Search results for: regression coefficient
1066 Climatic Factors Affecting Influenza Cases in Southern Thailand
Authors: S. Youthao, M. Jaroensutasinee, K. Jaroensutasinee
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This study investigated climatic factors associated with influenza cases in Southern Thailand. The main aim for use regression analysis to investigate possible causual relationship of climatic factors and variability between the border of the Andaman Sea and the Gulf of Thailand. Southern Thailand had the highest Influenza incidences among four regions (i.e. north, northeast, central and southern Thailand). In this study, there were 14 climatic factors: mean relative humidity, maximum relative humidity, minimum relative humidity, rainfall, rainy days, daily maximum rainfall, pressure, maximum wind speed, mean wind speed, sunshine duration, mean temperature, maximum temperature, minimum temperature, and temperature difference (i.e. maximum – minimum temperature). Multiple stepwise regression technique was used to fit the statistical model. The results indicated that the mean wind speed and the minimum relative humidity were positively associated with the number of influenza cases on the Andaman Sea side. The maximum wind speed was positively associated with the number of influenza cases on the Gulf of Thailand side.Keywords: Influenza, Climatic Factor, Relative Humidity, Rainfall, Pressure, Wind Speed, sunshine duration, Temperature, Andaman Sea, Gulf of Thailand, Southern Thailand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16251065 Wavelet Based Qualitative Assessment of Femur Bone Strength Using Radiographic Imaging
Authors: Sundararajan Sangeetha, Joseph Jesu Christopher, Swaminathan Ramakrishnan
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In this work, the primary compressive strength components of human femur trabecular bone are qualitatively assessed using image processing and wavelet analysis. The Primary Compressive (PC) component in planar radiographic femur trabecular images (N=50) is delineated by semi-automatic image processing procedure. Auto threshold binarization algorithm is employed to recognize the presence of mineralization in the digitized images. The qualitative parameters such as apparent mineralization and total area associated with the PC region are derived for normal and abnormal images.The two-dimensional discrete wavelet transforms are utilized to obtain appropriate features that quantify texture changes in medical images .The normal and abnormal samples of the human femur are comprehensively analyzed using Harr wavelet.The six statistical parameters such as mean, median, mode, standard deviation, mean absolute deviation and median absolute deviation are derived at level 4 decomposition for both approximation and horizontal wavelet coefficients. The correlation coefficient of various wavelet derived parameters with normal and abnormal for both approximated and horizontal coefficients are estimated. It is seen that in almost all cases the abnormal show higher degree of correlation than normals. Further the parameters derived from approximation coefficient show more correlation than those derived from the horizontal coefficients. The parameters mean and median computed at the output of level 4 Harr wavelet channel was found to be a useful predictor to delineate the normal and the abnormal groups.Keywords: Image processing, planar radiographs, trabecular bone and wavelet analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14931064 The Role of Personality Characteristics and Psychological Harassment Behaviors Which Employees Are Exposed on Work Alienation
Authors: H. Serdar Öge, Esra Çiftçi, Kazım Karaboğa
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The main purpose of the research is to address the role of psychological harassment behaviors (mobbing) to which employees are exposed and personality characteristics over work alienation. Research population was composed of the employees of Provincial Special Administration. A survey with four sections was created to measure variables and reach out the basic goals of the research. Correlation and step-wise regression analyses were performed to investigate the separate and overall effects of sub-dimensions of psychological harassment behaviors and personality characteristic on work alienation of employees. Correlation analysis revealed significant but weak relationships between work alienation and psychological harassment and personality characteristics. Step-wise regression analysis revealed also significant relationships between work alienation variable and assault to personality, direct negative behaviors (sub dimensions of mobbing) and openness (sub-dimension of personality characteristics). Each variable was introduced into the model step by step to investigate the effects of significant variables in explaining the variations in work alienation. While the explanation ratio of the first model was 13%, the last model including three variables had an explanation ratio of 24%.
