Search results for: statistical classifiers.
663 Seasonal Variations in Surface Water Quality, Samut Songkram Province, Thailand
Authors: Sivapan Choo-In, Chaisri Tharasawatpipat, Srisuwan Kaseamsawat, Tatsanawalai Utarasakul
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The research aims to study the quality of surface water for consumer in Samut Songkram province. Water sample were collected from 217 sampling sites conclude 72 sampling sites in Amphawa, 67 sampling sites in Bangkhonthee and 65 sampling sites in Muang. Water sample were collected in December 2011 for winter, March 2012 for summer and August 2012 for rainy season. From the investigation of surface water quality in Mae Klong River, main and tributaries canals in Samut Songkram province, we found that water quality meet the type III of surface water quality standard issued by the National Environmental Quality Act B.E. 1992. Seasonal variations of pH, Temperature, nitrate, lead and cadmium have statistical differences between 3 seasons.
Keywords: Samut Songkram Province, Surface water quality.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2120662 A Family of Distributions on Learnable Problems without Uniform Convergence
Authors: César Garza
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In supervised binary classification and regression problems, it is well-known that learnability is equivalent to uniform convergence of the hypothesis class, and if a problem is learnable, it is learnable by empirical risk minimization. For the general learning setting of unsupervised learning tasks, there are non-trivial learning problems where uniform convergence does not hold. We present here the task of learning centers of mass with an extra feature that “activates” some of the coordinates over the unit ball in a Hilbert space. We show that the learning problem is learnable under a stable RLM rule. We introduce a family of distributions over the domain space with some mild restrictions for which the sample complexity of uniform convergence for these problems must grow logarithmically with the dimension of the Hilbert space. If we take this dimension to infinity, we obtain a learnable problem for which the uniform convergence property fails for a vast family of distributions.
Keywords: Statistical learning theory, learnability, uniform convergence, stability, regularized loss minimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 354661 Spatial Distribution and Risk Assessment of As, Hg, Co and Cr in Kaveh Industrial City, using Geostatistic and GIS
Authors: Abbas Hani
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The concentrations of As, Hg, Co, Cr and Cd were tested for each soil sample, and their spatial patterns were analyzed by the semivariogram approach of geostatistics and geographical information system technology. Multivariate statistic approaches (principal component analysis and cluster analysis) were used to identify heavy metal sources and their spatial pattern. Principal component analysis coupled with correlation between heavy metals showed that primary inputs of As, Hg and Cd were due to anthropogenic while, Co, and Cr were associated with pedogenic factors. Ordinary kriging was carried out to map the spatial patters of heavy metals. The high pollution sources evaluated was related with usage of urban and industrial wastewater. The results of this study helpful for risk assessment of environmental pollution for decision making for industrial adjustment and remedy soil pollution.Keywords: Geographic Information system, Geostatistics, Kaveh, Multivariate Statistical Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1980660 Comparative Study of Filter Characteristics as Statistical Vocal Correlates of Clinical Psychiatric State in Human
Authors: Thaweesak Yingthawornsuk, Chusak Thanawattano
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Acoustical properties of speech have been shown to be related to mental states of speaker with symptoms: depression and remission. This paper describes way to address the issue of distinguishing depressed patients from remitted subjects based on measureable acoustics change of their spoken sound. The vocal-tract related frequency characteristics of speech samples from female remitted and depressed patients were analyzed via speech processing techniques and consequently, evaluated statistically by cross-validation with Support Vector Machine. Our results comparatively show the classifier's performance with effectively correct separation of 93% determined from testing with the subjectbased feature model and 88% from the frame-based model based on the same speech samples collected from hospital visiting interview sessions between patients and psychiatrists.Keywords: Depression, SVM, Vocal Extract, Vocal Tract
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1541659 Using Single Decision Tree to Assess the Impact of Cutting Conditions on Vibration
Authors: S. Ghorbani, N. I. Polushin
