Search results for: linear regression models.
4355 Factors Affecting Slot Machine Performance in an Electronic Gaming Machine Facility
Authors: Etienne Provencal, David L. St-Pierre
Abstract:
A facility exploiting only electronic gambling machines (EGMs) opened in 2007 in Quebec City, Canada under the name of Salons de Jeux du Québec (SdjQ). This facility is one of the first worldwide to rely on that business model. This paper models the performance of such EGMs. The interest from a managerial point of view is to identify the variables that can be controlled or influenced so that a comprehensive model can help improve the overall performance of the business. The EGM individual performance model contains eight different variables under study (Game Title, Progressive jackpot, Bonus Round, Minimum Coin-in, Maximum Coin-in, Denomination, Slant Top and Position). Using data from Quebec City’s SdjQ, a linear regression analysis explains 90.80% of the EGM performance. Moreover, results show a behavior slightly different than that of a casino. The addition of GameTitle as a factor to predict the EGM performance is one of the main contributions of this paper. The choice of the game (GameTitle) is very important. Games having better position do not have significantly better performance than games located elsewhere on the gaming floor. Progressive jackpots have a positive and significant effect on the individual performance of EGMs. The impact of BonusRound on the dependent variable is significant but negative. The effect of Denomination is significant but weakly negative. As expected, the Language of an EGMS does not impact its individual performance. This paper highlights some possible improvements by indicating which features are performing well. Recommendations are given to increase the performance of the EGMs performance.
Keywords: EGM, linear regression, model prediction, slot operations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15634354 Simplex Method for Fuzzy Variable Linear Programming Problems
Authors: S.H. Nasseri, E. Ardil
Abstract:
Fuzzy linear programming is an application of fuzzy set theory in linear decision making problems and most of these problems are related to linear programming with fuzzy variables. A convenient method for solving these problems is based on using of auxiliary problem. In this paper a new method for solving fuzzy variable linear programming problems directly using linear ranking functions is proposed. This method uses simplex tableau which is used for solving linear programming problems in crisp environment before.
Keywords: Fuzzy variable linear programming, fuzzy number, ranking function, simplex method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33504353 Statistical Models of Network Traffic
Authors: Barath Kumar, Oliver Niggemann, Juergen Jasperneite
Abstract:
Model-based approaches have been applied successfully to a wide range of tasks such as specification, simulation, testing, and diagnosis. But one bottleneck often prevents the introduction of these ideas: Manual modeling is a non-trivial, time-consuming task. Automatically deriving models by observing and analyzing running systems is one possible way to amend this bottleneck. To derive a model automatically, some a-priori knowledge about the model structure–i.e. about the system–must exist. Such a model formalism would be used as follows: (i) By observing the network traffic, a model of the long-term system behavior could be generated automatically, (ii) Test vectors can be generated from the model, (iii) While the system is running, the model could be used to diagnose non-normal system behavior. The main contribution of this paper is the introduction of a model formalism called 'probabilistic regression automaton' suitable for the tasks mentioned above.Keywords: Model-based approach, Probabilistic regression automata, Statistical models and Timed automata.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15394352 State Feedback Controller Design via Takagi- Sugeno Fuzzy Model: LMI Approach
Authors: F. Khaber, K. Zehar, A. Hamzaoui
Abstract:
In this paper, we introduce a robust state feedback controller design using Linear Matrix Inequalities (LMIs) and guaranteed cost approach for Takagi-Sugeno fuzzy systems. The purpose on this work is to establish a systematic method to design controllers for a class of uncertain linear and non linear systems. Our approach utilizes a certain type of fuzzy systems that are based on Takagi-Sugeno (T-S) fuzzy models to approximate nonlinear systems. We use a robust control methodology to design controllers. This method not only guarantees stability, but also minimizes an upper bound on a linear quadratic performance measure. A simulation example is presented to show the effectiveness of this method.
Keywords: Takagi-Sugeno fuzzy model, state feedback, linear matrix inequalities, robust stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25014351 A Study of Classification Models to Predict Drill-Bit Breakage Using Degradation Signals
Authors: Bharatendra Rai
Abstract:
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22424350 Native Language Identification with Cross-Corpus Evaluation Using Social Media Data: 'Reddit'
Authors: Yasmeen Bassas, Sandra Kuebler, Allen Riddell
Abstract:
Native Language Identification is one of the growing subfields in Natural Language Processing (NLP). The task of Native Language Identification (NLI) is mainly concerned with predicting the native language of an author’s writing in a second language. In this paper, we investigate the performance of two types of features; content-based features vs. content independent features when they are evaluated on a different corpus (using social media data “Reddit”). In this NLI task, the predefined models are trained on one corpus (TOEFL) and then the trained models are evaluated on a different data using an external corpus (Reddit). Three classifiers are used in this task; the baseline, linear SVM, and Logistic Regression. Results show that content-based features are more accurate and robust than content independent ones when tested within corpus and across corpus.
