Search results for: Data Model

Authors: Kyu Han Kim, Soon Kyu Kwon, Heung Sun Yoon, Jong Tae Kim

Abstract:

In this paper, we demonstrate the adaptive least-mean-square (LMS) filter modeling using SystemC. SystemC is a modeling language that allows designer to model both hardware and software component and makes it possible to design from high level system of abstraction to low level system of abstraction. We produced five adaptive least-mean-square filter models that are classed as five abstraction levels using SystemC proceeding from the abstract model to the more concrete model.

Keywords: Adaptive Filter, Least-Mean-Square Algorithm, SystemC, Transversal Fir Filter.

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Authors: Narbada Prasad Gupta, Mithilesh Kumar

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A compact Ultra Wide Band (UWB) antenna with coplanar waveguide feed has been designed and results are verified in this paper. The antenna has been designed on FR4 substrate with dielectric constant (εr) of 4.4 and dimensions of 32mm x 26mm x 0.8mm. The presented antenna shows return loss characteristics in the band of 3.1 to 10.6 GHz as prescribed by FCC, USA. Parametric studies have been done and results thus obtained have been presented. Simulated results have been verified on Rohde & Swartz VNA. The measured results are in good agreement with simulated results which make the presented antenna suitable to be used for wearable applications. Performance analysis of antenna has also been shown in the presence of three layered Human Arm model. Results obtained in presence of Human Arm model has been compared with that in free space.

Keywords: CPW feed, Human Arm model, UWB, wearable antenna.

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Authors: Khaing Win Mar, Thinn Thu Naing

Abstract:

Nowadays, precipitation prediction is required for proper planning and management of water resources. Prediction with neural network models has received increasing interest in various research and application domains. However, it is difficult to determine the best neural network architecture for prediction since it is not immediately obvious how many input or hidden nodes are used in the model. In this paper, neural network model is used as a forecasting tool. The major aim is to evaluate a suitable neural network model for monthly precipitation mapping of Myanmar. Using 3-layerd neural network models, 100 cases are tested by changing the number of input and hidden nodes from 1 to 10 nodes, respectively, and only one outputnode used. The optimum model with the suitable number of nodes is selected in accordance with the minimum forecast error. In measuring network performance using Root Mean Square Error (RMSE), experimental results significantly show that 3 inputs-10 hiddens-1 output architecture model gives the best prediction result for monthly precipitation in Myanmar.

Keywords: Precipitation prediction, monthly precipitation, neural network models, Myanmar.

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Authors: S. Srinivas, N. Ramesh Babu

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This paper presents a model to predict the depth of penetration in polycrystalline ceramic material cut by abrasive waterjet. The proposed model considered the interaction of cylindrical jet with target material in upper region and neglected the role of threshold velocity in lower region. The results predicted with the proposed model are validated with the experimental results obtained with Silicon Carbide (SiC) blocks.

Keywords: Abrasive waterjet cutting, analytical modeling, ceramics, microcutting and intergranular cracking.

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Authors: Lee Woong-Kyu

Abstract:

Fierce competition in smartphone market may encourage users to switch brands when buying a new smartphone. However, many smartphone users continue to use the same brand although other branded smartphones are perceived to be more attractive. The purpose of this study is to identify and analyze the effects of brand loyalty toward incumbent smartphone on new smartphone adoption. For this purpose, a research model including two hypotheses, the positive effect on rational judgments and the negative effect on rational judgments, are proposed based on the dual process theory. For the validation of the research model, the data was collected by surveying Korean university students and tested by the group comparison between high and low brand loyalty. The results show that the two hypotheses were statistically supported.

Keywords: Brand loyalty, dual process theory, incumbent smartphone, smartphone adoption.

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Authors: Tae Kyung Kim, Hee Suk Seo

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Recent advances in wireless sensor networks have led to many routing methods designed for energy-efficiency in wireless sensor networks. Despite that many routing methods have been proposed in USN, a single routing method cannot be energy-efficient if the environment of the ubiquitous sensor network varies. We present the controlling network access to various hosts and the services they offer, rather than on securing them one by one with a network security model. When ubiquitous sensor networks are deployed in hostile environments, an adversary may compromise some sensor nodes and use them to inject false sensing reports. False reports can lead to not only false alarms but also the depletion of limited energy resource in battery powered networks. The interleaved hop-by-hop authentication scheme detects such false reports through interleaved authentication. This paper presents a LMDD (Low energy method for data delivery) algorithm that provides energy-efficiency by dynamically changing protocols installed at the sensor nodes. The algorithm changes protocols based on the output of the fuzzy logic which is the fitness level of the protocols for the environment.

