Search results for: features engineering methods for forecasting
5279 Volatility Switching between Two Regimes
Authors: Josip Visković, Josip Arnerić, Ante Rozga
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Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modeling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behavior of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.
Keywords: Central and east European countries, financial crisis, Markov switching GARCH model, transition probabilities.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25095278 Assessing Innovation Activity in Mexico and South Korea: An Econometric Approach
Authors: Mario Gómez, Won Ho Kim, Ángel Licona, José Carlos Rodríguez
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This article analyzes innovation activity in Mexico and South Korea. It develops an econometric model to test for structural breaks in the number of patent applications filed by residents and nonresidents in these countries during the period of 1965 to 2012. These changes may suggest that firms’ innovative capabilities have changed because of implementing different science, technology and innovation (STI) policies in Mexico and South Korea. Two important features characterize this research from others already developed by these authors. First, the theoretical research framework in this research is the debate between the assimilation view of growth and the accumulation view of growth. This characteristic suggests that trade liberalization should be accompanied by an adequate STI policy to boost competitiveness among indigenous firms. Second, the analysis in this research stresses the importance of key actors (e.g. governments) to successfully develop innovation capabilities among indigenous firms. Therefore, the question conducting this research is how STI policies in Mexico and South Korea contributed to develop firms’ innovation capabilities in these countries during last decades? The results from this research suggests that STI policy in South Korea was more suitable to boost innovation firms to compete in markets. Data to develop this research was released by the World Intellectual Property Organization (WIPO).
Keywords: Econometric methods, innovation, Mexico, South Korea, STI Policy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9425277 A Text Mining Technique Using Association Rules Extraction
Authors: Hany Mahgoub, Dietmar Rösner, Nabil Ismail, Fawzy Torkey
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This paper describes text mining technique for automatically extracting association rules from collections of textual documents. The technique called, Extracting Association Rules from Text (EART). It depends on keyword features for discover association rules amongst keywords labeling the documents. In this work, the EART system ignores the order in which the words occur, but instead focusing on the words and their statistical distributions in documents. The main contributions of the technique are that it integrates XML technology with Information Retrieval scheme (TFIDF) (for keyword/feature selection that automatically selects the most discriminative keywords for use in association rules generation) and use Data Mining technique for association rules discovery. It consists of three phases: Text Preprocessing phase (transformation, filtration, stemming and indexing of the documents), Association Rule Mining (ARM) phase (applying our designed algorithm for Generating Association Rules based on Weighting scheme GARW) and Visualization phase (visualization of results). Experiments applied on WebPages news documents related to the outbreak of the bird flu disease. The extracted association rules contain important features and describe the informative news included in the documents collection. The performance of the EART system compared with another system that uses the Apriori algorithm throughout the execution time and evaluating extracted association rules.
Keywords: Text mining, data mining, association rule mining
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 44165276 Comparison of Experimental Relationships to Determine Flow Discharge in Meandering Compound Channels Using M5 Decision Tree Model
Authors: Mehdi Kheradmand, Mehdi Azhdary Moghaddam, Abdolreza Zahiri, Khalil Ghorbani
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This research compares results of major methods of determining the flow discharge using experimental relationships with results from the M5 decision tree model in meandering compound sections in several laboratory channels. It was found that the M5 decision tree model enjoyed greater accuracy of statistical parameters compared to methods to the said methods. This suggested that the M5 decision tree model has highly improved the calculated accuracy of the flow discharge in meandering compound channels.
Keywords: Stage-discharge relationship, M5 decision tree model, compound section, meandering compound channel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2005275 Convex Restrictions for Outage Constrained MU-MISO Downlink under Imperfect Channel State Information
Authors: A. Preetha Priyadharshini, S. B. M. Priya
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In this paper, we consider the MU-MISO downlink scenario, under imperfect channel state information (CSI). The main issue in imperfect CSI is to keep the probability of each user achievable outage rate below the given threshold level. Such a rate outage constraints present significant and analytical challenges. There are many probabilistic methods are used to minimize the transmit optimization problem under imperfect CSI. Here, decomposition based large deviation inequality and Bernstein type inequality convex restriction methods are used to perform the optimization problem under imperfect CSI. These methods are used for achieving improved output quality and lower complexity. They provide a safe tractable approximation of the original rate outage constraints. Based on these method implementations, performance has been evaluated in the terms of feasible rate and average transmission power. The simulation results are shown that all the two methods offer significantly improved outage quality and lower computational complexity.