Keywords: NLI, NLP, content-based features, content independent features, social media corpus, ML.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4144349 Crash Severity Modeling in Urban Highways Using Backward Regression Method
Authors: F. Rezaie Moghaddam, T. Rezaie Moghaddam, M. Pasbani Khiavi, M. Ali Ghorbani
Abstract:
Identifying and classifying intersections according to severity is very important for implementation of safety related counter measures and effective models are needed to compare and assess the severity. Highway safety organizations have considered intersection safety among their priorities. In spite of significant advances in highways safety, the large numbers of crashes with high severities still occur in the highways. Investigation of influential factors on crashes enables engineers to carry out calculations in order to reduce crash severity. Previous studies lacked a model capable of simultaneous illustration of the influence of human factors, road, vehicle, weather conditions and traffic features including traffic volume and flow speed on the crash severity. Thus, this paper is aimed at developing the models to illustrate the simultaneous influence of these variables on the crash severity in urban highways. The models represented in this study have been developed using binary Logit Models. SPSS software has been used to calibrate the models. It must be mentioned that backward regression method in SPSS was used to identify the significant variables in the model. Consider to obtained results it can be concluded that the main factor in increasing of crash severity in urban highways are driver age, movement with reverse gear, technical defect of the vehicle, vehicle collision with motorcycle and bicycle, bridge, frontal impact collisions, frontal-lateral collisions and multi-vehicle crashes in urban highways which always increase the crash severity in urban highways.Keywords: Backward regression, crash severity, speed, urbanhighways.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19214348 Analyzing of Public Transport Trip Generation in Developing Countries; A Case Study in Yogyakarta, Indonesia
Authors: S. Priyanto, E.P Friandi
Abstract:
Yogyakarta, as the capital city of Yogyakarta Province, has important roles in various sectors that require good provision of public transportation system. Ideally, a good transportation system should be able to accommodate the amount of travel demand. This research attempts to develop a trip generation model to predict the number of public transport passenger in Yogyakarta city. The model is built by using multiple linear regression analysis, which establishes relationship between trip number and socioeconomic attributes. The data consist of primary and secondary data. Primary data was collected by conducting household surveys which randomly selected. The resulted model is further applied to evaluate the existing TransJogja, a new Bus Rapid Transit system serves Yogyakarta and surrounding cities, shelters.
Keywords: Multiple linear regression, shelter evaluation, travel demand, trip generation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22014347 Designing Social Care Policies in the Long Term: A Study Using Regression, Clustering and Backpropagation Neural Nets
Authors: Sotirios Raptis
Abstract:
Linking social needs to social classes using different criteria may lead to social services misuse. The paper discusses using ML and Neural Networks (NNs) in linking public services in Scotland in the long term and advocates, this can result in a reduction of the services cost connecting resources needed in groups for similar services. The paper combines typical regression models with clustering and cross-correlation as complementary constituents to predict the demand. Insurance companies and public policymakers can pack linked services such as those offered to the elderly or to low-income people in the longer term. The work is based on public data from 22 services offered by Public Health Services (PHS) Scotland and from the Scottish Government (SG) from 1981 to 2019 that are broken into 110 years series called factors and uses Linear Regression (LR), Autoregression (ARMA) and 3 types of back-propagation (BP) Neural Networks (BPNN) to link them under specific conditions. Relationships found were between smoking related healthcare provision, mental health-related health services, and epidemiological weight in Primary 1(Education) Body Mass Index (BMI) in children. Primary component analysis (PCA) found 11 significant factors while C-Means (CM) clustering gave 5 major factors clusters.
