Search results for: analysis of variance
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8847

Search results for: analysis of variance

8787 A Sequential Approach to Random-Effects Meta-Analysis

Authors: Samson Henry Dogo, Allan Clark, Elena Kulinskaya

Abstract:

The objective of meta-analysis is to combine results from several independent studies in order to create generalization and provide evidence base for decision making. But recent studies show that the magnitude of effect size estimates reported in many areas of research significantly changed over time and this can impair the results and conclusions of meta-analysis. A number of sequential methods have been proposed for monitoring the effect size estimates in meta-analysis. However they are based on statistical theory applicable only to fixed effect model (FEM) of meta-analysis. For random-effects model (REM), the analysis incorporates the heterogeneity variance, τ 2 and its estimation create complications. In this paper we study the use of a truncated CUSUM-type test with asymptotically valid critical values for sequential monitoring in REM. Simulation results show that the test does not control the Type I error well, and is not recommended. Further work required to derive an appropriate test in this important area of applications.

Keywords: Meta-analysis, random-effects model, sequential testing, temporal changes in effect sizes.

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8786 An Insurer’s Investment Model with Reinsurance Strategy under the Modified Constant Elasticity of Variance Process

Authors: K. N. C. Njoku, Chinwendu Best Eleje, Christian Chukwuemeka Nwandu

Abstract:

One of the problems facing most insurance companies is how best the burden of paying claims to its policy holders can be managed whenever need arises. Hence there is need for the insurer to buy a reinsurance contract in order to reduce risk which will enable the insurer to share the financial burden with the reinsurer. In this paper, the insurer’s and reinsurer’s strategy is investigated under the modified constant elasticity of variance (M-CEV) process and proportional administrative charges. The insurer considered investment in one risky asset and one risk free asset where the risky asset is modeled based on the M-CEV process which is an extension of constant elasticity of variance (CEV) process. Next, a nonlinear partial differential equation in the form of Hamilton Jacobi Bellman equation is obtained by dynamic programming approach. Using power transformation technique and variable change, the explicit solutions of the optimal investment strategy and optimal reinsurance strategy are obtained. Finally, some numerical simulations of some sensitive parameters were obtained and discussed in details where we observed that the modification factor only affects the optimal investment strategy and not the reinsurance strategy for an insurer with exponential utility function.

Keywords: Reinsurance strategy, Hamilton Jacobi Bellman equation, power transformation, M-CEV process, exponential utility.

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8785 Design and Analysis of Gauge R&R Studies: Making Decisions Based on ANOVA Method

Authors: Afrooz Moatari Kazerouni

Abstract:

In a competitive production environment, critical decision making are based on data resulted by random sampling of product units. Efficiency of these decisions depends on data quality and also their reliability scale. This point leads to the necessity of a reliable measurement system. Therefore, the conjecture process and analysing the errors contributes to a measurement system known as Measurement System Analysis (MSA). The aim of this research is on determining the necessity and assurance of extensive development in analysing measurement systems, particularly with the use of Repeatability and Reproducibility Gages (GR&R) to improve physical measurements. Nowadays in productive industries, repeatability and reproducibility gages released so well but they are not applicable as well as other measurement system analysis methods. To get familiar with this method and gain a feedback in improving measurement systems, this survey would be on “ANOVA" method as the most widespread way of calculating Repeatability and Reproducibility (R&R).

Keywords: Analysis of Variance (ANOVA), MeasurementSystem Analysis (MSA), Part-Operator interaction effect, Repeatability and Reproducibility.

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8784 Detecting the Nonlinearity in Time Series from Continuous Dynamic Systems Based on Delay Vector Variance Method

Authors: Shumin Hou, Yourong Li, Sanxing Zhao

Abstract:

Much time series data is generally from continuous dynamic system. Firstly, this paper studies the detection of the nonlinearity of time series from continuous dynamics systems by applying the Phase-randomized surrogate algorithm. Then, the Delay Vector Variance (DVV) method is introduced into nonlinearity test. The results show that under the different sampling conditions, the opposite detection of nonlinearity is obtained via using traditional test statistics methods, which include the third-order autocovariance and the asymmetry due to time reversal. Whereas the DVV method can perform well on determining nonlinear of Lorenz signal. It indicates that the proposed method can describe the continuous dynamics signal effectively.