Keywords: Alienation, Five-Factor Personality Characteristics, Mobbing, Psychological Harassment, Work Alienation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22671063 Development of Integrated GIS Interface for Characteristics of Regional Daily Flow
Authors: Ju Young Lee, Jung-Seok Yang, Jaeyoung Choi
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The purpose of this paper primarily intends to develop GIS interface for estimating sequences of stream-flows at ungauged stations based on known flows at gauged stations. The integrated GIS interface is composed of three major steps. The first, precipitation characteristics using statistical analysis is the procedure for making multiple linear regression equation to get the long term mean daily flow at ungauged stations. The independent variables in regression equation are mean daily flow and drainage area. Traditionally, mean flow data are generated by using Thissen polygon method. However, method for obtaining mean flow data can be selected by user such as Kriging, IDW (Inverse Distance Weighted), Spline methods as well as other traditional methods. At the second, flow duration curve (FDC) is computing at unguaged station by FDCs in gauged stations. Finally, the mean annual daily flow is computed by spatial interpolation algorithm. The third step is to obtain watershed/topographic characteristics. They are the most important factors which govern stream-flows. In summary, the simulated daily flow time series are compared with observed times series. The results using integrated GIS interface are closely similar and are well fitted each other. Also, the relationship between the topographic/watershed characteristics and stream flow time series is highly correlated.Keywords: Integrated GIS interface, spatial interpolation algorithm, FDC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15101062 Study of Effect of Removal of Shiftrows and Mixcolumns Stages of AES and AES-KDS on their Encryption Quality and Hence Security
Authors: Krishnamurthy G N, V Ramaswamy
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This paper demonstrates the results when either Shiftrows stage or Mixcolumns stage and when both the stages are omitted in the well known block cipher Advanced Encryption Standard(AES) and its modified version AES with Key Dependent S-box(AES-KDS), using avalanche criterion and other tests namely encryption quality, correlation coefficient, histogram analysis and key sensitivity tests.Keywords: Encryption, Decryption, Avalanche, keysensitivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24631061 Experimental Investigation of Heat Transfer and Flow of Nano Fluids in Horizontal Circular Tube
Authors: Abdulhassan Abd. K, Sattar Al-Jabair, Khalid Sultan
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We have measured the pressure drop and convective heat transfer coefficient of water – based AL(25nm),AL2O3(30nm) and CuO(50nm) Nanofluids flowing through a uniform heated circular tube in the fully developed laminar flow regime. The experimental results show that the data for Nanofluids friction factor show a good agreement with analytical prediction from the Darcy's equation for single-phase flow. After reducing the experimental results to the form of Reynolds, Rayleigh and Nusselt numbers. The results show the local Nusselt number and temperature have distribution with the non-dimensional axial distance from the tube entry. Study decided that thenNanofluid as Newtonian fluids through the design of the linear relationship between shear stress and the rate of stress has been the study of three chains of the Nanofluid with different concentrations and where the AL, AL2O3 and CuO – water ranging from (0.25 - 2.5 vol %). In addition to measuring the four properties of the Nanofluid in practice so as to ensure the validity of equations of properties developed by the researchers in this area and these properties is viscosity, specific heat, and density and found that the difference does not exceed 3.5% for the experimental equations between them and the practical. The study also demonstrated that the amount of the increase in heat transfer coefficient for three types of Nano fluid is AL, AL2O3, and CuO – Water and these ratios are respectively (45%, 32%, 25%) with insulation and without insulation (36%, 23%, 19%), and the statement of any of the cases the best increase in heat transfer has been proven that using insulation is better than not using it. I have been using three types of Nano particles and one metallic Nanoparticle and two oxide Nanoparticle and a statement, whichever gives the best increase in heat transfer.Keywords: Newtonian, NUR factor, Brownian motion
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18601060 Predictive Factors of Exercise Behaviors of Junior High School Students in Chonburi Province
Authors: Tanida Julvanichpong
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Exercise has been regarded as a necessary and important aspect to enhance physical performance and psychology health. Body weight statistics of students in junior high school students in Chonburi Province beyond a standard risk of obesity. Promoting exercise among Junior high school students in Chonburi Province, essential knowledge concerning factors influencing exercise is needed. Therefore, this study aims to (1) determine the levels of perceived exercise behavior, exercise behavior in the past, perceived barriers to exercise, perceived benefits of exercise, perceived self-efficacy to exercise, feelings associated with exercise behavior, influence of the family to exercise, influence of friends to exercise, and the perceived influence of the environment on exercise. (2) examine the predicting ability of each of the above factors while including personal factors (sex, educational level) for exercise behavior. Pender’s Health Promotion Model was used as a guide for the study. Sample included 652 students in junior high schools, Chonburi Provience. The samples were selected by Multi-Stage Random Sampling. Data Collection has been done by using self-administered questionnaires. Data were analyzed using descriptive statistics, Pearson’s product moment correlation coefficient, Eta, and stepwise multiple regression analysis. The research results showed that: 1. Perceived benefits of exercise, influence of teacher, influence of environmental, feelings associated with exercise behavior were at a high level. Influence of the family to exercise, exercise behavior, exercise behavior in the past, perceived self-efficacy to exercise and influence of friends were at a moderate level. Perceived barriers to exercise were at a low level. 2. Exercise behavior was positively significant related to perceived benefits of exercise, influence of the family to exercise, exercise behavior in the past, perceived self-efficacy to exercise, influence of friends, influence of teacher, influence of environmental and feelings associated with exercise behavior (p < .01, respectively) and was negatively significant related to educational level and perceived barriers to exercise (p < .01, respectively). Exercise behavior was significant related to sex (Eta = 0.243, p=.000). 3. Exercise behavior in the past, influence of the family to exercise significantly contributed 60.10 percent of the variance to the prediction of exercise behavior in male students (p < .01). Exercise behavior in the past, perceived self-efficacy to exercise, perceived barriers to exercise, and educational level significantly contributed 52.60 percent of the variance to the prediction of exercise behavior in female students (p < .01).
