Search results for: Multivariate Adaptive Regression Splines Pulmonary Function Test
Commenced in January 2007
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Edition: International
Paper Count: 6083

Search results for: Multivariate Adaptive Regression Splines Pulmonary Function Test

4973 Choosing between the Regression Correlation, the Rank Correlation, and the Correlation Curve

Authors: Roger L Goodwin

Abstract:

This paper presents a rank correlation curve. The traditional correlation coefficient is valid for both continuous variables and for integer variables using rank statistics. Since the correlation coefficient has already been established in rank statistics by Spearman, such a calculation can be extended to the correlation curve. This paper presents two survey questions. The survey collected non-continuous variables. We will show weak to moderate correlation. Obviously, one question has a negative effect on the other. A review of the qualitative literature can answer which question and why. The rank correlation curve shows which collection of responses has a positive slope and which collection of responses has a negative slope. Such information is unavailable from the flat, ”first-glance” correlation statistics.

Keywords: Bayesian estimation, regression model, rank statistics, correlation, correlation curve.

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4972 Higher Frequency Modeling of Synchronous Exciter Machines by Equivalent Circuits and Transfer Functions

Authors: Marcus Banda

Abstract:

In this article the influence of higher frequency effects in addition to a special damper design on the electrical behavior of a synchronous generator main exciter machine is investigated. On the one hand these machines are often highly stressed by harmonics from the bridge rectifier thus facing additional eddy current losses. On the other hand the switching may cause the excitation of dangerous voltage peaks in resonant circuits formed by the diodes of the rectifier and the commutation reactance of the machine. Therefore modern rotating exciters are treated like synchronous generators usually modeled with a second order equivalent circuit. Hence the well known Standstill Frequency Response Test (SSFR) method is applied to a test machine in order to determine parameters for the simulation. With these results it is clearly shown that higher frequencies have a strong impact on the conventional equivalent circuit model. Because of increasing field displacement effects in the stranded armature winding the sub-transient reactance is even smaller than the armature leakage at high frequencies. As a matter of fact this prevents the algorithm to find an equivalent scheme. This issue is finally solved using Laplace transfer functions fully describing the transient behavior at the model ports.

Keywords: Synchronous exciter machine, Linear transfer function, SSFR, Equivalent Circuit

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4971 Stability Enhancement of a Large-Scale Power System Using Power System Stabilizer Based on Adaptive Neuro Fuzzy Inference System

Authors: Agung Budi Muljono, I Made Ginarsa, I Made Ari Nrartha

Abstract:

A large-scale power system (LSPS) consists of two or more sub-systems connected by inter-connecting transmission. Loading pattern on an LSPS always changes from time to time and varies depend on consumer need. The serious instability problem is appeared in an LSPS due to load fluctuation in all of the bus. Adaptive neuro-fuzzy inference system (ANFIS)-based power system stabilizer (PSS) is presented to cover the stability problem and to enhance the stability of an LSPS. The ANFIS control is presented because the ANFIS control is more effective than Mamdani fuzzy control in the computation aspect. Simulation results show that the presented PSS is able to maintain the stability by decreasing peak overshoot to the value of −2.56 × 10−5 pu for rotor speed deviation Δω2−3. The presented PSS also makes the settling time to achieve at 3.78 s on local mode oscillation. Furthermore, the presented PSS is able to improve the peak overshoot and settling time of Δω3−9 to the value of −0.868 × 10−5 pu and at the time of 3.50 s for inter-area oscillation.

Keywords: ANFIS, large-scale, power system, PSS, stability enhancement.

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4970 Estimation of Real Power Transfer Allocation Using Intelligent Systems

Authors: H. Shareef, A. Mohamed, S. A. Khalid, Aziah Khamis

Abstract:

This paper presents application artificial intelligent (AI) techniques, namely artificial neural network (ANN), adaptive neuro fuzzy interface system (ANFIS), to estimate the real power transfer between generators and loads. Since these AI techniques adopt supervised learning, it first uses modified nodal equation method (MNE) to determine real power contribution from each generator to loads. Then the results of MNE method and load flow information are utilized to estimate the power transfer using AI techniques. The 25-bus equivalent system of south Malaysia is utilized as a test system to illustrate the effectiveness of both AI methods compared to that of the MNE method. The mean squared error of the estimate of ANN and ANFIS power transfer allocation methods are 1.19E-05 and 2.97E-05, respectively. Furthermore, when compared to MNE method, ANN and ANFIS methods computes generator contribution to loads within 20.99 and 39.37msec respectively whereas the MNE method took 360msec for the calculation of same real power transfer allocation. 

