Search results for: data collection
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7593

Search results for: data collection

6273 Predicting DHF Incidence in Northern Thailand using Time Series Analysis Technique

Authors: S. Wongkoon, M. Pollar, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.

Keywords: Dengue, SARIMA, Time Series Analysis, Northern Thailand.

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6272 Comparing Machine Learning Estimation of Fuel Consumption of Heavy-Duty Vehicles

Authors: Victor Bodell, Lukas Ekstrom, Somayeh Aghanavesi

Abstract:

Fuel consumption (FC) is one of the key factors in determining expenses of operating a heavy-duty vehicle. A customer may therefore request an estimate of the FC of a desired vehicle. The modular design of heavy-duty vehicles allows their construction by specifying the building blocks, such as gear box, engine and chassis type. If the combination of building blocks is unprecedented, it is unfeasible to measure the FC, since this would first r equire the construction of the vehicle. This paper proposes a machine learning approach to predict FC. This study uses around 40,000 vehicles specific and o perational e nvironmental c onditions i nformation, such as road slopes and driver profiles. A ll v ehicles h ave d iesel engines and a mileage of more than 20,000 km. The data is used to investigate the accuracy of machine learning algorithms Linear regression (LR), K-nearest neighbor (KNN) and Artificial n eural n etworks (ANN) in predicting fuel consumption for heavy-duty vehicles. Performance of the algorithms is evaluated by reporting the prediction error on both simulated data and operational measurements. The performance of the algorithms is compared using nested cross-validation and statistical hypothesis testing. The statistical evaluation procedure finds that ANNs have the lowest prediction error compared to LR and KNN in estimating fuel consumption on both simulated and operational data. The models have a mean relative prediction error of 0.3% on simulated data, and 4.2% on operational data.

Keywords: Artificial neural networks, fuel consumption, machine learning, regression, statistical tests.

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6271 Migration of the Relational Data Base (RDB) to the Object Relational Data Base (ORDB)

Authors: Alae El Alami, Mohamed Bahaj

Abstract:

This paper proposes an approach for translating an existing relational database (RDB) schema into ORDB. The transition is done with methods that can extract various functions from a RDB which is based on aggregations, associations between the various tables, and the reflexive relationships. These methods can extract even the inheritance knowing that no process of reverse engineering can know that it is an Inheritance; therefore, our approach exceeded all of the previous studies made for ​​the transition from RDB to ORDB. In summation, the creation of the New Data Model (NDM) that stocks the RDB in a form of a structured table, and from the NDM we create our navigational model in order to simplify the implementation object from which we develop our different types. Through these types we precede to the last step, the creation of tables.

The step mentioned above does not require any human interference. All this is done automatically, and a prototype has already been created which proves the effectiveness of this approach.

Keywords: Relational databases, Object-relational databases, Semantic enrichment.

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6270 Mining Correlated Bicluster from Web Usage Data Using Discrete Firefly Algorithm Based Biclustering Approach

Authors: K. Thangavel, R. Rathipriya

Abstract:

For the past one decade, biclustering has become popular data mining technique not only in the field of biological data analysis but also in other applications like text mining, market data analysis with high-dimensional two-way datasets. Biclustering clusters both rows and columns of a dataset simultaneously, as opposed to traditional clustering which clusters either rows or columns of a dataset. It retrieves subgroups of objects that are similar in one subgroup of variables and different in the remaining variables. Firefly Algorithm (FA) is a recently-proposed metaheuristic inspired by the collective behavior of fireflies. This paper provides a preliminary assessment of discrete version of FA (DFA) while coping with the task of mining coherent and large volume bicluster from web usage dataset. The experiments were conducted on two web usage datasets from public dataset repository whereby the performance of FA was compared with that exhibited by other population-based metaheuristic called binary Particle Swarm Optimization (PSO). The results achieved demonstrate the usefulness of DFA while tackling the biclustering problem.

