Search results for: Regression modeling
2652 UML Modeling for Instruction Pipeline Design
Authors: Vipin Saxena, Deepa Raj
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Unified Modeling language (UML) is one of the important modeling languages used for the visual representation of the research problem. In the present paper, UML model is designed for the Instruction pipeline which is used for the evaluation of the instructions of software programs. The class and sequence diagrams are designed & performance is evaluated for instructions of a sample program through a case study.Keywords: UML, Instruction Pipeline, Class Diagram &Sequence Diagram.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25382651 Performance Modeling for Web based J2EE and .NET Applications
Authors: Shankar Kambhampaty, Venkata Srinivas Modali
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When architecting an application, key nonfunctional requirements such as performance, scalability, availability and security, which influence the architecture of the system, are some times not adequately addressed. Performance of the application may not be looked at until there is a concern. There are several problems with this reactive approach. If the system does not meet its performance objectives, the application is unlikely to be accepted by the stakeholders. This paper suggests an approach for performance modeling for web based J2EE and .Net applications to address performance issues early in the development life cycle. It also includes a Performance Modeling Case Study, with Proof-of-Concept (PoC) and implementation details for .NET and J2EE platforms.
Keywords: Performance Measures, Performance Modeling, Performance Testing, Resource Utilization, Response Time, Throughput.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22602650 Computational Aspects of Regression Analysis of Interval Data
Authors: Michal Cerny
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We consider linear regression models where both input data (the values of independent variables) and output data (the observations of the dependent variable) are interval-censored. We introduce a possibilistic generalization of the least squares estimator, so called OLS-set for the interval model. This set captures the impact of the loss of information on the OLS estimator caused by interval censoring and provides a tool for quantification of this effect. We study complexity-theoretic properties of the OLS-set. We also deal with restricted versions of the general interval linear regression model, in particular the crisp input – interval output model. We give an argument that natural descriptions of the OLS-set in the crisp input – interval output cannot be computed in polynomial time. Then we derive easily computable approximations for the OLS-set which can be used instead of the exact description. We illustrate the approach by an example.
Keywords: Linear regression, interval-censored data, computational complexity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14722649 Arabic Character Recognition Using Regression Curves with the Expectation Maximization Algorithm
Authors: Abdullah A. AlShaher
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In this paper, we demonstrate how regression curves can be used to recognize 2D non-rigid handwritten shapes. Each shape is represented by a set of non-overlapping uniformly distributed landmarks. The underlying models utilize 2nd order of polynomials to model shapes within a training set. To estimate the regression models, we need to extract the required coefficients which describe the variations for a set of shape class. Hence, a least square method is used to estimate such modes. We then proceed by training these coefficients using the apparatus Expectation Maximization algorithm. Recognition is carried out by finding the least error landmarks displacement with respect to the model curves. Handwritten isolated Arabic characters are used to evaluate our approach.
Keywords: Shape recognition, Arabic handwritten characters, regression curves, expectation maximization algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7162648 Modelling and Simulation of the Freezing Systems and Heat Pumps Using Unisim® Design
Authors: C. Patrascioiu
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The paper describes the modeling and simulation of the heat pumps domain processes. The main objective of the study is the use of the heat pump in propene–propane distillation processes. The modeling and simulation instrument is the Unisim® Design simulator. The paper is structured in three parts: An overview of the compressing gases, the modeling and simulation of the freezing systems, and the modeling and simulation of the heat pumps. For each of these systems, there are presented the Unisim® Design simulation diagrams, the input–output system structure and the numerical results. Future studies will consider modeling and simulation of the propene–propane distillation process with heat pump.
Keywords: Distillation, heat pump, simulation, Unisim Design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24562647 An ensemble of Weighted Support Vector Machines for Ordinal Regression
Authors: Willem Waegeman, Luc Boullart
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Instead of traditional (nominal) classification we investigate the subject of ordinal classification or ranking. An enhanced method based on an ensemble of Support Vector Machines (SVM-s) is proposed. Each binary classifier is trained with specific weights for each object in the training data set. Experiments on benchmark datasets and synthetic data indicate that the performance of our approach is comparable to state of the art kernel methods for ordinal regression. The ensemble method, which is straightforward to implement, provides a very good sensitivity-specificity trade-off for the highest and lowest rank.Keywords: Ordinal regression, support vector machines, ensemblelearning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16472646 Aquatic Modeling: An Interplay between Scales
Authors: Christina G. Siontorou
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This paper presents an integrated knowledge-based approach to multi-scale modeling of aquatic systems, with a view to enhancing predictive power and aiding environmental management and policy-making. The basic phases of this approach have been exemplified in the case of a bay in Saronicos Gulf (Attiki, Greece). The results showed a significant problem with rising phytoplankton blooms linked to excessive microbial growth, arisen mostly due to increased nitrogen inflows; therefore, the nitrification/denitrification processes of the benthic and water column sub-systems have provided the quality variables to be monitored for assessing environmental status. It is thereby demonstrated that the proposed approach facilitates modeling choices and implementation option decisions, while it provides substantial support for knowledge and experience capitalization in long-term water management.
