Search results for: Binary logistic regression
420 Performance Assessment of Multi-Level Ensemble for Multi-Class Problems
Authors: Rodolfo Lorbieski, Silvia Modesto Nassar
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Many supervised machine learning tasks require decision making across numerous different classes. Multi-class classification has several applications, such as face recognition, text recognition and medical diagnostics. The objective of this article is to analyze an adapted method of Stacking in multi-class problems, which combines ensembles within the ensemble itself. For this purpose, a training similar to Stacking was used, but with three levels, where the final decision-maker (level 2) performs its training by combining outputs from the tree-based pair of meta-classifiers (level 1) from Bayesian families. These are in turn trained by pairs of base classifiers (level 0) of the same family. This strategy seeks to promote diversity among the ensembles forming the meta-classifier level 2. Three performance measures were used: (1) accuracy, (2) area under the ROC curve, and (3) time for three factors: (a) datasets, (b) experiments and (c) levels. To compare the factors, ANOVA three-way test was executed for each performance measure, considering 5 datasets by 25 experiments by 3 levels. A triple interaction between factors was observed only in time. The accuracy and area under the ROC curve presented similar results, showing a double interaction between level and experiment, as well as for the dataset factor. It was concluded that level 2 had an average performance above the other levels and that the proposed method is especially efficient for multi-class problems when compared to binary problems.Keywords: Stacking, multi-layers, ensemble, multi-class.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1093419 Distributional Impacts of Changes in Value Added Tax Rates in the Czech Republic
Authors: Ondřej Bayer
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The paper evaluates the ongoing reform of VAT in the Czech Republic in terms of impacts on individual households. The main objective is to analyse the impact of given changes on individual households. The adopted method is based on the data related to household consumption by individual household quintiles; obtained data are subjected to micro-simulation examining. Results are discussed in terms of vertical tax justice. Results of the analysis reveal that VAT behaves regressively and a sole consolidation of rates at a higher level only increases the regression of this tax in the Czech Republic.
Keywords: Consolidation of rates, household quintiles, tax impact, VAT.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1856418 The Incidence of Obesity among Adult Women in Pekanbaru City, Indonesia, Related to High Fat Consumption, Stress Level, and Physical Activity
Authors: Yudia Mailani Putri, Martalena Purba, B. J. Istiti Kandarina
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Background: Obesity has been recognized as a global health problem. Individuals classified as overweight and obese are increasing at an alarming rate. This condition is associated with psychological and physiological problems. as a person reaches adulthood, somatic growth ceases. At this stage, the human body has developed fully, to a stable state. As the capital of Riau Province in Indonesia, Pekanbaru is dominated by Malay ethnic population habitually consuming cholesterol-rich fatty foods as a daily menu, a trigger to the onset of obesity resulting in high prevalence of degenerative diseases. Research objectives: The aim of this study is elaborating the relationship between high-fat consumption pattern, stress level, physical activity and the incidence of obesity in adult women in Pekanbaru city. Research Methods: Among the combined research methods applied in this study, the first stage is quantitative observational, analytical cross-sectional research design with adult women aged 20-40 living in Pekanbaru city. The sample consists of 200 women with BMI≥25. Sample data is processed with univariate, bivariate (correlation and simple linear regression) and multivariate (multiple linear regression) analysis. The second phase is qualitative descriptive study purposive sampling by in-depth interviews. six participants withdrew from the study. Results: According to the results of the bivariate analysis, there are relationships between the incidence of obesity and the pattern of high fat foods consumption (energy intake (p≤0.000; r = 0.536), protein intake (p≤0.000; r=0.307), fat intake (p≤0.000; r=0.416), carbohydrate intake (p≤0.000; r=0.430), frequency of fatty food consumption (p≤0.000; r=0.506) and frequency of viscera foods consumption (p≤0.000; r=0.535). There is a relationship between physical activity and incidence of obesity (p≤0.000; r=-0.631). However, there is no relationship between the level of stress (p=0.741; r=0.019-) and the incidence of obesity. Physical activity is a predominant factor in the incidence of obesity in adult women in Pekanbaru city. Conclusion: There are relationships between high-fat food consumption pattern, physical activity and the incidence of obesity in Pekanbaru city whereas physical activity is a predominant factor in the occurrence of obesity, supported by the unchangeable pattern of high-fat foods consumption.