Keywords: Imperfect channel state information, outage probability, multiuser- multi input single output.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11075274 Calibration of Syringe Pumps Using Interferometry and Optical Methods
Authors: E. Batista, R. Mendes, A. Furtado, M. C. Ferreira, I. Godinho, J. A. Sousa, M. Alvares, R. Martins
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Syringe pumps are commonly used for drug delivery in hospitals and clinical environments. These instruments are critical in neonatology and oncology, where any variation in the flow rate and drug dosing quantity can lead to severe incidents and even death of the patient. Therefore it is very important to determine the accuracy and precision of these devices using the suitable calibration methods. The Volume Laboratory of the Portuguese Institute for Quality (LVC/IPQ) uses two different methods to calibrate syringe pumps from 16 nL/min up to 20 mL/min. The Interferometric method uses an interferometer to monitor the distance travelled by a pusher block of the syringe pump in order to determine the flow rate. Therefore, knowing the internal diameter of the syringe with very high precision, the travelled distance, and the time needed for that travelled distance, it was possible to calculate the flow rate of the fluid inside the syringe and its uncertainty. As an alternative to the gravimetric and the interferometric method, a methodology based on the application of optical technology was also developed to measure flow rates. Mainly this method relies on measuring the increase of volume of a drop over time. The objective of this work is to compare the results of the calibration of two syringe pumps using the different methodologies described above. The obtained results were consistent for the three methods used. The uncertainties values were very similar for all the three methods, being higher for the optical drop method due to setup limitations.
Keywords: Calibration, interferometry, syringe pump, optical method, uncertainty.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7595273 A Corpus-Based Analysis on Code-Mixing Features in Mandarin-English Bilingual Children in Singapore
Authors: Xunan Huang, Caicai Zhang
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This paper investigated the code-mixing features in Mandarin-English bilingual children in Singapore. First, it examined whether the code-mixing rate was different in Mandarin Chinese and English contexts. Second, it explored the syntactic categories of code-mixing in Singapore bilingual children. Moreover, this study investigated whether morphological information was preserved when inserting syntactic components into the matrix language. Data are derived from the Singapore Bilingual Corpus, in which the recordings and transcriptions of sixty English-Mandarin 5-to-6-year-old children were preserved for analysis. Results indicated that the rate of code-mixing was asymmetrical in the two language contexts, with the rate being significantly higher in the Mandarin context than that in the English context. The asymmetry is related to language dominance in that children are more likely to code-mix when using their nondominant language. Concerning the syntactic categories of code-mixing words in the Singaporean bilingual children, we found that noun-mixing, verb-mixing, and adjective-mixing are the three most frequently used categories in code-mixing in the Mandarin context. This pattern mirrors the syntactic categories of code-mixing in the Cantonese context in Cantonese-English bilingual children, and the general trend observed in lexical borrowing. Third, our results also indicated that English vocabularies that carry morphological information are embedded in bare forms in the Mandarin context. These findings shed light upon how bilingual children take advantage of the two languages in mixed utterances in a bilingual environment.
Keywords: Code-mixing, Mandarin Chinese, English, bilingual children.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10995272 Generation of Sets of Synthetic Classifiers for the Evaluation of Abstract-Level Combination Methods
Authors: N. Greco, S. Impedovo, R.Modugno, G. Pirlo
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This paper presents a new technique for generating sets of synthetic classifiers to evaluate abstract-level combination methods. The sets differ in terms of both recognition rates of the individual classifiers and degree of similarity. For this purpose, each abstract-level classifier is considered as a random variable producing one class label as the output for an input pattern. From the initial set of classifiers, new slightly different sets are generated by applying specific operators, which are defined at the purpose. Finally, the sets of synthetic classifiers have been used to estimate the performance of combination methods for abstract-level classifiers. The experimental results demonstrate the effectiveness of the proposed approach.