Keywords: Nonlinearity, Time series, continuous dynamics system, DVV method

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8783 A Comparative Analysis of Financial Performance of Funded and Non-Funded Charity Organizations

Authors: Saunah Zainon, Ruhaya Atan, Yap Bee Wah, Zarina Abu Bakar

Abstract:

The primary objective of this study is to test whether there is any difference in performance between funded and nonfunded registered charity organizations. In this study, performance as the dependent variable is measured using total donations. Using a sample of 101 charity organizations registered with the Registry of Society, analysis of variance (ANOVA) results indicate that there is a difference in financial performance between funded and non-funded charity organizations. The study provides empirical evidence to resource providers and the policy makers in scrutinizing the decision to disburse their funds and resources to these charity organizations.

Keywords: charity organizations, donations, funded, non-funded

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8782 A Novel Neighborhood Defined Feature Selection on Phase Congruency Images for Recognition of Faces with Extreme Variations

Authors: Satyanadh Gundimada, Vijayan K Asari

Abstract:

A novel feature selection strategy to improve the recognition accuracy on the faces that are affected due to nonuniform illumination, partial occlusions and varying expressions is proposed in this paper. This technique is applicable especially in scenarios where the possibility of obtaining a reliable intra-class probability distribution is minimal due to fewer numbers of training samples. Phase congruency features in an image are defined as the points where the Fourier components of that image are maximally inphase. These features are invariant to brightness and contrast of the image under consideration. This property allows to achieve the goal of lighting invariant face recognition. Phase congruency maps of the training samples are generated and a novel modular feature selection strategy is implemented. Smaller sub regions from a predefined neighborhood within the phase congruency images of the training samples are merged to obtain a large set of features. These features are arranged in the order of increasing distance between the sub regions involved in merging. The assumption behind the proposed implementation of the region merging and arrangement strategy is that, local dependencies among the pixels are more important than global dependencies. The obtained feature sets are then arranged in the decreasing order of discriminating capability using a criterion function, which is the ratio of the between class variance to the within class variance of the sample set, in the PCA domain. The results indicate high improvement in the classification performance compared to baseline algorithms.

Keywords: Discriminant analysis, intra-class probability distribution, principal component analysis, phase congruency.

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8781 Kernel’s Parameter Selection for Support Vector Domain Description

Authors: Mohamed EL Boujnouni, Mohamed Jedra, Noureddine Zahid

Abstract:

Support Vector Domain Description (SVDD) is one of the best-known one-class support vector learning methods, in which one tries the strategy of using balls defined on the feature space in order to distinguish a set of normal data from all other possible abnormal objects. As all kernel-based learning algorithms its performance depends heavily on the proper choice of the kernel parameter. This paper proposes a new approach to select kernel's parameter based on maximizing the distance between both gravity centers of normal and abnormal classes, and at the same time minimizing the variance within each class. The performance of the proposed algorithm is evaluated on several benchmarks. The experimental results demonstrate the feasibility and the effectiveness of the presented method.

Keywords: Gravity centers, Kernel’s parameter, Support Vector Domain Description, Variance.

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8780 Principal Component Analysis for the Characterization in the Application of Some Soil Properties

Authors: Kamolchanok Panishkan, Kanokporn Swangjang, Natdhera Sanmanee, Daoroong Sungthong

Abstract:

The objective of this research is to study principal component analysis for classification of 67 soil samples collected from different agricultural areas in the western part of Thailand. Six soil properties were measured on the soil samples and are used as original variables. Principal component analysis is applied to reduce the number of original variables. A model based on the first two principal components accounts for 72.24% of total variance. Score plots of first two principal components were used to map with agricultural areas divided into horticulture, field crops and wetland. The results showed some relationships between soil properties and agricultural areas. PCA was shown to be a useful tool for agricultural areas classification based on soil properties.