Keywords: Predictive factors, exercise behaviors, junior high school.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11781059 In-Flight Radiometric Performances Analysis of an Airborne Optical Payload
Authors: Caixia Gao, Chuanrong Li, Lingli Tang, Lingling Ma, Yaokai Liu, Xinhong Wang, Yongsheng Zhou
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Performances analysis of remote sensing sensor is required to pursue a range of scientific research and application objectives. Laboratory analysis of any remote sensing instrument is essential, but not sufficient to establish a valid inflight one. In this study, with the aid of the in situ measurements and corresponding image of three-gray scale permanent artificial target, the in-flight radiometric performances analyses (in-flight radiometric calibration, dynamic range and response linearity, signal-noise-ratio (SNR), radiometric resolution) of self-developed short-wave infrared (SWIR) camera are performed. To acquire the inflight calibration coefficients of the SWIR camera, the at-sensor radiances (Li) for the artificial targets are firstly simulated with in situ measurements (atmosphere parameter and spectral reflectance of the target) and viewing geometries using MODTRAN model. With these radiances and the corresponding digital numbers (DN) in the image, a straight line with a formulation of L = G × DN + B is fitted by a minimization regression method, and the fitted coefficients, G and B, are inflight calibration coefficients. And then the high point (LH) and the low point (LL) of dynamic range can be described as LH= (G × DNH + B) and LL= B, respectively, where DNH is equal to 2n − 1 (n is the quantization number of the payload). Meanwhile, the sensor’s response linearity (δ) is described as the correlation coefficient of the regressed line. The results show that the calibration coefficients (G and B) are 0.0083 W·sr−1m−2µm−1 and −3.5 W·sr−1m−2µm−1; the low point of dynamic range is −3.5 W·sr−1m−2µm−1 and the high point is 30.5 W·sr−1m−2µm−1; the response linearity is approximately 99%. Furthermore, a SNR normalization method is used to assess the sensor’s SNR, and the normalized SNR is about 59.6 when the mean value of radiance is equal to 11.0 W·sr−1m−2µm−1; subsequently, the radiometric resolution is calculated about 0.1845 W•sr-1m-2μm-1. Moreover, in order to validate the result, a comparison of the measured radiance with a radiative-transfer-code-predicted over four portable artificial targets with reflectance of 20%, 30%, 40%, 50% respectively, is performed. It is noted that relative error for the calibration is within 6.6%.
Keywords: Calibration, dynamic range, radiometric resolution, SNR.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13401058 Monte Carlo Estimation of Heteroscedasticity and Periodicity Effects in a Panel Data Regression Model
Authors: Nureni O. Adeboye, Dawud A. Agunbiade
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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 7391057 A New Composition Method of Admissible Support Vector Kernel Based on Reproducing Kernel
Authors: Wei Zhang, Xin Zhao, Yi-Fan Zhu, Xin-Jian Zhang
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Kernel function, which allows the formulation of nonlinear variants of any algorithm that can be cast in terms of dot products, makes the Support Vector Machines (SVM) have been successfully applied in many fields, e.g. classification and regression. The importance of kernel has motivated many studies on its composition. It-s well-known that reproducing kernel (R.K) is a useful kernel function which possesses many properties, e.g. positive definiteness, reproducing property and composing complex R.K by simple operation. There are two popular ways to compute the R.K with explicit form. One is to construct and solve a specific differential equation with boundary value whose handicap is incapable of obtaining a unified form of R.K. The other is using a piecewise integral of the Green function associated with a differential operator L. The latter benefits the computation of a R.K with a unified explicit form and theoretical analysis, whereas there are relatively later studies and fewer practical computations. In this paper, a new algorithm for computing a R.K is presented. It can obtain the unified explicit form of R.K in general reproducing kernel Hilbert space. It avoids constructing and solving the complex differential equations manually and benefits an automatic, flexible and rigorous computation for more general RKHS. In order to validate that the R.K computed by the algorithm can be used in SVM well, some illustrative examples and a comparison between R.K and Gaussian kernel (RBF) in support vector regression are presented. The result shows that the performance of R.K is close or slightly superior to that of RBF.