Keywords: Artificial intelligence, Power tracing, Artificial neural network, ANFIS, Power system deregulation.

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4969 Doubly Fed Induction Generator Based Variable Speed Wind Conversion System Control Enhancement by Applying Fractional Order Controller

Authors: Abdellatif Kasbi, Abderrafii Rahali

Abstract:

In an electric power grid connected wind generation system, dynamic control strategy is essential to use the wind energy efficiently as well as for an energy optimization. The present study has focused on decoupled power regulation of doubly fed induction generator, operating in wind turbine, in accordance with the vector control approach by applying fractional order proportional integral (FOPI) controller. The FOPI controller is designed based on a simple method; up such that the response of closed loop process is similar to the response of a specified fractional model whose transfer function is Bode’s ideal function. In this tuning operation, the parameters of the proposed fractional controller are established analytically using the impulse closed-loop response of the controlled process. To show the superior action of the developed FOPI controller in comparison with standard PI controller in different function conditions, the study is validated through simulation using the software MATLAB/Simulink.

Keywords: Wind generation system, DFIG, vector control approach, fractional order PI controller, Bode’s ideal transfer function, impulse response.

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4968 Automatic Sleep Stage Scoring with Wavelet Packets Based on Single EEG Recording

Authors: Luay A. Fraiwan, Natheer Y. Khaswaneh, Khaldon Y. Lweesy

Abstract:

Sleep stage scoring is the process of classifying the stage of the sleep in which the subject is in. Sleep is classified into two states based on the constellation of physiological parameters. The two states are the non-rapid eye movement (NREM) and the rapid eye movement (REM). The NREM sleep is also classified into four stages (1-4). These states and the state wakefulness are distinguished from each other based on the brain activity. In this work, a classification method for automated sleep stage scoring based on a single EEG recording using wavelet packet decomposition was implemented. Thirty two ploysomnographic recording from the MIT-BIH database were used for training and validation of the proposed method. A single EEG recording was extracted and smoothed using Savitzky-Golay filter. Wavelet packets decomposition up to the fourth level based on 20th order Daubechies filter was used to extract features from the EEG signal. A features vector of 54 features was formed. It was reduced to a size of 25 using the gain ratio method and fed into a classifier of regression trees. The regression trees were trained using 67% of the records available. The records for training were selected based on cross validation of the records. The remaining of the records was used for testing the classifier. The overall correct rate of the proposed method was found to be around 75%, which is acceptable compared to the techniques in the literature.

Keywords: Features selection, regression trees, sleep stagescoring, wavelet packets.

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4967 Efficiency of Robust Heuristic Gradient Based Enumerative and Tunneling Algorithms for Constrained Integer Programming Problems

Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

This paper presents performance of two robust gradient-based heuristic optimization procedures based on 3n enumeration and tunneling approach to seek global optimum of constrained integer problems. Both these procedures consist of two distinct phases for locating the global optimum of integer problems with a linear or non-linear objective function subject to linear or non-linear constraints. In both procedures, in the first phase, a local minimum of the function is found using the gradient approach coupled with hemstitching moves when a constraint is violated in order to return the search to the feasible region. In the second phase, in one optimization procedure, the second sub-procedure examines 3n integer combinations on the boundary and within hypercube volume encompassing the result neighboring the result from the first phase and in the second optimization procedure a tunneling function is constructed at the local minimum of the first phase so as to find another point on the other side of the barrier where the function value is approximately the same. In the next cycle, the search for the global optimum commences in both optimization procedures again using this new-found point as the starting vector. The search continues and repeated for various step sizes along the function gradient as well as that along the vector normal to the violated constraints until no improvement in optimum value is found. The results from both these proposed optimization methods are presented and compared with one provided by popular MS Excel solver that is provided within MS Office suite and other published results.