Keywords: Biclustering, Binary Particle Swarm Optimization, Discrete Firefly Algorithm, Firefly Algorithm, Usage profile Web usage mining.

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6269 Morphology of Parts of the Middle Benue Trough of Nigeria from Spectral Analysis of Aeromagnetic Data (Akiri Sheet 232 and Lafia Sheet 231)

Authors: B. S. Jatau, Nandom Abu

Abstract:

Structural interpretation of aeromagnetic data and Landsat imagery over the Middle Benue Trough was carried out to determine the depth to basement, delineate the basement morphology and relief, and the structural features within the basin. The aeromagnetic and Landsat data were subjected to various image and data enhancement and transformation routines. Results of the study revealed lineaments with trend directions in the N-S, NE-SW, NWSE and E-W directions, with the NE-SW trends been dominant. The depths to basement within the trough were established to be at 1.8, 0.3 and 0.8km, as shown from the spectral analysis plot. The Source Parameter Imaging (SPI) plot generated showed the centralsouth/ eastern portion of the study area as being deeper in contrast to the western-south-west portion. The basement morphology of the trough was interpreted as having parallel sets of micro-basins which could be considered as grabens and horsts in agreement with the general features interpreted by early workers.

Keywords: Morphology, Middle Benue Trough, Spectral Analysis, Source Parameter Imaging.

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6268 Imputing Missing Data in Electronic Health Records: A Comparison of Linear and Non-Linear Imputation Models

Authors: Alireza Vafaei Sadr, Vida Abedi, Jiang Li, Ramin Zand

Abstract:

Missing data is a common challenge in medical research and can lead to biased or incomplete results. When the data bias leaks into models, it further exacerbates health disparities; biased algorithms can lead to misclassification and reduced resource allocation and monitoring as part of prevention strategies for certain minorities and vulnerable segments of patient populations, which in turn further reduce data footprint from the same population – thus, a vicious cycle. This study compares the performance of six imputation techniques grouped into Linear and Non-Linear models, on two different real-world electronic health records (EHRs) datasets, representing 17864 patient records. The mean absolute percentage error (MAPE) and root mean squared error (RMSE) are used as performance metrics, and the results show that the Linear models outperformed the Non-Linear models in terms of both metrics. These results suggest that sometimes Linear models might be an optimal choice for imputation in laboratory variables in terms of imputation efficiency and uncertainty of predicted values.

Keywords: EHR, Machine Learning, imputation, laboratory variables, algorithmic bias.

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6267 Geospatial Network Analysis Using Particle Swarm Optimization

Authors: Varun Singh, Mainak Bandyopadhyay, Maharana Pratap Singh

Abstract:

The shortest path (SP) problem concerns with finding the shortest path from a specific origin to a specified destination in a given network while minimizing the total cost associated with the path. This problem has widespread applications. Important applications of the SP problem include vehicle routing in transportation systems particularly in the field of in-vehicle Route Guidance System (RGS) and traffic assignment problem (in transportation planning). Well known applications of evolutionary methods like Genetic Algorithms (GA), Ant Colony Optimization, Particle Swarm Optimization (PSO) have come up to solve complex optimization problems to overcome the shortcomings of existing shortest path analysis methods. It has been reported by various researchers that PSO performs better than other evolutionary optimization algorithms in terms of success rate and solution quality. Further Geographic Information Systems (GIS) have emerged as key information systems for geospatial data analysis and visualization. This research paper is focused towards the application of PSO for solving the shortest path problem between multiple points of interest (POI) based on spatial data of Allahabad City and traffic speed data collected using GPS. Geovisualization of results of analysis is carried out in GIS.

Keywords: GIS, Outliers, PSO, Traffic Data.