Keywords: admissible support vector kernel, reproducing kernel, reproducing kernel Hilbert space, Green function, support vectorregression
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15441056 Improvement of Gregory's formula using Particle Swarm Optimization
Authors: N. Khelil. L. Djerou , A. Zerarka, M. Batouche
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Consider the Gregory integration (G) formula with end corrections where h Δ is the forward difference operator with step size h. In this study we prove that can be optimized by minimizing some of the coefficient k a in the remainder term by particle swarm optimization. Experimental tests prove that can be rendered a powerful formula for library use.Keywords: Numerical integration, Gregory Formula, Particle Swarm optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13811055 Design and Validation of an Aerodynamic Model of the Cessna Citation X Horizontal Stabilizer Using both OpenVSP and Digital Datcom
Authors: Marine Segui, Matthieu Mantilla, Ruxandra Mihaela Botez
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This research is the part of a major project at the Research Laboratory in Active Controls, Avionics and Aeroservoelasticity (LARCASE) aiming to improve a Cessna Citation X aircraft cruise performance with an application of the morphing wing technology on its horizontal tail. However, the horizontal stabilizer of the Cessna Citation X turns around its span axis with an angle between -8 and 2 degrees. Within this range, the horizontal stabilizer generates certainly some unwanted drag. To cancel this drag, the LARCASE proposes to trim the aircraft with a horizontal stabilizer equipped by a morphing wing technology. This technology aims to optimize aerodynamic performances by changing the conventional horizontal tail shape during the flight. As a consequence, this technology will be able to generate enough lift on the horizontal tail to balance the aircraft without an unwanted drag generation. To conduct this project, an accurate aerodynamic model of the horizontal tail is firstly required. This aerodynamic model will finally allow precise comparison between a conventional horizontal tail and a morphed horizontal tail results. This paper presents how this aerodynamic model was designed. In this way, it shows how the 2D geometry of the horizontal tail was collected and how the unknown airfoil’s shape of the horizontal tail has been recovered. Finally, the complete horizontal tail airfoil shape was found and a comparison between aerodynamic polar of the real horizontal tail and the horizontal tail found in this paper shows a maximum difference of 0.04 on the lift or the drag coefficient which is very good. Aerodynamic polar data of the aircraft horizontal tail are obtained from the CAE Inc. level D research aircraft flight simulator of the Cessna Citation X.
Keywords: Aerodynamic, Cessna, Citation X, coefficient, Datcom, drag, lift, longitudinal, model, OpenVSP.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15121054 Interest Rate Fluctuation Effect on Commercial Bank’s Fixed Fund Deposit in Nigeria
Authors: Okolo Chimaobi Valentine
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Commercial banks in Nigeria adopted many strategies to attract fresh deposits including the use of high deposit rate. However, pricing of banking services moved in favor of the banks at the expense of customers, resulting in their seeking other investment alternatives rather than saving their money in the bank. Both deposit and lending rates were greatly influenced by the Central Bank of Nigeria (CBN) decision on interest rate. Therefore, commercial bank effort to attract deposits via manipulation of her rates was greatly limited, otherwise the banks will be giving out more than it earned. The study aimed at examining the relationship between interest rate and fixed fund deposit of commercial banks, how policy-controlled interest rate affected commercial bank’s fixed fund deposit The researcher employed ordinary least square technique, using, multiple linear regression, unrestricted vector auto-regression, correlation matrix test, granger causality and impulse response graph in the analysis. Commercial bank’s interest rates affected commercial bank’s fixed fund deposit significantly while policy-controlled interest rate did not significantly transmit through the commercial bank’s interest rates to affect fixed fund deposit. While commercial banks seek creative ways to expand their fixed fund deposit, policy authorities in Nigeria should better coordinate interest rate fluctuation and induce competition in the entire financial sector.Keywords: Commercial bank, fixed fund deposit, fluctuation effects, interest rate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36011053 Optimization of R507A-R23 Cascade Refrigeration System using Genetic Algorithm
Authors: A. D. Parekh, P. R. Tailor, H.R Jivanramajiwala
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The present work deals with optimization of cascade refrigeration system using eco friendly refrigerants pair R507A and R23. R507A is azeotropic mixture composed of HFC refrigerants R125/R143a (50%/50% by wt.). R23 is a single component HFC refrigerant used as replacement to CFC refrigerant R13 in low temperature applications. These refrigerants have zero ozone depletion potential and are non-flammable. Optimization of R507AR23 cascade refrigeration system performance parameters such as minimum work required, refrigeration effect, coefficient of performance and exergetic efficiency was carried out in terms of eight operating parameters- combinations using Genetic Algorithm tool. The eight operating parameters include (1) low side evaporator temperature (2) high side condenser temperature (3) temperature difference in the cascade heat exchanger (4) low side condenser temperature (5) low side degree of subcooling (6) high side degree of subcooling (7) low side degree of superheating (8) high side degree of superheating. Results show that for minimum work system should operate at high temperature in low side evaporator, low temperature in high side condenser, low temperature difference in cascade condenser, high temperature in low side condenser and low degree of subcooling and superheating in both side. For maximum refrigeration effect system should operate at high temperature in low side evaporator, high temperature in high side condenser, high temperature difference in cascade condenser, low temperature in low side condenser and higher degree of subcooling in LT and HT side. For maximum coefficient of performance and exergetic efficiency, system should operate at high temperature in low side evaporator, low temperature in high side condenser, low temperature difference in cascade condenser, high temperature in low side condenser and higher degree of subcooling and superheating in low side of the system.
