Search results for: Relevance Vector Regression.
1373 Face Recognition Based On Vector Quantization Using Fuzzy Neuro Clustering
Authors: Elizabeth B. Varghese, M. Wilscy
Abstract:
A face recognition system is a computer application for automatically identifying or verifying a person from a digital image or a video frame. A lot of algorithms have been proposed for face recognition. Vector Quantization (VQ) based face recognition is a novel approach for face recognition. Here a new codebook generation for VQ based face recognition using Integrated Adaptive Fuzzy Clustering (IAFC) is proposed. IAFC is a fuzzy neural network which incorporates a fuzzy learning rule into a competitive neural network. The performance of proposed algorithm is demonstrated by using publicly available AT&T database, Yale database, Indian Face database and a small face database, DCSKU database created in our lab. In all the databases the proposed approach got a higher recognition rate than most of the existing methods. In terms of Equal Error Rate (ERR) also the proposed codebook is better than the existing methods.
Keywords: Face Recognition, Vector Quantization, Integrated Adaptive Fuzzy Clustering, Self Organization Map.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22421372 Comparative Analysis of Geographical Routing Protocol in Wireless Sensor Networks
Authors: Rahul Malhotra
Abstract:
The field of wireless sensor networks (WSN) engages a lot of associates in the research community as an interdisciplinary field of interest. This type of network is inexpensive, multifunctionally attributable to advances in micro-electromechanical systems and conjointly the explosion and expansion of wireless communications. A mobile ad hoc network is a wireless network without fastened infrastructure or federal management. Due to the infrastructure-less mode of operation, mobile ad-hoc networks are gaining quality. During this work, we have performed an efficient performance study of the two major routing protocols: Ad hoc On-Demand Distance Vector Routing (AODV) and Dynamic Source Routing (DSR) protocols. We have used an accurate simulation model supported NS2 for this purpose. Our simulation results showed that AODV mitigates the drawbacks of the DSDV and provides better performance as compared to DSDV.
Keywords: Routing protocols, mobility, Mobile Ad-hoc Networks, Ad-hoc On-demand Distance Vector, Dynamic Source Routing, Destination Sequence Distance Vector, Quality of Service.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7101371 Local Image Descriptor using VQ-SIFT for Image Retrieval
Authors: Qiu Chen, Feifei Lee, Koji Kotani, Tadahiro Ohmi
Abstract:
In this paper, we present local image descriptor using VQ-SIFT for more effective and efficient image retrieval. Instead of SIFT's weighted orientation histograms, we apply vector quantization (VQ) histogram as an alternate representation for SIFT features. Experimental results show that SIFT features using VQ-based local descriptors can achieve better image retrieval accuracy than the conventional algorithm while the computational cost is significantly reduced.Keywords: SIFT feature, Vector quantization histogram, Localdescriptor, Image retrieval.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24031370 Knowledge Relationship Model among User in Virtual Community
Authors: Fariba Haghbin, Othman Bin Ibrahim, Mohammad Reza Attarzadeh Niaki
Abstract:
With the development of virtual communities, there is an increase in the number of members in Virtual Communities (VCs). Many join VCs with the objective of sharing their knowledge and seeking knowledge from others. Despite the eagerness of sharing knowledge and receiving knowledge through VCs, there is no standard of assessing ones knowledge sharing capabilities and prospects of knowledge sharing. This paper developed a vector space model to assess the knowledge sharing prospect of VC users.Keywords: Knowledge sharing network, Virtual community, knowledge relationship, Vector Space Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13411369 On Speeding Up Support Vector Machines: Proximity Graphs Versus Random Sampling for Pre-Selection Condensation
Authors: Xiaohua Liu, Juan F. Beltran, Nishant Mohanchandra, Godfried T. Toussaint
Abstract:
Support vector machines (SVMs) are considered to be the best machine learning algorithms for minimizing the predictive probability of misclassification. However, their drawback is that for large data sets the computation of the optimal decision boundary is a time consuming function of the size of the training set. Hence several methods have been proposed to speed up the SVM algorithm. Here three methods used to speed up the computation of the SVM classifiers are compared experimentally using a musical genre classification problem. The simplest method pre-selects a random sample of the data before the application of the SVM algorithm. Two additional methods use proximity graphs to pre-select data that are near the decision boundary. One uses k-Nearest Neighbor graphs and the other Relative Neighborhood Graphs to accomplish the task.Keywords: Machine learning, data mining, support vector machines, proximity graphs, relative-neighborhood graphs, k-nearestneighbor graphs, random sampling, training data condensation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19191368 Fuzzy Logic Speed Control of Three Phase Induction Motor Drive