Keywords: Obesity, adult, high in fat, stress, physical activity, consumption pattern.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 820417 Support Vector Fuzzy Based Neural Networks For Exchange Rate Modeling
Authors: Prof. Chokri SLIM
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A Novel fuzzy neural network combining with support vector learning mechanism called support-vector-based fuzzy neural networks (SVBFNN) is proposed. The SVBFNN combine the capability of minimizing the empirical risk (training error) and expected risk (testing error) of support vector learning in high dimensional data spaces and the efficient human-like reasoning of FNN.
Keywords: Neural network, fuzzy inference, machine learning, fuzzy modeling and rule extraction, support vector regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16687416 Performance Analysis of MIMO Based Multi-User Cooperation Diversity Over Various Fading Channels
Authors: Zuhaib Ashfaq Khan, Imran Khan, Nandana Rajatheva
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In this paper, hybrid FDMA-TDMA access technique in a cooperative distributive fashion introducing and implementing a modified protocol introduced in [1] is analyzed termed as Power and Cooperation Diversity Gain Protocol (PCDGP). A wireless network consists of two users terminal , two relays and a destination terminal equipped with two antennas. The relays are operating in amplify-and-forward (AF) mode with a fixed gain. Two operating modes: cooperation-gain mode and powergain mode are exploited from source terminals to relays, as it is working in a best channel selection scheme. Vertical BLAST (Bell Laboratories Layered Space Time) or V-BLAST with minimum mean square error (MMSE) nulling is used at the relays to perfectly detect the joint signals from multiple source terminals. The performance is analyzed using binary phase shift keying (BPSK) modulation scheme and investigated over independent and identical (i.i.d) Rayleigh, Ricean-K and Nakagami-m fading environments. Subsequently, simulation results show that the proposed scheme can provide better signal quality of uplink users in a cooperative communication system using hybrid FDMATDMA technique.
Keywords: Cooperation Diversity, Best Channel Selectionscheme, MIMO relay networks, V-BLAST, QRdecomposition, and MMSE.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2002415 The Effect of Insurance on Foreign Direct Investments Inflow to Nigeria
Authors: Chimaobi V. Okolo, Afamefuna J. Ani, Ebere U. Okolo
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This paper seeks to assess the implications of insurance to foreign direct investment inflow in Nigeria. Multiple linear regression technique and correlation matrix test were employed to measure the extent to which foreign direct investment was influenced. The result showed that insurance premium (IP), asset size of insurance industry (AS), and total investment of the industry (TI) impacted significantly and positively on foreign direct investment inflow in Nigeria. There should be effective risk transfer mechanism and financial intermediation, which gives the investor confidence in the risk management strength of the host country.Keywords: Foreign direct investment, insurance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3048414 Approximation Incremental Training Algorithm Based on a Changeable Training Set
Authors: Yi-Fan Zhu, Wei Zhang, Xuan Zhou, Qun Li, Yong-Lin Lei
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The quick training algorithms and accurate solution procedure for incremental learning aim at improving the efficiency of training of SVR, whereas there are some disadvantages for them, i.e. the nonconvergence of the formers for changeable training set and the inefficiency of the latter for a massive dataset. In order to handle the problems, a new training algorithm for a changeable training set, named Approximation Incremental Training Algorithm (AITA), was proposed. This paper explored the reason of nonconvergence theoretically and discussed the realization of AITA, and finally demonstrated the benefits of AITA both on precision and efficiency.Keywords: support vector regression, incremental learning, changeable training set, quick training algorithm, accurate solutionprocedure
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1484413 Ranking - Convex Risk Minimization
Authors: Wojciech Rejchel
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The problem of ranking (rank regression) has become popular in the machine learning community. This theory relates to problems, in which one has to predict (guess) the order between objects on the basis of vectors describing their observed features. In many ranking algorithms a convex loss function is used instead of the 0-1 loss. It makes these procedures computationally efficient. Hence, convex risk minimizers and their statistical properties are investigated in this paper. Fast rates of convergence are obtained under conditions, that look similarly to the ones from the classification theory. Methods used in this paper come from the theory of U-processes as well as empirical processes.