Keywords: Probability, cohorts, data frames, services, prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4604346 A Hybrid Model of ARIMA and Multiple Polynomial Regression for Uncertainties Modeling of a Serial Production Line
Authors: Amir Azizi, Amir Yazid b. Ali, Loh Wei Ping, Mohsen Mohammadzadeh
Abstract:
Uncertainties of a serial production line affect on the production throughput. The uncertainties cannot be prevented in a real production line. However the uncertain conditions can be controlled by a robust prediction model. Thus, a hybrid model including autoregressive integrated moving average (ARIMA) and multiple polynomial regression, is proposed to model the nonlinear relationship of production uncertainties with throughput. The uncertainties under consideration of this study are demand, breaktime, scrap, and lead-time. The nonlinear relationship of production uncertainties with throughput are examined in the form of quadratic and cubic regression models, where the adjusted R-squared for quadratic and cubic regressions was 98.3% and 98.2%. We optimized the multiple quadratic regression (MQR) by considering the time series trend of the uncertainties using ARIMA model. Finally the hybrid model of ARIMA and MQR is formulated by better adjusted R-squared, which is 98.9%.Keywords: ARIMA, multiple polynomial regression, production throughput, uncertainties
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21994345 Using Simulation Modeling Approach to Predict USMLE Steps 1 and 2 Performances
Authors: Chau-Kuang Chen, John Hughes, Jr., A. Dexter Samuels
Abstract:
The prediction models for the United States Medical Licensure Examination (USMLE) Steps 1 and 2 performances were constructed by the Monte Carlo simulation modeling approach via linear regression. The purpose of this study was to build robust simulation models to accurately identify the most important predictors and yield the valid range estimations of the Steps 1 and 2 scores. The application of simulation modeling approach was deemed an effective way in predicting student performances on licensure examinations. Also, sensitivity analysis (a/k/a what-if analysis) in the simulation models was used to predict the magnitudes of Steps 1 and 2 affected by changes in the National Board of Medical Examiners (NBME) Basic Science Subject Board scores. In addition, the study results indicated that the Medical College Admission Test (MCAT) Verbal Reasoning score and Step 1 score were significant predictors of the Step 2 performance. Hence, institutions could screen qualified student applicants for interviews and document the effectiveness of basic science education program based on the simulation results.Keywords: Prediction Model, Sensitivity Analysis, Simulation Method, USMLE.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14614344 A New Quantile Based Fuzzy Time Series Forecasting Model
Authors: Tahseen A. Jilani, Aqil S. Burney, C. Ardil
Abstract:
Time series models have been used to make predictions of academic enrollments, weather, road accident, casualties and stock prices, etc. Based on the concepts of quartile regression models, we have developed a simple time variant quantile based fuzzy time series forecasting method. The proposed method bases the forecast using prediction of future trend of the data. In place of actual quantiles of the data at each point, we have converted the statistical concept into fuzzy concept by using fuzzy quantiles using fuzzy membership function ensemble. We have given a fuzzy metric to use the trend forecast and calculate the future value. The proposed model is applied for TAIFEX forecasting. It is shown that proposed method work best as compared to other models when compared with respect to model complexity and forecasting accuracy.
Keywords: Quantile Regression, Fuzzy time series, fuzzy logicalrelationship groups, heuristic trend prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19974343 A Note on Penalized Power-Divergence Test Statistics
Authors: Aylin Alin
Abstract:
In this paper, penalized power-divergence test statistics have been defined and their exact size properties to test a nested sequence of log-linear models have been compared with ordinary power-divergence test statistics for various penalization, λ and main effect values. Since the ordinary and penalized power-divergence test statistics have the same asymptotic distribution, comparisons have been only made for small and moderate samples. Three-way contingency tables distributed according to a multinomial distribution have been considered. Simulation results reveal that penalized power-divergence test statistics perform much better than their ordinary counterparts.
Keywords: Contingency table, Log-linear models, Penalization, Power-divergence measure, Penalized power-divergence measure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13164342 Order Reduction of Linear Dynamic Systems using Stability Equation Method and GA
Authors: G. Parmar, R. Prasad, S. Mukherjee
Abstract:
The authors present an algorithm for order reduction of linear dynamic systems using the combined advantages of stability equation method and the error minimization by Genetic algorithm. The denominator of the reduced order model is obtained by the stability equation method and the numerator terms of the lower order transfer function are determined by minimizing the integral square error between the transient responses of original and reduced order models using Genetic algorithm. The reduction procedure is simple and computer oriented. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. The proposed algorithm has also been extended for the order reduction of linear multivariable systems. Two numerical examples are solved to illustrate the superiority of the algorithm over some existing ones including one example of multivariable system.