Keywords: Cascade refrigeration system, Genetic Algorithm, R507A, R23,
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21341052 Comparing Machine Learning Estimation of Fuel Consumption of Heavy-Duty Vehicles
Authors: Victor Bodell, Lukas Ekstrom, Somayeh Aghanavesi
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Fuel consumption (FC) is one of the key factors in determining expenses of operating a heavy-duty vehicle. A customer may therefore request an estimate of the FC of a desired vehicle. The modular design of heavy-duty vehicles allows their construction by specifying the building blocks, such as gear box, engine and chassis type. If the combination of building blocks is unprecedented, it is unfeasible to measure the FC, since this would first r equire the construction of the vehicle. This paper proposes a machine learning approach to predict FC. This study uses around 40,000 vehicles specific and o perational e nvironmental c onditions i nformation, such as road slopes and driver profiles. A ll v ehicles h ave d iesel engines and a mileage of more than 20,000 km. The data is used to investigate the accuracy of machine learning algorithms Linear regression (LR), K-nearest neighbor (KNN) and Artificial n eural n etworks (ANN) in predicting fuel consumption for heavy-duty vehicles. Performance of the algorithms is evaluated by reporting the prediction error on both simulated data and operational measurements. The performance of the algorithms is compared using nested cross-validation and statistical hypothesis testing. The statistical evaluation procedure finds that ANNs have the lowest prediction error compared to LR and KNN in estimating fuel consumption on both simulated and operational data. The models have a mean relative prediction error of 0.3% on simulated data, and 4.2% on operational data.Keywords: Artificial neural networks, fuel consumption, machine learning, regression, statistical tests.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8301051 Optimizing and Evaluating Performance Quality Control of the Production Process of Disposable Essentials Using Approach Vague Goal Programming
Authors: Hadi Gholizadeh, Ali Tajdin
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To have effective production planning, it is necessary to control the quality of processes. This paper aims at improving the performance of the disposable essentials process using statistical quality control and goal programming in a vague environment. That is expressed uncertainty because there is always a measurement error in the real world. Therefore, in this study, the conditions are examined in a vague environment that is a distance-based environment. The disposable essentials process in Kach Company was studied. Statistical control tools were used to characterize the existing process for four factor responses including the average of disposable glasses’ weights, heights, crater diameters, and volumes. Goal programming was then utilized to find the combination of optimal factors setting in a vague environment which is measured to apply uncertainty of the initial information when some of the parameters of the models are vague; also, the fuzzy regression model is used to predict the responses of the four described factors. Optimization results show that the process capability index values for disposable glasses’ average of weights, heights, crater diameters and volumes were improved. Such increasing the quality of the products and reducing the waste, which will reduce the cost of the finished product, and ultimately will bring customer satisfaction, and this satisfaction, will mean increased sales.Keywords: Goal programming, quality control, vague environment, disposable glasses’ optimization, fuzzy regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10401050 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis
Authors: Petr Gurný
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One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.
Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19191049 Some Results on Parallel Alternating Methods
Authors: Guangbin Wang, Fuping Tan
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In this paper, we investigate two parallel alternating methods for solving the system of linear equations Ax = b and give convergence theorems for the parallel alternating methods when the coefficient matrix is a nonsingular H-matrix. Furthermore, we give one example to show our results.
Keywords: Nonsingular H-matrix, parallel alternating method, convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11031048 Statistics of Exon Lengths in Animals, Plants, Fungi, and Protists
Authors: Alexander Kaplunovsky, Vladimir Khailenko, Alexander Bolshoy, Shara Atambayeva, AnatoliyIvashchenko
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Eukaryotic protein-coding genes are interrupted by spliceosomal introns, which are removed from the RNA transcripts before translation into a protein. The exon-intron structures of different eukaryotic species are quite different from each other, and the evolution of such structures raises many questions. We try to address some of these questions using statistical analysis of whole genomes. We go through all the protein-coding genes in a genome and study correlations between the net length of all the exons in a gene, the number of the exons, and the average length of an exon. We also take average values of these features for each chromosome and study correlations between those averages on the chromosomal level. Our data show universal features of exon-intron structures common to animals, plants, and protists (specifically, Arabidopsis thaliana, Caenorhabditis elegans, Drosophila melanogaster, Cryptococcus neoformans, Homo sapiens, Mus musculus, Oryza sativa, and Plasmodium falciparum). We have verified linear correlation between the number of exons in a gene and the length of a protein coded by the gene, while the protein length increases in proportion to the number of exons. On the other hand, the average length of an exon always decreases with the number of exons. Finally, chromosome clustering based on average chromosome properties and parameters of linear regression between the number of exons in a gene and the net length of those exons demonstrates that these average chromosome properties are genome-specific features.