Keywords: Abstract-level Classifier, Dempster-Shafer Rule, Multi-expert Systems, Similarity Index, System Evaluation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14735271 High-Efficiency Comparator for Low-Power Application
Authors: M. Yousefi, N. Nasirzadeh
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In this paper, dynamic comparator structure employing two methods for power consumption reduction with applications in low-power high-speed analog-to-digital converters have been presented. The proposed comparator has low consumption thanks to power reduction methods. They have the ability for offset adjustment. The comparator consumes 14.3 μW at 100 MHz which is equal to 11.8 fJ. The comparator has been designed and simulated in 180 nm CMOS. Layouts occupy 210 μm2.Keywords: Comparator, low, power, efficiency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16055270 Vibration Induced Fatigue Assessment in Vehicle Development Process
Authors: Fatih Kagnici
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Improvement in CAE methods has an important role for shortening of the vehicle product development time. It is provided that validation of the design and improvements in terms of durability can be done without hardware prototype production. In recent years, several different methods have been developed in order to investigate fatigue damage of the vehicle. The intended goal among these methods is prediction of fatigue damage in a short time with reduced costs. This study developed a new fatigue damage prediction method in the automotive sector using power spectrum densities of accelerations. This study also confirmed that the weak region in vehicle can be easily detected with the method developed in this study which results were compared with conventional method.
Keywords: Fatigue damage, Power spectrum density, Vibration induced fatigue, Vehicle development
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31155269 3D Face Recognition Using Modified PCA Methods
Authors: Omid Gervei, Ahmad Ayatollahi, Navid Gervei
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In this paper we present an approach for 3D face recognition based on extracting principal components of range images by utilizing modified PCA methods namely 2DPCA and bidirectional 2DPCA also known as (2D) 2 PCA.A preprocessing stage was implemented on the images to smooth them using median and Gaussian filtering. In the normalization stage we locate the nose tip to lay it at the center of images then crop each image to a standard size of 100*100. In the face recognition stage we extract the principal component of each image using both 2DPCA and (2D) 2 PCA. Finally, we use Euclidean distance to measure the minimum distance between a given test image to the training images in the database. We also compare the result of using both methods. The best result achieved by experiments on a public face database shows that 83.3 percent is the rate of face recognition for a random facial expression.Keywords: 3D face recognition, 2DPCA, (2D) 2 PCA, Rangeimage
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30525268 A Deep Learning Framework for Polarimetric SAR Change Detection Using Capsule Network
Authors: Sanae Attioui, Said Najah
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The Earth's surface is constantly changing through forces of nature and human activities. Reliable, accurate, and timely change detection is critical to environmental monitoring, resource management, and planning activities. Recently, interest in deep learning algorithms, especially convolutional neural networks, has increased in the field of image change detection due to their powerful ability to extract multi-level image features automatically. However, these networks are prone to drawbacks that limit their applications, which reside in their inability to capture spatial relationships between image instances, as this necessitates a large amount of training data. As an alternative, Capsule Network has been proposed to overcome these shortcomings. Although its effectiveness in remote sensing image analysis has been experimentally verified, its application in change detection tasks remains very sparse. Motivated by its greater robustness towards improved hierarchical object representation, this study aims to apply a capsule network for PolSAR image Change Detection. The experimental results demonstrate that the proposed change detection method can yield a significantly higher detection rate compared to methods based on convolutional neural networks.
Keywords: Change detection, capsule network, deep network, Convolutional Neural Networks, polarimetric synthetic aperture radar images, PolSAR images.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4715267 The Coupling of Photocatalytic Oxidation Processes with Activated Carbon Technologies and the Comparison of the Treatment Methods for Organic Removal from Surface Water
Authors: N. Areerachakul
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The surface water used in this study was collected from the Chao Praya River at the lower part at the Nonthaburi bridge. It was collected and used throughout the experiment. TOC (also known as DOC) in the range between 2.5 to 5.6 mg/l were investigated in this experiment. The use of conventional treatment methods such as FeCl3 and PAC showed that TOC removal was 65% using FeCl3 and 78% using PAC (powder activated carbon). The advanced oxidation process alone showed only 35% removal of TOC. Coupling advanced oxidation with a small amount of PAC (0.05g/L) increased efficiency by upto 55%. The combined BAC with advanced oxidation process and small amount of PAC demonstrated the highest efficiency of up to 95% of TOC removal and lower sludge production compared with other methods.