Keywords: Genetic algorithm, Integral square error, Orderreduction, Stability equation method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31894341 Model-Driven and Data-Driven Approaches for Crop Yield Prediction: Analysis and Comparison
Authors: Xiangtuo Chen, Paul-Henry Cournéde
Abstract:
Crop yield prediction is a paramount issue in agriculture. The main idea of this paper is to find out efficient way to predict the yield of corn based meteorological records. The prediction models used in this paper can be classified into model-driven approaches and data-driven approaches, according to the different modeling methodologies. The model-driven approaches are based on crop mechanistic modeling. They describe crop growth in interaction with their environment as dynamical systems. But the calibration process of the dynamic system comes up with much difficulty, because it turns out to be a multidimensional non-convex optimization problem. An original contribution of this paper is to propose a statistical methodology, Multi-Scenarios Parameters Estimation (MSPE), for the parametrization of potentially complex mechanistic models from a new type of datasets (climatic data, final yield in many situations). It is tested with CORNFLO, a crop model for maize growth. On the other hand, the data-driven approach for yield prediction is free of the complex biophysical process. But it has some strict requirements about the dataset. A second contribution of the paper is the comparison of these model-driven methods with classical data-driven methods. For this purpose, we consider two classes of regression methods, methods derived from linear regression (Ridge and Lasso Regression, Principal Components Regression or Partial Least Squares Regression) and machine learning methods (Random Forest, k-Nearest Neighbor, Artificial Neural Network and SVM regression). The dataset consists of 720 records of corn yield at county scale provided by the United States Department of Agriculture (USDA) and the associated climatic data. A 5-folds cross-validation process and two accuracy metrics: root mean square error of prediction(RMSEP), mean absolute error of prediction(MAEP) were used to evaluate the crop prediction capacity. The results show that among the data-driven approaches, Random Forest is the most robust and generally achieves the best prediction error (MAEP 4.27%). It also outperforms our model-driven approach (MAEP 6.11%). However, the method to calibrate the mechanistic model from dataset easy to access offers several side-perspectives. The mechanistic model can potentially help to underline the stresses suffered by the crop or to identify the biological parameters of interest for breeding purposes. For this reason, an interesting perspective is to combine these two types of approaches.Keywords: Crop yield prediction, crop model, sensitivity analysis, paramater estimation, particle swarm optimization, random forest.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11744340 Daily Probability Model of Storm Events in Peninsular Malaysia
Authors: Mohd Aftar Abu Bakar, Noratiqah Mohd Ariff, Abdul Aziz Jemain
Abstract:
Storm Event Analysis (SEA) provides a method to define rainfalls events as storms where each storm has its own amount and duration. By modelling daily probability of different types of storms, the onset, offset and cycle of rainfall seasons can be determined and investigated. Furthermore, researchers from the field of meteorology will be able to study the dynamical characteristics of rainfalls and make predictions for future reference. In this study, four categories of storms; short, intermediate, long and very long storms; are introduced based on the length of storm duration. Daily probability models of storms are built for these four categories of storms in Peninsular Malaysia. The models are constructed by using Bernoulli distribution and by applying linear regression on the first Fourier harmonic equation. From the models obtained, it is found that daily probability of storms at the Eastern part of Peninsular Malaysia shows a unimodal pattern with high probability of rain beginning at the end of the year and lasting until early the next year. This is very likely due to the Northeast monsoon season which occurs from November to March every year. Meanwhile, short and intermediate storms at other regions of Peninsular Malaysia experience a bimodal cycle due to the two inter-monsoon seasons. Overall, these models indicate that Peninsular Malaysia can be divided into four distinct regions based on the daily pattern for the probability of various storm events.
Keywords: Daily probability model, monsoon seasons, regions, storm events.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16324339 Influence of Parameters of Modeling and Data Distribution for Optimal Condition on Locally Weighted Projection Regression Method
Authors: Farhad Asadi, Mohammad Javad Mollakazemi, Aref Ghafouri
Abstract:
Recent research in neural networks science and neuroscience for modeling complex time series data and statistical learning has focused mostly on learning from high input space and signals. Local linear models are a strong choice for modeling local nonlinearity in data series. Locally weighted projection regression is a flexible and powerful algorithm for nonlinear approximation in high dimensional signal spaces. In this paper, different learning scenario of one and two dimensional data series with different distributions are investigated for simulation and further noise is inputted to data distribution for making different disordered distribution in time series data and for evaluation of algorithm in locality prediction of nonlinearity. Then, the performance of this algorithm is simulated and also when the distribution of data is high or when the number of data is less the sensitivity of this approach to data distribution and influence of important parameter of local validity in this algorithm with different data distribution is explained.