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6266 Agglomerative Hierarchical Clustering Using the Tθ Family of Similarity Measures

Authors: Salima Kouici, Abdelkader Khelladi

Abstract:

In this work, we begin with the presentation of the Tθ family of usual similarity measures concerning multidimensional binary data. Subsequently, some properties of these measures are proposed. Finally the impact of the use of different inter-elements measures on the results of the Agglomerative Hierarchical Clustering Methods is studied.

Keywords: Binary data, similarity measure, Tθ measures, Agglomerative Hierarchical Clustering.

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6265 Oscillation Effect of the Multi-stage Learning for the Layered Neural Networks and Its Analysis

Authors: Isao Taguchi, Yasuo Sugai

Abstract:

This paper proposes an efficient learning method for the layered neural networks based on the selection of training data and input characteristics of an output layer unit. Comparing to recent neural networks; pulse neural networks, quantum neuro computation, etc, the multilayer network is widely used due to its simple structure. When learning objects are complicated, the problems, such as unsuccessful learning or a significant time required in learning, remain unsolved. Focusing on the input data during the learning stage, we undertook an experiment to identify the data that makes large errors and interferes with the learning process. Our method devides the learning process into several stages. In general, input characteristics to an output layer unit show oscillation during learning process for complicated problems. The multi-stage learning method proposes by the authors for the function approximation problems of classifying learning data in a phased manner, focusing on their learnabilities prior to learning in the multi layered neural network, and demonstrates validity of the multi-stage learning method. Specifically, this paper verifies by computer experiments that both of learning accuracy and learning time are improved of the BP method as a learning rule of the multi-stage learning method. In learning, oscillatory phenomena of a learning curve serve an important role in learning performance. The authors also discuss the occurrence mechanisms of oscillatory phenomena in learning. Furthermore, the authors discuss the reasons that errors of some data remain large value even after learning, observing behaviors during learning.

Keywords: data selection, function approximation problem, multistage leaning, neural network, voluntary oscillation.

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6264 Traffic Flow Prediction using Adaboost Algorithm with Random Forests as a Weak Learner

Authors: Guy Leshem, Ya'acov Ritov

Abstract:

Traffic Management and Information Systems, which rely on a system of sensors, aim to describe in real-time traffic in urban areas using a set of parameters and estimating them. Though the state of the art focuses on data analysis, little is done in the sense of prediction. In this paper, we describe a machine learning system for traffic flow management and control for a prediction of traffic flow problem. This new algorithm is obtained by combining Random Forests algorithm into Adaboost algorithm as a weak learner. We show that our algorithm performs relatively well on real data, and enables, according to the Traffic Flow Evaluation model, to estimate and predict whether there is congestion or not at a given time on road intersections.

Keywords: Machine Learning, Boosting, Classification, TrafficCongestion, Data Collecting, Magnetic Loop Detectors, SignalizedIntersections, Traffic Signal Timing Optimization.

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6263 The Design and Development of Multimedia Pronunciation Learning Management System

Authors: Fei Ping Por, Soon Fook Fong

Abstract:

The proposed Multimedia Pronunciation Learning Management System (MPLMS) in this study is a technology with profound potential for inducing improvement in pronunciation learning. The MPLMS optimizes the digitised phonetic symbols with the integration of text, sound and mouth movement video. The components are designed and developed in an online management system which turns the web to a dynamic user-centric collection of consistent and timely information for quality sustainable learning. The aim of this study is to design and develop the MPLMS which serves as an innovative tool to improve English pronunciation. This paper discusses the iterative methodology and the three-phase Alessi and Trollip model in the development of MPLMS. To align with the flexibility of the development of educational software, the iterative approach comprises plan, design, develop, evaluate and implement is followed. To ensure the instructional appropriateness of MPLMS, the instructional system design (ISD) model of Alessi and Trollip serves as a platform to guide the important instructional factors and process. It is expected that the results of future empirical research will support the efficacy of MPLMS and its place as the premier pronunciation learning system.

