Search results for: multiple linear regression model

Authors: F. Rahnamay Roodposhti, M. Falah Shams, H. Kordlouie

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The aim of the article is extending and developing econometrics and network structure based methods which are able to distinguish price manipulation in Tehran stock exchange. The principal goal of the present study is to offer model for approximating price manipulation in Tehran stock exchange. In order to do so by applying separation method a sample consisting of 397 companies accepted at Tehran stock exchange were selected and information related to their price and volume of trades during years 2001 until 2009 were collected and then through performing runs test, skewness test and duration correlative test the selected companies were divided into 2 sets of manipulated and non manipulated companies. In the next stage by investigating cumulative return process and volume of trades in manipulated companies, the date of starting price manipulation was specified and in this way the logit model, artificial neural network, multiple discriminant analysis and by using information related to size of company, clarity of information, ratio of P/E and liquidity of stock one year prior price manipulation; a model for forecasting price manipulation of stocks of companies present in Tehran stock exchange were designed. At the end the power of forecasting models were studied by using data of test set. Whereas the power of forecasting logit model for test set was 92.1%, for artificial neural network was 94.1% and multi audit analysis model was 90.2%; therefore all of the 3 aforesaid models has high power to forecast price manipulation and there is no considerable difference among forecasting power of these 3 models.

Keywords: Price Manipulation, Liquidity, Size of Company, Floating Stock, Information Clarity

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Authors: S. Kotsiantis, A. Kostoulas, S. Lykoudis, A. Argiriou, K. Menagias

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Estimates of temperature values at a specific time of day, from daytime and daily profiles, are needed for a number of environmental, ecological, agricultural and technical applications, ranging from natural hazards assessments, crop growth forecasting to design of solar energy systems. The scope of this research is to investigate the efficiency of data mining techniques in estimating minimum, maximum and mean temperature values. For this reason, a number of experiments have been conducted with well-known regression algorithms using temperature data from the city of Patras in Greece. The performance of these algorithms has been evaluated using standard statistical indicators, such as Correlation Coefficient, Root Mean Squared Error, etc.

Keywords: regression algorithms, supervised machine learning.

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Authors: Essam Al Daoud

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To improve the classification rate of the face recognition, features combination and a novel non-linear kernel are proposed. The feature vector concatenates three different radius of local binary patterns and Gabor wavelet features. Gabor features are the mean, standard deviation and the skew of each scaling and orientation parameter. The aim of the new kernel is to incorporate the power of the kernel methods with the optimal balance between the features. To verify the effectiveness of the proposed method, numerous methods are tested by using four datasets, which are consisting of various emotions, orientations, configuration, expressions and lighting conditions. Empirical results show the superiority of the proposed technique when compared to other methods.

Keywords: Face recognition, Gabor wavelet, LBP, Non-linearkerner

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Authors: Bharatendra Rai

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Cutting tools are widely used in manufacturing processes and drilling is the most commonly used machining process. Although drill-bits used in drilling may not be expensive, their breakage can cause damage to expensive work piece being drilled and at the same time has major impact on productivity. Predicting drill-bit breakage, therefore, is important in reducing cost and improving productivity. This study uses twenty features extracted from two degradation signals viz., thrust force and torque. The methodology used involves developing and comparing decision tree, random forest, and multinomial logistic regression models for classifying and predicting drill-bit breakage using degradation signals.

Keywords: Degradation signal, drill-bit breakage, random forest, multinomial logistic regression.

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Authors: P. N. Korde, P. P. Bedekar

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The time coordination of overcurrent relays (OCR) in a power distribution network is of great importance, as it reduces the power outages by avoiding the mal-operation of the backup relays. For this, the optimum value of the time multiplier setting (TMS) of OCRs should be chosen. The problem of determining the optimum value of TMS of OCRs in power distribution networks is formulated as a constrained optimization problem. The objective is to find the optimum value of TMS of OCRs to minimize the time of operation of relays under the constraint of maintaining the coordination of relays. A power distribution network can have a combination of numerical and electromechanical relays. The TMS of numerical relays can be set to any real value (which satisfies the constraints of the problem), whereas the TMS of electromechanical relays can be set in fixed step (0 to 1 in steps of 0.05). The main contribution of this paper is a formulation of the problem as a mixed-integer linear programming (MILP) problem and application of Gomory's cutting plane method to find the optimum value of TMS of OCRs. The TMS of electromechanical relays are taken as integers in the range 1 to 20 in the step of 1, and these values are mapped to 0.05 to 1 in the step of 0.05. The results obtained are compared with those obtained using a simplex method and its variants. It has been shown that the mixed-integer linear programming method outperforms the simplex method (and its variants) in the case of a system having a combination of numerical and electromechanical relays.