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Vibration during machining process is crucial since it affects cutting tool, machine, and workpiece leading to a tool wear, tool breakage, and an unacceptable surface roughness. This paper applies a nonparametric statistical method, single decision tree (SDT), to identify factors affecting on vibration in machining process. Workpiece material (AISI 1045 Steel, AA2024 Aluminum alloy, A48-class30 Gray Cast Iron), cutting tool (conventional, cutting tool with holes in toolholder, cutting tool filled up with epoxy-granite), tool overhang (41-65 mm), spindle speed (630-1000 rpm), feed rate (0.05-0.075 mm/rev) and depth of cut (0.05-0.15 mm) were used as input variables, while vibration was the output parameter. It is concluded that workpiece material is the most important parameters for natural frequency followed by cutting tool and overhang.Keywords: Cutting condition, vibration, natural frequency, decision tree, CART algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1434658 Preliminary Knowledge Extraction from Beethoven’s Sonatas: from Musical Referential Patterns to Emotional Normative Ratings
Authors: Christina Volioti, Sotiris Manitsaris, Eleni Katsouli, Vasiliki Tsekouropoulou, Leontios J. Hadjileontiadis
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The piano sonatas of Beethoven represent part of the Intangible Cultural Heritage. The aims of this research were to further explore this intangibility by placing emphasis on defining emotional normative ratings for the “Waldstein” (Op. 53) and “Tempest” (Op. 31) Sonatas of Beethoven. To this end, a musicological analysis was conducted on these particular sonatas and referential patterns in these works of Beethoven were defined. Appropriate interactive questionnaires were designed in order to create a statistical normative rating that describes the emotional status when an individual listens to these musical excerpts. Based on these ratings, it is possible for emotional annotations for these same referential patterns to be created and integrated into the music score.
Keywords: Emotional annotations, intangible cultural heritage, musicological analysis, normative ratings.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 857657 Experimental Analysis of Diesel Hydrotreating Reactor to Development a Simplified Tool for Process Real- time Optimization
Authors: S.Shokri, S.Zahedi, M.Ahmadi Marvast, B. Baloochi, H.Ganji
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In this research, a systematic investigation was carried out to determine the optimum conditions of HDS reactor. Moreover, a suitable model was developed for a rigorous RTO (real time optimization) loop of HDS (Hydro desulfurization) process. A systematic experimental series was designed based on CCD (Central Composite design) and carried out in the related pilot plant to tune the develop model. The designed variables in the experiments were Temperature, LHSV and pressure. However, the hydrogen over fresh feed ratio was remained constant. The ranges of these variables were respectively equal to 320-380ºC, 1- 21/hr and 50-55 bar. a power law kinetic model was also developed for our further research in the future .The rate order and activation energy , power of reactant concentration and frequency factor of this model was respectively equal to 1.4, 92.66 kJ/mol and k0=2.7*109 .
Keywords: Statistical model, Multiphase Reactors, Gas oil, Hydrodesulfurization, Optimization, Kinetics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2686656 Model-Based Small Area Estimation with Application to Unemployment Estimates
Authors: Hichem Omrani, Philippe Gerber, Patrick Bousch
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The problem of Small Area Estimation (SAE) is complex because of various information sources and insufficient data. In this paper, an approach for SAE is presented for decision-making at national, regional and local level. We propose an Empirical Best Linear Unbiased Predictor (EBLUP) as an estimator in order to combine several information sources to evaluate various indicators. First, we present the urban audit project and its environmental, social and economic indicators. Secondly, we propose an approach for decision making in order to estimate indicators. An application is used to validate the theoretical proposal. Finally, a decision support system is presented based on open-source environment.
Keywords: Small area estimation, statistical method, sampling, empirical best linear unbiased predictor (EBLUP), decision-making.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1712655 International Marketing in Business Practice of Small and Medium-Sized Enterprises
Authors: K. Matušínská, Z. Bednarčík, M. Klepek
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This paper examines international marketing in business practice of Czech exporting small and medium-sized enterprises (SMEs) with regard to the strategic perspectives. Research was focused on Czech exporting SMEs from Moravian- Silesia region and their behavior on international markets. For purpose of collecting data, a questionnaire was given to 262 SMEs involved in international business. Statistics utilized in this research included frequency, mean, percentage, and chi-square test. Data were analyzed by Statistical Package for the Social Sciences software. The research analysis disclosed that there is certain space for improvement in strategic marketing especially in a marketing research, perception of cultural and social differences, product adaptation and usage of marketing communication tools.