Keywords: soil organic matter, soil properties, classification, principal components

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8779 Constructing an Attitude Scale: Attitudes toward Violence on Televisions

Authors: Göksu Gözen Citak

Abstract:

The process of constructing a scale measuring the attitudes of youth toward violence on televisions is reported. A 30-item draft attitude scale was applied to a working group of 232 students attending the Faculty of Educational Sciences at Ankara University between the years 2005-2006. To introduce the construct validity and dimensionality of the scale, exploratory and confirmatory factor analysis was applied to the data. Results of the exploratory factor analysis showed that the scale had three factors that accounted for 58,44% (22,46% for the first, 22,15% for the second and 13,83% for the third factor) of the common variance. It is determined that the first factor considered issues related individual effects of violence on televisions, the second factor concerned issues related social effects of violence on televisions and the third factor concerned issues related violence on television programs. Results of the confirmatory factor analysis showed that all the items under each factor are fitting the concerning factors structure. An alpha reliability of 0,90 was estimated for the whole scale. It is concluded that the scale is valid and reliable.

Keywords: Attitudes toward violence, confirmatory factor analysis, constructing attitude scale, exploratory factor analysis, violence on televisions.

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8778 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.

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8777 Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options

Authors: Pinho C., Madaleno M.

Abstract:

German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

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8776 Enhancing K-Means Algorithm with Initial Cluster Centers Derived from Data Partitioning along the Data Axis with the Highest Variance

Authors: S. Deelers, S. Auwatanamongkol

Abstract:

In this paper, we propose an algorithm to compute initial cluster centers for K-means clustering. Data in a cell is partitioned using a cutting plane that divides cell in two smaller cells. The plane is perpendicular to the data axis with the highest variance and is designed to reduce the sum squared errors of the two cells as much as possible, while at the same time keep the two cells far apart as possible. Cells are partitioned one at a time until the number of cells equals to the predefined number of clusters, K. The centers of the K cells become the initial cluster centers for K-means. The experimental results suggest that the proposed algorithm is effective, converge to better clustering results than those of the random initialization method. The research also indicated the proposed algorithm would greatly improve the likelihood of every cluster containing some data in it.

Keywords: Clustering algorithm, K-means algorithm, Datapartitioning, Initial cluster centers.

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8775 The External Debt in the Context of Economic Growth: The Sample of Turkey

Authors: Ayşen Edirneligil, Mehmet Mucuk

Abstract:

In developing countries, one of the most important restrictions about the economic growth is the lack of national savings which are supposed to finance the investments. In order to overcome this restriction and achieve the higher rate of economic growth by increasing the level of output, countries choose the external borrowing. However, there is a dispute in the literature over the correlation between external debt and economic growth. The aim of this study is to examine the effects of external debt on Turkish economic growth by using VAR analysis with the quarterly data over the period of 2002:01-2014:04. In this respect, Johansen Cointegration Test, Impulse- Response Function and Variance Decomposition Tests will be used for analyses. Empirical findings show that there is no cointegration in the long run.

Keywords: Economic growth, external debt, time series analysis, Turkish economy.

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8774 Depression and Its Effects on a Cognitive Performance Test

Authors: C. Noi-Okwei

Abstract:

In this study, participants with adjustment disorder with depressed mood (aged 18-54 years) with mild depression (N=18), severe depression (N=12) were compared with healthy controls (N=20) on the Multidimensional Aptitude Battery (MAB) a cognitive performance test. Using One Way Analysis of Variance and Matched Sample t-test. The results of the analysis shows that severely depressed participants performed poorly on the cognitive performance test relative to controls, however there were no significant differences on the cognitive performance test scores between the severely depressed and the mildly depressed. In addition, performance on the non-verbal performance subtest was poorer than that of the verbal subtest, suggesting that depression affects the executive functions of the person.