Authors: P.Tripura, Y.Srinivasa Kishore Babu
Abstract:
This paper presents an intelligent speed control system based on fuzzy logic for a voltage source PWM inverter-fed indirect vector controlled induction motor drive. Traditional indirect vector control system of induction motor introduces conventional PI regulator in outer speed loop; it is proved that the low precision of the speed regulator debases the performance of the whole system. To overcome this problem, replacement of PI controller by an intelligent controller based on fuzzy set theory is proposed. The performance of the intelligent controller has been investigated through digital simulation using MATLAB-SIMULINK package for different operating conditions such as sudden change in reference speed and load torque. The simulation results demonstrate that the performance of the proposed controller is better than that of the conventional PI controller.Keywords: Fuzzy Logic, Intelligent controllers, Conventional PI controller, Induction motor drives, indirect vector control, Speed control
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 65011367 Study of a BVAR(p) Process Applied to U.S. Commodity Market Data
Authors: Jan Sindelar
Abstract:
The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.
Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11981366 Automatically Driven Vector for Guidewire Segmentation in 2D and Biplane Fluoroscopy
Authors: Simon Lessard, Pascal Bigras, Caroline Lau, Daniel Roy, Gilles Soulez, Jacques A. de Guise
Abstract:
The segmentation of endovascular tools in fluoroscopy images can be accurately performed automatically or by minimum user intervention, using known modern techniques. It has been proven in literature, but no clinical implementation exists so far because the computational time requirements of such technology have not yet been met. A classical segmentation scheme is composed of edge enhancement filtering, line detection, and segmentation. A new method is presented that consists of a vector that propagates in the image to track an edge as it advances. The filtering is performed progressively in the projected path of the vector, whose orientation allows for oriented edge detection, and a minimal image area is globally filtered. Such an algorithm is rapidly computed and can be implemented in real-time applications. It was tested on medical fluoroscopy images from an endovascular cerebral intervention. Ex- periments showed that the 2D tracking was limited to guidewires without intersection crosspoints, while the 3D implementation was able to cope with such planar difficulties.
Keywords: Edge detection, Line Enhancement, Segmentation, Fluoroscopy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17281365 DTC-SVM Scheme for Induction Motors Fedwith a Three-level Inverter
Authors: Ehsan Hassankhan, Davood A. Khaburi
Abstract:
Direct Torque Control is a control technique in AC drive systems to obtain high performance torque control. The conventional DTC drive contains a pair of hysteresis comparators. DTC drives utilizing hysteresis comparators suffer from high torque ripple and variable switching frequency. The most common solution to those problems is to use the space vector depends on the reference torque and flux. In this Paper The space vector modulation technique (SVPWM) is applied to 2 level inverter control in the proposed DTC-based induction motor drive system, thereby dramatically reducing the torque ripple. Then the controller based on space vector modulation is designed to be applied in the control of Induction Motor (IM) with a three-level Inverter. This type of Inverter has several advantages over the standard two-level VSI, such as a greater number of levels in the output voltage waveforms, Lower dV/dt, less harmonic distortion in voltage and current waveforms and lower switching frequencies. This paper proposes a general SVPWM algorithm for three-level based on standard two-level SVPWM. The proposed scheme is described clearly and simulation results are reported to demonstrate its effectiveness. The entire control scheme is implemented with Matlab/Simulink.Keywords: Direct torque control, space vector Pulsewidthmodulation(SVPWM), neutral point clamped(NPC), two-levelinverter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 43961364 Comparison of Performance between Different SVM Kernels for the Identification of Adult Video