Keywords: International Marketing, Marketing Mix, Marketing Research, Small and Medium-sized Enterprises (SMEs), Strategic Marketing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2106654 Applications of Artificial Neural Network to Building Statistical Models for Qualifying and Indexing Radiation Treatment Plans
Authors: Pei-Ju Chao, Tsair-Fwu Lee, Wei-Luen Huang, Long-Chang Chen, Te-Jen Su, Wen-Ping Chen
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The main goal in this paper is to quantify the quality of different techniques for radiation treatment plans, a back-propagation artificial neural network (ANN) combined with biomedicine theory was used to model thirteen dosimetric parameters and to calculate two dosimetric indices. The correlations between dosimetric indices and quality of life were extracted as the features and used in the ANN model to make decisions in the clinic. The simulation results show that a trained multilayer back-propagation neural network model can help a doctor accept or reject a plan efficiently. In addition, the models are flexible and whenever a new treatment technique enters the market, the feature variables simply need to be imported and the model re-trained for it to be ready for use.Keywords: neural network, dosimetric index, radiation treatment, tumor
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1690653 Faults Forecasting System
Authors: Hanaa E.Sayed, Hossam A. Gabbar, Shigeji Miyazaki
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This paper presents Faults Forecasting System (FFS) that utilizes statistical forecasting techniques in analyzing process variables data in order to forecast faults occurrences. FFS is proposing new idea in detecting faults. Current techniques used in faults detection are based on analyzing the current status of the system variables in order to check if the current status is fault or not. FFS is using forecasting techniques to predict future timing for faults before it happens. Proposed model is applying subset modeling strategy and Bayesian approach in order to decrease dimensionality of the process variables and improve faults forecasting accuracy. A practical experiment, designed and implemented in Okayama University, Japan, is implemented, and the comparison shows that our proposed model is showing high forecasting accuracy and BEFORE-TIME.Keywords: Bayesian Techniques, Faults Detection, Forecasting techniques, Multivariate Analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1552652 The Effect of Precipitation on Weed Infestation of Spring Barley under Different Tillage Conditions
Authors: J. Winkler, S. Chovancová
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The article deals with the relation between rainfall in selected months and subsequent weed infestation of spring barley. The field experiment was performed at Mendel University agricultural enterprise in Žabčice, Czech Republic. Weed infestation was measured in spring barley vegetation in years 2004 to 2012. Barley was grown in three tillage variants: conventional tillage technology (CT), minimization tillage technology (MT), and no tillage (NT). Precipitation was recorded in one-day intervals. Monthly precipitation was calculated from the measured values in the months of October through to April. The technique of canonical correspondence analysis was applied for further statistical processing. 41 different species of weeds were found in the course of the 9-year monitoring period. The results clearly show that precipitation affects the incidence of most weed species in the selected months, but acts differently in the monitored variants of tillage technologies.