Keywords: adjustment disorder, cognitive performance test, Depression,

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8773 The Effectiveness of Solution-Focused Group Therapy on Improving Depressed Mothers of Child Abuser Families

Authors: Roya Maqami, Kaveh Qaderi Bagajan, Mohammad Mahdi Yousefi, Saeed Moradi

Abstract:

The purpose of this study is to investigate the efficacy of solution-focused group therapy on improving the depressed mothers of child abuser families. This study was carried out in the form of a semi-pilot, pre-test and post-test on two groups (experimental and control). Subjects include all mothers and their children that are the members of Shush and Naser Khosro child home. Beck Depression Inventory and Child Trauma Questionnaire were used to collect data. First, child abuse questionnaire was completed by children, Then Beck Depression Inventory was completed by their mothers that 22 of them were recognized as depressed and randomly divided in two groups of experimental and control. After applying pre-test for both of these groups, the intervention of solution- focused group therapy was performed in five sessions on experimental group. Finally, post-test was applied on both groups and subsequently in a month, follow-up test was performed. T-test, multivariate variance, and repeated measurement analysis of variance were used to analyze the data. According to the findings, it can be concluded that this therapy leads to the improvement of depressed mother's mood. As a result, the intervention of solution-focused group therapy is useful in order to improve the depressing mood of mothers of child abuser families.

Keywords: Child Abuse, Depressed Mothers, Child Abuser Families, Solution-focused Group Therapy.

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8772 The Relationship of Private Savings and Economic Growth: Case of Croatia

Authors: Irena Palić

Abstract:

The main objective of the research in this paper is to empirically assess the causal relationship of private savings and economic growth in the Republic of Croatia. Households’ savings are approximated by household deposits in banks, while domestic income is approximated by industrial production volume indices. Vector Autoregression model and Granger causality tests are used to in order to analyse the relationship among private savings and economic growth. Since ADF unit root tests have shown that both mentioned series are non stationary at levels, series are first differenced in order to become stationary. Therefore, VAR model is estimated with percentage change in private savings and percentage change in domestic income, which can be interpreted as economic growth in case of positive percentage change in domestic income. The Granger causality test has shown that there is no causal relationship among private savings and economic growth in Croatia. The impulse response functions have shown that the impact of shock in domestic income on private savings change is stronger than the impact of private saving on growth. Variance decompositions show that both economic growth and private saving change explain the largest part of its own forecast variance. The research has shown that the link between private savings economic and growth in Croatia is weak, what is in line with relevant empirical research in small open economies.

Keywords: Economic growth, Granger causality, innovation analysis, private savings, Vector Autoregression model.

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8771 Financial Portfolio Optimization in Electricity Markets: Evaluation via Sharpe Ratio

Authors: F. Gökgöz, M. E. Atmaca

Abstract:

Electricity plays an indispensable role in human life and the economy. It is a unique product or service that must be balanced instantaneously, as electricity is not stored, generation and consumption should be proportional. Effective and efficient use of electricity is very important not only for society, but also for the environment. A competitive electricity market is one of the best ways to provide a suitable platform for effective and efficient use of electricity. On the other hand, it carries some risks that should be carefully managed by the market players. Risk management is an essential part in market players’ decision making. In this paper, risk management through diversification is applied with the help of Markowitz’s Mean-variance, Down-side and Semi-variance methods for a case study. Performance of optimal electricity sale solutions are measured and evaluated via Sharpe-Ratio, and the optimal portfolio solutions are improved. Two years of historical weekdays’ price data of the Turkish Day Ahead Market are used to demonstrate the approach.

Keywords: Electricity market, portfolio optimization, risk management in electricity market, Sharpe ratio.

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8770 Experimental Design and Performance Analysis in Plasma Arc Surface Hardening

Authors: M.I.S. Ismail, Z. Taha

Abstract:

In this paper, the experimental design of using the Taguchi method is employed to optimize the processing parameters in the plasma arc surface hardening process. The processing parameters evaluated are arc current, scanning velocity and carbon content of steel. In addition, other significant effects such as the relation between processing parameters are also investigated. An orthogonal array, signal-to-noise (S/N) ratio and analysis of variance (ANOVA) are employed to investigate the effects of these processing parameters. Through this study, not only the hardened depth increased and surface roughness improved, but also the parameters that significantly affect the hardening performance are identified. Experimental results are provided to verify the effectiveness of this approach.