Authors: Hajar Bouirouga, Sanaa El Fkihi , Abdeilah Jilbab, Driss Aboutajdine
Abstract:
In this paper we propose a method for recognition of adult video based on support vector machine (SVM). Different kernel features are proposed to classify adult videos. SVM has an advantage that it is insensitive to the relative number of training example in positive (adult video) and negative (non adult video) classes. This advantage is illustrated by comparing performance between different SVM kernels for the identification of adult video.Keywords: Skin detection, Support vector machine, Pornographic videos, Feature extraction, Video filtering, Classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23061363 One-Class Support Vector Machines for Aerial Images Segmentation
Authors: Chih-Hung Wu, Chih-Chin Lai, Chun-Yen Chen, Yan-He Chen
Abstract:
Interpretation of aerial images is an important task in various applications. Image segmentation can be viewed as the essential step for extracting information from aerial images. Among many developed segmentation methods, the technique of clustering has been extensively investigated and used. However, determining the number of clusters in an image is inherently a difficult problem, especially when a priori information on the aerial image is unavailable. This study proposes a support vector machine approach for clustering aerial images. Three cluster validity indices, distance-based index, Davies-Bouldin index, and Xie-Beni index, are utilized as quantitative measures of the quality of clustering results. Comparisons on the effectiveness of these indices and various parameters settings on the proposed methods are conducted. Experimental results are provided to illustrate the feasibility of the proposed approach.Keywords: Aerial imaging, image segmentation, machine learning, support vector machine, cluster validity index
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19401362 Hybrid Approach for Country’s Performance Evaluation
Authors: C. Slim
Abstract:
This paper presents an integrated model, which hybridized data envelopment analysis (DEA) and support vector machine (SVM) together, to class countries according to their efficiency and performance. This model takes into account aspects of multi-dimensional indicators, decision-making hierarchy and relativity of measurement. Starting from a set of indicators of performance as exhaustive as possible, a process of successive aggregations has been developed to attain an overall evaluation of a country’s competitiveness.
Keywords: Artificial neural networks, support vector machine, data envelopment analysis, aggregations, indicators of performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10621361 Economic Dispatch Fuzzy Linear Regression and Optimization
Authors: A. K. Al-Othman
Abstract:
This study presents a new approach based on Tanaka's fuzzy linear regression (FLP) algorithm to solve well-known power system economic load dispatch problem (ELD). Tanaka's fuzzy linear regression (FLP) formulation will be employed to compute the optimal solution of optimization problem after linearization. The unknowns are expressed as fuzzy numbers with a triangular membership function that has middle and spread value reflected on the unknowns. The proposed fuzzy model is formulated as a linear optimization problem, where the objective is to minimize the sum of the spread of the unknowns, subject to double inequality constraints. Linear programming technique is employed to obtain the middle and the symmetric spread for every unknown (power generation level). Simulation results of the proposed approach will be compared with those reported in literature.Keywords: Economic Dispatch, Fuzzy Linear Regression (FLP)and Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22931360 Emotion Classification using Adaptive SVMs
Authors: P. Visutsak
Abstract:
The study of the interaction between humans and computers has been emerging during the last few years. This interaction will be more powerful if computers are able to perceive and respond to human nonverbal communication such as emotions. In this study, we present the image-based approach to emotion classification through lower facial expression. We employ a set of feature points in the lower face image according to the particular face model used and consider their motion across each emotive expression of images. The vector of displacements of all feature points input to the Adaptive Support Vector Machines (A-SVMs) classifier that classify it into seven basic emotions scheme, namely neutral, angry, disgust, fear, happy, sad and surprise. The system was tested on the Japanese Female Facial Expression (JAFFE) dataset of frontal view facial expressions [7]. Our experiments on emotion classification through lower facial expressions demonstrate the robustness of Adaptive SVM classifier and verify the high efficiency of our approach.Keywords: emotion classification, facial expression, adaptive support vector machines, facial expression classifier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22241359 Implementing a Visual Servoing System for Robot Controlling