Keywords: Design, development, multimedia, pronunciation, learning management system

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6262 Experimental Investigation of Hydrogen Addition in the Intake Air of Compressed Engines Running on Biodiesel Blend

Authors: Hendrick Maxil Zárate Rocha, Ricardo da Silva Pereira, Manoel Fernandes Martins Nogueira, Carlos R. Pereira Belchior, Maria Emilia de Lima Tostes

Abstract:

This study investigates experimentally the effects of hydrogen addition in the intake manifold of a diesel generator operating with a 7% biodiesel-diesel oil blend (B7). An experimental apparatus setup was used to conduct performance and emissions tests in a single cylinder, air cooled diesel engine. This setup consisted of a generator set connected to a wirewound resistor load bank that was used to vary engine load. In addition, a flowmeter was used to determine hydrogen volumetric flowrate and a digital anemometer coupled with an air box to measure air flowrate. Furthermore, a digital precision electronic scale was used to measure engine fuel consumption and a gas analyzer was used to determine exhaust gas composition and exhaust gas temperature. A thermopar was installed near the exhaust collection to measure cylinder temperature. In-cylinder pressure was measured using an AVL Indumicro data acquisition system with a piezoelectric pressure sensor. An AVL optical encoder was installed in the crankshaft and synchronized with in-cylinder pressure in real time. The experimental procedure consisted of injecting hydrogen into the engine intake manifold at different mass concentrations of 2,6,8 and 10% of total fuel mass (B7 + hydrogen), which represented energy fractions of 5,15, 20 and 24% of total fuel energy respectively. Due to hydrogen addition, the total amount of fuel energy introduced increased and the generators fuel injection governor prevented any increases of engine speed. Several conclusions can be stated from the test results. A reduction in specific fuel consumption as a function of hydrogen concentration increase was noted. Likewise, carbon dioxide emissions (CO2), carbon monoxide (CO) and unburned hydrocarbons (HC) decreased as hydrogen concentration increased. On the other hand, nitrogen oxides emissions (NOx) increased due to average temperatures inside the cylinder being higher. There was also an increase in peak cylinder pressure and heat release rate inside the cylinder, since the fuel ignition delay was smaller due to hydrogen content increase. All this indicates that hydrogen promotes faster combustion and higher heat release rates and can be an important additive to all kind of fuels used in diesel generators.

Keywords: Diesel engine, hydrogen, dual fuel, combustion analysis, performance, emissions.

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6261 Spatial-Temporal Clustering Characteristics of Dengue in the Northern Region of Sri Lanka, 2010-2013

Authors: Sumiko Anno, Keiji Imaoka, Takeo Tadono, Tamotsu Igarashi, Subramaniam Sivaganesh, Selvam Kannathasan, Vaithehi Kumaran, Sinnathamby Noble Surendran

Abstract:

Dengue outbreaks are affected by biological, ecological, socio-economic and demographic factors that vary over time and space. These factors have been examined separately and still require systematic clarification. The present study aimed to investigate the spatial-temporal clustering relationships between these factors and dengue outbreaks in the northern region of Sri Lanka. Remote sensing (RS) data gathered from a plurality of satellites were used to develop an index comprising rainfall, humidity and temperature data. RS data gathered by ALOS/AVNIR-2 were used to detect urbanization, and a digital land cover map was used to extract land cover information. Other data on relevant factors and dengue outbreaks were collected through institutions and extant databases. The analyzed RS data and databases were integrated into geographic information systems, enabling temporal analysis, spatial statistical analysis and space-time clustering analysis. Our present results showed that increases in the number of the combination of ecological factor and socio-economic and demographic factors with above the average or the presence contribute to significantly high rates of space-time dengue clusters.

Keywords: ALOS/AVNIR-2, Dengue, Space-time clustering analysis, Sri Lanka.