Keywords: Plasma arc, hardened depth, surface roughness, Taguchi method, optimization.

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8769 Classification of Initial Stripe Height Patterns using Radial Basis Function Neural Network for Proportional Gain Prediction

Authors: Prasit Wonglersak, Prakarnkiat Youngkong, Ittipon Cheowanish

Abstract:

This paper aims to improve a fine lapping process of hard disk drive (HDD) lapping machines by removing materials from each slider together with controlling the strip height (SH) variation to minimum value. The standard deviation is the key parameter to evaluate the strip height variation, hence it is minimized. In this paper, a design of experiment (DOE) with factorial analysis by twoway analysis of variance (ANOVA) is adopted to obtain a statistically information. The statistics results reveal that initial stripe height patterns affect the final SH variation. Therefore, initial SH classification using a radial basis function neural network is implemented to achieve the proportional gain prediction.

Keywords: Stripe height variation, Two-way analysis ofvariance (ANOVA), Radial basis function neural network, Proportional gain prediction.

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8768 Cognitive Emotion Regulation in Children Is Attributable to Parenting Style, Not to Family Type and Child’s Gender

Authors: AKM Rezaul Karim, Tania Sharafat, Abu Yusuf Mahmud

Abstract:

The study aimed to investigate whether cognitive emotion regulation in children varies with parenting style, family type and gender. Toward this end, cognitive emotion regulation and perceived parenting style of 206 school children were measured. Standard regression analyses of data revealed that the models were significant and explained 17.3% of the variance in adaptive emotion regulation (Adjusted =0.173; F=9.579, p<.001), and 7.1% of the variance in less adaptive emotion regulation (Adjusted =.071, F=4.135, p=.001). Results showed that children’s cognitive emotion regulation is functionally associated with parenting style, but not with family type and their gender. Amongst three types of parenting, authoritative parenting was the strongest predictor of the overall adaptive emotion regulation while authoritarian parenting was the strongest predictor of the overall less adaptive emotion regulation. Permissive parenting has impact neither on adaptive nor on less adaptive emotion regulation. The findings would have important implications for parents, caregivers, child psychologists, and other professionals working with children or adolescents.

Keywords: Cognitive Emotion Regulation, Adaptive, Less Adaptive, Parenting Style, Family Type.

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8767 Achieving Design-Stage Elemental Cost Planning Accuracy: Case Study of New Zealand

Authors: Johnson Adafin, James O. B. Rotimi, Suzanne Wilkinson, Abimbola O. Windapo

Abstract:

An aspect of client expenditure management that requires attention is the level of accuracy achievable in design-stage elemental cost planning. This has been a major concern for construction clients and practitioners in New Zealand (NZ). Pre-tender estimating inaccuracies are significantly influenced by the level of risk information available to estimators. Proper cost planning activities should ensure the production of a project’s likely construction costs (initial and final), and subsequent cost control activities should prevent unpleasant consequences of cost overruns, disputes and project abandonment. If risks were properly identified and priced at the design stage, observed variance between design-stage elemental cost plans (ECPs) and final tender sums (FTS) (initial contract sums) could be reduced. This study investigates the variations between design-stage ECPs and FTS of construction projects, with a view to identifying risk factors that are responsible for the observed variance. Data were sourced through interviews, and risk factors were identified by using thematic analysis. Access was obtained to project files from the records of study participants (consultant quantity surveyors), and document analysis was employed in complementing the responses from the interviews. Study findings revealed the discrepancies between ECPs and FTS in the region of -14% and +16%. It is opined in this study that the identified risk factors were responsible for the variability observed. The values obtained from the analysis would enable greater accuracy in the forecast of FTS by Quantity Surveyors. Further, whilst inherent risks in construction project developments are observed globally, these findings have important ramifications for construction projects by expanding existing knowledge on what is needed for reasonable budgetary performance and successful delivery of construction projects. The findings contribute significantly to the study by providing quantitative confirmation to justify the theoretical conclusions generated in the literature from around the world. This therefore adds to and consolidates existing knowledge.