Keywords: Aquatic ecosystem, integrated modeling, multi-scale modeling, ontological platform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23312645 Economic Dispatch Fuzzy Linear Regression and Optimization
Authors: A. K. Al-Othman
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This study presents a new approach based on Tanaka's fuzzy linear regression (FLP) algorithm to solve well-known power system economic load dispatch problem (ELD). Tanaka's fuzzy linear regression (FLP) formulation will be employed to compute the optimal solution of optimization problem after linearization. The unknowns are expressed as fuzzy numbers with a triangular membership function that has middle and spread value reflected on the unknowns. The proposed fuzzy model is formulated as a linear optimization problem, where the objective is to minimize the sum of the spread of the unknowns, subject to double inequality constraints. Linear programming technique is employed to obtain the middle and the symmetric spread for every unknown (power generation level). Simulation results of the proposed approach will be compared with those reported in literature.Keywords: Economic Dispatch, Fuzzy Linear Regression (FLP)and Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22962644 Integrate Communication Modeling into the Design Modeling at Early Stages of the Design Flow Case Study: Unmanned Aerial Vehicle (UAV)
Authors: Ibrahim A. Aref, Tarek A. El-Mihoub
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This paper shows how we can integrate communication modeling into the design modeling at early stages of the design flow. We consider effect of incorporating noise such as impulsive noise on system stability. We show that with change of the system model and investigate the system performance under the different communication effects. We modeled a unmanned aerial vehicle (UAV) as a demonstration using SystemC methodology. Moreover the system is modeled by joining the capabilities of UML and SystemC to operate at system level.Keywords: Modelling, SoC, SystemC, UAV, Simulation, SoC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22652643 Real Time Monitoring of Long Slender Shaft by Distributed-Lumped Modeling Techniques
Authors: Sina Babadi, K. M. Ebrahimi
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The aim of this paper is to determine the stress levels at the end of a long slender shaft such as a drilling assembly used in the oil or gas industry using a mathematical model in real-time. The torsional deflection experienced by this type of drilling shaft (about 4 KM length and 20 cm diameter hollow shaft with a thickness of 1 cm) can only be determined using a distributed modeling technique. The main objective of this project is to calculate angular velocity and torque at the end of the shaft by TLM method and also analyzing of the behavior of the system by transient response. The obtained result is compared with lumped modeling technique the importance of these results will be evident only after the mentioned comparison. Two systems have different transient responses and in this project because of the length of the shaft transient response is very important.Keywords: Distributed Lumped modeling, Lumped modeling, Drill string, Angular Velocity, Torque.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14662642 A Large Dataset Imputation Approach Applied to Country Conflict Prediction Data
Authors: Benjamin D. Leiby, Darryl K. Ahner
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This study demonstrates an alternative stochastic imputation approach for large datasets when preferred commercial packages struggle to iterate due to numerical problems. A large country conflict dataset motivates the search to impute missing values well over a common threshold of 20% missingness. The methodology capitalizes on correlation while using model residuals to provide the uncertainty in estimating unknown values. Examination of the methodology provides insight toward choosing linear or nonlinear modeling terms. Static tolerances common in most packages are replaced with tailorable tolerances that exploit residuals to fit each data element. The methodology evaluation includes observing computation time, model fit, and the comparison of known values to replaced values created through imputation. Overall, the country conflict dataset illustrates promise with modeling first-order interactions, while presenting a need for further refinement that mimics predictive mean matching.
Keywords: Correlation, country conflict, imputation, stochastic regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4192641 Fuzzy Cost Support Vector Regression
Authors: Hadi Sadoghi Yazdi, Tahereh Royani, Mehri Sadoghi Yazdi, Sohrab Effati
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In this paper, a new version of support vector regression (SVR) is presented namely Fuzzy Cost SVR (FCSVR). Individual property of the FCSVR is operation over fuzzy data whereas fuzzy cost (fuzzy margin and fuzzy penalty) are maximized. This idea admits to have uncertainty in the penalty and margin terms jointly. Robustness against noise is shown in the experimental results as a property of the proposed method and superiority relative conventional SVR.