Authors: Maryam Vafadar, Alireza Behrad, Saeed Akbari
Abstract:
Nowadays, with the emerging of the new applications like robot control in image processing, artificial vision for visual servoing is a rapidly growing discipline and Human-machine interaction plays a significant role for controlling the robot. This paper presents a new algorithm based on spatio-temporal volumes for visual servoing aims to control robots. In this algorithm, after applying necessary pre-processing on video frames, a spatio-temporal volume is constructed for each gesture and feature vector is extracted. These volumes are then analyzed for matching in two consecutive stages. For hand gesture recognition and classification we tested different classifiers including k-Nearest neighbor, learning vector quantization and back propagation neural networks. We tested the proposed algorithm with the collected data set and results showed the correct gesture recognition rate of 99.58 percent. We also tested the algorithm with noisy images and algorithm showed the correct recognition rate of 97.92 percent in noisy images.Keywords: Back propagation neural network, Feature vector, Hand gesture recognition, k-Nearest Neighbor, Learning vector quantization neural network, Robot control, Spatio-temporal volume, Visual servoing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16701358 Physical Conserved Quantities for the Axisymmetric Liquid, Free and Wall Jets
Authors: Rehana Naz, D. P. Mason, Fazal Mahomed
Abstract:
A systematic way to derive the conserved quantities for the axisymmetric liquid jet, free jet and wall jet using conservation laws is presented. The flow in axisymmetric jets is governed by Prandtl-s momentum boundary layer equation and the continuity equation. The multiplier approach is used to construct a basis of conserved vectors for the system of two partial differential equations for the two velocity components. The basis consists of two conserved vectors. By integrating the corresponding conservation laws across the jet and imposing the boundary conditions, conserved quantities are derived for the axisymmetric liquid and free jet. The multiplier approach applied to the third-order partial differential equation for the stream function yields two local conserved vectors one of which is a non-local conserved vector for the system. One of the conserved vectors gives the conserved quantity for the axisymmetric free jet but the conserved quantity for the wall jet is not obtained from the second conserved vector. The conserved quantity for the axisymmetric wall jet is derived from a non-local conserved vector of the third-order partial differential equation for the stream function. This non-local conserved vector for the third-order partial differential equation for the stream function is obtained by using the stream function as multiplier.
Keywords: Axisymmetric jet, liquid jet, free jet, wall jet, conservation laws, conserved quantity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14641357 Standard Deviation of Mean and Variance of Rows and Columns of Images for CBIR
Authors: H. B. Kekre, Kavita Patil
Abstract:
This paper describes a novel and effective approach to content-based image retrieval (CBIR) that represents each image in the database by a vector of feature values called “Standard deviation of mean vectors of color distribution of rows and columns of images for CBIR". In many areas of commerce, government, academia, and hospitals, large collections of digital images are being created. This paper describes the approach that uses contents as feature vector for retrieval of similar images. There are several classes of features that are used to specify queries: colour, texture, shape, spatial layout. Colour features are often easily obtained directly from the pixel intensities. In this paper feature extraction is done for the texture descriptor that is 'variance' and 'Variance of Variances'. First standard deviation of each row and column mean is calculated for R, G, and B planes. These six values are obtained for one image which acts as a feature vector. Secondly we calculate variance of the row and column of R, G and B planes of an image. Then six standard deviations of these variance sequences are calculated to form a feature vector of dimension six. We applied our approach to a database of 300 BMP images. We have determined the capability of automatic indexing by analyzing image content: color and texture as features and by applying a similarity measure Euclidean distance.