Keywords: Accuracy, design-stage, elemental cost plan, final tender sum, New Zealand.

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8766 Regional Analysis of Streamflow Drought: A Case Study for Southwestern Iran

Authors: M. Byzedi, B. Saghafian

Abstract:

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.

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8765 Design and Analysis of Flexible Slider Crank Mechanism

Authors: Thanh-Phong Dao, Shyh-Chour Huang

Abstract:

This study presents the optimal design and formulation of a kinematic model of a flexible slider crank mechanism. The objective of the proposed innovative design is to take extra advantage of the compliant mechanism and maximize the fatigue life by applying the Taguchi method. A formulated kinematic model is developed using a pseudo-rigid-body model (PRBM). By means of mathematic models, the kinematic behaviors of the flexible slider crank mechanism are captured using MATLAB software. Finite element analysis (FEA) is used to show the stress distribution. The results show that the optimal shape of the flexible hinge includes a force of 8.5N, a width of 9mm and a thickness of 1.1mm. Analysis of variance shows that the thickness of the proposed hinge is the most significant parameter, with an F test of 15.5. Finally, a prototype is manufactured to prepare for testing the kinematic and dynamic behaviors.

Keywords: Kinematic behavior, fatigue life, pseudo-rigid-body model, flexible slider crank mechanism.

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8764 Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network

Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

Abstract:

This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: k-factor, GARMA, LLWNN, G-GARCH, electricity price, forecasting.

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8763 Robot Movement Using the Trust Region Policy Optimization

Authors: Romisaa Ali

Abstract:

The Policy Gradient approach is a subset of the Deep Reinforcement Learning (DRL) combines Deep Neural Networks (DNN) with Reinforcement Learning (RL). This approach finds the optimal policy of robot movement, based on the experience it gains from interaction with its environment. Unlike previous policy gradient algorithms, which were unable to handle the two types of error variance and bias introduced by the DNN model due to over- or underestimation, this algorithm is capable of handling both types of error variance and bias. This article will discuss the state-of-the-art SOTA policy gradient technique, trust region policy optimization (TRPO), by applying this method in various environments compared to another policy gradient method, the Proximal Policy Optimization (PPO), to explain their robust optimization, using this SOTA to gather experience data during various training phases after observing the impact of hyper-parameters on neural network performance.

Keywords: Deep neural networks, deep reinforcement learning, Proximal Policy Optimization, state-of-the-art, trust region policy optimization.

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8762 Implementation of Response Surface Methodology using in Small Brown Rice Peeling Machine: Part I

Authors: S. Bangphan, P. Bangphan, T.Boonkang

Abstract:

Implementation of response surface methodology (RSM) was employed to study the effects of two factor (rubber clearance and round per minute) in brown rice peeling machine of The optimal BROKENS yield (19.02, average of three repeats),.The optimized composition derived from RSM regression was analyzed using Regression analysis and Analysis of Variance (ANOVA). At a significant level α = 0.05, the values of Regression coefficient, R 2 (adj)were 97.35 % and standard deviation were 1.09513. The independent variables are initial rubber clearance, and round per minute parameters namely. The investigating responses are final rubber clearance, and round per minute (RPM). The restriction of the optimization is the designated.

Keywords: Brown rice, Response surface methodology(RSM), Rubber clearance, Round per minute (RPM), Peeling machine.