Keywords: Support vector regression, Fuzzy input, Fuzzy cost.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13742640 Methodologies, Systems Development Life Cycle and Modeling Languages in Agile Software Development
Authors: I. D. Arroyo
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This article seeks to integrate different concepts from contemporary software engineering with an agile development approach. We seek to clarify some definitions and uses, we make a difference between the Systems Development Life Cycle (SDLC) and the methodologies, we differentiate the types of frameworks such as methodological, philosophical and behavioral, standards and documentation. We define relationships based on the documentation of the development process through formal and ad hoc models, and we define the usefulness of using DevOps and Agile Modeling as integrative methodologies of principles and best practices.Keywords: Methodologies, SDLC, modeling languages, agile modeling, DevOps, UML, agile software development.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9502639 Landslide Susceptibility Mapping: A Comparison between Logistic Regression and Multivariate Adaptive Regression Spline Models in the Municipality of Oudka, Northern of Morocco
Authors: S. Benchelha, H. C. Aoudjehane, M. Hakdaoui, R. El Hamdouni, H. Mansouri, T. Benchelha, M. Layelmam, M. Alaoui
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The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).
Keywords: Landslide susceptibility mapping, regression logistic, multivariate adaptive regression spline, Oudka, Taounate, Morocco.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9942638 Modeling Ambient Carbon Monoxide Pollutant Due to Road Traffic
Authors: Anjaneyulu M.V.L.R., Harikrishna M., Chenchuobulu S.
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Rapid urbanization, industrialization and population growth have led to an increase in number of automobiles that cause air pollution. It is estimated that road traffic contributes 60% of air pollution in urban areas. A case by case assessment is required to predict the air quality in urban situations, so as to evolve certain traffic management measures to maintain the air quality levels with in the tolerable limits. Calicut city in the state of Kerala, India has been chosen as the study area. Carbon Monoxide (CO) concentration was monitored at 15 links in Calicut city and air quality performance was evaluated over each link. The CO pollutant concentration values were compared with the National Ambient Air Quality Standards (NAAQS), and the CO values were predicted by using CALINE4 and IITLS and Linear regression models. The study has revealed that linear regression model performs better than the CALINE4 and IITLS models. The possible association between CO pollutant concentration and traffic parameters like traffic flow, type of vehicle, and traffic stream speed was also evaluated.Keywords: CO pollution, Modelling, Traffic stream parameters.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23692637 Modeling and Analysis of SVPWM Based Dynamic Voltage Restorer
Authors: Ahmed Helal, Sherif Zain Elabideen, Ahmed Lotfy
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In this paper the modeling and analysis of Space Vector Pulse Width Modulation (SVPWM) based Dynamic Voltage Restorer (DVR) using PSCAD/EMTDC software will be presented in details. The simulation includes full modeling of the SVPWM technique used to control the DVR inverter. A test power system composed of three phase voltage source, sag generator, DVR and three phase resistive load is used to demonstrate restoration capability of the DVR. The simulation results of the presented DVR proved excellent voltage sag mitigation to protect sensitive loads.Keywords: Dynamic voltage restorer, power quality, simulationand modeling, voltage sag.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37232636 Object-Oriented Programming for Modeling and Simulation of Systems in Physiology
Authors: J. Fernandez de Canete
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Object-oriented modeling is spreading in current simulation of physiological systems through the use of the individual components of the model and its interconnections to define the underlying dynamic equations. In this paper we describe the use of both the SIMSCAPE and MODELICA simulation environments in the object-oriented modeling of the closed loop cardiovascular system. The performance of the controlled system was analyzed by simulation in light of the existing hypothesis and validation tests previously performed with physiological data. The described approach represents a valuable tool in the teaching of physiology for graduate medical students.