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6260 A Comparison of First and Second Order Training Algorithms for Artificial Neural Networks

Authors: Syed Muhammad Aqil Burney, Tahseen Ahmed Jilani, C. Ardil

Abstract:

Minimization methods for training feed-forward networks with Backpropagation are compared. Feedforward network training is a special case of functional minimization, where no explicit model of the data is assumed. Therefore due to the high dimensionality of the data, linearization of the training problem through use of orthogonal basis functions is not desirable. The focus is functional minimization on any basis. A number of methods based on local gradient and Hessian matrices are discussed. Modifications of many methods of first and second order training methods are considered. Using share rates data, experimentally it is proved that Conjugate gradient and Quasi Newton?s methods outperformed the Gradient Descent methods. In case of the Levenberg-Marquardt algorithm is of special interest in financial forecasting.

Keywords: Backpropagation algorithm, conjugacy condition, line search, matrix perturbation

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6259 Liquid-Liquid Equilibrium for the Binary Mixtures of α-Pinene + Water and α-Terpineol + Water

Authors: Herti Utami, Sutijan, Roto, Wahyudi Budi Sediawan

Abstract:

α-Pinene is the main component of the most turpentine oils. The hydration of α-pinene with acid catalysts leads to a complex mixture of monoterpenes. In order to obtain more valuable products, the α-pinene in the turpentine can be hydrated in dilute mineral acid solutions to produce α-terpineol. The design of separation processes requires information on phase equilibrium and related thermodynamic properties. This paper reports the results of study on liquid-liquid equilibrium (LLE) of system containing α- pinene + water and α-terpineol + water. Binary LLE for α-pinene + water system, and α-terpineol + water systems were determined by experiment at 301K and atmospheric pressure. The two component mixture was stirred for about 30min, then the mixture was left for about 2h for complete phase separation. The composition of both phases was analyzed by using a Gas Chromatograph. The experimental data were correlated by considering both NRTL and UNIQUAC activity coefficient models. The LLE data for the system of α-pinene + water and α-terpineol + water were correlated successfully by the NRTL model. The experimental data were not satisfactorily fitted by the UNIQUAC model. The NRTL model (α =0.3) correlates the LLE data for the system of α-pinene + water at 301K with RMSD of 0.0404%. And the NRTL model (α =0.61) at 301K with RMSD of 0.0058 %. The NRTL model (α =0.3) correlates the LLE data for the system of α- terpineol + water at 301K with RMSD of 0.1487% and the NRTL model (α =0.6) at 301K with RMSD of 0.0032%, between the experimental and calculated mole fractions.

Keywords: α-Pinene, α-Terpineol, Liquid-liquid Equilibrium, NRTL model, UNIQUAC model

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6258 On the Noise Distance in Robust Fuzzy C-Means

Authors: M. G. C. A. Cimino, G. Frosini, B. Lazzerini, F. Marcelloni

Abstract:

In the last decades, a number of robust fuzzy clustering algorithms have been proposed to partition data sets affected by noise and outliers. Robust fuzzy C-means (robust-FCM) is certainly one of the most known among these algorithms. In robust-FCM, noise is modeled as a separate cluster and is characterized by a prototype that has a constant distance δ from all data points. Distance δ determines the boundary of the noise cluster and therefore is a critical parameter of the algorithm. Though some approaches have been proposed to automatically determine the most suitable δ for the specific application, up to today an efficient and fully satisfactory solution does not exist. The aim of this paper is to propose a novel method to compute the optimal δ based on the analysis of the distribution of the percentage of objects assigned to the noise cluster in repeated executions of the robust-FCM with decreasing values of δ . The extremely encouraging results obtained on some data sets found in the literature are shown and discussed.