Keywords: Convex loss function, empirical risk minimization, empirical process, U-process, boosting, euclidean family.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1414412 Emotional Intelligence and Retention: The Moderating Role of Job Involvement
Authors: Mahfuz Judeh
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The main aim of the current study was to examine the effect of emotional intelligence on retention. The study also aimed at analyzing the role of job involvement, as a moderator, in the effect of emotional intelligence on retention. Using data gathered from 241 employees working with hotels and tourism corporations listed in Amman Stock Exchange in Jordan, emotional intelligence, job involvement and retention were measured. Hierarchical regression analyses were used to test the three main hypotheses. Results indicated that retention was related to emotional intelligence. Moreover, the study yielded support for the claim that job involvement had a moderating effect on the relationship between emotional intelligence and retention.Keywords: Emotional Intelligence, Job Involvement, Jordan, Retention.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4609411 Response Surface Methodology for Optimum Hardness of TiN on Steel Substrate
Authors: R. Joseph Raviselvan, K. Ramanathan, P. Perumal, M. R. Thansekhar
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Hard coatings are widely used in cutting and forming tool industries. Titanium Nitride (TiN) possesses good hardness, strength, and corrosion resistance. The coating properties are influenced by many process parameters. The coatings were deposited on steel substrate by changing the process parameters such as substrate temperature, nitrogen flow rate and target power in a D.C planer magnetron sputtering. The structure of coatings were analysed using XRD. The hardness of coatings was found using Micro hardness tester. From the experimental data, a regression model was developed and the optimum response was determined using Response Surface Methodology (RSM).Keywords: Hardness, RSM, sputtering, TiN XRD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1580410 Dyadic Adjustment as a Mediator of the Relationship between Attachment, Attributional Style, and Violence in Male Batterers
Authors: Hélène Brisebois, Claude Bélanger, Marie-Pier Léger-Bélanger, Valérie Lamontagne
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This study examines the mediating effects of male dyadic adjustment on the relationships between attachment and attributional styles, and both psychological and physical husband violence. Based on data from 68 married violent men recruited through community organizations that work with violent men, regression analyses showed that husbands- dyadic adjustment mediates the associations between avoidant attachment and attributional style, and psychological aggression, but not physical violence. Scientific and clinical implications are discussedKeywords: Attachment, attributions, dyadic adjustment, marital violence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1805409 Urban Heat Island Intensity Assessment through Comparative Study on Land Surface Temperature and Normalized Difference Vegetation Index: A Case Study of Chittagong, Bangladesh
Authors: Tausif A. Ishtiaque, Zarrin T. Tasin, Kazi S. Akter
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Current trend of urban expansion, especially in the developing countries has caused significant changes in land cover, which is generating great concern due to its widespread environmental degradation. Energy consumption of the cities is also increasing with the aggravated heat island effect. Distribution of land surface temperature (LST) is one of the most significant climatic parameters affected by urban land cover change. Recent increasing trend of LST is causing elevated temperature profile of the built up area with less vegetative cover. Gradual change in land cover, especially decrease in vegetative cover is enhancing the Urban Heat Island (UHI) effect in the developing cities around the world. Increase in the amount of urban vegetation cover can be a useful solution for the reduction of UHI intensity. LST and Normalized Difference Vegetation Index (NDVI) have widely been accepted as reliable indicators of UHI and vegetation abundance respectively. Chittagong, the second largest city of Bangladesh, has been a growth center due to rapid urbanization over the last several decades. This study assesses the intensity of UHI in Chittagong city by analyzing the relationship between LST and NDVI based on the type of land use/land cover (LULC) in the study area applying an integrated approach of Geographic Information System (GIS), remote sensing (RS), and regression analysis. Land cover map is prepared through an interactive supervised classification using remotely sensed data from Landsat ETM+ image along with NDVI differencing using ArcGIS. LST and NDVI values are extracted from the same image. The regression analysis between LST and NDVI indicates that within the study area, UHI is directly correlated with LST while negatively correlated with NDVI. It interprets that surface temperature reduces with increase in vegetation cover along with reduction in UHI intensity. Moreover, there are noticeable differences in the relationship between LST and NDVI based on the type of LULC. In other words, depending on the type of land usage, increase in vegetation cover has a varying impact on the UHI intensity. This analysis will contribute to the formulation of sustainable urban land use planning decisions as well as suggesting suitable actions for mitigation of UHI intensity within the study area.