Keywords: Constrained integer problems, enumerative search algorithm, Heuristic algorithm, tunneling algorithm.

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4966 Discrete and Stationary Adaptive Sub-Band Threshold Method for Improving Image Resolution

Authors: P. Joyce Beryl Princess, Y. Harold Robinson

Abstract:

Image Processing is a structure of Signal Processing for which the input is the image and the output is also an image or parameter of the image. Image Resolution has been frequently referred as an important aspect of an image. In Image Resolution Enhancement, images are being processed in order to obtain more enhanced resolution. To generate highly resoluted image for a low resoluted input image with high PSNR value. Stationary Wavelet Transform is used for Edge Detection and minimize the loss occurs during Downsampling. Inverse Discrete Wavelet Transform is to get highly resoluted image. Highly resoluted output is generated from the Low resolution input with high quality. Noisy input will generate output with low PSNR value. So Noisy resolution enhancement technique has been used for adaptive sub-band thresholding is used. Downsampling in each of the DWT subbands causes information loss in the respective subbands. SWT is employed to minimize this loss. Inverse Discrete wavelet transform (IDWT) is to convert the object which is downsampled using DWT into a highly resoluted object. Used Image denoising and resolution enhancement techniques will generate image with high PSNR value. Our Proposed method will improve Image Resolution and reached the optimized threshold.

Keywords: Image Processing, Inverse Discrete wavelet transform, PSNR.

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4965 Control of Chaotic Dynamical Systems using RBF Networks

Authors: Yoichi Ishikawa, Yuichi Masukake, Yoshihisa Ishida

Abstract:

This paper presents a novel control method based on radial basis function networks (RBFNs) for chaotic dynamical systems. The proposed method first identifies the nonlinear part of the chaotic system off-line and then constructs a model-following controller using only the estimated system parameters. Simulation results show the effectiveness of the proposed control scheme.

Keywords: Chaos, nonlinear plant, radial basis function network.

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4964 Performance Analysis of Genetic Algorithm with kNN and SVM for Feature Selection in Tumor Classification

Authors: C. Gunavathi, K. Premalatha

Abstract:

Tumor classification is a key area of research in the field of bioinformatics. Microarray technology is commonly used in the study of disease diagnosis using gene expression levels. The main drawback of gene expression data is that it contains thousands of genes and a very few samples. Feature selection methods are used to select the informative genes from the microarray. These methods considerably improve the classification accuracy. In the proposed method, Genetic Algorithm (GA) is used for effective feature selection. Informative genes are identified based on the T-Statistics, Signal-to-Noise Ratio (SNR) and F-Test values. The initial candidate solutions of GA are obtained from top-m informative genes. The classification accuracy of k-Nearest Neighbor (kNN) method is used as the fitness function for GA. In this work, kNN and Support Vector Machine (SVM) are used as the classifiers. The experimental results show that the proposed work is suitable for effective feature selection. With the help of the selected genes, GA-kNN method achieves 100% accuracy in 4 datasets and GA-SVM method achieves in 5 out of 10 datasets. The GA with kNN and SVM methods are demonstrated to be an accurate method for microarray based tumor classification.

Keywords: F-Test, Gene Expression, Genetic Algorithm, k- Nearest-Neighbor, Microarray, Signal-to-Noise Ratio, Support Vector Machine, T-statistics, Tumor Classification.

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4963 Antinociceptive and Anti-inflammatory Effects of Hydroalcohol Extract of Vitex agnus castus Fruit

Authors: M. Ramezani, Gh. Amin, E. Jalili

Abstract:

In present study the effects of anti-inflammatory and antinociceptive of vitex hydro-alcoholic extract were evaluated on male mice. In inflammatory test mice were divided into 7 groups: first group was control. The second group, positive control group, received dexamethasone (15 mg/kg) and the other five groups received different doses of hydroalcohol extract of Vitex fruit (265, 365, 465, 565, and 665 mg/kg). The inflammation was caused by xylene-induced ear edema. Formalin test was used for evaluation of antinociceptive effect of extract. In this test, mice were divided into 7 groups: control, morphine (10mg/kg) as positive control group, and Vitex extract groups ((265, 365, 465, 565, and 665 mg/kg). All drugs were administered intrapritoneally, 30 min before each test. The data were analyzed using one-way ANOVA followed by Tukey-kramer multiple comparison test. Results have shown significant antiinflammatory effects of extract at all dosed as compared with control (P<0.05). In the first phase of formalin test (0-5 min) none doses of extract could inhibit acute pain, but in the second phase (15-30 min) chronic pain decreased at 265, 365, 465, and 565 mg/kg doses (P<0.05). The results of this research indicated that Vitex extract remarkably inhibited inflammation and second phase of nociception (inflammatory pain) and can be used for treatment of inflammatory diseases.

Keywords: Anti-inflammatory, Antinociceptive, Mice, Vitexagnus castus.

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4962 A Revisited View to the Paced Auditory Serial Addition Test (PASAT) in Female and Male Normal Subjects

Authors: Javad Razjouyan, Shahriar Gharibzadeh, Ali Fallah, Mehdi Moghaddasi, Mohsen Seyfi, Amir Kasaeian

Abstract:

Paced Auditory Serial Addition Test (PASAT) has been used as a common research tool for different neurological disorders like Multiple Sclerosis. Recently, technology let researchers to introduce a new versions of the visual test, the paced visual serial addition test (PVSAT). In this paper, the computerized version of these two tests is introduced. Beside the number of true responses are interpreted, the reaction time of subjects are calculated by the software. We hypothesize that paying attention to the reaction time may be valuable. For this purpose, sixty eight female normal subjects and fifty eight male normal subjects are enrolled in the study. We investigate the similarity between the PASAT3 and PVSAT3 in number of true responses and the new criterion (the average reaction time of each subject). The similarity between two tests were rejected (p-value = 0.000) which means that these two test differ. The effect of sex in the tests were not approved since the pvalues of different between PASAT3 and PVSAT3 in both sex is the same (p-value = 0.000) which means that male and female subjects performed the tests at no different level of performance. The new criterion shows a negative correlation with the age which offers aged normal subjects may have the same number of true responses as the young subjects but they have latent responses. This will give prove for the importance of reaction time.

Keywords: Paced Auditory Serial Addition Test, Pace Visual Serial Addition Test, reaction time.

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4961 Work Function Engineering of Functionally Graded ZnO+Ga2O3 Thin Film for Solar Cell and Organic Light Emitting Diodes Applications

Authors: Yong-Taeg Oh, Won Song, Seok-Eui Choi, Bo-Ra Koo, Dong-Chan Shin

Abstract:

ZnO+Ga2O3 functionally graded thin films (FGTFs) were examined for their potential use as Solar cell and organic light emitting diodes (OLEDs). FGTF transparent conducting oxides (TCO) were fabricated by combinatorial RF magnetron sputtering. The composition gradient was controlled up to 10% by changing the plasma power of the two sputter guns. A Ga2O3+ZnO graded region was placed on the top layer of ZnO. The FGTFs showed up to 80% transmittance. Their surface resistances were reduced to < 10% by increasing the Ga2O3: pure ZnO ratio in the TCO. The FGTFs- work functions could be controlled within a range of 0.18 eV. The controlled work function is a very promising technology because it reduces the contact resistance between the anode and Hall transport layers of OLED and solar cell devices.

Keywords: Work Function, TCO, Functionally Graded Thin Films, Resistance, Transmittance.

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4960 Parametric Approach for Reserve Liability Estimate in Mortgage Insurance

Authors: Rajinder Singh, Ram Valluru

Abstract:

Chain Ladder (CL) method, Expected Loss Ratio (ELR) method and Bornhuetter-Ferguson (BF) method, in addition to more complex transition-rate modeling, are commonly used actuarial reserving methods in general insurance. There is limited published research about their relative performance in the context of Mortgage Insurance (MI). In our experience, these traditional techniques pose unique challenges and do not provide stable claim estimates for medium to longer term liabilities. The relative strengths and weaknesses among various alternative approaches revolve around: stability in the recent loss development pattern, sufficiency and reliability of loss development data, and agreement/disagreement between reported losses to date and ultimate loss estimate. CL method results in volatile reserve estimates, especially for accident periods with little development experience. The ELR method breaks down especially when ultimate loss ratios are not stable and predictable. While the BF method provides a good tradeoff between the loss development approach (CL) and ELR, the approach generates claim development and ultimate reserves that are disconnected from the ever-to-date (ETD) development experience for some accident years that have more development experience. Further, BF is based on subjective a priori assumption. The fundamental shortcoming of these methods is their inability to model exogenous factors, like the economy, which impact various cohorts at the same chronological time but at staggered points along their life-time development. This paper proposes an alternative approach of parametrizing the loss development curve and using logistic regression to generate the ultimate loss estimate for each homogeneous group (accident year or delinquency period). The methodology was tested on an actual MI claim development dataset where various cohorts followed a sigmoidal trend, but levels varied substantially depending upon the economic and operational conditions during the development period spanning over many years. The proposed approach provides the ability to indirectly incorporate such exogenous factors and produce more stable loss forecasts for reserving purposes as compared to the traditional CL and BF methods.

Keywords: Actuarial loss reserving techniques, logistic regression, parametric function, volatility.

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4959 Comparative Study - Three Artificial Intelligence Techniques for Rain Domain in Precipitation Forecast

Authors: Nabilah Filzah Mohd Radzuan, Andi Putra, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan

Abstract:

Precipitation forecast is important in avoid incident of natural disaster which can cause loss in involved area. This review paper involves three techniques from artificial intelligence namely logistic regression, decisions tree, and random forest which used in making precipitation forecast. These combination techniques through VAR model in finding advantages and strength for every technique in forecast process. Data contains variables from rain domain. Adaptation of artificial intelligence techniques involved on rain domain enables the process to be easier and systematic for precipitation forecast.

Keywords: Logistic regression, decisions tree, random forest, VAR model.

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4958 Current Drainage Attack Correction via Adjusting the Attacking Saw Function Asymmetry

Authors: Yuri Boiko, Iluju Kiringa, Tet Yeap

Abstract:

Current drainage attack suggested previously is further studied in regular settings of closed-loop controlled Brushless DC (BLDC) motor with Kalman filter in the feedback loop. Modeling and simulation experiments are conducted in a MATLAB environment, implementing the closed-loop control model of BLDC motor operation in position sensorless mode under Kalman filter drive. The current increase in the motor windings is caused by the controller (p-controller in our case) affected by false data injection of substitution of the angular velocity estimates with distorted values. Operation of multiplication to distortion coefficient, values of which are taken from the distortion function synchronized in its periodicity with the rotor’s position change. A saw function with a triangular tooth shape is studied herewith for the purpose of carrying out the bias injection with current drainage consequences. The specific focus here is on how the asymmetry of the tooth in the saw function affects the flow of current drainage. The purpose is two-fold: (i) to produce and collect the signature of an asymmetric saw in the attack for further pattern recognition process, and (ii) to determine conditions of improving stealthiness of such attack via regulating asymmetry in saw function used. It is found that modification of the symmetry in the saw tooth affects the periodicity of current drainage modulation. Specifically, the modulation frequency of the drained current for a fully asymmetric tooth shape coincides with the saw function modulation frequency itself. Increasing the symmetry parameter for the triangle tooth shape leads to an increase in the modulation frequency for the drained current. Moreover, such frequency reaches the switching frequency of the motor windings for fully symmetric triangular shapes, thus becoming undetectable and improving the stealthiness of the attack. Therefore, the collected signatures of the attack can serve for attack parameter identification via the pattern recognition route.

Keywords: Bias injection attack, Kalman filter, BLDC motor, control system, closed loop, P-controller, PID-controller, current drainage, saw-function, asymmetry.

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4957 Determinants of the U.S. Current Account

Authors: Shuh Liang

Abstract:

This article provides empirical evidence on the effect of domestic and international factors on the U.S. current account deficit. Linear dynamic regression and vector autoregression models are employed to estimate the relationships during the period from 1986 to 2011. The findings of this study suggest that the current and lagged private saving rate and foreign current account for East Asian economies have played a vital role in affecting the U.S. current account. Additionally, using Granger causality tests and variance decompositions, the change of the productivity growth and foreign domestic demand are determined to influence significantly the change of the U.S. current account. To summarize, the empirical relationship between the U.S. current account deficit and its determinants is sensitive to alternative regression models and specifications.