Keywords: Advanced oxidation process, TOC, PAC
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17635266 Feature Based Dense Stereo Matching using Dynamic Programming and Color
Authors: Hajar Sadeghi, Payman Moallem, S. Amirhassn Monadjemi
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This paper presents a new feature based dense stereo matching algorithm to obtain the dense disparity map via dynamic programming. After extraction of some proper features, we use some matching constraints such as epipolar line, disparity limit, ordering and limit of directional derivative of disparity as well. Also, a coarseto- fine multiresolution strategy is used to decrease the search space and therefore increase the accuracy and processing speed. The proposed method links the detected feature points into the chains and compares some of the feature points from different chains, to increase the matching speed. We also employ color stereo matching to increase the accuracy of the algorithm. Then after feature matching, we use the dynamic programming to obtain the dense disparity map. It differs from the classical DP methods in the stereo vision, since it employs sparse disparity map obtained from the feature based matching stage. The DP is also performed further on a scan line, between any matched two feature points on that scan line. Thus our algorithm is truly an optimization method. Our algorithm offers a good trade off in terms of accuracy and computational efficiency. Regarding the results of our experiments, the proposed algorithm increases the accuracy from 20 to 70%, and reduces the running time of the algorithm almost 70%.Keywords: Chain Correspondence, Color Stereo Matching, Dynamic Programming, Epipolar Line, Stereo Vision.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23325265 On Dialogue Systems Based on Deep Learning
Authors: Yifan Fan, Xudong Luo, Pingping Lin
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Nowadays, dialogue systems increasingly become the way for humans to access many computer systems. So, humans can interact with computers in natural language. A dialogue system consists of three parts: understanding what humans say in natural language, managing dialogue, and generating responses in natural language. In this paper, we survey deep learning based methods for dialogue management, response generation and dialogue evaluation. Specifically, these methods are based on neural network, long short-term memory network, deep reinforcement learning, pre-training and generative adversarial network. We compare these methods and point out the further research directions.Keywords: Dialogue management, response generation, reinforcement learning, deep learning, evaluation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7685264 Locating Critical Failure Surface in Rock Slope Stability with Hybrid Model Based on Artificial Immune System and Cellular Learning Automata (CLA-AIS)
Authors: Ramin Javadzadeh, Emad Javadzadeh
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Locating the critical slip surface with the minimum factor of safety for a rock slope is a difficult problem. In recent years, some modern global optimization methods have been developed with success in treating various types of problems, but very few of such methods have been applied to rock mechanical problems. In this paper, use of hybrid model based on artificial immune system and cellular learning automata is proposed. The results show that the algorithm is an effective and efficient optimization method with a high level of confidence rate.
Keywords: CLA-AIS, failure surface, optimization methods, rock slope.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19965263 Hybrid Approach for Software Defect Prediction Using Machine Learning with Optimization Technique
Authors: C. Manjula, Lilly Florence
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Software technology is developing rapidly which leads to the growth of various industries. Now-a-days, software-based applications have been adopted widely for business purposes. For any software industry, development of reliable software is becoming a challenging task because a faulty software module may be harmful for the growth of industry and business. Hence there is a need to develop techniques which can be used for early prediction of software defects. Due to complexities in manual prediction, automated software defect prediction techniques have been introduced. These techniques are based on the pattern learning from the previous software versions and finding the defects in the current version. These techniques have attracted researchers due to their significant impact on industrial growth by identifying the bugs in software. Based on this, several researches have been carried out but achieving desirable defect prediction performance is still a challenging task. To address this issue, here we present a machine learning based hybrid technique for software defect prediction. First of all, Genetic Algorithm (GA) is presented where an improved fitness function is used for better optimization of features in data sets. Later, these features are processed through Decision Tree (DT) classification model. Finally, an experimental study is presented where results from the proposed GA-DT based hybrid approach is compared with those from the DT classification technique. The results show that the proposed hybrid approach achieves better classification accuracy.
Keywords: Decision tree, genetic algorithm, machine learning, software defect prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14505262 Blow up in Polynomial Differential Equations
Authors: Rudolf Csikja, Janos Toth
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Methods to detect and localize time singularities of polynomial and quasi-polynomial ordinary differential equations are systematically presented and developed. They are applied to examples taken form different fields of applications and they are also compared to better known methods such as those based on the existence of linear first integrals or Lyapunov functions.