Keywords: Land cover change, land surface temperature, normalized difference vegetation index, urban heat island.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1458408 Rank-Based Chain-Mode Ensemble for Binary Classification
Authors: Chongya Song, Kang Yen, Alexander Pons, Jin Liu
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In the field of machine learning, the ensemble has been employed as a common methodology to improve the performance upon multiple base classifiers. However, the true predictions are often canceled out by the false ones during consensus due to a phenomenon called “curse of correlation” which is represented as the strong interferences among the predictions produced by the base classifiers. In addition, the existing practices are still not able to effectively mitigate the problem of imbalanced classification. Based on the analysis on our experiment results, we conclude that the two problems are caused by some inherent deficiencies in the approach of consensus. Therefore, we create an enhanced ensemble algorithm which adopts a designed rank-based chain-mode consensus to overcome the two problems. In order to evaluate the proposed ensemble algorithm, we employ a well-known benchmark data set NSL-KDD (the improved version of dataset KDDCup99 produced by University of New Brunswick) to make comparisons between the proposed and 8 common ensemble algorithms. Particularly, each compared ensemble classifier uses the same 22 base classifiers, so that the differences in terms of the improvements toward the accuracy and reliability upon the base classifiers can be truly revealed. As a result, the proposed rank-based chain-mode consensus is proved to be a more effective ensemble solution than the traditional consensus approach, which outperforms the 8 ensemble algorithms by 20% on almost all compared metrices which include accuracy, precision, recall, F1-score and area under receiver operating characteristic curve.
Keywords: Consensus, curse of correlation, imbalanced classification, rank-based chain-mode ensemble.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 734407 Low-Cost Mechatronic Design of an Omnidirectional Mobile Robot
Authors: S. Cobos-Guzman
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This paper presents the results of a mechatronic design based on a 4-wheel omnidirectional mobile robot that can be used in indoor logistic applications. The low-level control has been selected using two open-source hardware (Raspberry Pi 3 Model B+ and Arduino Mega 2560) that control four industrial motors, four ultrasound sensors, four optical encoders, a vision system of two cameras, and a Hokuyo URG-04LX-UG01 laser scanner. Moreover, the system is powered with a lithium battery that can supply 24 V DC and a maximum current-hour of 20Ah.The Robot Operating System (ROS) has been implemented in the Raspberry Pi and the performance is evaluated with the selection of the sensors and hardware selected. The mechatronic system is evaluated and proposed safe modes of power distribution for controlling all the electronic devices based on different tests. Therefore, based on different performance results, some recommendations are indicated for using the Raspberry Pi and Arduino in terms of power, communication, and distribution of control for different devices. According to these recommendations, the selection of sensors is distributed in both real-time controllers (Arduino and Raspberry Pi). On the other hand, the drivers of the cameras have been implemented in Linux and a python program has been implemented to access the cameras. These cameras will be used for implementing a deep learning algorithm to recognize people and objects. In this way, the level of intelligence can be increased in combination with the maps that can be obtained from the laser scanner.