Keywords: Local nonlinear estimation, LWPR algorithm, Online training method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16014338 Hierarchically Modeling Cognition and Behavioral Problems of an Under-Represented Group
Authors: Zhidong Zhang, Zhi-Chao Zhang
Abstract:
This study examined the mental health and behavioral problems in early adolescence with the instrument of Achenbach System of Empirically Based Assessment (ASEBA). The purpose of the study was stratified sampling method was used to collect data from 1975 participants. Multiple regression models and hierarchical regression models were applied to examine the relations between the background variables and internalizing problems, and the ones between students’ performance and internalizing problems. The results indicated that several background variables as predictors could significantly predict the anxious/depressed problem; reading and social study scores could significantly predict the anxious/depressed problem. However the class as a hierarchical macro factor did not indicate the significant effect. In brief, the majority of these models represented that the background variables, behaviors and academic performance were significantly related to the anxious/depressed problem.Keywords: Behavioral problems, anxious/depression problems, empirical-based assessment, hierarchical modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17594337 Forecasting the Istanbul Stock Exchange National 100 Index Using an Artificial Neural Network
Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun
Abstract:
Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22394336 Evaluation of Short-Term Load Forecasting Techniques Applied for Smart Micro Grids
Authors: Xiaolei Hu, Enrico Ferrera, Riccardo Tomasi, Claudio Pastrone
Abstract:
Load Forecasting plays a key role in making today's and future's Smart Energy Grids sustainable and reliable. Accurate power consumption prediction allows utilities to organize in advance their resources or to execute Demand Response strategies more effectively, which enables several features such as higher sustainability, better quality of service, and affordable electricity tariffs. It is easy yet effective to apply Load Forecasting at larger geographic scale, i.e. Smart Micro Grids, wherein the lower available grid flexibility makes accurate prediction more critical in Demand Response applications. This paper analyses the application of short-term load forecasting in a concrete scenario, proposed within the EU-funded GreenCom project, which collect load data from single loads and households belonging to a Smart Micro Grid. Three short-term load forecasting techniques, i.e. linear regression, artificial neural networks, and radial basis function network, are considered, compared, and evaluated through absolute forecast errors and training time. The influence of weather conditions in Load Forecasting is also evaluated. A new definition of Gain is introduced in this paper, which innovatively serves as an indicator of short-term prediction capabilities of time spam consistency. Two models, 24- and 1-hour-ahead forecasting, are built to comprehensively compare these three techniques.
Keywords: Short-term load forecasting, smart micro grid, linear regression, artificial neural networks, radial basis function network, Gain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26024335 Using Combination of Optimized Recurrent Neural Network with Design of Experiments and Regression for Control Chart Forecasting
Authors: R. Behmanesh, I. Rahimi
Abstract:
recurrent neural network (RNN) is an efficient tool for modeling production control process as well as modeling services. In this paper one RNN was combined with regression model and were employed in order to be checked whether the obtained data by the model in comparison with actual data, are valid for variable process control chart. Therefore, one maintenance process in workshop of Esfahan Oil Refining Co. (EORC) was taken for illustration of models. First, the regression was made for predicting the response time of process based upon determined factors, and then the error between actual and predicted response time as output and also the same factors as input were used in RNN. Finally, according to predicted data from combined model, it is scrutinized for test values in statistical process control whether forecasting efficiency is acceptable. Meanwhile, in training process of RNN, design of experiments was set so as to optimize the RNN.Keywords: RNN, DOE, regression, control chart.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16594334 Optimized Calculation of Hourly Price Forward Curve (HPFC)
Authors: Ahmed Abdolkhalig
Abstract:
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 42284333 Linear Pocket Profile based Threshold Voltage Model for sub-100 nm n-MOSFET
Authors: Muhibul Haque Bhuyan, Quazi Deen Mohd Khosru
Abstract:
This paper presents a threshold voltage model of pocket implanted sub-100 nm n-MOSFETs incorporating the drain and substrate bias effects using two linear pocket profiles. Two linear equations are used to simulate the pocket profiles along the channel at the surface from the source and drain edges towards the center of the n-MOSFET. Then the effective doping concentration is derived and is used in the threshold voltage equation that is obtained by solving the Poisson-s equation in the depletion region at the surface. Simulated threshold voltages for various gate lengths fit well with the experimental data already published in the literature. The simulated result is compared with the two other pocket profiles used to derive the threshold voltage models of n-MOSFETs. The comparison shows that the linear model has a simple compact form that can be utilized to study and characterize the pocket implanted advanced ULSI devices.