Keywords: Weeds, precipitation, tillage, weed infestation forecast.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1641651 Determining the Criteria and their Importance Level of Calibration Supplier Selection
Authors: Ayse Gecer, Nihal Erginel
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Quality control is the crucial step for ISO 9001 Quality System Management Standard for companies. While measuring the quality level of both raw material and semi product/product, the calibration of the measuring device is an essential requirement. Calibration suppliers are in the service sector and therefore the calibration supplier selection is becoming a worthy topic for improving service quality. This study presents the results of a questionnaire about the selection criteria of a calibration supplier. The questionnaire was applied to 103 companies and the results are discussed in this paper. The analysis was made with MINITAB 14.0 statistical programs. “Competence of documentations" and “technical capability" are defined as the prerequisites because of the ISO/IEC17025:2005 standard. Also “warranties and complaint policy", “communication", “service features", “quality" and “performance history" are defined as very important criteria for calibration supplier selection.Keywords: Calibration, criteria of calibration supplier selection, calibration supplier selection, questionnaire
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2008650 Importance of Macromineral Ratios and Products in Association with Vitamin D in Pediatric Obesity Including Metabolic Syndrome
Authors: Mustafa M. Donma, Orkide Donma
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Metabolisms of macrominerals, those of calcium, phosphorus and magnesium, are closely associated with the metabolism of vitamin D. Particularly magnesium, the second most abundant intracellular cation, is related to biochemical and metabolic processes in the body, such as those of carbohydrates, proteins and lipids. The status of each mineral was investigated in obesity to some extent. Their products and ratios may possibly give much more detailed information about the matter. The aim of this study is to investigate possible relations between each macromineral and some obesity-related parameters. This study was performed on 235 children, whose ages were between 06-18 years. Aside from anthropometric measurements, hematological analyses were performed. TANITA body composition monitor using bioelectrical impedance analysis technology was used to establish some obesity-related parameters including basal metabolic rate (BMR), total fat, mineral and muscle masses. World Health Organization body mass index (BMI) percentiles for age and sex were used to constitute the groups. The values above 99th percentile were defined as morbid obesity. Those between 95th and 99th percentiles were included into the obese group. The overweight group comprised of children whose percentiles were between 95 and 85. Children between the 85th and 15th percentiles were defined as normal. Metabolic syndrome (MetS) components (waist circumference, fasting blood glucose, triacylglycerol, high density lipoprotein cholesterol, systolic pressure, diastolic pressure) were determined. High performance liquid chromatography was used to determine Vitamin D status by measuring 25-hydroxy cholecalciferol (25-hydroxy vitamin D3, 25(OH)D). Vitamin D values above 30.0 ng/ml were accepted as sufficient. SPSS statistical package program was used for the evaluation of data. The statistical significance degree was accepted as p < 0.05. The important points were the correlations found between vitamin D and magnesium as well as phosphorus (p < 0.05) that existed in the group with normal BMI values. These correlations were lost in the other groups. The ratio of phosphorus to magnesium was even much more highly correlated with vitamin D (p < 0.001). The negative correlation between magnesium and total fat mass (p < 0.01) was confined to the MetS group showing the inverse relationship between magnesium levels and obesity degree. In this group, calcium*magnesium product exhibited the highest correlation with total fat mass (p < 0.001) among all groups. Only in the MetS group was a negative correlation found between BMR and calcium*magnesium product (p < 0.05). In conclusion, magnesium is located at the center of attraction concerning its relationships with vitamin D, fat mass and MetS. The ratios and products derived from macrominerals including magnesium have pointed out stronger associations other than each element alone. Final considerations have shown that unique correlations of magnesium as well as calcium*magnesium product with total fat mass have drawn attention particularly in the MetS group, possibly due to the derangements in some basic elements of carbohydrate as well as lipid metabolism.Keywords: Macrominerals, metabolic syndrome, pediatric obesity, vitamin D.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 804649 A Dynamic Equation for Downscaling Surface Air Temperature
Authors: Ch. Surawut, D. Sukawat
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In order to utilize results from global climate models, dynamical and statistical downscaling techniques have been developed. For dynamical downscaling, usually a limited area numerical model is used, with associated high computational cost. This research proposes dynamic equation for specific space-time regional climate downscaling from the Educational Global Climate Model (EdGCM) for Southeast Asia. The equation is for surface air temperature. This equation provides downscaling values of surface air temperature at any specific location and time without running a regional climate model. In the proposed equations, surface air temperature is approximated from ground temperature, sensible heat flux and 2m wind speed. Results from the application of the equation show that the errors from the proposed equations are less than the errors for direct interpolation from EdGCM.Keywords: Dynamic Equation, Downscaling, Inverse distance weight interpolation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2455648 Statistical Wavelet Features, PCA, and SVM Based Approach for EEG Signals Classification
Authors: R. K. Chaurasiya, N. D. Londhe, S. Ghosh
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The study of the electrical signals produced by neural activities of human brain is called Electroencephalography. In this paper, we propose an automatic and efficient EEG signal classification approach. The proposed approach is used to classify the EEG signal into two classes: epileptic seizure or not. In the proposed approach, we start with extracting the features by applying Discrete Wavelet Transform (DWT) in order to decompose the EEG signals into sub-bands. These features, extracted from details and approximation coefficients of DWT sub-bands, are used as input to Principal Component Analysis (PCA). The classification is based on reducing the feature dimension using PCA and deriving the supportvectors using Support Vector Machine (SVM). The experimental are performed on real and standard dataset. A very high level of classification accuracy is obtained in the result of classification.