Keywords: Autonomous, indoor robot, mechatronic, omnidirectional robot.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 586406 Damage to Strawberries Caused by Simulated Transport
Authors: G. La Scalia, M. Enea, R. Micale, O. Corona, L. Settanni
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The quality and condition of perishable products delivered to the market and their subsequent selling prices are directly affected by the care taken during harvesting and handling. Mechanical injury, in fact, occurs at all stages, from pre-harvest operations through post-harvest handling, packing and transport to the market. The main implications of this damage are the reduction of the product’s quality and economical losses related to the shelf life diminution. For most perishable products, the shelf life is relatively short and it is typically dictated by microbial growth related to the application of dynamic and static loads during transportation. This paper presents the correlation between vibration levels and microbiological growth on strawberries and woodland strawberries and detects the presence of volatile organic compounds (VOC) in order to develop an intelligent logistic unit capable of monitoring VOCs using a specific sensor system. Fresh fruits were exposed to vibrations by means of a vibrating table in a temperature-controlled environment. Microbiological analyses were conducted on samples, taken at different positions along the column of the crates. The values obtained were compared with control samples not exposed to vibrations and the results show that different positions along the column influence the development of bacteria, yeasts and filamentous fungi.
Keywords: Microbiological analysis, shelf life, transport damage, volatile organic compounds.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3121405 The Relationship between Absorptive Capacity and Green Innovation
Authors: R. Hashim, A. J. Bock, S. Cooper
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Absorptive capacity generally facilitates the adoption of innovation. How does this relationship change when economic return is not the sole driver of innovation uptake? We investigate whether absorptive capacity facilitates the adoption of green innovation based on a survey of 79 construction companies in Scotland. Based on the results of multiple regression analyses, we confirm that existing knowledge utilisation (EKU), knowledge building (KB) and external knowledge acquisition (EKA) are significant predictors of green process GP), green administrative (GA) and green technical innovation (GT), respectively. We discuss the implications for theories of innovation adoption and knowledge enhancement associated with environmentally-friendly practices.
Keywords: Absorptive capacity, construction industry, environmental, green innovation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3173404 Effect of Scene Changing on Image Sequences Compression Using Zero Tree Coding
Authors: Mbainaibeye Jérôme, Noureddine Ellouze
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We study in this paper the effect of the scene changing on image sequences coding system using Embedded Zerotree Wavelet (EZW). The scene changing considered here is the full motion which may occurs. A special image sequence is generated where the scene changing occurs randomly. Two scenarios are considered: In the first scenario, the system must provide the reconstruction quality as best as possible by the management of the bit rate (BR) while the scene changing occurs. In the second scenario, the system must keep the bit rate as constant as possible by the management of the reconstruction quality. The first scenario may be motivated by the availability of a large band pass transmission channel where an increase of the bit rate may be possible to keep the reconstruction quality up to a given threshold. The second scenario may be concerned by the narrow band pass transmission channel where an increase of the bit rate is not possible. In this last case, applications for which the reconstruction quality is not a constraint may be considered. The simulations are performed with five scales wavelet decomposition using the 9/7-tap filter bank biorthogonal wavelet. The entropy coding is performed using a specific defined binary code book and EZW algorithm. Experimental results are presented and compared to LEAD H263 EVAL. It is shown that if the reconstruction quality is the constraint, the system increases the bit rate to obtain the required quality. In the case where the bit rate must be constant, the system is unable to provide the required quality if the scene change occurs; however, the system is able to improve the quality while the scene changing disappears.Keywords: Image Sequence Compression, Wavelet Transform, Scene Changing, Zero Tree, Bit Rate, Quality.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1356403 Affordability and Expenditure Patterns towards Sustainable Consumption in Malaysia
Authors: Affordability, Expenditure Patterns towards Sustainable Consumption in Malaysia
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Safe drinking water is needed for survival. Households have to pay the water bill monthly. However, lower income households are sometimes unable to afford the cost. This study examines water access and affordability among households in Malaysia and the determinants of water affordability using cross-sectional data and multiple regression. The paper expects that the bill for basic water consumption is inversely related to average income. This means that policy makers need to redesign the water tariff to improve the quality of life of lower income households.
