Search results for: linear regression models.

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: A. A. Pawar, R. R. Kulkarni

Abstract:

For numerical prediction of the NOX in the exhaust of a compression ignition engine a model was developed by considering the parameter equivalence ratio. This model was validated by comparing the predicted results of NOX with experimental ones. The ultimate aim of the work was to access the applicability, robustness and performance of the improved NOX model against other NOX models.

Keywords: Biodiesel fueled engine, equivalence ratio, Compression ignition engine, exhausts gas temperature, NOX formation.

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Authors: C. Scott-Young, D. Samson

Abstract:

Team efficacy beliefs show promise in enhancing team performance. Using a model-based quantitative research design, we investigated the antecedents and performance consequences of generalized team efficacy (potency) in a sample of 56 capital projects executed by 15 Fortune 500 companies in the process industries. Empirical analysis of our field survey identified that generalized team efficacy beliefs were positively associated with an objective measure of project cost performance. Regression analysis revealed that team competence, empowering leadership, and performance feedback all predicted generalized team efficacy beliefs. Tests of mediation revealed that generalized team efficacy fully mediated between these three inputs and project cost performance.

Keywords: Team efficacy, Potency, Leadership, Feedback, Project cost.

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Authors: Hai Huu Le, Paul Junor, Moshi Geso, Graeme O’Keefe

Abstract:

In this paper, the authors propose a personal wearable directionally-sensitive radiation dosimeter using multiple semiconductor CdZnTe detectors. The proposed dosimeter not only measures the real-time dose rate but also provide the direction of the radioactive source. A linear relationship between radioactive source direction and the radiation intensity measured by each detectors is established and an equation to determine the source direction is derived by the authors. The efficiency and accuracy of the proposed dosimeter is verified by simulation using Geant4 package. Results have indicated that in a measurement duration of about 7 seconds, the proposed dosimeter was able to estimate the direction of a 10μCi 137/55Cs radioactive source to within 2 degrees.

Keywords: Dose rate, Geant4 package, radiation detectors, radioactive source direction.

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Authors: Zixin Liu, Huawei Yang, Fangwei Chen

Abstract:

This paper studies the mean square exponential synchronization problem of a class of stochastic neutral type chaotic neural networks with mixed delay. On the Basis of Lyapunov stability theory, some sufficient conditions ensuring the mean square exponential synchronization of two identical chaotic neural networks are obtained by using stochastic analysis and inequality technique. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. The feedback controller used in this paper is more general than those used in previous literatures. One simulation example is presented to demonstrate the effectiveness of the derived results.

Keywords: Exponential synchronization, stochastic analysis, chaotic neural networks, neutral type system.

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Authors: Muhammad Sohail Khan, Rehan Ali Shah

Abstract:

The present paper applies the optimal homotopy perturbation method (OHPM) and the optimal homotopy asymptotic method (OHAM) introduced recently to obtain analytic approximations of the non-linear equations modeling the flow of polymer in case of wire coating of a corotational Maxwell fluid. Expression for the velocity field is obtained in non-dimensional form. Comparison of the results obtained by the two methods at different values of non-dimensional parameter l₁₀, reveal that the OHPM is more effective and easy to use. The OHPM solution can be improved even working in the same order of approximation depends on the choices of the auxiliary functions.

Keywords: Wire coating die, Corotational Maxwell model, optimal homotopy asymptotic method, optimal homotopy perturbation method.

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Authors: Jasmin Velagic, Nedim Osmic, Bakir Lacevic

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In this paper the neural network-based controller is designed for motion control of a mobile robot. This paper treats the problems of trajectory following and posture stabilization of the mobile robot with nonholonomic constraints. For this purpose the recurrent neural network with one hidden layer is used. It learns relationship between linear velocities and error positions of the mobile robot. This neural network is trained on-line using the backpropagation optimization algorithm with an adaptive learning rate. The optimization algorithm is performed at each sample time to compute the optimal control inputs. The performance of the proposed system is investigated using a kinematic model of the mobile robot.