Keywords: Backup protection, constrained optimization, Gomory's cutting plane method, mixed-integer linear programming, overcurrent relay coordination, simplex method.

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Authors: Parvinder S. Sandhu, Iqbaldeep Kaur, Amit Verma, Inderpreet Kaur, Birinderjit S. Kalyan

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This work is a proposed model of CMOS for which the algorithm has been created and then the performance evaluation of this proposition has been done. In this context, another commonly used model called ZSTT (Zero Switching Time Transient) model is chosen to compare all the vital features and the results for the Proposed Equivalent CMOS are promising. In the end, the excerpts of the created algorithm are also included

Keywords: Dual Capacitor Model, ZSTT, CMOS, SPICEMacro-Model.

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Authors: Yeonjeong Lee, Kyoung-jae Kim, Youngtae Kim

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This study proposes a novel recommender system that uses data mining and multi-model ensemble techniques to enhance the recommendation performance through reflecting the precise user’s preference. The proposed model consists of two steps. In the first step, this study uses logistic regression, decision trees, and artificial neural networks to predict customers who have high likelihood to purchase products in each product group. Then, this study combines the results of each predictor using the multi-model ensemble techniques such as bagging and bumping. In the second step, this study uses the market basket analysis to extract association rules for co-purchased products. Finally, the system selects customers who have high likelihood to purchase products in each product group and recommends proper products from same or different product groups to them through above two steps. We test the usability of the proposed system by using prototype and real-world transaction and profile data. In addition, we survey about user satisfaction for the recommended product list from the proposed system and the randomly selected product lists. The results also show that the proposed system may be useful in real-world online shopping store.

Keywords: Product recommender system, Ensemble technique, Association rules, Decision tree, Artificial neural networks.

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Authors: Khaddouja Boujenfa, Nadia Essoussi, Mohamed Limam

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Multiple sequence alignment is a fundamental part in many bioinformatics applications such as phylogenetic analysis. Many alignment methods have been proposed. Each method gives a different result for the same data set, and consequently generates a different phylogenetic tree. Hence, the chosen alignment method affects the resulting tree. However in the literature, there is no evaluation of multiple alignment methods based on the comparison of their phylogenetic trees. This work evaluates the following eight aligners: ClustalX, T-Coffee, SAGA, MUSCLE, MAFFT, DIALIGN, ProbCons and Align-m, based on their phylogenetic trees (test trees) produced on a given data set. The Neighbor-Joining method is used to estimate trees. Three criteria, namely, the dNNI, the dRF and the Id_Tree are established to test the ability of different alignment methods to produce closer test tree compared to the reference one (true tree). Results show that the method which produces the most accurate alignment gives the nearest test tree to the reference tree. MUSCLE outperforms all aligners with respect to the three criteria and for all datasets, performing particularly better when sequence identities are within 10-20%. It is followed by T-Coffee at lower sequence identity (<10%), Align-m at 20-30% identity, and ClustalX and ProbCons at 30-50% identity. Also, it is noticed that when sequence identities are higher (>30%), trees scores of all methods become similar.

Keywords: Multiple alignment methods, phylogenetic trees, Neighbor-Joining method, Robinson-Foulds distance.

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Authors: T. Wuttipornpun, U. Wangrakdiskul, W. Songserm

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This paper aims to develop an algorithm of finite capacity material requirement planning (FCMRP) system for a multistage assembly flow shop. The developed FCMRP system has two main stages. The first stage is to allocate operations to the first and second priority work centers and also determine the sequence of the operations on each work center. The second stage is to determine the optimal start time of each operation by using a linear programming model. Real data from a factory is used to analyze and evaluate the effectiveness of the proposed FCMRP system and also to guarantee a practical solution to the user. There are five performance measures, namely, the total tardiness, the number of tardy orders, the total earliness, the number of early orders, and the average flow-time. The proposed FCMRP system offers an adjustable solution which is a compromised solution among the conflicting performance measures. The user can adjust the weight of each performance measure to obtain the desired performance. The result shows that the combination of FCMRP NP3 and EDD outperforms other combinations in term of overall performance index. The calculation time for the proposed FCMRP system is about 10 minutes which is practical for the planners of the factory.