Keywords: Current account deficit, productivity growth, foreign demand, vector autoregression.

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4956 Research on the Relevance Feedback-based Image Retrieval in Digital Library

Authors: Rongtao Ding, Xinhao Ji, Linting Zhu

Abstract:

In recent years, the relevance feedback technology is regarded in content-based image retrieval. This paper suggests a neural networks feedback algorithm based on the radial basis function, coming to extract the semantic character of image. The results of experiment indicated that the performance of this relevance feedback is better than the feedback algorithm based on Single-RBF.

Keywords: Image retrieval, relevance feedback, radial basis function.

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4955 Interaction of Low-Energy Positrons with Mg Atoms: Elastic Scattering, Bound States, and Annihilation

Authors: Mahasen M. Abdel-Mageed, H. S. Zaghloul

Abstract:

Annihilations, phase shifts, scattering lengths and elastic cross sections of low energy positrons scattering from magnesium atoms were studied using the least-squares variational method (LSVM). The possibility of positron binding to the magnesium atoms is investigated. A trial wave function is suggested to represent e+-Mg elastic scattering and scattering parameters were derived to estimate the binding energy and annihilation rates. The trial function is taken to depend on several adjustable parameters, and is improved iteratively by increasing the number of terms. The present results have the same behavior as reported semi-empirical, theoretical and experimental results. Especially, the estimated positive scattering length supports the possibility of positronmagnesium bound state system that was confirmed in previous experimental and theoretical work.

Keywords: Bound wave function, Positron Annihilation, scattering phase shift, scattering length.

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4954 Effectiveness of Working Memory Training on Cognitive Flexibility

Authors: Leila Maleki, Ezatollah Ahmadi

Abstract:

The aim of this study was to investigate the effectiveness of memory training exercise on cognitive flexibility. The method of this study was experimental. The statistical population selected 40 students 14 years old, samples were chosen by available sampling method and then they were replaced in experimental (training program) group and control group randomly and answered to Wisconsin Card Sorting Test; covariance test results indicated that there were a significant in post-test scores of experimental group (p<0.005).

Keywords: Cognitive flexibility, working memory exercises, problem solving, reaction time.

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4953 Lung Segmentation Algorithm for CAD System in CTA Images

Authors: H. Özkan, O. Osman, S. Şahin, M. M. Atasoy, H. Barutca, A. F. Boz, A. Olsun

Abstract:

In this study, we present a new and fast algorithm for lung segmentation using CTA images. This process is quite important especially at lung vessel segmentation, detection of pulmonary emboly, finding nodules or segmentation of airways. Applied method has been carried out at four steps. At first step, images have been applied optimal threshold. At the second one, the subsegment vessels, which have a place in lung region and which are in small dimension, have been removed. At the third one, identifying and segmentation of lungs and airway edges have been carried out. Lastly, by throwing away the airway, lung segmentation has been presented.

Keywords: Lung segmentation, computed tomography angiography, computer-aided diagnostic system

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4952 Learning Classifier Systems Approach for Automated Discovery of Crisp and Fuzzy Hierarchical Production Rules

Authors: Suraiya Jabin, Kamal K. Bharadwaj

Abstract:

This research presents a system for post processing of data that takes mined flat rules as input and discovers crisp as well as fuzzy hierarchical structures using Learning Classifier System approach. Learning Classifier System (LCS) is basically a machine learning technique that combines evolutionary computing, reinforcement learning, supervised or unsupervised learning and heuristics to produce adaptive systems. A LCS learns by interacting with an environment from which it receives feedback in the form of numerical reward. Learning is achieved by trying to maximize the amount of reward received. Crisp description for a concept usually cannot represent human knowledge completely and practically. In the proposed Learning Classifier System initial population is constructed as a random collection of HPR–trees (related production rules) and crisp / fuzzy hierarchies are evolved. A fuzzy subsumption relation is suggested for the proposed system and based on Subsumption Matrix (SM), a suitable fitness function is proposed. Suitable genetic operators are proposed for the chosen chromosome representation method. For implementing reinforcement a suitable reward and punishment scheme is also proposed. Experimental results are presented to demonstrate the performance of the proposed system.