Keywords: Data delivery, routing, simulation.

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Authors: I. Szer, J. Szer, K. Czarnocki, E. Błazik-Borowa

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People on construction scaffoldings work in dynamically changing, often unfavourable climate. Additionally, this kind of work is performed on low stiffness structures at high altitude, which increases the risk of accidents. It is therefore desirable to define the parameters of the work environment that contribute to increasing the construction worker occupational safety level. The aim of this article is to present how changes in microclimate parameters on scaffolding can impact the development of dangerous situations and accidents. For this purpose, indicators based on the human thermal balance were used. However, use of this model under construction conditions is often burdened by significant errors or even impossible to implement due to the lack of precise data. Thus, in the target model, the modified parameter was used – apparent environmental temperature. Apparent temperature in the proposed Scaffold Use Risk Assessment Model has been a perceived outdoor temperature, caused by the combined effects of air temperature, radiative temperature, relative humidity and wind speed (wind chill index, heat index). In the paper, correlations between component factors and apparent temperature for facade scaffolding with a width of 24.5 m and a height of 42.3 m, located at south-west side of building are presented. The distribution of factors on the scaffolding has been used to evaluate fitting of the microclimate model. The results of the studies indicate that observed ranges of apparent temperature on the scaffolds frequently results in a worker’s inability to adapt. This leads to reduced concentration and increased fatigue, adversely affects health, and consequently increases the risk of dangerous situations and accidental injuries

Keywords: Apparent temperature, health, safety work, scaffoldings.

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Authors: Minsoo Lee, Yoon-kyung Lee, Hyejung Yoon, Soo-kyung Song, Sujeong Cheong

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Data Warehousing tools have become very popular and currently many of them have moved to Web-based user interfaces to make it easier to access and use the tools. The next step is to enable these tools to be used within a portal framework. The portal framework consists of pages having several small windows that contain individual data warehouse query results. There are several issues that need to be considered when designing the architecture for a portal enabled data warehouse query tool. Some issues need special techniques that can overcome the limitations that are imposed by the nature of data warehouse queries. Issues such as single sign-on, query result caching and sharing, customization, scheduling and authorization need to be considered. This paper discusses such issues and suggests an architecture to support data warehouse queries within Web portal frameworks.

Keywords: Data Warehousing tools, data warehousing queries, web portal frameworks.

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Authors: Mandep Kaur, Surbhi Gupta, Parvinder S. Sandhu, Jagdeep Kaur

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Steganography meaning covered writing. Steganography includes the concealment of information within computer files [1]. In other words, it is the Secret communication by hiding the existence of message. In this paper, we will refer to cover image, to indicate the images that do not yet contain a secret message, while we will refer to stego images, to indicate an image with an embedded secret message. Moreover, we will refer to the secret message as stego-message or hidden message. In this paper, we proposed a technique called RGB intensity based steganography model as RGB model is the technique used in this field to hide the data. The methods used here are based on the manipulation of the least significant bits of pixel values [3][4] or the rearrangement of colors to create least significant bit or parity bit patterns, which correspond to the message being hidden. The proposed technique attempts to overcome the problem of the sequential fashion and the use of stego-key to select the pixels.

Keywords: Steganography, Stego Image, RGB Image, Cryptography, LSB.

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Authors: Maria Grazia Albanesi, Riccardo Amadeo

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This study presents a new model of the human image quality assessment process: the aim is to highlightthe foundations of the image quality metrics proposed in literature, by identifyingthe cognitive/physiological or mathematical principles of their development and the relation with the actual human quality assessment process. The model allows to createa novel categorization of objective and subjective image quality metrics. Our work includes an overview of the most used or effectiveobjective metrics in literature, and, for each of them, we underline its main characteristics, with reference to the rationale of the proposed model and categorization. From the results of this operation, we underline a problem that affects all the presented metrics: the fact that many aspects of human biasesare not taken in account at all. We then propose a possible methodology to address this issue.