Keywords: noise prototype, robust fuzzy clustering, robustfuzzy C-means

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6257 Elections Management Information Communication System Voter Ballot

Authors: Zaza Tabagari, Zaza Sanikidze, George Giorgobiani

Abstract:

Abovepresented work deals with the new scope of application of information and communication technologies for the improvement of the election process in the biased environment. We are introducing a new concept of construction of the information-communication system for the election participant. It consists of four main components: Software, Physical Infrastructure, Structured Information and the Trained Stuff. The Structured Information is the bases of the whole system and is the collection of all possible events (irregularities among them) at the polling stations, which are structured in special templates, forms and integrated in mobile devices.The software represents a package of analytic modules, which operates with the dynamic database. The application of modern communication technologies facilities the immediate exchange of information and of relevant documents between the polling stations and the Server of the participant. No less important is the training of the staff for the proper functioning of the system. The e-training system with various modules should be applied in this respect. The presented methodology is primarily focused on the election processes in the countries of emerging democracies.It can be regarded as the tool for the monitoring of elections process by the political organization(s) and as one of the instruments to foster the spread of democracy in these countries.

Keywords: ICT, elections, structured information, dynamic databases, e-training.

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6256 Corporate Governance and Share Prices: Firm Level Review in Turkey

Authors: Raif Parlakkaya, Ahmet Diken, Erkan Kara

Abstract:

This paper examines the relationship between corporate governance rating and stock prices of 26 Turkish firms listed in Turkish stock exchange (Borsa Istanbul) by using panel data analysis over five-year period. The paper also investigates the stock performance of firms with governance rating with regards to the market portfolio (i.e. BIST 100 Index) both prior and after governance scoring began. The empirical results show that there is no relation between corporate governance rating and stock prices when using panel data for annual variation in both rating score and stock prices. Further analysis indicates surprising results that while the selected firms outperform the market significantly prior to rating, the same performance does not continue afterwards.

Keywords: Corporate governance, stock price, performance, panel data analysis.

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6255 A CFD Analysis of Hydraulic Characteristics of the Rod Bundles in the BREST-OD-300 Wire-Spaced Fuel Assemblies

Authors: Dmitry V. Fomichev, Vladimir I. Solonin

Abstract:

This paper presents the findings from a numerical simulation of the flow in 37-rod fuel assembly models spaced by a double-wire trapezoidal wrapping as applied to the BREST-OD-300 experimental nuclear reactor. Data on a high static pressure distribution within the models, and equations for determining the fuel bundle flow friction factors have been obtained. Recommendations are provided on using the closing turbulence models available in the ANSYS Fluent. A comparative analysis has been performed against the existing empirical equations for determining the flow friction factors. The calculated and experimental data fit has been shown.

An analysis into the experimental data and results of the numerical simulation of the BREST-OD-300 fuel rod assembly hydrodynamic performance are presented.

Keywords: BREST-OD-300, ware-spaces, fuel assembly, computation fluid dynamics.

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6254 Tracking Activity of Real Individuals in Web Logs

Authors: Sándor Juhász, Renáta Iváncsy

Abstract:

This paper describes an enhanced cookie-based method for counting the visitors of web sites by using a web log processing system that aims to cope with the ambitious goal of creating countrywide statistics about the browsing practices of real human individuals. The focus is put on describing a new more efficient way of detecting human beings behind web users by placing different identifiers on the client computers. We briefly introduce our processing system designed to handle the massive amount of data records continuously gathered from the most important content providers of the Hungary. We conclude by showing statistics of different time spans comparing the efficiency of multiple visitor counting methods to the one presented here, and some interesting charts about content providers and web usage based on real data recorded in 2007 will also be presented.

Keywords: Cookie based identification, real data, user activitytracking, web auditing, web log processing

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6253 Microgrid: Low Power Network Topology and Control

Authors: Amit Sachan

Abstract:

The network designing and data modeling developments which are the two significant research tasks in direction to tolerate power control of Microgrid concluded using IEC 61850 data models and facilities. The current casing areas of IEC 61580 include infrastructures in substation automation systems, among substations and to DERs. So, for LV microgrid power control, previously using the IEC 61850 amenities to control the smart electrical devices, we have to model those devices as IEC 61850 data models and design a network topology to maintenance all-in-one communiqué amid those devices. In adding, though IEC 61850 assists modeling a portion by open-handed several object models for common functions similar measurement, metering, monitoring…etc., there are motionless certain missing smithereens for building a multiplicity of functions for household appliances like tuning the temperature of an electric heater or refrigerator.