Keywords: Linear pocket profile, pocket implantation, nMOSFET, threshold voltage, short channel effect (SCE), reverse short channeleffect (RSCE).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18014332 Bi-linear Complementarity Problem
Authors: Chao Wang, Ting-Zhu Huang Chen Jia
Abstract:
In this paper, we propose a new linear complementarity problem named as bi-linear complementarity problem (BLCP) and the method for solving BLCP. In addition, the algorithm for error estimation of BLCP is also given. Numerical experiments show that the algorithm is efficient.
Keywords: Bi-linear complementarity problem, Linear complementarity problem, Extended linear complementarity problem, Error estimation, P-matrix, M-matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17254331 A Comparative Analysis of Artificial Neural Network and Autoregressive Integrated Moving Average Model on Modeling and Forecasting Exchange Rate
Authors: Mogari I. Rapoo, Diteboho Xaba
Abstract:
This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.
Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13584330 Small Sample Bootstrap Confidence Intervals for Long-Memory Parameter
Authors: Josu Arteche, Jesus Orbe
Abstract:
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 17384329 Solving Partially Monotone Problems with Neural Networks
Authors: Marina Velikova, Hennie Daniels, Ad Feelders
Abstract:
In many applications, it is a priori known that the target function should satisfy certain constraints imposed by, for example, economic theory or a human-decision maker. Here we consider partially monotone problems, where the target variable depends monotonically on some of the predictor variables but not all. We propose an approach to build partially monotone models based on the convolution of monotone neural networks and kernel functions. The results from simulations and a real case study on house pricing show that our approach has significantly better performance than partially monotone linear models. Furthermore, the incorporation of partial monotonicity constraints not only leads to models that are in accordance with the decision maker's expertise, but also reduces considerably the model variance in comparison to standard neural networks with weight decay.Keywords: Mixture models, monotone neural networks, partially monotone models, partially monotone problems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16204328 Two-dimensional Differential Transform Method for Solving Linear and Non-linear Goursat Problem
Authors: H. Taghvafard, G. H. Erjaee
Abstract:
A method for solving linear and non-linear Goursat problem is given by using the two-dimensional differential transform method. The approximate solution of this problem is calculated in the form of a series with easily computable terms and also the exact solutions can be achieved by the known forms of the series solutions. The method can easily be applied to many linear and non-linear problems and is capable of reducing the size of computational work. Several examples are given to demonstrate the reliability and the performance of the presented method.Keywords: Quadrature, Spline interpolation, Trapezoidal rule, Numericalintegration, Error analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23854327 Modified Buck Boost Circuit for Linear and Non-Linear Piezoelectric Energy Harvesting
Authors: I Made Darmayuda, Chai Tshun Chuan Kevin, Je Minkyu
Abstract:
Plenty researches have reported techniques to harvest energy from piezoelectric transducer. In the earlier years, the researches mainly report linear energy harvesting techniques whereby interface circuitry is designed to have input impedance that match with the impedance of the piezoelectric transducer. In recent years non-linear techniques become more popular. The non-linear technique employs voltage waveform manipulation to boost the available-for-extraction energy at the time of energy transfer. The fact that non-linear energy extraction provides larger available-for-extraction energy doesn’t mean the linear energy extraction is completely obsolete. In some scenarios, such as where initial power is not available, linear energy extraction is still preferred. A modified Buck Boost circuit which is capable of harvesting piezoelectric energy using both linear and non-linear techniques is reported in this paper. Efficiency of at least 64% can be achieved using this circuit. For linear extraction, the modified Buck Boost circuit is controlled using a fix frequency and duty cycle clock. A voltage sensor and a pulse generator are added as the controller for the non-linear extraction technique.
Keywords: Buck boost, energy harvester, linear energy harvester, non-linear energy harvester, piezoelectric, synchronized charge extraction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24354326 Comparison of Material Constitutive Models Used in FEA of Low Volume Roads
Authors: Lenka Ševelová, Aleš Florian
Abstract:
Appropriate and progressive tool for analyzing behavior of low volume roads are probabilistic models used in reliability analyses. The necessary part of the probabilistic model is the deterministic model of structural behavior. The FE model of low volume roads is created in the ANSYS software. It is able to determine the state of stress and deformation in any point of the structure and thus generate data required for the reliability analysis. The paper compares two material constitutive models used for modeling of unbound non-homogenous materials used in low volume roads. The first model is linear elastic model according to Hook theory (H model), the second one is nonlinear elastic-plastic Drucker-Prager model (D-P model).
Keywords: FEA, FEM, geotechnical materials, low volume roads, material constitutive models, pavement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2886