Keywords: Discrete Wavelet Transform, Electroencephalogram, Pattern Recognition, Principal Component Analysis, Support Vector Machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3113647 Impact of Metallic Furniture on UWB Channel Statistical Characteristics by BER
Authors: Yu-Shuai Chen , Chien-Ching Chiu , Chung-Hsin Huang, Chien-Hung Chen
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The bit error rate (BER) performance for ultra-wide band (UWB) indoor communication with impact of metallic furniture is investigated. The impulse responses of different indoor environments for any transmitter and receiver location are computed by shooting and bouncing ray/image and inverse Fourier transform techniques. By using the impulse responses of these multipath channels, the BER performance for binary pulse amplitude modulation (BPAM) impulse radio UWB communication system are calculated. Numerical results have shown that the multi-path effect by the metallic cabinets is an important factor for BER performance. Also the outage probability for the UWB multipath environment with metallic cabinets is more serious (about 18%) than with wooden cabinets. Finally, it is worth noting that in these cases the present work provides not only comparative information but also quantitative information on the performance reduction.Keywords: UWB, multipath, outage probability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1431646 Dynamics of Functional Composition of a Brazilian Tropical Forest in Response to Drought Stress
Authors: Theodore N.S. Karfakis, Anna Andrade
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The aim of this study was to examine the dynamics of functional composition of a non flooded Amazonian forest in response to drought stress in terms of diameter growth, recruitment and mortality. The survey was carried out in the continuous forest of the Biological dynamics of forest fragments project 90 km outside the city of Manaus, state of Amazonas Brazil. All stems >10 cm dbh where identified to species level and monitored in 18 one hectare permanent sample plots from 1981 to 2004.For statistical analysis all species where aggregated in three ecological guilds. Two distinct drought events occurred in 1983 and 1997. Results showed that more early successional species performed better than later successional ones. Response was significant for both events but for the 1997 event this was more pronounced possibly because of the fact that the event was in the middle of the dry rather than the wet period as was the 1983 one.
Keywords: Brazil, functional composition, drought, Amazonian non flooded forest.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1702645 Dissolution Leaching Kinetics of Ulexite in Sodium Dihydrogen Phosphate Solutions
Authors: Emine Teke, Soner Kuşlu, Sabri Çolak, Turan Çalban
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The aim of the present study was to investigate the dissolution kinetics of ulexite in sodium dihydrogen phosphate in a mechanical agitation system and also to declare an alternative reactant to produce the boric acid. Reaction temperature, concentration of sodium dihydrogen phosphate, stirring speed, solid-liquid ratio, and ulexite particle size were selected as parameters. The experimental results were successfully correlated by using linear regression and a statistical program. Dissolution curves were evaluated in order to test the shrinking core models for solid-fluid systems. It was observed that increase in the reaction temperature and decrease in the solid/liquid ratio causes an increase in the dissolution rate of ulexite. The activation energy was found to be 36.4 kJ/mol. The leaching of ulexite was controlled by diffusion through the ash (or product) layer.Keywords: Sodium dihydrogen phosphate, leaching kinetics, ulexite.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1592644 Development of a Rating Scale for Elementary EFL Writing
Authors: Mohammed S. Assiri
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In EFL programs, rating scales used in writing assessment are often constructed by intuition. Intuition-based scales tend to provide inaccurate and divisive ratings of learners’ writing performance. Hence, following an empirical approach, this study attempted to develop a rating scale for elementary-level writing at an EFL program in Saudi Arabia. Towards this goal, 98 students’ essays were scored and then coded using comprehensive taxonomy of writing constructs and their measures. An automatic linear modeling was run to find out which measures would best predict essay scores. A nonparametric ANOVA, the Kruskal-Wallis test, was then used to determine which measures could best differentiate among scoring levels. Findings indicated that there were certain measures that could serve as either good predictors of essay scores or differentiators among scoring levels, or both. The main conclusion was that a rating scale can be empirically developed using predictive and discriminative statistical tests.