Keywords: Material requirement planning, Finite capacity, Linear programming, Permutation, Application in industry.

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Authors: Xiaoquan Ding, Jianmin Hao, Changwen Liu

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This paper is devoted to a delayed periodic predatorprey system with non-monotonic numerical response on time scales. With the help of a continuation theorem based on coincidence degree theory, we establish easily verifiable criteria for the existence of multiple periodic solutions. As corollaries, some applications are listed. In particular, our results improve and generalize some known ones.

Keywords: Predator-prey system, periodic solution, time scale, delay, coincidence degree.

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Authors: Farhad Kolahan, Mohammad Bironro

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This paper addresses modeling and optimization of process parameters in powder mixed electrical discharge machining (PMEDM). The process output characteristics include metal removal rate (MRR) and electrode wear rate (EWR). Grain size of Aluminum powder (S), concentration of the powder (C), discharge current (I) pulse on time (T) are chosen as control variables to study the process performance. The experimental results are used to develop the regression models based on second order polynomial equations for the different process characteristics. Then, a genetic algorithm (GA) has been employed to determine optimal process parameters for any desired output values of machining characteristics.

Keywords: Regression modeling, PMEDM, GeneticAlgorithm, Optimization.

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Authors: Wanida Suwunniponth

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The purpose of this research was to study the factors of characteristic of business, website quality and trust affected intention to use electronic payment systems for online purchasing. This survey research used questionnaire as a tool to collect the data of 300 customers who purchased online products and used an electronic payment system. The descriptive statistics and multiple regression analysis were used to analyze data. The results revealed that customers had a good opinion towards the characteristic of the business and website quality. However, they have a moderate opinion towards trust and intention to repurchase. In addition, the characteristics of the business affected the purchase intention the most, followed by website quality and the trust with statistical significance at 0.05 level. For particular, the terms of reputation, communication, information quality, perceived risk and word of mouth affected the intention to use the electronic payment system. In contrast, the terms of size, system quality and service quality did not affect intention to use an electronic payment system.

Keywords: Electronic payment, intention, online purchasing, trust.

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Authors: Phakamas Rachamontree, Theerawut Phusantisampan, Natthakorn Woravutthikul, Peerapong Pornwongthong, Malinee Sriariyanun

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A total of 115 yeast strains isolated from local cassava processing wastes were measured for crude protein content. Among these strains, the strain MSY-2 possessed the highest protein concentration (>3.5 mg protein/mL). By using molecular identification tools, it was identified to be a strain of Pichia kudriavzevii based on similarity of D1/D2 domain of 26S rDNA region. In this study, to optimize the protein production by MSY-2 strain, Response Surface Methodology (RSM) was applied. The tested parameters were the carbon content, nitrogen content, and incubation time. Here, the value of regression coefficient (R2) = 0.7194 could be explained by the model which is high to support the significance of the model. Under the optimal condition, the protein content was produced up to 3.77 g per L of the culture and MSY-2 strain contains 66.8 g protein per 100 g of cell dry weight. These results revealed the plausibility of applying the novel strain of yeast in single-cell protein production.

Keywords: Single cell protein, response surface methodology, yeast, cassava processing waste.

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Authors: Jean-Alain Grunchec, Jules Hernández-Sánchez, Sara Knott

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Some meta-schedulers query the information system of individual supercomputers in order to submit jobs to the least busy supercomputer on a computational Grid. However, this information can become outdated by the time a job starts due to changes in scheduling priorities. The MSR scheme is based on Multiple Simultaneous Requests and can take advantage of opportunities resulting from these priorities changes. This paper presents the SWARM meta-scheduler, which can speed up the execution of large sets of tasks by minimizing the job queuing time through the submission of multiple requests. Performance tests have shown that this new meta-scheduler is faster than an implementation of the MSR scheme and the gLite meta-scheduler. SWARM has been used through the GridQTL project beta-testing portal during the past year. Statistics are provided for this usage and demonstrate its capacity to achieve reliably a substantial reduction of the execution time in production conditions.