Keywords: IEC 61850, RCMC, HCMC, DER Unit Controller.

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6252 Identification of Wideband Sources Using Higher Order Statistics in Noisy Environment

Authors: S. Bourennane, A. Bendjama

Abstract:

This paper deals with the localization of the wideband sources. We develop a new approach for estimating the wide band sources parameters. This method is based on the high order statistics of the recorded data in order to eliminate the Gaussian components from the signals received on the various hydrophones.In fact the noise of sea bottom is regarded as being Gaussian. Thanks to the coherent signal subspace algorithm based on the cumulant matrix of the received data instead of the cross-spectral matrix the wideband correlated sources are perfectly located in the very noisy environment. We demonstrate the performance of the proposed algorithm on the real data recorded during an underwater acoustics experiments.

Keywords: Higher-order statistics, high resolution array processing techniques, localization of acoustics sources, wide band sources.

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6251 An AK-Chart for the Non-Normal Data

Authors: Chia-Hau Liu, Tai-Yue Wang

Abstract:

Traditional multivariate control charts assume that measurement from manufacturing processes follows a multivariate normal distribution. However, this assumption may not hold or may be difficult to verify because not all the measurement from manufacturing processes are normal distributed in practice. This study develops a new multivariate control chart for monitoring the processes with non-normal data. We propose a mechanism based on integrating the one-class classification method and the adaptive technique. The adaptive technique is used to improve the sensitivity to small shift on one-class classification in statistical process control. In addition, this design provides an easy way to allocate the value of type I error so it is easier to be implemented. Finally, the simulation study and the real data from industry are used to demonstrate the effectiveness of the propose control charts.

Keywords: Multivariate control chart, statistical process control, one-class classification method.

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6250 Impact of Liquidity Crunch on Interbank Network

Authors: I. Lucas, N. Schomberg, F-A. Couturier

Abstract:

Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.

Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.

Keywords: Systemic Risk, Financial Contagion, Liquidity Risk, Interbank Market, Network Model.

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6249 Estimation Model of Dry Docking Duration Using Data Mining

Authors: Isti Surjandari, Riara Novita

Abstract:

Maintenance is one of the most important activities in the shipyard industry. However, sometimes it is not supported by adequate services from the shipyard, where inaccuracy in estimating the duration of the ship maintenance is still common. This makes estimation of ship maintenance duration is crucial. This study uses Data Mining approach, i.e., CART (Classification and Regression Tree) to estimate the duration of ship maintenance that is limited to dock works or which is known as dry docking. By using the volume of dock works as an input to estimate the maintenance duration, 4 classes of dry docking duration were obtained with different linear model and job criteria for each class. These linear models can then be used to estimate the duration of dry docking based on job criteria.

Keywords: Classification and regression tree (CART), data mining, dry docking, maintenance duration.

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6248 A Safety Analysis Method for Multi-Agent Systems

Authors: Ching Louis Liu, Edmund Kazmierczak, Tim Miller

Abstract:

Safety analysis for multi-agent systems is complicated by the, potentially nonlinear, interactions between agents. This paper proposes a method for analyzing the safety of multi-agent systems by explicitly focusing on interactions and the accident data of systems that are similar in structure and function to the system being analyzed. The method creates a Bayesian network using the accident data from similar systems. A feature of our method is that the events in accident data are labeled with HAZOP guide words. Our method uses an Ontology to abstract away from the details of a multi-agent implementation. Using the ontology, our methods then constructs an “Interaction Map,” a graphical representation of the patterns of interactions between agents and other artifacts. Interaction maps combined with statistical data from accidents and the HAZOP classifications of events can be converted into a Bayesian Network. Bayesian networks allow designers to explore “what it” scenarios and make design trade-offs that maintain safety. We show how to use the Bayesian networks, and the interaction maps to improve multi-agent system designs.