Keywords: Analytic scoring, rating scales, writing assessment, writing performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3500643 Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart
Authors: Y. Areepong
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The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL0). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).
Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1984642 Antecedents and Loyalty of Foreign Tourists towards Attractions in Bangkok Metropolitan Area, Thailand
Authors: Arunroong Wongkungwan
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This study aimed to investigate the influence of selected antecedents, which were tourists’ satisfaction towards attractions in Bangkok, perceived value of the attractions, feelings of engagement with the attractions, acquaintance with the attractions, push factors, pull factors and motivation to seek novelty, on foreign tourist’s loyalty towards tourist attractions in Bangkok. By using multi stage sampling technique, 400 international tourists were sampled. After that, Semi Structural Equation Model was utilized in the analysis stage by LISREL. The Semi Structural Equation Model of the selected antecedents of tourist’s loyalty attractions had a correlation with the empirical data through the following statistical descriptions: Chi- square = 3.43, df = 4, P- value = 0.48893; RMSEA = 0.000; CFI = 1.00; CN = 1539.75; RMR = 0.0022; GFI = 1.00 and AGFI = 0.98. The findings indicated that all antecedents were able together to predict the loyalty of the foreign tourists who visited Bangkok at 73 percent.
Keywords: Antecedents, Loyalty, Foreign Tourists, Tourist Attractions, Bangkok.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2121641 Financial Instrument with High Investment Risk on the Warsaw Stock Exchange
Authors: Piotr Prewysz-Kwinto
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The market of financial instruments with high risk is developing very dynamically in recent years and attracts more and more interest of investors. It consists essentially of two groups of instruments, i.e. derivatives and exchange traded product (ETP), and each year new types are introduced and offered to investors. The aim of this paper is to present the principles concerning financial instruments with high investment risk available on the Warsaw Stock Exchange (WSE), because they have quite complex constructions, and to evaluate the development of this market. In order to achieve this aim, statistical data from 2014-2016 was analyzed. The results confirm that the financial instruments with high investment risk available on the WSE constitute a diversified and the most numerous group of financial instruments and attract the most interest of investors. Responsible investing requires, however, a good knowledge of how they work and how they can generate profit to not expose oneself to unexpected losses.
Keywords: Derivatives, exchange traded products, financial instruments, financial market, risk, stock exchange.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1009640 Using Combination of Optimized Recurrent Neural Network with Design of Experiments and Regression for Control Chart Forecasting
Authors: R. Behmanesh, I. Rahimi
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recurrent neural network (RNN) is an efficient tool for modeling production control process as well as modeling services. In this paper one RNN was combined with regression model and were employed in order to be checked whether the obtained data by the model in comparison with actual data, are valid for variable process control chart. Therefore, one maintenance process in workshop of Esfahan Oil Refining Co. (EORC) was taken for illustration of models. First, the regression was made for predicting the response time of process based upon determined factors, and then the error between actual and predicted response time as output and also the same factors as input were used in RNN. Finally, according to predicted data from combined model, it is scrutinized for test values in statistical process control whether forecasting efficiency is acceptable. Meanwhile, in training process of RNN, design of experiments was set so as to optimize the RNN.Keywords: RNN, DOE, regression, control chart.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1659639 Online Structural Health Monitoring of Ball Bearings
Authors: Matta S. N. S. Kiran, Manikantadhar Maheswaram, Akshat Upadhyay, Rohit Mishra, Bhagat Singh
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A bearing is a very common and useful component of mechanical systems in order to transfer power from one end to another. Therefore, to ensure the accountability and robustness of the rotating mechanical systems, the bearing part's health condition must be checked at regular intervals, also known as preventive maintenance. This condition may lead to unnecessary higher maintenance costs and later result in higher production costs. These costs can be minimized by diagnosing the faulty bearing in its incipient stage. This paper describes an approach to detect rolling bearing defects based on Empirical Mode Decomposition. The novelty of the proposed methodology is validated experimentally using Case Western Reserve University bearing's data sets. The selected data sets comprise the two vibration signals, i.e., inner race and outer, for healthy and faulty conditions.