Keywords: Grid computing, multiple simultaneous requests, fault tolerance, GridQTL.

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Authors: Mohammad Fuad Mohammad Naser, Faycal Ikhouane

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LuGre friction model is an ordinary differential equation that is widely used in describing the friction phenomenon for mechanical systems. The importance of this model comes from the fact that it captures most of the friction behavior that has been observed including hysteresis. In this paper, we study some aspects related to the hysteresis behavior induced by the LuGre friction model.

Keywords: Hysteresis, LuGre model, operator, (strong) consistency.

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Authors: Qingqing Wang, Shouming Zhong

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This paper is concerned with the stability problem with two additive time-varying delay components. By choosing one augmented Lyapunov-Krasovskii functional, using some new zero equalities, and combining linear matrix inequalities (LMI) techniques, two new sufficient criteria ensuring the global stability asymptotic stability of DNNs is obtained. These stability criteria are present in terms of linear matrix inequalities and can be easily checked. Finally, some examples are showed to demonstrate the effectiveness and less conservatism of the proposed method.

Keywords: Neural networks, Globally asymptotic stability, LMI approach, Additive time-varying delays.

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Authors: Theologos Athanaselis, Stelios Bakamidis, Ioannis Dologlou

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There are multiple reasons to expect that detecting the word order errors in a text will be a difficult problem, and detection rates reported in the literature are in fact low. Although grammatical rules constructed by computer linguists improve the performance of grammar checker in word order diagnosis, the repairing task is still very difficult. This paper presents an approach for repairing word order errors in English text by reordering words in a sentence and choosing the version that maximizes the number of trigram hits according to a language model. The novelty of this method concerns the use of an efficient confusion matrix technique for reordering the words. The comparative advantage of this method is that works with a large set of words, and avoids the laborious and costly process of collecting word order errors for creating error patterns.

Keywords: Permutations filtering, Statistical languagemodel N-grams, Word order errors

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Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes

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This article deals with the conceptual modeling under uncertainty. First, the division of information systems with their definition will be described, focusing on those where the construction of a conceptual model is suitable for the design of future information system database. Furthermore, the disadvantages of the traditional approach in creating a conceptual model and database design will be analyzed. A comprehensive methodology for the creation of a conceptual model based on analysis of client requirements and the selection of a suitable domain model is proposed here. This article presents the expert system used for the construction of a conceptual model and is a suitable tool for database designers to create a conceptual model.

Keywords: Conceptual model, conceptual modeling, database, methodology, uncertainty, information system, entity, attribute, relationship, conceptual domain model, fuzzy.

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Authors: Davod Khojasteh Salkuyeh, Sayyed Hasan Azizi

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We study the semiconvergence of Gauss-Seidel iterative methods for the least squares solution of minimal norm of rank deficient linear systems of equations. Necessary and sufficient conditions for the semiconvergence of the Gauss-Seidel iterative method are given. We also show that if the linear system of equations is consistent, then the proposed methods with a zero vector as an initial guess converge in one iteration. Some numerical results are given to illustrate the theoretical results.

Keywords: rank deficient least squares problems, AOR iterativemethod, Gauss-Seidel iterative method, semiconvergence.

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Authors: Lukas Horny, Rudolf Zitny, Hynek Chlup, Tomas Adamek, Michal Sara

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An inflation–extension test with human vena cava inferior was performed with the aim to fit a material model. The vein was modeled as a thick–walled tube loaded by internal pressure and axial force. The material was assumed to be an incompressible hyperelastic fiber reinforced continuum. Fibers are supposed to be arranged in two families of anti–symmetric helices. Considered anisotropy corresponds to local orthotropy. Used strain energy density function was based on a concept of limiting strain extensibility. The pressurization was comprised by four pre–cycles under physiological venous loading (0 – 4kPa) and four cycles under nonphysiological loading (0 – 21kPa). Each overloading cycle was performed with different value of axial weight. Overloading data were used in regression analysis to fit material model. Considered model did not fit experimental data so good. Especially predictions of axial force failed. It was hypothesized that due to nonphysiological values of loading pressure and different values of axial weight the material was not preconditioned enough and some damage occurred inside the wall. A limiting fiber extensibility parameter Jm was assumed to be in relation to supposed damage. Each of overloading cycles was fitted separately with different values of Jm. Other parameters were held the same. This approach turned out to be successful. Variable value of Jm can describe changes in the axial force – axial stretch response and satisfy pressure – radius dependence simultaneously.