Keywords: Standard deviation Image retrieval, color distribution, Variance, Variance of Variance, Euclidean distance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37461356 Comparative Analysis of SVPWM and the Standard PWM Technique for Three Level Diode Clamped Inverter fed Induction Motor
Authors: L. Lakhdari, B. Bouchiba, M. Bechar
Abstract:
The multi-level inverters present an important novelty in the field of energy control with high voltage and power. The major advantage of all multi-level inverters is the improvement and spectral quality of its generated output signals. In recent years, various pulse width modulation techniques have been developed. From these technics we have: Sinusoidal Pulse Width Modulation (SPWM) and Space Vector Pulse Width Modulation (SVPWM). This work presents a detailed analysis of the comparative advantage of space vector pulse width modulation (SVPWM) and the standard SPWM technique for Three Level Diode Clamped Inverter fed Induction Motor. The comparison is based on the evaluation of harmonic distortion THD.
Keywords: Induction motor, multi-level inverters, NPC inverter, sinusoidal pulse width modulation, space vector pulse width modulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9801355 Landslide Susceptibility Mapping: A Comparison between Logistic Regression and Multivariate Adaptive Regression Spline Models in the Municipality of Oudka, Northern of Morocco
Authors: S. Benchelha, H. C. Aoudjehane, M. Hakdaoui, R. El Hamdouni, H. Mansouri, T. Benchelha, M. Layelmam, M. Alaoui
Abstract:
The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).
Keywords: Landslide susceptibility mapping, regression logistic, multivariate adaptive regression spline, Oudka, Taounate, Morocco.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9921354 Enhanced Performance for Support Vector Machines as Multiclass Classifiers in Steel Surface Defect Detection
Authors: Ehsan Amid, Sina Rezaei Aghdam, Hamidreza Amindavar
Abstract:
Steel surface defect detection is essentially one of pattern recognition problems. Support Vector Machines (SVMs) are known as one of the most proper classifiers in this application. In this paper, we introduce a more accurate classification method by using SVMs as our final classifier of the inspection system. In this scheme, multiclass classification task is performed based on the "one-againstone" method and different kernels are utilized for each pair of the classes in multiclass classification of the different defects. In the proposed system, a decision tree is employed in the first stage for two-class classification of the steel surfaces to "defect" and "non-defect", in order to decrease the time complexity. Based on the experimental results, generated from over one thousand images, the proposed multiclass classification scheme is more accurate than the conventional methods and the overall system yields a sufficient performance which can meet the requirements in steel manufacturing.Keywords: Steel Surface Defect Detection, Support Vector Machines, Kernel Methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19161353 Fuzzy Rules Generation and Extraction from Support Vector Machine Based on Kernel Function Firing Signals
Authors: Prasan Pitiranggon, Nunthika Benjathepanun, Somsri Banditvilai, Veera Boonjing
Abstract:
Our study proposes an alternative method in building Fuzzy Rule-Based System (FRB) from Support Vector Machine (SVM). The first set of fuzzy IF-THEN rules is obtained through an equivalence of the SVM decision network and the zero-ordered Sugeno FRB type of the Adaptive Network Fuzzy Inference System (ANFIS). The second set of rules is generated by combining the first set based on strength of firing signals of support vectors using Gaussian kernel. The final set of rules is then obtained from the second set through input scatter partitioning. A distinctive advantage of our method is the guarantee that the number of final fuzzy IFTHEN rules is not more than the number of support vectors in the trained SVM. The final FRB system obtained is capable of performing classification with results comparable to its SVM counterpart, but it has an advantage over the black-boxed SVM in that it may reveal human comprehensible patterns.Keywords: Fuzzy Rule Base, Rule Extraction, Rule Generation, Support Vector Machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19021352 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 17391351 Identifying Factors Contributing to the Spread of Lyme Disease: A Regression Analysis of Virginia’s Data
Authors: Fatemeh Valizadeh Gamchi, Edward L. Boone
Abstract:
This research focuses on Lyme disease, a widespread infectious condition in the United States caused by the bacterium Borrelia burgdorferi sensu stricto. It is critical to identify environmental and economic elements that are contributing to the spread of the disease. This study examined data from Virginia to identify a subset of explanatory variables significant for Lyme disease case numbers. To identify relevant variables and avoid overfitting, linear poisson, and regularization regression methods such as ridge, lasso, and elastic net penalty were employed. Cross-validation was performed to acquire tuning parameters. The methods proposed can automatically identify relevant disease count covariates. The efficacy of the techniques was assessed using four criteria on three simulated datasets. Finally, using the Virginia Department of Health’s Lyme disease dataset, the study successfully identified key factors, and the results were consistent with previous studies.