Keywords: Mobile robot, kinematic model, neural network, motion control, adaptive learning rate.

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Authors: Vadim Vagin, Marina Fomina, Oleg Morosin

Abstract:

This paper contains the description of argumentation approach for the problem of inductive concept formation. It is proposed to use argumentation, based on defeasible reasoning with justification degrees, to improve the quality of classification models, obtained by generalization algorithms. The experiment’s results on both clear and noisy data are also presented.

Keywords: Argumentation, justification degrees, inductive concept formation, noise, generalization.

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Authors: Huei-Wen Lin

Abstract:

This paper is to clarify the relationship of individual investor types, risk tolerance and herding bias. The questionnaire survey investigation is conducted to collect 389 valid and voluntary individual investors and to examine how the risk tolerance plays as a mediator between four types of personality and herding bias. Based on featuring BB&K model and reviewing the prior literature of psychology, a linear structural model are constructed and further used to evaluate the path of herding formation through the analysis of Structural Equation Modeling (SEM). The results showed that more impetuous investors would be prone to herding bias directly, but rather exhibit higher risk tolerance. However, risk tolerance would fully mediate between the level of confidence (i.e., confident or anxious) and herding bias, but not mediate between the method of action (careful or impetuous) for individual investors.

Keywords: Herding, investor types, risk tolerance.

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Authors: S. W. Nawawi, M. N. Ahmad, J. H. S. Osman

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The research on two-wheeled inverted pendulum (TWIP) mobile robots or commonly known as balancing robots have gained momentum over the last decade in a number of robotic laboratories around the world. This paper describes the hardware design of such a robot. The objective of the design is to develop a TWIP mobile robot as well as MATLAB interfacing configuration to be used as flexible platform comprises of embedded unstable linear plant intended for research and teaching purposes. Issues such as selection of actuators and sensors, signal processing units, MATLAB Real Time Workshop coding, modeling and control scheme will be addressed and discussed. The system is then tested using a wellknown state feedback controller to verify its functionality.

Keywords: Embedded System, Two-wheeled Inverted Pendulum Mobile Robot.

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Authors: Ebitisam K. Elberkawi, Mohamed M. Elammari

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Graphical User Interface (GUI) is essential to programming, as is any other characteristic or feature, due to the fact that GUI components provide the fundamental interaction between the user and the program. Thus, we must give more interest to GUI during building and development of systems. Also, we must give a greater attention to the user who is the basic corner in the dealing with the GUI. This paper introduces an approach for designing GUI from one of the models of business workflows which describe the workflow behavior of a system, specifically through Activity Diagrams (AD).

Keywords: Activity Diagram, Graphical User Interface.

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Authors: C. I. L. Justino, L. I. B. Silva, K. Duarte, A. C. Freitas, T. A. P. Rocha-Santos, A. C. Duarte

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This work proposes an optical fiber system (OF) for sensing various volatile organic compounds (VOCs) in human breath for the diagnosis of some metabolic disorders as a non-invasive methodology. The analyzed VOCs are alkanes (i.e., ethane, pentane, heptane, octane, and decane), and aromatic compounds (i.e., benzene, toluene, and styrene). The OF displays high analytical performance since it provides near real-time responses, rapid analysis, and low instrumentation costs, as well as it exhibits useful linear range and detection limits; the developed OF sensor is also comparable to a reference methodology (gas chromatography-mass spectrometry) for the eight tested VOCs.

Keywords: Breath analysis, gas chromatography-mass spectrometry, optical fiber sensor, volatile organic compounds

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Authors: Ali M. Al-Khouri

Abstract:

This paper presents findings from the evaluation study carried out to review the UAE national ID card software. The paper consults the relevant literature to explain many of the concepts and frameworks explained herein. The findings of the evaluation work that was primarily based on the ISO 9126 standard for system quality measurement highlighted many practical areas that if taken into account is argued to more likely increase the success chances of similar system implementation projects.

Keywords: National ID system, software quality, ISO 9126.