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8761 Selecting an Advanced Creep Model or a Sophisticated Time-Integration? A New Approach by Means of Sensitivity Analysis

Authors: Holger Keitel

Abstract:

The prediction of long-term deformations of concrete and reinforced concrete structures has been a field of extensive research and several different creep models have been developed so far. Most of the models were developed for constant concrete stresses, thus, in case of varying stresses a specific superposition principle or time-integration, respectively, is necessary. Nowadays, when modeling concrete creep the engineering focus is rather on the application of sophisticated time-integration methods than choosing the more appropriate creep model. For this reason, this paper presents a method to quantify the uncertainties of creep prediction originating from the selection of creep models or from the time-integration methods. By adapting variance based global sensitivity analysis, a methodology is developed to quantify the influence of creep model selection or choice of time-integration method. Applying the developed method, general recommendations how to model creep behavior for varying stresses are given.

Keywords: Concrete creep models, time-integration methods, sensitivity analysis, prediction uncertainty.

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8760 Assessment of Sediment Quality According To Heavy Metal Status in the West Port of Malaysia

Authors: B.Tavakoly Sany, A.H .Sulaiman, GH. Monazami, A. Salleh

Abstract:

Eight heavy metals (Cu, Cr, Zn, Hg, Pb, Cd, Ni and As) were analyzed in sediment samples in the dry and wet seasons from November 2009 to October 2010 in West Port of Peninsular Malaysia. The heavy metal concentrations (mg/kg dry weight) were ranged from 23.4 to 98.3 for Zn, 22.3 to 80 for Pb, 7.4 to 27.6 Cu, 0.244 to 3.53 for Cd, 7.2 to 22.2 for Ni, 20.2 to 162 for As, 0.11 to 0.409 for Hg and 11.5 to 61.5 for Cr. Metals concentrations in dry season were higher than the rainy season except in cupper and chromium. Analysis of variance with Statistical Analysis System (SAS) shows that the mean concentration of metals in the two seasons (α level=0.05) are not significantly different which shows that the metals were held firmly in the matrix of sediment. Also there are significant differences between control point station with other stations. According to the Interim Sediment Quality guidelines (ISQG), the metal concentrations are moderately polluted, except in arsenic which shows the highest level of pollution.

Keywords: Heavy metals, sediment quality guidelines, west port.

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8759 Pay Differentials and Employee Retention in the State Colleges of Education in the South-South Zone, Nigeria

Authors: Emmanuel U. Ingwu

Abstract:

The study examined the influence of pay differentials on employee retention in the State Colleges of Education in the South-South Region of Nigeria. 275 subjects drawn from members of the wage negotiating teams in the Colleges were administered questionnaires constructed for study. Analysis of Variance revealed that the observed pay differentials significantly influenced retainership, f(5,269 = 6.223, P< 0.05). However, the Multiple Classification Analysis and Post-Hoc test indicated that employees in two of the Colleges with slightly lower and higher pay levels may probably remain with their employers while employees in other Colleges with the least and highest pay levels suggested quitting. Based on these observations, the influence of pay on employee retention seems inconclusive. Generally, employees in the colleges studied are dissatisfied with current pay levels. Management should confront these challenges by improving pay packages to encourage employees to remain and be dedicated to duty.

Keywords: Employee, Influence, Pay differentials, Retention.

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8758 Performance Improvement in the Bivariate Models by using Modified Marginal Variance of Noisy Observations for Image-Denoising Applications

Authors: R. Senthilkumar

Abstract:

Most simple nonlinear thresholding rules for wavelet- based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. This paper attempts to give a recipe for selecting one of the popular image-denoising algorithms based on VisuShrink, SureShrink, OracleShrink, BayesShrink and BiShrink and also this paper compares different Bivariate models used for image denoising applications. The first part of the paper compares different Shrinkage functions used for image-denoising. The second part of the paper compares different bivariate models and the third part of this paper uses the Bivariate model with modified marginal variance which is based on Laplacian assumption. This paper gives an experimental comparison on six 512x512 commonly used images, Lenna, Barbara, Goldhill, Clown, Boat and Stonehenge. The following noise powers 25dB,26dB, 27dB, 28dB and 29dB are added to the six standard images and the corresponding Peak Signal to Noise Ratio (PSNR) values are calculated for each noise level.

Keywords: BiShrink, Image-Denoising, PSNR, Shrinkage function

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