Keywords: Hierarchical Production Rule, Data Mining, Learning Classifier System, Fuzzy Subsumption Relation, Subsumption matrix, Reinforcement Learning.

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4951 Time Series Simulation by Conditional Generative Adversarial Net

Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

Abstract:

Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.

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4950 Pattern Recognition Using Feature Based Die-Map Clusteringin the Semiconductor Manufacturing Process

Authors: Seung Hwan Park, Cheng-Sool Park, Jun Seok Kim, Youngji Yoo, Daewoong An, Jun-Geol Baek

Abstract:

Depending on the big data analysis becomes important, yield prediction using data from the semiconductor process is essential. In general, yield prediction and analysis of the causes of the failure are closely related. The purpose of this study is to analyze pattern affects the final test results using a die map based clustering. Many researches have been conducted using die data from the semiconductor test process. However, analysis has limitation as the test data is less directly related to the final test results. Therefore, this study proposes a framework for analysis through clustering using more detailed data than existing die data. This study consists of three phases. In the first phase, die map is created through fail bit data in each sub-area of die. In the second phase, clustering using map data is performed. And the third stage is to find patterns that affect final test result. Finally, the proposed three steps are applied to actual industrial data and experimental results showed the potential field application.

Keywords: Die-Map Clustering, Feature Extraction, Pattern Recognition, Semiconductor Manufacturing Process.

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4949 Estimating Regression Effects in Com Poisson Generalized Linear Model

Authors: Vandna Jowaheer, Naushad A. Mamode Khan

Abstract:

Com Poisson distribution is capable of modeling the count responses irrespective of their mean variance relation and the parameters of this distribution when fitted to a simple cross sectional data can be efficiently estimated using maximum likelihood (ML) method. In the regression setup, however, ML estimation of the parameters of the Com Poisson based generalized linear model is computationally intensive. In this paper, we propose to use quasilikelihood (QL) approach to estimate the effect of the covariates on the Com Poisson counts and investigate the performance of this method with respect to the ML method. QL estimates are consistent and almost as efficient as ML estimates. The simulation studies show that the efficiency loss in the estimation of all the parameters using QL approach as compared to ML approach is quite negligible, whereas QL approach is lesser involving than ML approach.

Keywords: Com Poisson, Cross-sectional, Maximum Likelihood, Quasi likelihood

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4948 General Regression Neural Network and Back Propagation Neural Network Modeling for Predicting Radial Overcut in EDM: A Comparative Study

Authors: Raja Das, M. K. Pradhan

Abstract:

This paper presents a comparative study between two neural network models namely General Regression Neural Network (GRNN) and Back Propagation Neural Network (BPNN) are used to estimate radial overcut produced during Electrical Discharge Machining (EDM). Four input parameters have been employed: discharge current (Ip), pulse on time (Ton), Duty fraction (Tau) and discharge voltage (V). Recently, artificial intelligence techniques, as it is emerged as an effective tool that could be used to replace time consuming procedures in various scientific or engineering applications, explicitly in prediction and estimation of the complex and nonlinear process. The both networks are trained, and the prediction results are tested with the unseen validation set of the experiment and analysed. It is found that the performance of both the networks are found to be in good agreement with average percentage error less than 11% and the correlation coefficient obtained for the validation data set for GRNN and BPNN is more than 91%. However, it is much faster to train GRNN network than a BPNN and GRNN is often more accurate than BPNN. GRNN requires more memory space to store the model, GRNN features fast learning that does not require an iterative procedure, and highly parallel structure. GRNN networks are slower than multilayer perceptron networks at classifying new cases.

Keywords: Electrical-discharge machining, General Regression Neural Network, Back-propagation Neural Network, Radial Overcut.

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4947 The Riemann Barycenter Computation and Means of Several Matrices

Authors: Miklos Palfia

Abstract:

An iterative definition of any n variable mean function is given in this article, which iteratively uses the two-variable form of the corresponding two-variable mean function. This extension method omits recursivity which is an important improvement compared with certain recursive formulas given before by Ando-Li-Mathias, Petz- Temesi. Furthermore it is conjectured here that this iterative algorithm coincides with the solution of the Riemann centroid minimization problem. Certain simulations are given here to compare the convergence rate of the different algorithms given in the literature. These algorithms will be the gradient and the Newton mehod for the Riemann centroid computation.