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Authors: Lavkush Kumar Brahman, Ramesh Chandra

Abstract:

Experiments were carried out on the survival and growth of Rasbora daniconius, Puntius ticto and Puntius conchonius. The motivation of the study was to obtain information for growing the fish on a commercial scale for their use as biological control agents against mosquito larvae. The effects of temperature, total hardness, DO, pH and feed on the growth of fish were also investigated. Excessive value of total hardness was found because very rich calcium ion is present in Chitrakoot area. There was significant increases in growth rates of fish as temperature was increased from 28⁰C to 30⁰C. Further increases in temperature up to 32⁰C, did not further affect growth. The positive and highly significant correlations 0.991488, 0.9581 and 0.9935 were found between length and weight of P. ticto, P. conchonius and R. daniconius respectively. The regression was significant at 5% level of probability.

Keywords: Indigenous fish, DO, larvae, mosquito, pH, Temperature, total hardness.

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Authors: A. Boveiri Monji, H. Yousefnia, S. Zolghadri, B. Salimi

Abstract:

The main goal of this paper was to make use of green reagents as a substitute of perilous synthetic reagents and organic solvents for spectrophotometric determination of hafnium(IV). The extracts taken from six different kinds of tree leaves including Acer negundo, Ficus carica, Cerasus avium, Chimonanthus, Salix babylonica and Pinus brutia, were applied as green reagents for the experiments. In 6-M hydrochloric acid, hafnium reacted with the reagent to form a yellow product and showed maximum absorbance at 421 nm. Among tree leaves, Chimonanthus showed satisfactory results with a molar absorptivity value of 0.61 × 10⁴ l mol^-1 cm^-1 and the method was linear in the 0.3-9 µg mL ^-1 concentration range. The detection limit value was 0.064 µg mL^-1. The proposed method was simple, low cost, clean, and selective.

Keywords: Spectrophotometric determination, tree leaves, synthetic reagents, hafnium.

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Authors: Zeljko Panian

Abstract:

The term Enterprise 2.0 (E2.0) describes a collection of organizational and IT practices that help organizations establish flexible work models, visible knowledge-sharing practices, and higher levels of community participation. E2.0 parallels and builds on another term commonly being used in the industry – Web 2.0. E2.0 represents also new packaging for strategic collaboration and Knowledge Management (KM). Organizations rely on collaboration and KM initiatives to attain innovation, growth, productivity, and performance goals.

Keywords: Web 2.0, Enterprise 2.0, knowledge management, knowledge planner, collaboration.

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Authors: A. A. Penin

Abstract:

An empirical linearly-hyperbolic approximation of the I - V characteristic of a solar cell is presented. This approximation is based on hyperbolic dependence of a current of p-n junctions on voltage for large currents. Such empirical approximation is compared with the early proposed formal linearly-hyperbolic approximation of a solar cell. The expressions defining laws of change of parameters of formal approximation at change of a photo current of family of characteristics are received. It allows simplifying a finding of parameters of approximation on actual curves, to specify their values. Analytical calculation of load regime for linearly - hyperbolic model leads to quadratic equation. Also, this model allows to define soundly a deviation from the maximum power regime and to compare efficiency of regimes of solar cells with different parameters.

Keywords: a solar cell generator, I − V characteristic, p − n junction, approximation

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Authors: J.Morris, D.Allinson, J.Harrison, K.J. Lomas

Abstract:

The UK Government has emphasized the role of Local Authorities as a key player in its flagship residential energy efficiency strategies, by identifying and targeting areas for energy efficiency improvements. Residential energy consumption in England is characterized by significant geographical variation in energy demand, which makes centralized targeting of areas for energy efficiency intervention difficult. This paper draws on research which aims to understand how demographic, social, economic, urban form and climatic factors influence the geographical variations in English residential gas consumption. The paper reports the findings of a multiple regression model that shows how 64% of the geographical variation in residential gas consumption is accounted for by variations in these factors. Results from this study, after further refinement and validation, can be used by Local Authorities to identify areas within their boundaries that have higher than expected gas consumption, these may be prime targets for energy efficiency initiatives.