Keywords: Eye-Tracking, image quality assessment metric, MOS, quality of user experience, visual perception.

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Authors: Huei-Fu Lu

Abstract:

This paper is to develop a fuzzy net present value (FNPV) method by taking vague cash flow and imprecise required rate of return into account for evaluating the value of the Build-Operate-Transfer (BOT) sport facilities. In order to clearly manifest a more realistic capital budgeting model based on the classical net present value (NPV) method, some uncertain financial elements in NPV formula will be fuzzified as triangular fuzzy numbers. Through the conscientious manipulation of fuzzy set theory, we will find that the proposed FNPV model is a more explicit extension of classical (crisp) model and could be more practicable for the financial managers to capture the essence of capital budgeting of sport facilities than non-fuzzy model.

Keywords: Fuzzy sets; Capital budgeting, Sport facility, Net present value (NPV), Build-Operate-Transfer (BOT) scheme

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Authors: W. Hasan, H. Farhat

Abstract:

A hybrid quasi-steady thermal lattice Boltzmann model was used to study the combined effects of temperature and contact angle on the movement of slugs and droplets of oil in water (O/W) system flowing between two parallel plates. The model static contact angle due to the deposition of the O/W droplet on a flat surface with simulated hydrophilic characteristic at different fluid temperatures, matched very well the proposed theoretical calculation. Furthermore, the model was used to simulate the dynamic behavior of droplets and slugs deposited on the domain’s upper and lower surfaces, while subjected to parabolic flow conditions. The model accurately simulated the contact angle hysteresis for the dynamic droplets cases. It was also shown that at elevated temperatures the required power to transport the mixture diminished remarkably.

Keywords: Lattice Boltzmann method, Gunstensen model, thermal, contact angle, high viscosity ratio.

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Authors: Properties, Approximation Distribution Reductions in Multigranulation Rough Set Model

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Some properties of approximation sets are studied in multi-granulation optimist model in rough set theory using maximal compatible classes. The relationships between or among lower and upper approximations in single and multiple granulation are compared and discussed. Through designing Boolean functions and discernibility matrices in incomplete information systems, the lower and upper approximation sets and reduction in multi-granulation environments can be found. By using examples, the correctness of computation approach is consolidated. The related conclusions obtained are suitable for further investigating in multiple granulation RSM.

Keywords: Incomplete information system, maximal compatible class, multi-granulation rough set model, reduction.

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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Authors: Wenhsuan Lee, Yachi Chang, Yingyih Shih

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In clinical practices, it is common that while facing the unknown progress of their disease, palliative care patients may easily feel anxious and depressed. These types of reactions are a cause of psychosomatic diseases and may also influence treatment results. However, the purpose of palliative care is to provide relief from all kinds of pains. Therefore, how to make patients more comfortable is an issue worth studying. This study adopted the “bio-psycho-social model” proposed by Engel and applied spontaneous breathing training, in the hope of seeing patients’ psychological state changes caused by their physiological state changes, improvements in their anxious conditions, corresponding adjustments of their cognitive functions, and further enhancement of their social functions and the social support system. This study will be a one-year study. Palliative care outpatients will be recruited and assigned to the experimental group or the control group for six outpatient visits (once a month), with 80 patients in each group. The patients of both groups agreed that this study can collect their physiological quantitative data using an HRV device before the first outpatient visit. They also agreed to answer the “Beck Anxiety Inventory (BAI)”, the “Taiwanese version of the WHOQOL-BREF questionnaire” before the first outpatient visit, to fill a self-report questionnaire after each outpatient visit, and to answer the “Beck Anxiety Inventory (BAI)”, the “Taiwanese version of the WHOQOL-BREF questionnaire” after the last outpatient visit. The patients of the experimental group agreed to receive the breathing training under HRV monitoring during the first outpatient visit of this study. Before each of the following three outpatient visits, they were required to fill a self-report questionnaire regarding their breathing practices after going home. After the outpatient visits, they were taught how to practice breathing through an HRV device and asked to practice it after going home. Later, based on the results from the HRV data analyses and the pre-tests and post-tests of the “Beck Anxiety Inventory (BAI)”, the “Taiwanese version of the WHOQOL-BREF questionnaire”, the influence of the breathing training in the bio, psycho, and social aspects were evaluated. The data collected through the self-report questionnaires of the patients of both groups were used to explore the possible interfering factors among the bio, psycho, and social changes. It is expected that this study will support the “bio-psycho-social model” proposed by Engel, meaning that bio, psycho, and social supports are closely related, and that breathing training helps to transform palliative care patients’ psychological feelings of anxiety and depression, to facilitate their positive interactions with others, and to improve the quality medical care for them.