Keywords: Means, matrix means, operator means, geometric mean, Riemannian center of mass.

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4946 A Parallel Implementation of k-Means in MATLAB

Authors: Dimitris Varsamis, Christos Talagkozis, Alkiviadis Tsimpiris, Paris Mastorocostas

Abstract:

The aim of this work is the parallel implementation of k-means in MATLAB, in order to reduce the execution time. Specifically, a new function in MATLAB for serial k-means algorithm is developed, which meets all the requirements for the conversion to a function in MATLAB with parallel computations. Additionally, two different variants for the definition of initial values are presented. In the sequel, the parallel approach is presented. Finally, the performance tests for the computation times respect to the numbers of features and classes are illustrated.

Keywords: K-means algorithm, clustering, parallel computations, MATLAB.

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4945 Performance of the Aptima® HIV-1 Quant Dx Assay on the Panther System

Authors: Siobhan O’Shea, Sangeetha Vijaysri Nair, Hee Cheol Kim, Charles Thomas Nugent, Cheuk Yan William Tong, Sam Douthwaite, Andrew Worlock

Abstract:

The Aptima® HIV-1 Quant Dx Assay is a fully automated assay on the Panther system. It is based on Transcription- Mediated Amplification and real time detection technologies. This assay is intended for monitoring HIV-1 viral load in plasma specimens and for the detection of HIV-1 in plasma and serum specimens. Nine-hundred and seventy nine specimens selected at random from routine testing at St Thomas’ Hospital, London were anonymised and used to compare the performance of the Aptima HIV-1 Quant Dx assay and Roche COBAS® AmpliPrep/COBAS® TaqMan® HIV-1 Test, v2.0. Two-hundred and thirty four specimens gave quantitative HIV-1 viral load results in both assays. The quantitative results reported by the Aptima Assay were comparable to those reported by the Roche COBAS AmpliPrep/COBAS TaqMan HIV-1 Test, v2.0 with a linear regression slope of 1.04 and an intercept on -0.097. The Aptima assay detected HIV-1 in more samples than the COBAS assay. This was not due to lack of specificity of the Aptima assay because this assay gave 99.83% specificity on testing plasma specimens from 600 HIV-1 negative individuals. To understand the reason for this higher detection rate a side-by-side comparison of low level panels made from the HIV-1 3rd international standard (NIBSC10/152) and clinical samples of various subtypes were tested in both assays. The Aptima assay was more sensitive than the COBAS assay. The good sensitivity, specificity and agreement with other commercial assays make the HIV-1 Quant Dx Assay appropriate for both viral load monitoring and detection of HIV-1 infections.

Keywords: HIV viral load, Aptima, Roche, Panther system.

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4944 Designing Social Care Policies in the Long Term: A Study Using Regression, Clustering and Backpropagation Neural Nets

Authors: Sotirios Raptis

Abstract:

Linking social needs to social classes using different criteria may lead to social services misuse. The paper discusses using ML and Neural Networks (NNs) in linking public services in Scotland in the long term and advocates, this can result in a reduction of the services cost connecting resources needed in groups for similar services. The paper combines typical regression models with clustering and cross-correlation as complementary constituents to predict the demand. Insurance companies and public policymakers can pack linked services such as those offered to the elderly or to low-income people in the longer term. The work is based on public data from 22 services offered by Public Health Services (PHS) Scotland and from the Scottish Government (SG) from 1981 to 2019 that are broken into 110 years series called factors and uses Linear Regression (LR), Autoregression (ARMA) and 3 types of back-propagation (BP) Neural Networks (BPNN) to link them under specific conditions. Relationships found were between smoking related healthcare provision, mental health-related health services, and epidemiological weight in Primary 1(Education) Body Mass Index (BMI) in children. Primary component analysis (PCA) found 11 significant factors while C-Means (CM) clustering gave 5 major factors clusters.

Keywords: Probability, cohorts, data frames, services, prediction.

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