Keywords: Comparative genomics, exon-intron structure, eukaryotic clustering, linear regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25731047 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
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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 1411046 Modeling the Fischer-Tropsch Reaction In a Slurry Bubble Column Reactor
Authors: F. Gholami, M. Torabi Angaji, Z. Gholami
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Fischer-Tropsch synthesis is one of the most important catalytic reactions that convert the synthetic gas to light and heavy hydrocarbons. One of the main issues is selecting the type of reactor. The slurry bubble reactor is suitable choice for Fischer- Tropsch synthesis because of its good qualification to transfer heat and mass, high durability of catalyst, low cost maintenance and repair. The more common catalysts for Fischer-Tropsch synthesis are Iron-based and Cobalt-based catalysts, the advantage of these catalysts on each other depends on which type of hydrocarbons we desire to produce. In this study, Fischer-Tropsch synthesis is modeled with Iron and Cobalt catalysts in a slurry bubble reactor considering mass and momentum balance and the hydrodynamic relations effect on the reactor behavior. Profiles of reactant conversion and reactant concentration in gas and liquid phases were determined as the functions of residence time in the reactor. The effects of temperature, pressure, liquid velocity, reactor diameter, catalyst diameter, gasliquid and liquid-solid mass transfer coefficients and kinetic coefficients on the reactant conversion have been studied. With 5% increase of liquid velocity (with Iron catalyst), H2 conversions increase about 6% and CO conversion increase about 4%, With 8% increase of liquid velocity (with Cobalt catalyst), H2 conversions increase about 26% and CO conversion increase about 4%. With 20% increase of gas-liquid mass transfer coefficient (with Iron catalyst), H2 conversions increase about 12% and CO conversion increase about 10% and with Cobalt catalyst H2 conversions increase about 10% and CO conversion increase about 6%. Results show that the process is sensitive to gas-liquid mass transfer coefficient and optimum condition operation occurs in maximum possible liquid velocity. This velocity must be more than minimum fluidization velocity and less than terminal velocity in such a way that avoid catalysts particles from leaving the fluidized bed.Keywords: Modeling, Fischer-Tropsch Synthesis, Slurry Bubble Column Reactor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30201045 Indoor Air Pollution of the Flexographic Printing Environment
Authors: Jelena S. Kiurski, Vesna S. Kecić, Snežana M. Aksentijević
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The identification and evaluation of organic and inorganic pollutants were performed in a flexographic facility in Novi Sad, Serbia. Air samples were collected and analyzed in situ, during 4-hours working time at five sampling points by the mobile gas chromatograph and ozonometer at the printing of collagen casing. Experimental results showed that the concentrations of isopropyl alcohol, acetone, total volatile organic compounds and ozone varied during the sampling times. The highest average concentrations of 94.80 ppm and 102.57 ppm were achieved at 200 minutes from starting the production for isopropyl alcohol and total volatile organic compounds, respectively. The mutual dependences between target hazardous and microclimate parameters were confirmed using a multiple linear regression model with software package STATISTICA 10. Obtained multiple coefficients of determination in the case of ozone and acetone (0.507 and 0.589) with microclimate parameters indicated a moderate correlation between the observed variables. However, a strong positive correlation was obtained for isopropyl alcohol and total volatile organic compounds (0.760 and 0.852) with microclimate parameters. Higher values of parameter F than Fcritical for all examined dependences indicated the existence of statistically significant difference between the concentration levels of target pollutants and microclimates parameters. Given that, the microclimate parameters significantly affect the emission of investigated gases and the application of eco-friendly materials in production process present a necessity.
Keywords: Flexographic printing, indoor air, multiple regression analysis, pollution emission.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13081044 Study on Seismic Performance of Reinforced Soil Walls to Modify the Pseudo Static Method
Authors: Majid Yazdandoust
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This study, tries to suggest a design method based on displacement using finite difference numerical modeling in reinforcing soil retaining wall with steel strip. In this case, dynamic loading characteristics such as duration, frequency, peak ground acceleration, geometrical characteristics of reinforced soil structure and type of the site are considered to correct the pseudo static method and finally introduce the pseudo static coefficient as a function of seismic performance level and peak ground acceleration. For this purpose, the influence of dynamic loading characteristics, reinforcement length, height of reinforced system and type of the site are investigated on seismic behavior of reinforcing soil retaining wall with steel strip. Numerical results illustrate that the seismic response of this type of wall is highly dependent to cumulative absolute velocity, maximum acceleration, and height and reinforcement length so that the reinforcement length can be introduced as the main factor in shape of failure. Considering the loading parameters, geometric parameters of the wall and type of the site showed that the used method in this study leads to efficient designs in comparison with other methods, which are usually based on limit-equilibrium concept. The outputs show the over-estimation of equilibrium design methods in comparison with proposed displacement based methods here.Keywords: Pseudo static coefficient, seismic performance design, numerical modeling, steel strip reinforcement, retaining walls, cumulative absolute velocity, failure shape.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21521043 Regression Approach for Optimal Purchase of Hosts Cluster in Fixed Fund for Hadoop Big Data Platform
Authors: Haitao Yang, Jianming Lv, Fei Xu, Xintong Wang, Yilin Huang, Lanting Xia, Xuewu Zhu
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Given a fixed fund, purchasing fewer hosts of higher capability or inversely more of lower capability is a must-be-made trade-off in practices for building a Hadoop big data platform. An exploratory study is presented for a Housing Big Data Platform project (HBDP), where typical big data computing is with SQL queries of aggregate, join, and space-time condition selections executed upon massive data from more than 10 million housing units. In HBDP, an empirical formula was introduced to predict the performance of host clusters potential for the intended typical big data computing, and it was shaped via a regression approach. With this empirical formula, it is easy to suggest an optimal cluster configuration. The investigation was based on a typical Hadoop computing ecosystem HDFS+Hive+Spark. A proper metric was raised to measure the performance of Hadoop clusters in HBDP, which was tested and compared with its predicted counterpart, on executing three kinds of typical SQL query tasks. Tests were conducted with respect to factors of CPU benchmark, memory size, virtual host division, and the number of element physical host in cluster. The research has been applied to practical cluster procurement for housing big data computing.