Keywords: Palliative care, breathing training, bio-psycho-social Model, heart rate variability.

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Authors: Cameron Hamilton, Walter Potter, Gerrit Hoogenboom, Ronald McClendon, Will Hobbs

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A model was constructed to predict the amount of solar radiation that will make contact with the surface of the earth in a given location an hour into the future. This project was supported by the Southern Company to determine at what specific times during a given day of the year solar panels could be relied upon to produce energy in sufficient quantities. Due to their ability as universal function approximators, an artificial neural network was used to estimate the nonlinear pattern of solar radiation, which utilized measurements of weather conditions collected at the Griffin, Georgia weather station as inputs. A number of network configurations and training strategies were utilized, though a multilayer perceptron with a variety of hidden nodes trained with the resilient propagation algorithm consistently yielded the most accurate predictions. In addition, a modeled direct normal irradiance field and adjacent weather station data were used to bolster prediction accuracy. In later trials, the solar radiation field was preprocessed with a discrete wavelet transform with the aim of removing noise from the measurements. The current model provides predictions of solar radiation with a mean square error of 0.0042, though ongoing efforts are being made to further improve the model’s accuracy.

Keywords: Artificial Neural Networks, Resilient Propagation, Solar Radiation, Time Series Forecasting.

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Authors: Thitiporn Supasri, Natanee Vorayos, Piriya Thongchiew

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Electrification is a complex process and governed by various parameters.  Modeling of power plant’s target efficiency or target heat rate is often formulated and compared with the actual values. This comparison not only implies the performance of the power plant but also reflects the energy losses possibly inherited in some of related equipment and processes. The current modeling of Coal-fired Mae Moh power plant was formulated at the first commissioning. Some of equipments were replaced due to its life time. Relatively outdated for 20 years, the utilization of the model is not accomplished. This work has focused on the development of the performance analysis model of aforementioned power plant according to the most updated and current working conditions. The model is more appropriate and shows accuracy in its analysis.  Losses are detected and measures are introduced such that reduction in energy consumption, related cost, and also environment impacts can be anticipated.

Keywords: Performance analysis model, Power plant modeling, Target heat rate, Target efficiency.

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Authors: Terezie Bartusková, Jitka Baňařová, Zuzana Kusněřová

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Importance of strategic planning is unquestionable. However, the practical implementation of a strategic plan faces too many obstacles. The aim of the article is explained the importance of strategic planning and to find how companies in Moravian-Silesian Region deal with strategic planning, and to introduce the model, which helps to set strategic goals in financial indicators area. This model should be part of the whole process of strategic planning and can be use to predict the future values of financial indicators of the company with regard to the factor, which influence these indicators.

Keywords: Planning of Potentials, Planning of Strategic Objectives, Portfolio Planning, Significant Factors, Strategic Planning.

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Authors: B. Sir, M. Podhoranyi, S. Kuchar, T. Kocyan

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Rainfall runoff models play important role in hydrological predictions. However, the model is only one part of the process for creation of flood prediction. The aim of this paper is to show the process of successful prediction for flood event (May 15 – May 18 2014). Prediction was performed by rainfall runoff model HEC–HMS, one of the models computed within Floreon+ system. The paper briefly evaluates the results of automatic hydrologic prediction on the river Olše catchment and its gages Český Těšín and Věřňovice.

Keywords: Flood, HEC-HMS, Prediction, Rainfall – Runoff.

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Authors: Zhanli Zhang, Wei Chen, Xin Jiang, Lili Ma, Shaoting Tang, Zhiming Zheng

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A new class of percolation model in complex networks, in which nodes are characterized by hidden variables reflecting the properties of nodes and the occupied probability of each link is determined by the hidden variables of the end nodes, is studied in this paper. By the mean field theory, the analytical expressions for the phase of percolation transition is deduced. It is determined by the distribution of the hidden variables for the nodes and the occupied probability between pairs of them. Moreover, the analytical expressions obtained are checked by means of numerical simulations on a particular model. Besides, the general model can be applied to describe and control practical diffusion models, such as disease diffusion model, scientists cooperation networks, and so on.