Keywords: UK Housing, Heating Energy, Socio-Economics, Statistical Modelling

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Authors: Nilar Win Kyaw

Abstract:

In cryptography, confusion and diffusion are very important to get confidentiality and privacy of message in block ciphers and stream ciphers. There are two types of network to provide confusion and diffusion properties of message in block ciphers. They are Substitution- Permutation network (S-P network), and Feistel network. NLFS (Non-Linear feedback stream cipher) is a fast and secure stream cipher for software application. NLFS have two modes basic mode that is synchronous mode and self synchronous mode. Real random numbers are non-deterministic. R-box (random box) based on the dynamic properties and it performs the stochastic transformation of data that can be used effectively meet the challenges of information is protected from international destructive impacts. In this paper, a new implementation of stochastic transformation will be proposed.

Keywords: S-P network, Feistel network, R-block, stochastic transformation

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Authors: K. Elleuch, A. Chaari

Abstract:

This paper deals with modeling and parameter identification of nonlinear systems described by Hammerstein model having Piecewise nonlinear characteristics such as Dead-zone nonlinearity characteristic. The simultaneous use of both an easy decomposition technique and the triangular basis functions leads to a particular form of Hammerstein model. The approximation by using Triangular basis functions for the description of the static nonlinear block conducts to a linear regressor model, so that least squares techniques can be used for the parameter estimation. Singular Values Decomposition (SVD) technique has been applied to separate the coupled parameters. The proposed approach has been efficiently tested on academic examples of simulation.

Keywords: Identification, Hammerstein model, Piecewisenonlinear characteristic, Dead-zone nonlinearity, Triangular basisfunctions, Singular Values Decomposition

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Authors: M. A. Sadeghian, J. Yang, Q. F. Liu

Abstract:

Steel extended end plate bolted connections are recommended to be widely utilized in special moment-resisting frame subjected to monotonic loading. Improper design of steel beam to column connection can lead to the collapse and fatality of structures. Therefore comprehensive research studies of beam to column connection design should be carried out. Also the performance and effect of corrugated on the strength of beam column end plate connection up to failure under monotonic loading in horizontal direction is presented in this paper. The non-linear elastic–plastic behavior has been considered through a finite element analysis using the multi-purpose software package LUSAS. The effect of vertically and horizontally types of corrugated web was also investigated.

Keywords: Corrugated beam, monotonic loading, finite element analysis, end plate connection.

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Authors: Thomas Fuhrmann

Abstract:

In this paper an algorithm for fast wavelength calibration of Optical Spectrum Analyzers (OSAs) using low power reference gas spectra is proposed. In existing OSAs a reference spectrum with low noise for precise detection of the reference extreme values is needed. To generate this spectrum costly hardware with high optical power is necessary. With this new wavelength calibration algorithm it is possible to use a noisy reference spectrum and therefore hardware costs can be cut. With this algorithm the reference spectrum is filtered and the key information is extracted by segmenting and finding the local minima and maxima. Afterwards slope and offset of a linear correction function for best matching the measured and theoretical spectra are found by correlating the measured with the stored minima. With this algorithm a reliable wavelength referencing of an OSA can be implemented on a microcontroller with a calculation time of less than one second.

Keywords: correlation, gas reference, optical spectrum analyzer, wavelength calibration

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Authors: Palak J. Shukla, Atul K. Desai, Chentankumar D. Modhera