Keywords: Ball bearing, denoising, signal processing, statistical indicators.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 498638 The Experimental and Statistical Analysis of the Wood Strength against Pressure According to Different Wood Types, Sizes, and Coatings
Authors: Mustafa Altin, Sakir Tasdemir, Gamze Fahriye Pehlivan, Sadiye Didem Boztepe Erkis, Sevda Altin
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In this study, an experiment was executed related to the strength of wooden materials which have been commonly used both in the past and present against pressure and whether fire retardant materials used against fire have any effects or not. Totally 81 samples which included 3 different wood species, 3 different sizes, 2 different fire retardants and 2 unprocessed samples were prepared. Compressive pressure tests were applied to the prepared samples, their variance analyses were executed in accordance with the obtained results and it was aimed to determine the most convenient wooden materials and fire-retardant coating material. It was also determined that the species of wood and the species of coating caused the decrease and/or increase in the resistance against pressure.
Keywords: Resistance of wood against pressure, species of wood, variance analysis, wood coating, wood fire safety.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1715637 Optimized Calculation of Hourly Price Forward Curve (HPFC)
Authors: Ahmed Abdolkhalig
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This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.Keywords: Forward curve, furrier series, regression, radial basic function neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4228636 Application of Life Data Analysis for the Reliability Assessment of Numerical Overcurrent Relays
Authors: Mohd Iqbal Ridwan, Kerk Lee Yen, Aminuddin Musa, Bahisham Yunus
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Protective relays are components of a protection system in a power system domain that provides decision making element for correct protection and fault clearing operations. Failure of the protection devices may reduce the integrity and reliability of the power system protection that will impact the overall performance of the power system. Hence it is imperative for power utilities to assess the reliability of protective relays to assure it will perform its intended function without failure. This paper will discuss the application of reliability analysis using statistical method called Life Data Analysis in Tenaga Nasional Berhad (TNB), a government linked power utility company in Malaysia, namely Transmission Division, to assess and evaluate the reliability of numerical overcurrent protective relays from two different manufacturers.Keywords: Life data analysis, Protective relays, Reliability, Weibull Distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3981635 Confidence Intervals for the Difference of Two Normal Population Variances
Authors: Suparat Niwitpong
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Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Generalized Confidence Intervals. Journal of the American Statistical Association, 88(423): 899-905, 1993.] and the closed form method of variance estimation of Zou, Huo and Taleban [Simple confidence intervals for lognormal means and their differences with environmental applications. Environmetrics 20: 172-180, 2009]. Monte Carlo simulation results indicate that our proposed confidence intervals give a better coverage probability than that of the existing confidence interval. Also two new confidence intervals perform similarly based on their coverage probabilities and their average length widths.
Keywords: Confidence interval, generalized confidence interval, the closed form method of variance estimation, variance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2778634 Inferring the Dynamics of “Hidden“ Neurons from Electrophysiological Recordings
Authors: Valeri A. Makarov, Nazareth P. Castellanos
Abstract:
Statistical analysis of electrophysiological recordings obtained under, e.g. tactile, stimulation frequently suggests participation in the network dynamics of experimentally unobserved “hidden" neurons. Such interneurons making synapses to experimentally recorded neurons may strongly alter their dynamical responses to the stimuli. We propose a mathematical method that formalizes this possibility and provides an algorithm for inferring on the presence and dynamics of hidden neurons based on fitting of the experimental data to spike trains generated by the network model. The model makes use of Integrate and Fire neurons “chemically" coupled through exponentially decaying synaptic currents. We test the method on simulated data and also provide an example of its application to the experimental recording from the Dorsal Column Nuclei neurons of the rat under tactile stimulation of a hind limb.Keywords: Integrate and fire neuron, neural network models, spike trains.
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