Keywords: Object-Oriented Modeling, SIMSCAPE Simulation Language, MODELICA Simulation Language, Cardiovascular System.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28662635 Small Sample Bootstrap Confidence Intervals for Long-Memory Parameter
Authors: Josu Arteche, Jesus Orbe
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The log periodogram regression is widely used in empirical applications because of its simplicity, since only a least squares regression is required to estimate the memory parameter, d, its good asymptotic properties and its robustness to misspecification of the short term behavior of the series. However, the asymptotic distribution is a poor approximation of the (unknown) finite sample distribution if the sample size is small. Here the finite sample performance of different nonparametric residual bootstrap procedures is analyzed when applied to construct confidence intervals. In particular, in addition to the basic residual bootstrap, the local and block bootstrap that might adequately replicate the structure that may arise in the errors of the regression are considered when the series shows weak dependence in addition to the long memory component. Bias correcting bootstrap to adjust the bias caused by that structure is also considered. Finally, the performance of the bootstrap in log periodogram regression based confidence intervals is assessed in different type of models and how its performance changes as sample size increases.Keywords: bootstrap, confidence interval, log periodogram regression, long memory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17452634 Identifying Factors Contributing to the Spread of Lyme Disease: A Regression Analysis of Virginia’s Data
Authors: Fatemeh Valizadeh Gamchi, Edward L. Boone
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This research focuses on Lyme disease, a widespread infectious condition in the United States caused by the bacterium Borrelia burgdorferi sensu stricto. It is critical to identify environmental and economic elements that are contributing to the spread of the disease. This study examined data from Virginia to identify a subset of explanatory variables significant for Lyme disease case numbers. To identify relevant variables and avoid overfitting, linear poisson, and regularization regression methods such as ridge, lasso, and elastic net penalty were employed. Cross-validation was performed to acquire tuning parameters. The methods proposed can automatically identify relevant disease count covariates. The efficacy of the techniques was assessed using four criteria on three simulated datasets. Finally, using the Virginia Department of Health’s Lyme disease dataset, the study successfully identified key factors, and the results were consistent with previous studies.
Keywords: Lyme disease, Poisson generalized linear model, Ridge regression, Lasso Regression, elastic net regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1282633 A Study on Inference from Distance Variables in Hedonic Regression
Authors: Yan Wang, Yasushi Asami, Yukio Sadahiro
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In urban area, several landmarks may affect housing price and rents, and hedonic analysis should employ distance variables corresponding to each landmarks. Unfortunately, the effects of distances to landmarks on housing prices are generally not consistent with the true price. These distance variables may cause magnitude error in regression, pointing a problem of spatial multicollinearity. In this paper, we provided some approaches for getting the samples with less bias and method on locating the specific sampling area to avoid the multicollinerity problem in two specific landmarks case.
Keywords: Landmarks, hedonic regression, distance variables, collinearity, multicollinerity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19112632 Modeling and Simulation of Standalone Photovoltaic Charging Stations for Electric Vehicles
Authors: R. Mkahl, A. Nait-Sidi-Moh, M. Wack
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Batteries of electric vehicles (BEV) are becoming more attractive with the advancement of new battery technologies and promotion of electric vehicles. BEV batteries are recharged on board vehicles using either the grid (G2V for Grid to Vehicle) or renewable energies in a stand-alone application (H2V for Home to Vehicle). This paper deals with the modeling, sizing and control of a photovoltaic stand-alone application that can charge the BEV at home. The modeling approach and developed mathematical models describing the system components are detailed. Simulation and experimental results are presented and commented.
Keywords: Electric vehicles, photovoltaic energy, lead-acid batteries, charging process, modeling, simulation, experimental tests.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42032631 PM10 Prediction and Forecasting Using CART: A Case Study for Pleven, Bulgaria
Authors: Snezhana G. Gocheva-Ilieva, Maya P. Stoimenova
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Ambient air pollution with fine particulate matter (PM10) is a systematic permanent problem in many countries around the world. The accumulation of a large number of measurements of both the PM10 concentrations and the accompanying atmospheric factors allow for their statistical modeling to detect dependencies and forecast future pollution. This study applies the classification and regression trees (CART) method for building and analyzing PM10 models. In the empirical study, average daily air data for the city of Pleven, Bulgaria for a period of 5 years are used. Predictors in the models are seven meteorological variables, time variables, as well as lagged PM10 variables and some lagged meteorological variables, delayed by 1 or 2 days with respect to the initial time series, respectively. The degree of influence of the predictors in the models is determined. The selected best CART models are used to forecast future PM10 concentrations for two days ahead after the last date in the modeling procedure and show very accurate results.Keywords: Cross-validation, decision tree, lagged variables, short-term forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7432630 Systems Versioning: A Features-Based Meta-Modeling Approach
Authors: Ola A. Younis, Said Ghoul
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Systems running these days are huge, complex and exist in many versions. Controlling these versions and tracking their changes became a very hard process as some versions are created using meaningless names or specifications. Many versions of a system are created with no clear difference between them. This leads to mismatching between a user’s request and the version he gets. In this paper, we present a system versions meta-modeling approach that produces versions based on system’s features. This model reduced the number of steps needed to configure a release and gave each version its unique specifications. This approach is applicable for systems that use features in its specification.