Keywords: Multi-agent system, safety analysis, safety model.

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6247 Extended Low Power Bus Binding Combined with Data Sequence Reordering

Authors: Jihyung Kim, Taejin Kim, Sungho Park, Jun-Dong Cho

Abstract:

In this paper, we address the problem of reducing the switching activity (SA) in on-chip buses through the use of a bus binding technique in high-level synthesis. While many binding techniques to reduce the SA exist, we present yet another technique for further reducing the switching activity. Our proposed method combines bus binding and data sequence reordering to explore a wider solution space. The problem is formulated as a multiple traveling salesman problem and solved using simulated annealing technique. The experimental results revealed that a binding solution obtained with the proposed method reduces 5.6-27.2% (18.0% on average) and 2.6-12.7% (6.8% on average) of the switching activity when compared with conventional binding-only and hybrid binding-encoding methods, respectively.

Keywords: low power, bus binding, switching activity, multiple traveling salesman problem, data sequence reordering

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6246 Bayesian Network Model for Students- Laboratory Work Performance Assessment: An Empirical Investigation of the Optimal Construction Approach

Authors: Ifeyinwa E. Achumba, Djamel Azzi, Rinat Khusainov

Abstract:

There are three approaches to complete Bayesian Network (BN) model construction: total expert-centred, total datacentred, and semi data-centred. These three approaches constitute the basis of the empirical investigation undertaken and reported in this paper. The objective is to determine, amongst these three approaches, which is the optimal approach for the construction of a BN-based model for the performance assessment of students- laboratory work in a virtual electronic laboratory environment. BN models were constructed using all three approaches, with respect to the focus domain, and compared using a set of optimality criteria. In addition, the impact of the size and source of the training, on the performance of total data-centred and semi data-centred models was investigated. The results of the investigation provide additional insight for BN model constructors and contribute to literature providing supportive evidence for the conceptual feasibility and efficiency of structure and parameter learning from data. In addition, the results highlight other interesting themes.

Keywords: Bayesian networks, model construction, parameterlearning, structure learning, performance index, model comparison.

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6245 Educational Data Mining: The Case of Department of Mathematics and Computing in the Period 2009-2018

Authors: M. Sitoe, O. Zacarias

Abstract:

University education is influenced by several factors that range from the adoption of strategies to strengthen the whole process to the academic performance improvement of the students themselves. This work uses data mining techniques to develop a predictive model to identify students with a tendency to evasion and retention. To this end, a database of real students’ data from the Department of University Admission (DAU) and the Department of Mathematics and Informatics (DMI) was used. The data comprised 388 undergraduate students admitted in the years 2009 to 2014. The Weka tool was used for model building, using three different techniques, namely: K-nearest neighbor, random forest, and logistic regression. To allow for training on multiple train-test splits, a cross-validation approach was employed with a varying number of folds. To reduce bias variance and improve the performance of the models, ensemble methods of Bagging and Stacking were used. After comparing the results obtained by the three classifiers, Logistic Regression using Bagging with seven folds obtained the best performance, showing results above 90% in all evaluated metrics: accuracy, rate of true positives, and precision. Retention is the most common tendency.

Keywords: Evasion and retention, cross validation, bagging, stacking.

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6244 Compression and Filtering of Random Signals under Constraint of Variable Memory

Authors: Anatoli Torokhti, Stan Miklavcic

Abstract:

We study a new technique for optimal data compression subject to conditions of causality and different types of memory. The technique is based on the assumption that some information about compressed data can be obtained from a solution of the associated problem without constraints of causality and memory. This allows us to consider two separate problem related to compression and decompression subject to those constraints. Their solutions are given and the analysis of the associated errors is provided.

Keywords: stochastic signals, optimization problems in signal processing.

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