Keywords: Hadoop platform planning, optimal cluster scheme at fixed-fund, performance empirical formula, typical SQL query tasks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8371042 Child Homicide Victimization and Community Context: A Research Note
Authors: Bohsiu Wu
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Among serious crimes, child homicide is a rather rare event. However, the killing of children stirs up a special type of emotion in society that pales other criminal acts. This study examines the relevancy of three possible community-level explanations for child homicide: social deprivation, female empowerment, and social isolation. The social deprivation hypothesis posits that child homicide results from lack of resources in communities. The female empowerment hypothesis argues that a higher female status translates into a higher level of capability to prevent child homicide. Finally, the social isolation hypothesis regards child homicide as a result of lack of social connectivity. Child homicide data, aggregated by US postal ZIP codes in California from 1990 to 1999, were analyzed with a negative binomial regression. The results of the negative binomial analysis demonstrate that social deprivation is the most salient and consistent predictor among all other factors in explaining child homicide victimization at the ZIP-code level. Both social isolation and female labor force participation are weak predictors of child homicide victimization across communities. Further, results from the negative binomial regression show that it is the communities with a higher, not lower, degree of female labor force participation that are associated with a higher count of child homicide. It is possible that poor communities with a higher level of female employment have a lesser capacity to provide the necessary care and protection for the children. Policies aiming at reducing social deprivation and strengthening female empowerment possess the potential to reduce child homicide in the community.
Keywords: Child homicide, deprivation, empowerment, isolation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6891041 Factors Affecting Slot Machine Performance in an Electronic Gaming Machine Facility
Authors: Etienne Provencal, David L. St-Pierre
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A facility exploiting only electronic gambling machines (EGMs) opened in 2007 in Quebec City, Canada under the name of Salons de Jeux du Québec (SdjQ). This facility is one of the first worldwide to rely on that business model. This paper models the performance of such EGMs. The interest from a managerial point of view is to identify the variables that can be controlled or influenced so that a comprehensive model can help improve the overall performance of the business. The EGM individual performance model contains eight different variables under study (Game Title, Progressive jackpot, Bonus Round, Minimum Coin-in, Maximum Coin-in, Denomination, Slant Top and Position). Using data from Quebec City’s SdjQ, a linear regression analysis explains 90.80% of the EGM performance. Moreover, results show a behavior slightly different than that of a casino. The addition of GameTitle as a factor to predict the EGM performance is one of the main contributions of this paper. The choice of the game (GameTitle) is very important. Games having better position do not have significantly better performance than games located elsewhere on the gaming floor. Progressive jackpots have a positive and significant effect on the individual performance of EGMs. The impact of BonusRound on the dependent variable is significant but negative. The effect of Denomination is significant but weakly negative. As expected, the Language of an EGMS does not impact its individual performance. This paper highlights some possible improvements by indicating which features are performing well. Recommendations are given to increase the performance of the EGMs performance.
Keywords: EGM, linear regression, model prediction, slot operations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15631040 Machine Learning Framework: Competitive Intelligence and Key Drivers Identification of Market Share Trends among Healthcare Facilities
Authors: A. Appe, B. Poluparthi, L. Kasivajjula, U. Mv, S. Bagadi, P. Modi, A. Singh, H. Gunupudi, S. Troiano, J. Paul, J. Stovall, J. Yamamoto
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The necessity of data-driven decisions in healthcare strategy formulation is rapidly increasing. A reliable framework which helps identify factors impacting a healthcare provider facility or a hospital (from here on termed as facility) market share is of key importance. This pilot study aims at developing a data-driven machine learning-regression framework which aids strategists in formulating key decisions to improve the facility’s market share which in turn impacts in improving the quality of healthcare services. The US (United States) healthcare business is chosen for the study, and the data spanning 60 key facilities in Washington State and about 3 years of historical data are considered. In the current analysis, market share is termed as the ratio of the facility’s encounters to the total encounters among the group of potential competitor facilities. The current study proposes a two-pronged approach of competitor identification and regression approach to evaluate and predict market share, respectively. Leveraged model agnostic technique, SHAP (SHapley Additive exPlanations), to quantify the relative importance of features impacting the market share. Typical techniques in literature to quantify the degree of competitiveness among facilities use an empirical method to calculate a competitive factor to interpret the severity of competition. The proposed method identifies a pool of competitors, develops Directed Acyclic Graphs (DAGs) and feature level word vectors, and evaluates the key connected components at the facility level. This technique is robust since it is data-driven, which minimizes the bias from empirical techniques. The DAGs factor in partial correlations at various segregations and key demographics of facilities along with a placeholder to factor in various business rules (for e.g., quantifying the patient exchanges, provider references, and sister facilities). Identified are the multiple groups of competitors among facilities. Leveraging the competitors' identified developed and fine-tuned Random Forest Regression model to predict the market share. To identify key drivers of market share at an overall level, permutation feature importance of the attributes was calculated. For relative quantification of features at a facility level, incorporated SHAP, a model agnostic explainer. This helped to identify and rank the attributes at each facility which impacts the market share. This approach proposes an amalgamation of the two popular and efficient modeling practices, viz., machine learning with graphs and tree-based regression techniques to reduce the bias. With these, we helped to drive strategic business decisions.