Keywords: Constitutive model, damage, fiber reinforcedcomposite, limiting fiber extensibility, preconditioning, vena cavainferior.

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Authors: Somdech Rungsrisawas

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The objectives of this study are to examine the relationship between the competitive advantage of small and medium enterprises (SMEs) and their overall performance. A mixed method has been applied to identify the effect of determinants toward competitive advantage. The sample is composed of SMEs in product and service businesses. The study has been tested at an organizational level with samples of SME entrepreneurs, business successors, and board of directors or management team. Quantitative analysis has been conducted through multiple regression analysis with 400 samples. The findings illustrate that each aspect of competitive advantage needs a different set of driving factors to explain either the direct or the indirect effect on firm performance. Interestingly, technological capability is a perfect mediator and interorganizational cooperation toward competitive advantage. In addition, differentiation is difficult to be perceived by customers, as well as difficult to manage; however, it is considered important to develop an SMEs product or service for firm sustainably.

Keywords: Competitive advantage, firm performance, technological capability, small and medium enterprise, SMEs.

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Authors: Miaomiao Yang, Shouming Zhong

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This paper studies the problem of stability criteria for neural networks with two additive time-varying delays.A new Lyapunov-Krasovskii function is constructed and some new delay dependent stability criterias are derived in the terms of linear matrix inequalities(LMI), zero equalities and reciprocally convex approach.The several stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Stability, Neural networks, Linear Matrix Inequalities (LMI) , Lyapunov function, Time-varying delays

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Authors: A. M. El Ansary, A. A. El Damatty, A. O. Nassef

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The aim of the current study is to develop a numerical tool that is capable of achieving an optimum shape and design of hyperbolic cooling towers based on coupling a non-linear finite element model developed in-house and a genetic algorithm optimization technique. The objective function is set to be the minimum weight of the tower. The geometric modeling of the tower is represented by means of B-spline curves. The finite element method is applied to model the elastic buckling behaviour of a tower subjected to wind pressure and dead load. The study is divided into two main parts. The first part investigates the optimum shape of the tower corresponding to minimum weight assuming constant thickness. The study is extended in the second part by introducing the shell thickness as one of the design variables in order to achieve an optimum shape and design. Design, functionality and practicality constraints are applied.

Keywords: B-splines, Cooling towers, Finite element, Genetic algorithm, Optimization

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Authors: Wayne Goodridge, Alexander Nikov, Ashok Sahai

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Multi criteria decision making (MCDM) methods like analytic hierarchy process, ELECTRE and multi-attribute utility theory are critically studied. They have irregularities in terms of the reliability of ranking of the best alternatives. The Routing Decision Support (RDS) algorithm is trying to improve some of their deficiencies. This paper gives a mathematical verification that the RDS algorithm conforms to the test criteria for an effective MCDM method when a linear preference function is considered.

Keywords: Decision support systems, linear preference function, multi-criteria decision-making algorithm, analytic hierarchy process.

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Authors: Salwa Aftab, Sehrish Riaz

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The objective of this study was to check the impact of grade sensitivity on learning motivation and academic performance of students and to remove the degree of difference that exists among students regarding the cause of their learning motivation and also to gain knowledge about this matter since it has not been adequately researched. Data collection was primarily done through the academic sector of Pakistan and was depended upon the responses given by students solely. A sample size of 208 university students was selected. Both paper and online surveys were used to collect data from respondents. The results of the study revealed that grade sensitivity has a positive relationship with the learning motivation of students and their academic performance. These findings were carried out through systematic correlation and regression analysis.

Keywords: Academic performance, correlation, grade sensitivity, learning motivation, regression.