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For any country in the world, it has become a priority to protect the critical infrastructure from looming risks of terrorism. In any infrastructure system, the structural elements like lower floors, exterior columns, walls etc. are key elements which are the most susceptible to damage due to blast load. The present study revisits the state of art review of the design and analysis of reinforced concrete panels subjected to blast loading. Various aspects in association with blast loading on structure, i.e. estimation of blast load, experimental works carried out previously, the numerical simulation tools, various material models, etc. are considered for exploring the current practices adopted worldwide. Discussion on various parametric studies to investigate the effect of reinforcement ratios, thickness of slab, different charge weight and standoff distance is also made. It was observed that for the simulation of blast load, CONWEP blast function or equivalent numerical equations were successfully employed by many researchers. The study of literature indicates that the researches were carried out using experimental works and numerical simulation using well known generalized finite element methods, i.e. LS-DYNA, ABAQUS, AUTODYN. Many researchers recommended to use concrete damage model to represent concrete and plastic kinematic material model to represent steel under action of blast loads for most of the numerical simulations. Most of the studies reveal that the increase reinforcement ratio, thickness of slab, standoff distance was resulted in better blast resistance performance of reinforced concrete panel. The study summarizes the various research results and appends the present state of knowledge for the structures exposed to blast loading.

Keywords: Blast phenomenon, experimental methods, material models, numerical methods.

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Authors: Sajed Yaghoubnezhad, Mina Karimi, Seyede Marjan Modirkhazeni

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The goal of this research was to study the relationship between codependency, perceived social support and depression in mothers of children with intellectual disability (ID). The correlational method was used in this study. The research population is comprised of mothers of educable children with ID in the age range of 25 to 61 years. From among this, a sample of 251 individuals, in the multistage cluster sampling method, was selected from educational districts in Tehran, who responded to the Spann-Fischer Codependency Scale (SFCDS), the Social Support Questionnaire and the Beck Depression Inventory (BDI). The findings of this study indicate that among mothers of children with ID depression has a positive and significant correlation with codependency (P<0.01, r=0.4) and a negative and significant correlation with the total score of social support (P<0.01, r=-0.34). Moreover, the results of stepwise multiple regression analysis showed that codependency is allocated a higher variance than social support in explaining depression (R²=0.023).

Keywords: Codependency, social support, depression, mothers of children with ID.

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Authors: Moustafa A. Bani-Hasan, Yasser M. Kadah, Fatma M. El-Hefnawi

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An electrocardiogram (ECG) feature extraction system based on the calculation of the complex resonance frequency employing Prony-s method is developed. Prony-s method is applied on five different classes of ECG signals- arrhythmia as a finite sum of exponentials depending on the signal-s poles and the resonant complex frequencies. Those poles and resonance frequencies of the ECG signals- arrhythmia are evaluated for a large number of each arrhythmia. The ECG signals of lead II (ML II) were taken from MIT-BIH database for five different types. These are the ventricular couplet (VC), ventricular tachycardia (VT), ventricular bigeminy (VB), and ventricular fibrillation (VF) and the normal (NR). This novel method can be extended to any number of arrhythmias. Different classification techniques were tried using neural networks (NN), K nearest neighbor (KNN), linear discriminant analysis (LDA) and multi-class support vector machine (MC-SVM).

Keywords: Arrhythmias analysis, electrocardiogram, featureextraction, statistical classifiers.

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Authors: Guo Wenyu, Qu Youli

Abstract:

A practical and simple self-indexing data structure, Partitioned Elias-Fano (PEF) - Compressed Suffix Arrays (CSA), is built in linear time for the CSA based on PEF indexes. Moreover, the PEF-CSA is compared with two classical compressed indexing methods, Ferragina and Manzini implementation (FMI) and Sad-CSA on different type and size files in Pizza & Chili. The PEF-CSA performs better on the existing data in terms of the compression ratio, count, and locates time except for the evenly distributed data such as proteins data. The observations of the experiments are that the distribution of the φ is more important than the alphabet size on the compression ratio. Unevenly distributed data φ makes better compression effect, and the larger the size of the hit counts, the longer the count and locate time.

Keywords: Compressed suffix array, self-indexing, partitioned Elias-Fano, PEF-CSA.