Keywords: complex networks, percolation transition, hidden variable, occupied probability.

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Authors: M. Chafi, S. Akazdam, C. Asrir, L. Sebbahi, B. Gourich, N. Barka, M. Essahli

Abstract:

Fixed bed adsorption has become a frequently used industrial application in wastewater treatment processes. Various low cost adsorbents have been studied for their applicability in treatment of different types of effluents. In this work, the intention of the study was to explore the efficacy and feasibility for azo dye, Acid Orange 7 (AO7) adsorption onto fixed bed column of NaOH Treated eggshell (TES). The effect of various parameters like flow rate, initial dye concentration, and bed height were exploited in this study. The studies confirmed that the breakthrough curves were dependent on flow rate, initial dye concentration solution of AO7 and bed depth. The Thomas, Yoon–Nelson, and Adams and Bohart models were analysed to evaluate the column adsorption performance. The adsorption capacity, rate constant and correlation coefficient associated to each model for column adsorption was calculated and mentioned. The column experimental data were fitted well with Thomas model with coefficients of correlation R2 ≥0.93 at different conditions but the Yoon–Nelson, BDST and Bohart–Adams model (R2=0.911), predicted poor performance of fixed-bed column. The (TES) was shown to be suitable adsorbent for adsorption of AO7 using fixed-bed adsorption column.

Keywords: Adsorption models, acid orange 7, bed depth, breakthrough, dye adsorption, fixed-bed column, treated eggshell.

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Authors: Khaled S. Abdallah, Abdel-Aziz M. Mohamed

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Moving industries consume numerous resources and dispose masses of used packaging materials. Proper sorting, recycling and disposing the packaging materials is necessary to avoid a sever pollution disaster. This research paper presents a conceptual model to propose sustainable truck rental operations instead of the regular one. An optimization model was developed to select the locations of truck rental centers, collection sites, maintenance and repair sites, and identify the rental fees to be charged for all routes that maximize the total closed supply chain profits. Fixed costs of vehicle purchasing, costs of constructing collection centers and repair centers, as well as the fixed costs paid to use disposal and recycling centers are considered. Operating costs include the truck maintenance, repair costs as well as the cost of recycling and disposing the packing materials, and the costs of relocating the truck are presented in the model. A mixed integer model is developed followed by a simulation model to examine the factors affecting the operation of the model.

Keywords: Modeling, truck rental, supply chains management, simulation.

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Authors: Parham Azimi, Hamid Reza Charmchi

Abstract:

In this research, we have developed a new efficient heuristic algorithm for the dynamic facility layout problem with budget constraint (DFLPB). This heuristic algorithm combines two mathematical programming methods such as discrete event simulation and linear integer programming (IP) to obtain a near optimum solution. In the proposed algorithm, the non-linear model of the DFLP has been changed to a pure integer programming (PIP) model. Then, the optimal solution of the PIP model has been used in a simulation model that has been designed in a similar manner as the DFLP for determining the probability of assigning a facility to a location. After a sufficient number of runs, the simulation model obtains near optimum solutions. Finally, to verify the performance of the algorithm, several test problems have been solved. The results show that the proposed algorithm is more efficient in terms of speed and accuracy than other heuristic algorithms presented in previous works found in the literature.

Keywords: Budget constraint, Dynamic facility layout problem, Integer programming, Simulation

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Authors: Narasimhaiah Gorla, Annibal Scavarda

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Nowadays, where most of the leading economies are service oriented and e-business is being widely used for their management, supply chain management has become one of the most studied and practiced fields. Quality has an important role on today-s business processes, so it is important to understand the impact of IT service quality on the performance of supply chains. This paper will start by analyzing the Supply Chain Operations Reference (SCOR) model and each of its five activities: Plan, Source, Make, Delivery, and Return. This article proposes a framework for analyzing Effect of IT Service Quality on Supply Chain Performance. Using the proposed framework, hypotheses are framed for the direct effect of IT service quality on Supply Chain Performance and its indirect effect through effective Supply Chain Management. The framework will be validated empirically based on the surveys of executives of various organizations and statistical analyses of the data collected.