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Authors: R. Vedhapriya Vadhana, Ruba Soundar, K. G. Jothi Shalini

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We address the problem of interference over all the channels in multiuser MIMO-OFDM systems. This paper contributes three beamforming strategies designed for multiuser multiple-input and multiple-output by way of orthogonal frequency division multiplexing, in which the transmit and receive beamformers are acquired repetitious by secure-form stages. In the principal case, the transmit (TX) beamformers remain fixed then the receive (RX) beamformers are computed. This eradicates one interference span for every user by means of extruding the transmit beamformers into a null space of relevant channels. Formerly, by gratifying the orthogonality condition to exclude the residual interferences in RX beamformer for every user is done by maximizing the signal-to-noise ratio (SNR). The second case comprises mutually optimizing the TX and RX beamformers from controlled SNR maximization. The outcomes of first case is used here. The third case also includes combined optimization of TX-RX beamformers; however, uses the both controlled SNR and signal-to-interference-plus-noise ratio maximization (SINR). By the standardized channel model for IEEE 802.11n, the proposed simulation experiments offer rapid beamforming and enhanced error performance.

Keywords: Beamforming, interference channels, MIMO-OFDM, multi-objective optimization.

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Authors: Pisit Potjanajaruwit

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The objective of this research was to study the influence of Integrated Marketing Communication on Buying Decision of Consumers in Bangkok. A total of 397 respondents were collected from customers who drive in Bangkok. A questionnaire was utilized as a tool to collect data. Statistics utilized in this research included frequency, percentage, mean, standard deviation, and multiple regression analysis. Data were analyzed by using Statistical Package for the Social Sciences. The findings revealed that the majority of respondents were male with the age between 25-34 years old, hold undergraduate degree, married and stay together. The average income of respondents was between 10,001-20,000 baht. In terms of occupation, the majority worked for private companies. The effect to the Buying Decision of Consumers in Bangkok to including sale promotion with the low interest and discount for an installment, selling by introducing and gave product information through sales persons, public relation by website, direct marketing by annual motor show and advertisement by television media.

Keywords: ECO Car, Integrated Marketing Communication.

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Authors: Muhammad Marsudi, Dzuraidah Abdul Wahab, Che Hassan Che Haron

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Modeling of a manufacturing system enables one to identify the effects of key design parameters on the system performance and as a result to make correct decision. This paper proposes a manufacturing system modeling approach using a spreadsheet model based on queuing network theory, in which a static capacity planning model and stochastic queuing model are integrated. The model was used to improve the existing system utilization in relation to product design. The model incorporates few parameters such as utilization, cycle time, throughput, and batch size. The study also showed that the validity of developed model is good enough to apply and the maximum value of relative error is 10%, far below the limit value 32%. Therefore, the model developed in this study is a valuable alternative model in evaluating a manufacturing system

Keywords: Manufacturing system, product design, spreadsheet model, utilization.

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Authors: Qingqing Wang, Shouming Zhong

Abstract:

Utilizing the Lyapunov functional method and combining linear matrix inequality (LMI) techniques and integral inequality approach (IIA) to analyze the global asymptotic stability for delayed neural networks (DNNs),a new sufficient criterion ensuring the global stability of DNNs is obtained.The criteria are formulated in terms of a set of linear matrix inequalities,which can be checked efficiently by use of some standard numercial packages.In order to show the stability condition in this paper gives much less conservative results than those in the literature,numerical examples are considered.

Keywords: Neural networks, Globally asymptotic stability , LMI approach , IIA approach , Time-varying delay.

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Authors: Joohee Kim

Abstract:

This paper presents a video transmission system using layered multiple description (coding (MDC) and multi-path transport for reliable video communications in wireless ad-hoc networks. The proposed MDC extends a quality-scalable H.264/AVC video coding algorithm to generate two independent descriptions. The two descriptions are transmitted over different paths to a receiver in order to alleviate the effect of unstable channel conditions of wireless adhoc networks. If one description is lost due to transmission erros, then the correctly received description is used to estimate the lost information of the corrupted description. The proposed MD coder maintains an adequate video quality as long as both description are not simultaneously lost. Simulation results show that the proposed MD coding combined with multi-path transport system is largely immune to packet losses, and therefore, can be a promising solution for robust video communications over wireless ad-hoc networks.

Keywords: Multiple description coding, wireless video streaming, rate control.

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