Keywords: blow up, finite escape time, polynomial ODE, singularity, Lotka–Volterra equation, Painleve analysis, Ψ-series, global existence
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21665261 Patients’ Perceptions of Receiving a Diagnosis of a Hematological Malignancy, Following the SPIKES Protocol
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Objective: Sharing devastating news with patients is often considered the most difficult task of doctors. This study aimed to explore patients’ perceptions of receiving bad news including which features improve the experience and which areas need refining. Methods: A questionnaire was written based on the steps of the SPIKES model for breaking bad new. 20 patients receiving treatment for a hematological malignancy completed the questionnaire. Results: Overall, the results are promising as most patients praised their consultation. ‘Poor’ was more commonly rated by women and participants aged 45-64. The main differences between the ‘excellent’ and ‘poor’ consultations include the doctor’s sensitivity and checking the patients’ understanding. Only 35% of patients were asked their existing knowledge and 85% of consultations failed to discuss the impact of the diagnosis on daily life. Conclusion: This study agreed with the consensus of existing literature. The commended aspects include consultation set-up and information given. Areas patients felt needed improvement include doctors determining the patient’s existing knowledge and checking new information has been understood. Doctors should also explore how the diagnosis will affect the patient’s life. With a poorer prognosis, doctors should work on conveying appropriate hope. The study was limited by a small sample size and potential recall bias.Keywords: Communication, diagnosis, hematology, patients.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19315260 Retrieval of Relevant Visual Data in Selected Machine Vision Tasks: Examples of Hardware-based and Software-based Solutions
Authors: Andrzej Śluzek
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To illustrate diversity of methods used to extract relevant (where the concept of relevance can be differently defined for different applications) visual data, the paper discusses three groups of such methods. They have been selected from a range of alternatives to highlight how hardware and software tools can be complementarily used in order to achieve various functionalities in case of different specifications of “relevant data". First, principles of gated imaging are presented (where relevance is determined by the range). The second methodology is intended for intelligent intrusion detection, while the last one is used for content-based image matching and retrieval. All methods have been developed within projects supervised by the author.
Keywords: Relevant visual data, gated imaging, intrusion detection, image matching.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13795259 Evaluation of the Internal Quality for Pineapple Based on the Spectroscopy Approach and Neural Network
Authors: Nonlapun Meenil, Pisitpong Intarapong, Thitima Wongsheree, Pranchalee Samanpiboon
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In Thailand, once pineapples are harvested, they must be classified into two classes based on their sweetness: sweet and unsweet. This paper has studied and developed the assessment of internal quality of pineapples using a low-cost compact spectroscopy sensor according to the spectroscopy approach and Neural Network (NN). During the experiments, Batavia pineapples were utilized, generating 100 samples. The extracted pineapple juice of each sample was used to determine the Soluble Solid Content (SSC) labeling into sweet and unsweet classes. In terms of experimental equipment, the sensor cover was specifically designed to install the sensor and light source to read the reflectance at a five mm depth from pineapple flesh. By using a spectroscopy sensor, data on visible and near-infrared reflectance (Vis-NIR) were collected. The NN was used to classify the pineapple classes. Before the classification step, the preprocessing methods, which are class balancing, data shuffling, and standardization, were applied. The 510 nm and 900 nm reflectance values of the middle parts of pineapples were used as features of the NN. With the sequential model and ReLU activation function, 100% accuracy of the training set and 76.67% accuracy of the test set were achieved. According to the abovementioned information, using a low-cost compact spectroscopy sensor has achieved favorable results in classifying the sweetness of the two classes of pineapples.
Keywords: Spectroscopy, soluble solid content, pineapple, neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 855258 Differentiation of Heart Rate Time Series from Electroencephalogram and Noise
Authors: V. I. Thajudin Ahamed, P. Dhanasekaran, Paul Joseph K.