Keywords: Features, Meta-modeling, Semantic Modeling, SPL, VCS, Versioning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14372629 Estimate of Maximum Expected Intensity of One-Half-Wave Lines Dancing
Authors: A. Bekbaev, M. Dzhamanbaev, R. Abitaeva, A. Karbozova, G. Nabyeva
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In this paper, the regression dependence of dancing intensity from wind speed and length of span was established due to the statistic data obtained from multi-year observations on line wires dancing accumulated by power systems of Kazakhstan and the Russian Federation. The lower and upper limitations of the equations parameters were estimated, as well as the adequacy of the regression model. The constructed model will be used in research of dancing phenomena for the development of methods and means of protection against dancing and for zoning plan of the territories of line wire dancing.Keywords: Power lines, line wire dancing, dancing intensity, regression equation, dancing area intensity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12122628 Optimized Calculation of Hourly Price Forward Curve (HPFC)
Authors: Ahmed Abdolkhalig
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This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.Keywords: Forward curve, furrier series, regression, radial basic function neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42342627 Principal Component Regression in Noninvasive Pineapple Soluble Solids Content Assessment Based On Shortwave Near Infrared Spectrum
Authors: K. S. Chia, H. Abdul Rahim, R. Abdul Rahim
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The Principal component regression (PCR) is a combination of principal component analysis (PCA) and multiple linear regression (MLR). The objective of this paper is to revise the use of PCR in shortwave near infrared (SWNIR) (750-1000nm) spectral analysis. The idea of PCR was explained mathematically and implemented in the non-destructive assessment of the soluble solid content (SSC) of pineapple based on SWNIR spectral data. PCR achieved satisfactory results in this application with root mean squared error of calibration (RMSEC) of 0.7611 Brix°, coefficient of determination (R2) of 0.5865 and root mean squared error of crossvalidation (RMSECV) of 0.8323 Brix° with principal components (PCs) of 14.Keywords: Pineapple, Shortwave near infrared, Principal component regression, Non-invasive measurement; Soluble solids content
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20282626 Forecasting of Grape Juice Flavor by Using Support Vector Regression
Authors: Ren-Jieh Kuo, Chun-Shou Huang
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The research of juice flavor forecasting has become more important in China. Due to the fast economic growth in China, many different kinds of juices have been introduced to the market. If a beverage company can understand their customers’ preference well, the juice can be served more attractive. Thus, this study intends to introducing the basic theory and computing process of grapes juice flavor forecasting based on support vector regression (SVR). Applying SVR, BPN, and LR to forecast the flavor of grapes juice in real data shows that SVR is more suitable and effective at predicting performance.
Keywords: Flavor forecasting, artificial neural networks, support vector regression, grape juice flavor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22172625 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 23452624 Modeling Concave Globoidal Cam with Swinging Roller Follower : A Case Study
Authors: Nguyen Van Tuong, Premysl Pokorny
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This paper describes a computer-aided design for design of the concave globoidal cam with cylindrical rollers and swinging follower. Four models with different modeling methods are made from the same input data. The input data are angular input and output displacements of the cam and the follower and some other geometrical parameters of the globoidal cam mechanism. The best cam model is the cam which has no interference with the rollers when their motions are simulated in assembly conditions. The angular output displacement of the follower for the best cam is also compared with that of in the input data to check errors. In this study, Pro/ENGINEER® Wildfire 2.0 is used for modeling the cam, simulating motions and checking interference and errors of the system.Keywords: Globoidal cam, sweep, pitch surface, modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36692623 Development of Regression Equation for Surface Finish and Analysis of Surface Integrity in EDM
Authors: Md. Ashikur Rahman Khan, M. M. Rahman
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Electrical discharge machining (EDM) is a relatively modern machining process having distinct advantages over other machining processes and can machine Ti-alloys effectively. The present study emphasizes the features of the development of regression equation based on response surface methodology (RSM) for correlating the interactive and higher-order influences of machining parameters on surface finish of Titanium alloy Ti-6Al-4V. The process parameters selected in this study are discharge current, pulse on time, pulse off time and servo voltage. Machining has been accomplished using negative polarity of Graphite electrode. Analysis of variance is employed to ascertain the adequacy of the developed regression model. Experiments based on central composite of response surface method are carried out. Scanning electron microscopy (SEM) analysis was performed to investigate the surface topography of the EDMed job. The results evidence that the proposed regression equation can predict the surface roughness effectively. The lower ampere and short pulse on time yield better surface finish.
Keywords: Graphite electrode, regression model, response surface methodology, surface roughness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2548