Keywords: Affordability, households, income, water tariff.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1073402 The Relation of College Students- Process of Study and Creativity: The Mediating Effect of Creative Self-Efficacy
Authors: Chih-Feng Chuang, Shih-Ching Shiu, Chao-Jen Cheng
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The purpose of this study was to investigate the relationships among students- process of study, creative self-efficacy and creativity while attending college. A total of 60 students enrolled in Hsiuping Institute of Technology in central Taiwan were selected as samples for the study. The instruments for this study included three questionnaires to explore the aforesaid aspects. This researchers tested creative self-efficacy and process of study, and creativity with Pearson correlation and hierarchical regression analyses. The major findings of this research are (1) the process of study had direct positive predictability on creativity, and (2) the relationship between process of study and creativity is partially mediated by creative self-efficacy.Keywords: Process of study, Creative self-efficacy, Creativity
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1739401 Is School Misbehavior a Decision? Implications for School Guidance
Authors: Rachel C. F. Sun
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This study examined the predictive effects of moral competence, prosocial norms and positive behavior recognition on school misbehavior among Chinese junior secondary school students. Results of multiple regression analysis showed that students were more likely to misbehave in school when they had lower levels of moral competence and prosocial norms, and when they perceived their positive behavior being less likely recognized. Practical implications were discussed on how to guide students to make the right choices to behave appropriately in school. Implications for future research were also discussed.
Keywords: Moral competence, positive behavior recognition, prosocial norms, school misbehavior.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2569400 Annual Power Load Forecasting Using Support Vector Regression Machines: A Study on Guangdong Province of China 1985-2008
Authors: Zhiyong Li, Zhigang Chen, Chao Fu, Shipeng Zhang
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Load forecasting has always been the essential part of an efficient power system operation and planning. A novel approach based on support vector machines is proposed in this paper for annual power load forecasting. Different kernel functions are selected to construct a combinatorial algorithm. The performance of the new model is evaluated with a real-world dataset, and compared with two neural networks and some traditional forecasting techniques. The results show that the proposed method exhibits superior performance.Keywords: combinatorial algorithm, data mining, load forecasting, support vector machines
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1646399 Knowledge and Eating Behavior of Teenage Pregnancy
Authors: Udomporn Yingpaisuk, Premwadee Karuhadej
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The purposed of this research was to study the eating habit of teenage pregnancy and its relationship to the knowledge of nutrition during pregnancy. The 100 samples were derived from simple random sampling technique of the teenage pregnancy in Bangkae District. The questionnaire was used to collect data with the reliability of 0.8. The data were analyzed by SPSS for Windows with multiple regression technique. Percentage, mean and the relationship of knowledge of eating and eating behavior were obtained. The research results revealed that their knowledge in nutrition was at the average of 4.07 and their eating habit that they mentioned most was to refrain from alcohol and caffeine at 82% and the knowledge in nutrition influenced their eating habits at 54% with the statistically significant level of 0.001.Keywords: Teenage pregnancy, knowledge of nutrition, eating habit.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1492398 Study of a BVAR(p) Process Applied to U.S. Commodity Market Data
Authors: Jan Sindelar
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The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.
Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1198397 Comparison of Eurocodes EN310 and EN789 in Determining the Bending Strength and Modulus of Elasticity of Red Seraya Plywood Panel
Authors: S.F. Tsen, M. Zamin Jumaat
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The characteristic bending strength (MOR) and mean modulus of elasticity (MOE) of tropical hardwood red seraya (Shorea spp.) plywood were determined using European Standard EN310 and EN789. The thickness of the test specimen was 4.0mm, 7.0mm, 9.0mm, 12.0mm and 15.0mm. The experiment found that the MOR of red seraya plywood in EN310 is about 12% to 20% and 7% to 24% higher than EN789 whereas MOE were about 28% to 41% and 30% to 36% lower than those obtained from EN 789 for test specimens parallel and perpendicular to the grain direction. The linear regression shows that MOR and MOE for EN789 is about 0.8 times less and 1.5 times more than EN310. The experiment also found that the MOR and MOE of EN310 and EN789 also depend on the wood species that used in the experiment.Keywords: Bending strength, Modulus of elasticity, EN310, EN789
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4332396 Automated Textile Defect Recognition System Using Computer Vision and Artificial Neural Networks
Authors: Atiqul Islam, Shamim Akhter, Tumnun E. Mursalin
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Least Development Countries (LDC) like Bangladesh, whose 25% revenue earning is achieved from Textile export, requires producing less defective textile for minimizing production cost and time. Inspection processes done on these industries are mostly manual and time consuming. To reduce error on identifying fabric defects requires more automotive and accurate inspection process. Considering this lacking, this research implements a Textile Defect Recognizer which uses computer vision methodology with the combination of multi-layer neural networks to identify four classifications of textile defects. The recognizer, suitable for LDC countries, identifies the fabric defects within economical cost and produces less error prone inspection system in real time. In order to generate input set for the neural network, primarily the recognizer captures digital fabric images by image acquisition device and converts the RGB images into binary images by restoration process and local threshold techniques. Later, the output of the processed image, the area of the faulty portion, the number of objects of the image and the sharp factor of the image, are feed backed as an input layer to the neural network which uses back propagation algorithm to compute the weighted factors and generates the desired classifications of defects as an output.Keywords: Computer vision, image acquisition device, machine vision, multi-layer neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3299395 Comparison of Developed Statokinesigram and Marker Data Signals by Model Approach
Authors: Boris Barbolyas, Kristina Buckova, Tomas Volensky, Cyril Belavy, Ladislav Dedik
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Background: Based on statokinezigram, the human balance control is often studied. Approach to human postural reaction analysis is based on a combination of stabilometry output signal with retroreflective marker data signal processing, analysis, and understanding, in this study. The study shows another original application of Method of Developed Statokinesigram Trajectory (MDST), too. Methods: In this study, the participants maintained quiet bipedal standing for 10 s on stabilometry platform. Consequently, bilateral vibration stimuli to Achilles tendons in 20 s interval was applied. Vibration stimuli caused that human postural system took the new pseudo-steady state. Vibration frequencies were 20, 60 and 80 Hz. Participant's body segments - head, shoulders, hips, knees, ankles and little fingers were marked by 12 retroreflective markers. Markers positions were scanned by six cameras system BTS SMART DX. Registration of their postural reaction lasted 60 s. Sampling frequency was 100 Hz. For measured data processing were used Method of Developed Statokinesigram Trajectory. Regression analysis of developed statokinesigram trajectory (DST) data and retroreflective marker developed trajectory (DMT) data were used to find out which marker trajectories most correlate with stabilometry platform output signals. Scaling coefficients (λ) between DST and DMT by linear regression analysis were evaluated, too. Results: Scaling coefficients for marker trajectories were identified for all body segments. Head markers trajectories reached maximal value and ankle markers trajectories had a minimal value of scaling coefficient. Hips, knees and ankles markers were approximately symmetrical in the meaning of scaling coefficient. Notable differences of scaling coefficient were detected in head and shoulders markers trajectories which were not symmetrical. The model of postural system behavior was identified by MDST. Conclusion: Value of scaling factor identifies which body segment is predisposed to postural instability. Hypothetically, if statokinesigram represents overall human postural system response to vibration stimuli, then markers data represented particular postural responses. It can be assumed that cumulative sum of particular marker postural responses is equal to statokinesigram.Keywords: Center of pressure (CoP), a method of developed statokinesigram trajectory (MDST), a model of postural system behavior, retroreflective marker data.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 761394 Relation between Properties of Internally Cured Concrete and Water Cement Ratio