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Analysis of heart rate variability (HRV) has become a popular non-invasive tool for assessing the activities of autonomic nervous system. Most of the methods were hired from techniques used for time series analysis. Currently used methods are time domain, frequency domain, geometrical and fractal methods. A new technique, which searches for pattern repeatability in a time series, is proposed for quantifying heart rate (HR) time series. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are able to distinguish HR data clearly from noise and electroencephalogram (EEG). The results of analysis using these measures give an insight into the fundamental difference between the composition of HR time series with respect to EEG and noise.Keywords: Approximate entropy, heart rate variability, noise, pattern repeatability, and sample entropy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17215257 The Role of Banks Funding and Promoting the Foreign Trade: Case of Turkey
Authors: Mikail Altan
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International trust takes first place in the development of foreign trade in the country. They see an important role in ensuring that trust. Various payment methods that are developed in the banking system provide fast and reliable way to execution and promote foreign trade by financing the foreign trade. In this study, we investigate the influence of bank on foreign trade in Turkey. 26 years of data for 1990-2015 period have been used in this study. After correlation analysis, a simple regression model was established. Payment methods that are developed in the banking system make a positive contribution in Turkey’s foreign trade volume. In addition, the export of Turkey was affected positively more than import’s by these payment methods.Keywords: Banks, export, foreign trade, import.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20545256 Application Reliability Method for Concrete Dams
Authors: Mustapha Kamel Mihoubi, Mohamed Essadik Kerkar
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Probabilistic risk analysis models are used to provide a better understanding of the reliability and structural failure of works, including when calculating the stability of large structures to a major risk in the event of an accident or breakdown. This work is interested in the study of the probability of failure of concrete dams through the application of reliability analysis methods including the methods used in engineering. It is in our case, the use of level 2 methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type first order risk method (FORM) and the second order risk method (SORM). By way of comparison, a level three method was used which generates a full analysis of the problem and involves an integration of the probability density function of random variables extended to the field of security using the Monte Carlo simulation method. Taking into account the change in stress following load combinations: normal, exceptional and extreme acting on the dam, calculation of the results obtained have provided acceptable failure probability values which largely corroborate the theory, in fact, the probability of failure tends to increase with increasing load intensities, thus causing a significant decrease in strength, shear forces then induce a shift that threatens the reliability of the structure by intolerable values of the probability of product failures. Especially, in case the increase of uplift in a hypothetical default of the drainage system.
Keywords: Dam, failure, limit-state, Monte Carlo simulation, reliability, probability, simulation, sliding, Taylor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12145255 A Study of Panel Logit Model and Adaptive Neuro-Fuzzy Inference System in the Prediction of Financial Distress Periods
Authors: Ε. Giovanis
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The purpose of this paper is to present two different approaches of financial distress pre-warning models appropriate for risk supervisors, investors and policy makers. We examine a sample of the financial institutions and electronic companies of Taiwan Security Exchange (TSE) market from 2002 through 2008. We present a binary logistic regression with paned data analysis. With the pooled binary logistic regression we build a model including more variables in the regression than with random effects, while the in-sample and out-sample forecasting performance is higher in random effects estimation than in pooled regression. On the other hand we estimate an Adaptive Neuro-Fuzzy Inference System (ANFIS) with Gaussian and Generalized Bell (Gbell) functions and we find that ANFIS outperforms significant Logit regressions in both in-sample and out-of-sample periods, indicating that ANFIS is a more appropriate tool for financial risk managers and for the economic policy makers in central banks and national statistical services.Keywords: ANFIS, Binary logistic regression, Financialdistress, Panel data
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23325254 A Case Study on Appearance Based Feature Extraction Techniques and Their Susceptibility to Image Degradations for the Task of Face Recognition
Authors: Vitomir Struc, Nikola Pavesic
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Over the past decades, automatic face recognition has become a highly active research area, mainly due to the countless application possibilities in both the private as well as the public sector. Numerous algorithms have been proposed in the literature to cope with the problem of face recognition, nevertheless, a group of methods commonly referred to as appearance based have emerged as the dominant solution to the face recognition problem. Many comparative studies concerned with the performance of appearance based methods have already been presented in the literature, not rarely with inconclusive and often with contradictory results. No consent has been reached within the scientific community regarding the relative ranking of the efficiency of appearance based methods for the face recognition task, let alone regarding their susceptibility to appearance changes induced by various environmental factors. To tackle these open issues, this paper assess the performance of the three dominant appearance based methods: principal component analysis, linear discriminant analysis and independent component analysis, and compares them on equal footing (i.e., with the same preprocessing procedure, with optimized parameters for the best possible performance, etc.) in face verification experiments on the publicly available XM2VTS database. In addition to the comparative analysis on the XM2VTS database, ten degraded versions of the database are also employed in the experiments to evaluate the susceptibility of the appearance based methods on various image degradations which can occur in "real-life" operating conditions. Our experimental results suggest that linear discriminant analysis ensures the most consistent verification rates across the tested databases.
