%), respectively, whereas for MLR analysis, the main parameters are RMR, Q (system), q, and A. These findings confirm the superior performance of the RES-based model over the other proposed models.
Keywords: Rock Engineering Systems, tunneling progress, Multi Linear Regression, Specific charge of blasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1418771 Monte Carlo Estimation of Heteroscedasticity and Periodicity Effects in a Panel Data Regression Model
Authors: Nureni O. Adeboye, Dawud A. Agunbiade
Abstract:
This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.
Keywords: Audit fee, heteroscedasticity, Lagrange multiplier test, periodicity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7388770 A Hybrid Model of ARIMA and Multiple Polynomial Regression for Uncertainties Modeling of a Serial Production Line
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 21998769 Enhancing Spatial Interpolation: A Multi-Layer Inverse Distance Weighting Model for Complex Regression and Classification Tasks in Spatial Data Analysis
Authors: Yakin Hajlaoui, Richard Labib, Jean-Franc¸ois Plante, Michel Gamache
Abstract:
This study presents the Multi-Layer Inverse Distance Weighting Model (ML-IDW), inspired by the mathematical formulation of both multi-layer neural networks (ML-NNs) and Inverse Distance Weighting model (IDW). ML-IDW leverages ML-NNs’ processing capabilities, characterized by compositions of learnable non-linear functions applied to input features, and incorporates IDW’s ability to learn anisotropic spatial dependencies, presenting a promising solution for nonlinear spatial interpolation and learning from complex spatial data. We employ gradient descent and backpropagation to train ML-IDW. The performance of the proposed model is compared against conventional spatial interpolation models such as Kriging and standard IDW on regression and classification tasks using simulated spatial datasets of varying complexity. Our results highlight the efficacy of ML-IDW, particularly in handling complex spatial dataset, exhibiting lower mean square error in regression and higher F1 score in classification.
Keywords: Deep Learning, Multi-Layer Neural Networks, Gradient Descent, Spatial Interpolation, Inverse Distance Weighting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 338768 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities
Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper
Abstract:
In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l2-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.
Keywords: Linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12948767 Liquid Chromatography Microfluidics for Detection and Quantification of Urine Albumin Using Linear Regression Method
Authors: Patricia B. Cruz, Catrina Jean G. Valenzuela, Analyn N. Yumang
Abstract:
Nearly a hundred per million of the Filipino population is diagnosed with Chronic Kidney Disease (CKD). The early stage of CKD has no symptoms and can only be discovered once the patient undergoes urinalysis. Over the years, different methods were discovered and used for the quantification of the urinary albumin such as the immunochemical assays where most of these methods require large machinery that has a high cost in maintenance and resources, and a dipstick test which is yet to be proven and is still debated as a reliable method in detecting early stages of microalbuminuria. This research study involves the use of the liquid chromatography concept in microfluidic instruments with biosensor as a means of separation and detection respectively, and linear regression to quantify human urinary albumin. The researchers’ main objective was to create a miniature system that quantifies and detect patients’ urinary albumin while reducing the amount of volume used per five test samples. For this study, 30 urine samples of unknown albumin concentrations were tested using VITROS Analyzer and the microfluidic system for comparison. Based on the data shared by both methods, the actual vs. predicted regression were able to create a positive linear relationship with an R2 of 0.9995 and a linear equation of y = 1.09x + 0.07, indicating that the predicted values and actual values are approximately equal. Furthermore, the microfluidic instrument uses 75% less in total volume – sample and reagents combined, compared to the VITROS Analyzer per five test samples.
Keywords: Chronic kidney disease, microfluidics, linear regression, VITROS analyzer, urinary albumin.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8718766 A Model-following Adaptive Controller for Linear/Nonlinear Plantsusing Radial Basis Function Neural Networks
Authors: Yuichi Masukake, Yoshihisa Ishida
Abstract:
In this paper, we proposed a method to design a model-following adaptive controller for linear/nonlinear plants. Radial basis function neural networks (RBF-NNs), which are known for their stable learning capability and fast training, are used to identify linear/nonlinear plants. Simulation results show that the proposed method is effective in controlling both linear and nonlinear plants with disturbance in the plant input.Keywords: Linear/nonlinear plants, neural networks, radial basisfunction networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1481