Authors: T. Manzur, S. Iffat, M. A. Noor
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In this paper, relationship between different properties of IC concrete and water cement ratio, obtained from a comprehensive experiment conducted on IC using local materials (Burnt clay chips- BC) is presented. In addition, saturated SAP was used as an IC material in some cases. Relationships have been developed through regression analysis. The focus of this analysis is on developing relationship between a dependent variable and an independent variable. Different percent replacements of BC and water cement ratios were used. Compressive strength, modulus of elasticity, water permeability and chloride permeability were tested and variations of these parameters were analyzed with respect to water cement ratio.Keywords: Compressive strength, concrete, curing, lightweight, aggregate, superabsorbent polymer, internal curing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2445393 Fast Approximate Bayesian Contextual Cold Start Learning (FAB-COST)
Authors: Jack R. McKenzie, Peter A. Appleby, Thomas House, Neil Walton
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Cold-start is a notoriously difficult problem which can occur in recommendation systems, and arises when there is insufficient information to draw inferences for users or items. To address this challenge, a contextual bandit algorithm – the Fast Approximate Bayesian Contextual Cold Start Learning algorithm (FAB-COST) – is proposed, which is designed to provide improved accuracy compared to the traditionally used Laplace approximation in the logistic contextual bandit, while controlling both algorithmic complexity and computational cost. To this end, FAB-COST uses a combination of two moment projection variational methods: Expectation Propagation (EP), which performs well at the cold start, but becomes slow as the amount of data increases; and Assumed Density Filtering (ADF), which has slower growth of computational cost with data size but requires more data to obtain an acceptable level of accuracy. By switching from EP to ADF when the dataset becomes large, it is able to exploit their complementary strengths. The empirical justification for FAB-COST is presented, and systematically compared to other approaches on simulated data. In a benchmark against the Laplace approximation on real data consisting of over 670, 000 impressions from autotrader.co.uk, FAB-COST demonstrates at one point increase of over 16% in user clicks. On the basis of these results, it is argued that FAB-COST is likely to be an attractive approach to cold-start recommendation systems in a variety of contexts.Keywords: Cold-start, expectation propagation, multi-armed bandits, Thompson sampling, variational inference.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 552392 Wavelet Transform and Support Vector Machine Approach for Fault Location in Power Transmission Line
Authors: V. Malathi, N.S.Marimuthu
Abstract:
This paper presents a wavelet transform and Support Vector Machine (SVM) based algorithm for estimating fault location on transmission lines. The Discrete wavelet transform (DWT) is used for data pre-processing and this data are used for training and testing SVM. Five types of mother wavelet are used for signal processing to identify a suitable wavelet family that is more appropriate for use in estimating fault location. The results demonstrated the ability of SVM to generalize the situation from the provided patterns and to accurately estimate the location of faults with varying fault resistance.Keywords: Fault location, support vector machine, supportvector regression, transmission lines, wavelet transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2184391 Climatic Factors Affecting on Influenza Casesin Nakhon Si Thammarat
Authors: S. Chumkiew, W. Srisang, M. Jaroensutasinee, K. Jaroensutasinee
Abstract:
This study investigated the climatic factors associated with Influenza incidence in Nakhon Si Thammarat, Southern Thailand. Climatic factors comprised of the amount of rainfall, percent of rainy days, relative humidity, wind speed, maximum, minimum temperatures and temperature difference. A multiple stepwise regression technique was used to fit the statistical model. The result showed that the temperature difference and percent of rainy days were positively associated with Influenza incidence in Nakhon Si Thammarat.Keywords: Influenza, Climatic Factor, Relative Humidity, Rainy day, Wind Speed.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1354