Keywords: IT service quality, SCOR model, Supply Chain Management, Supply Chain Performance

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Authors: M. R. Aghaebrahimi, S. H. Zahiri, M. Amiri

Abstract:

In this paper a data miner based on the learning automata is proposed and is called LA-miner. The LA-miner extracts classification rules from data sets automatically. The proposed algorithm is established based on the function optimization using learning automata. The experimental results on three benchmarks indicate that the performance of the proposed LA-miner is comparable with (sometimes better than) the Ant-miner (a data miner algorithm based on the Ant Colony optimization algorithm) and CNZ (a well-known data mining algorithm for classification).

Keywords: Data mining, Learning automata, Classification rules, Knowledge discovery.

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Authors: Vladimir Rastunkov, Jae-Eun Park, Abhijit Mitra, Brian Quanz, Steve Wood, Christopher Codella, Heather Higgins, Joseph Broz

Abstract:

Quantum Support Vector Machines (QSVM) have become an important tool in research and applications of quantum kernel methods. In this work we propose a boosting approach for building ensembles of QSVM models and assess performance improvement across multiple datasets. This approach is derived from the best ensemble building practices that worked well in traditional machine learning and thus should push the limits of quantum model performance even further. We find that in some cases, a single QSVM model with tuned hyperparameters is sufficient to simulate the data, while in others - an ensemble of QSVMs that are forced to do exploration of the feature space via proposed method is beneficial.

Keywords: QSVM, Quantum Support Vector Machines, quantum kernel, boosting, ensemble.

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Authors: A. Krishna Veni, R.Geetha

Abstract:

Wireless Sensor Networks (WSNs) are suitable for many scenarios in the real world. The retrieval of data is made efficient by the data aggregation techniques. Many techniques for the data aggregation are offered and most of the existing schemes are not energy efficient and secure. However, the existing techniques use the traditional clustering approach where there is a delay during the packet transmission since there is no proper scheduling. The presented system uses the Velocity Energy-efficient and Link-aware Cluster-Tree (VELCT) scheme in which there is a Data Collection Tree (DCT) which improves the lifetime of the network. The VELCT scheme and the construction of DCT reduce the delay and traffic. The network lifetime can be increased by avoiding the frequent change in cluster topology. Secure and Efficient Transmission of Aggregated data (SETA) improves the security of the data transmission via the trust value of the nodes prior the aggregation of data. Since SETA considers the data only from the trustworthy nodes for aggregation, it is more secure in transmitting the data thereby improving the accuracy of aggregated data.

Keywords: Aggregation, lifetime, network security, wireless sensor network.

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Authors: M. Amir Abas, M. Dahlui

Abstract:

This paper presents the development of analysis tools for Home Agriculture project. The tools are required for monitoring the condition of greenhouse which involves two components: measurement hardware and data analysis engine. Measurement hardware is functioned to measure environment parameters such as temperature, humidity, air quality, dust and etc while analysis tool is used to analyse and interpret the integrated data against the condition of weather, quality of health, irradiance, quality of soil and etc. The current development of the tools is completed for off-line data recorded technique. The data is saved in MMC and transferred via ZigBee to Environment Data Manager (EDM) for data analysis. EDM converts the raw data and plot three combination graphs. It has been applied in monitoring three months data measurement for irradiance, temperature and humidity of the greenhouse..

Keywords: Monitoring, Environment, Greenhouse, Analysis tools

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Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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Authors: Amiel Satvedi, Richard Pyne

Abstract:

Injuries in professional sports occur on a regular basis. Some may be minor while others can cause huge impact on a player’s career and earning potential. In soccer, there is a high risk of players picking up injuries during game time. This research work seeks to help soccer players reduce the risk of getting injured by predicting the likelihood of injury while playing in the near future and then providing recommendations for intervention. The injury prediction tool will use a soccer player’s number of minutes played on the field, number of appearances, distance covered and performance data for the current and previous seasons as variables to conduct statistical analysis and provide injury predictive results using a machine learning linear regression model.

Keywords: Injury predictor, soccer injury prevention, machine learning in soccer, big data in soccer.

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