Keywords: Biometrics, face recognition, appearance based methods, image degradations, the XM2VTS database.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22715253 A Trainable Neural Network Ensemble for ECG Beat Classification
Authors: Atena Sajedin, Shokoufeh Zakernejad, Soheil Faridi, Mehrdad Javadi, Reza Ebrahimpour
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This paper illustrates the use of a combined neural network model for classification of electrocardiogram (ECG) beats. We present a trainable neural network ensemble approach to develop customized electrocardiogram beat classifier in an effort to further improve the performance of ECG processing and to offer individualized health care. We process a three stage technique for detection of premature ventricular contraction (PVC) from normal beats and other heart diseases. This method includes a denoising, a feature extraction and a classification. At first we investigate the application of stationary wavelet transform (SWT) for noise reduction of the electrocardiogram (ECG) signals. Then feature extraction module extracts 10 ECG morphological features and one timing interval feature. Then a number of multilayer perceptrons (MLPs) neural networks with different topologies are designed. The performance of the different combination methods as well as the efficiency of the whole system is presented. Among them, Stacked Generalization as a proposed trainable combined neural network model possesses the highest recognition rate of around 95%. Therefore, this network proves to be a suitable candidate in ECG signal diagnosis systems. ECG samples attributing to the different ECG beat types were extracted from the MIT-BIH arrhythmia database for the study. Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22005252 Examination of Flood Runoff Reproductivity for Different Rainfall Sources in Central Vietnam
Authors: Do Hoai Nam, Keiko Udo, Akira Mano
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This paper presents the combination of different precipitation data sets and the distributed hydrological model, in order to examine the flood runoff reproductivity of scattered observation catchments. The precipitation data sets were obtained from observation using rain-gages, satellite based estimate (TRMM), and numerical weather prediction model (NWP), then were coupled with the super tank model. The case study was conducted in three basins (small, medium, and large size) located in Central Vietnam. Calculated hydrographs based on ground observation rainfall showed best fit to measured stream flow, while those obtained from TRMM and NWP showed high uncertainty of peak discharges. However, calculated hydrographs using the adjusted rainfield depicted a promising alternative for the application of TRMM and NWP in flood modeling for scattered observation catchments, especially for the extension of forecast lead time.
Keywords: Flood forecast, rainfall-runoff model, satellite rainfall estimate, numerical weather prediction, quantitative precipitation forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16015251 Fast Database Indexing for Large Protein Sequence Collections Using Parallel N-Gram Transformation Algorithm
Authors: Jehad A. H. Hammad, Nur'Aini binti Abdul Rashid
Abstract:
With the rapid development in the field of life sciences and the flooding of genomic information, the need for faster and scalable searching methods has become urgent. One of the approaches that were investigated is indexing. The indexing methods have been categorized into three categories which are the lengthbased index algorithms, transformation-based algorithms and mixed techniques-based algorithms. In this research, we focused on the transformation based methods. We embedded the N-gram method into the transformation-based method to build an inverted index table. We then applied the parallel methods to speed up the index building time and to reduce the overall retrieval time when querying the genomic database. Our experiments show that the use of N-Gram transformation algorithm is an economical solution; it saves time and space too. The result shows that the size of the index is smaller than the size of the dataset when the size of N-Gram is 5 and 6. The parallel N-Gram transformation algorithm-s results indicate that the uses of parallel programming with large dataset are promising which can be improved further.Keywords: Biological sequence, Database index, N-gram indexing, Parallel computing, Sequence retrieval.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21175250 Research on a Forest Fire Spread Simulation Driven by the Wind Field in Complex Terrain
Authors: Ying Shang, Chencheng Wang
Abstract:
The wind field is the main driving factor for the spread of forest fires. For the simulation results of forest fire spread to be more accurate, it is necessary to obtain more detailed wind field data. Therefore, this paper studied the mountainous fine wind field simulation method coupled with WRF (Weather Research and Forecasting Model) and CFD (Computational Fluid Dynamics) to realize the numerical simulation of the wind field in a mountainous area with a scale of 30 m and a small measurement error. Local topographical changes have an important impact on the wind field. Based on the Rothermel fire spread model, a forest fire in Idaho in the western United States was simulated. The historical data proved that the simulation results had a good accuracy. They showed that the fire spread rate will decrease rapidly with time and then reach a steady state. After reaching a steady state, the fire spread growth area will not only be affected by the slope, but will also show a significant quadratic linear positive correlation with the wind speed change.
Keywords: Wind field, numerical simulation, forest fire spread, fire behavior model, complex terrain.
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