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Authors: Paul W. Murray, Marco Barajas

Abstract:

Recent changes in supply chains, especially globalization and collaboration, have created new risks for enterprises of all sizes. A variety of complex frameworks, often based on enterprise risk management strategies have been presented under the heading of Supply Chain Risk Management (SCRM). The literature on promotes the benefits of a robust SCRM strategy; however, implementing SCRM is difficult and resource demanding for Large Enterprises (LEs), and essentially out of reach for Small & Medium Enterprises (SMEs). This research debunks the idea that SCRM is necessary for all enterprises and instead proposes a simple and effective Vendor Selection Template (VST). Empirical testing and a survey of supply chain practitioners provide a measure of validation to the VST. The resulting VSTis a valuable contribution because is easy to use, provides practical results, and is sufficiently flexible to be universally applied to SMEs.

Keywords: Multiple Regression Analysis, Supply Chain Management, Risk Assessment, Vendor Selection.

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Authors: L. Melzerová, T. Janda, M. Šejnoha, J. Šejnoha

Abstract:

Two finite element (FEM) models are presented in this paper to address the random nature of the response of glued timber structures made of wood segments with variable elastic moduli evaluated from 3600 indentation measurements. This total database served to create the same number of ensembles as was the number of segments in the tested beam. Statistics of these ensembles were then assigned to given segments of beams and the Latin Hypercube Sampling (LHS) method was called to perform 100 simulations resulting into the ensemble of 100 deflections subjected to statistical evaluation. Here, a detailed geometrical arrangement of individual segments in the laminated beam was considered in the construction of two-dimensional FEM model subjected to in fourpoint bending to comply with the laboratory tests. Since laboratory measurements of local elastic moduli may in general suffer from a significant experimental error, it appears advantageous to exploit the full scale measurements of timber beams, i.e. deflections, to improve their prior distributions with the help of the Bayesian statistical method. This, however, requires an efficient computational model when simulating the laboratory tests numerically. To this end, a simplified model based on Mindlin’s beam theory was established. The improved posterior distributions show that the most significant change of the Young’s modulus distribution takes place in laminae in the most strained zones, i.e. in the top and bottom layers within the beam center region. Posterior distributions of moduli of elasticity were subsequently utilized in the 2D FEM model and compared with the original simulations.

Keywords: Bayesian inference, FEM, four point bending test, laminated timber, parameter estimation, prior and posterior distribution, Young’s modulus.

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Authors: Proud Arunrangsiwed

Abstract:

Slash or Yaoi fan art is the artwork that contains a homosexual relationship between fictional male characters, who were heterosexual in the original media. Previous belief about Slash or Yaoi fan art is that the fan fiction writers and the fan artists need to see the equality in romantic relationship. They do not prefer the pairing of man and woman, since both genders are not equal. The objectives of the current study are to confirm this belief, and to examine the relationship between equality found in Slash fan art, friendship in original media, and violence contained in fan art. Mean comparisons show that equality could be found in the pairing of hero and hero, but rarely found in the pairing of hero and villain. Regression analysis shows that the level of equality in fan art and friendship in original media are significant predictors of violence contained in fan art. Since villain-related pairings yield a high level of violence in fan art and a low level of equality, researchers of future studies should find the strategies to prevent fans to include villains in their Slash or Yaoi fan art.

Keywords: Equality, fan art, slash, violence, yaoi.

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Authors: Mohamed Zakaulla, A. R. Anwar Khan

Abstract:

Al6061 alloy base matrix, reinforced with particles of silicon carbide (10 wt %) and Graphite powder (1wt%), known as hybrid composites have been fabricated by liquid metallurgy route (stir casting technique) and optimized at different parameters like applied load, sliding speed and sliding distance by taguchi method. A plan of experiment generated through taguchi technique was used to perform experiments based on L27 orthogonal array. The developed ANOVA and regression equations are used to find the optimum coefficient of friction and wear under the influence of applied load, sliding speed and sliding distance. On the basis of “smaller the best” the dry sliding wear resistance was analysed and finally confirmation tests were carried out to verify the experimental results.

Keywords: Analysis of variance, dry sliding wear, Hybrid composite, orthogonal array, Taguchi technique.

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