Keywords: Competition, DAGs, hospital, healthcare, machine learning, market share, random forest, SHAP.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2841039 Electricity Load Modeling: An Application to Italian Market
Authors: Giovanni Masala, Stefania Marica
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Forecasting electricity load plays a crucial role regards decision making and planning for economical purposes. Besides, in the light of the recent privatization and deregulation of the power industry, the forecasting of future electricity load turned out to be a very challenging problem. Empirical data about electricity load highlights a clear seasonal behavior (higher load during the winter season), which is partly due to climatic effects. We also emphasize the presence of load periodicity at a weekly basis (electricity load is usually lower on weekends or holidays) and at daily basis (electricity load is clearly influenced by the hour). Finally, a long-term trend may depend on the general economic situation (for example, industrial production affects electricity load). All these features must be captured by the model. The purpose of this paper is then to build an hourly electricity load model. The deterministic component of the model requires non-linear regression and Fourier series while we will investigate the stochastic component through econometrical tools. The calibration of the parameters’ model will be performed by using data coming from the Italian market in a 6 year period (2007- 2012). Then, we will perform a Monte Carlo simulation in order to compare the simulated data respect to the real data (both in-sample and out-of-sample inspection). The reliability of the model will be deduced thanks to standard tests which highlight a good fitting of the simulated values.Keywords: ARMA-GARCH process, electricity load, fitting tests, Fourier series, Monte Carlo simulation, non-linear regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14861038 Regional Analysis of Streamflow Drought: A Case Study for Southwestern Iran
Authors: M. Byzedi, B. Saghafian
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Droughts are complex, natural hazards that, to a varying degree, affect some parts of the world every year. The range of drought impacts is related to drought occurring in different stages of the hydrological cycle and usually different types of droughts, such as meteorological, agricultural, hydrological, and socioeconomical are distinguished. Streamflow drought was analyzed by the method of truncation level (at 70% level) on daily discharges measured in 54 hydrometric stations in southwestern Iran. Frequency analysis was carried out for annual maximum series (AMS) of drought deficit volume and duration series. Some factors including physiographic, climatic, geologic, and vegetation cover were studied as influential factors in the regional analysis. According to the results of factor analysis, six most effective factors were identified as area, rainfall from December to February, the percent of area with Normalized Difference Vegetation Index (NDVI) <0.1, the percent of convex area, drainage density and the minimum of watershed elevation that explained 90.9% of variance. The homogenous regions were determined by cluster analysis and discriminate function analysis. Suitable multivariate regression models were evaluated for streamflow drought deficit volume with 2 years return period. The significance level of regression models was 0.01. The results showed that the watershed area is the most effective factor with high correlation with deficit volume. Also, drought duration was not a suitable drought index for regional analysis.Keywords: Iran, Streamflow drought, truncation level method, regional analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17441037 Evaluation of the Impact of Dataset Characteristics for Classification Problems in Biological Applications
Authors: Kanthida Kusonmano, Michael Netzer, Bernhard Pfeifer, Christian Baumgartner, Klaus R. Liedl, Armin Graber
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Availability of high dimensional biological datasets such as from gene expression, proteomic, and metabolic experiments can be leveraged for the diagnosis and prognosis of diseases. Many classification methods in this area have been studied to predict disease states and separate between predefined classes such as patients with a special disease versus healthy controls. However, most of the existing research only focuses on a specific dataset. There is a lack of generic comparison between classifiers, which might provide a guideline for biologists or bioinformaticians to select the proper algorithm for new datasets. In this study, we compare the performance of popular classifiers, which are Support Vector Machine (SVM), Logistic Regression, k-Nearest Neighbor (k-NN), Naive Bayes, Decision Tree, and Random Forest based on mock datasets. We mimic common biological scenarios simulating various proportions of real discriminating biomarkers and different effect sizes thereof. The result shows that SVM performs quite stable and reaches a higher AUC compared to other methods. This may be explained due to the ability of SVM to minimize the probability of error. Moreover, Decision Tree with its good applicability for diagnosis and prognosis shows good performance in our experimental setup. Logistic Regression and Random Forest, however, strongly depend on the ratio of discriminators and perform better when having a higher number of discriminators.
Keywords: Classification, High dimensional data, Machine learning
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2384