Keywords: Lyme disease, Poisson generalized linear model, Ridge regression, Lasso Regression, elastic net regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1251350 Interest Rate Fluctuation Effect on Commercial Bank’s Fixed Fund Deposit in Nigeria
Authors: Okolo Chimaobi Valentine
Abstract:
Commercial banks in Nigeria adopted many strategies to attract fresh deposits including the use of high deposit rate. However, pricing of banking services moved in favor of the banks at the expense of customers, resulting in their seeking other investment alternatives rather than saving their money in the bank. Both deposit and lending rates were greatly influenced by the Central Bank of Nigeria (CBN) decision on interest rate. Therefore, commercial bank effort to attract deposits via manipulation of her rates was greatly limited, otherwise the banks will be giving out more than it earned. The study aimed at examining the relationship between interest rate and fixed fund deposit of commercial banks, how policy-controlled interest rate affected commercial bank’s fixed fund deposit The researcher employed ordinary least square technique, using, multiple linear regression, unrestricted vector auto-regression, correlation matrix test, granger causality and impulse response graph in the analysis. Commercial bank’s interest rates affected commercial bank’s fixed fund deposit significantly while policy-controlled interest rate did not significantly transmit through the commercial bank’s interest rates to affect fixed fund deposit. While commercial banks seek creative ways to expand their fixed fund deposit, policy authorities in Nigeria should better coordinate interest rate fluctuation and induce competition in the entire financial sector.Keywords: Commercial bank, fixed fund deposit, fluctuation effects, interest rate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36031349 A Study on Inference from Distance Variables in Hedonic Regression
Authors: Yan Wang, Yasushi Asami, Yukio Sadahiro
Abstract:
In urban area, several landmarks may affect housing price and rents, and hedonic analysis should employ distance variables corresponding to each landmarks. Unfortunately, the effects of distances to landmarks on housing prices are generally not consistent with the true price. These distance variables may cause magnitude error in regression, pointing a problem of spatial multicollinearity. In this paper, we provided some approaches for getting the samples with less bias and method on locating the specific sampling area to avoid the multicollinerity problem in two specific landmarks case.
Keywords: Landmarks, hedonic regression, distance variables, collinearity, multicollinerity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19061348 Genetic Folding: Analyzing the Mercer-s Kernels Effect in Support Vector Machine using Genetic Folding
Authors: Mohd A. Mezher, Maysam F. Abbod
Abstract:
Genetic Folding (GF) a new class of EA named as is introduced for the first time. It is based on chromosomes composed of floating genes structurally organized in a parent form and separated by dots. Although, the genotype/phenotype system of GF generates a kernel expression, which is the objective function of superior classifier. In this work the question of the satisfying mapping-s rules in evolving populations is addressed by analyzing populations undergoing either Mercer-s or none Mercer-s rule. The results presented here show that populations undergoing Mercer-s rules improve practically models selection of Support Vector Machine (SVM). The experiment is trained multi-classification problem and tested on nonlinear Ionosphere dataset. The target of this paper is to answer the question of evolving Mercer-s rule in SVM addressed using either genetic folding satisfied kernel-s rules or not applied to complicated domains and problems.Keywords: Genetic Folding, GF, Evolutionary Algorithms, Support Vector Machine, Genetic Algorithm, Genetic Programming, Multi-Classification, Mercer's Rules
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16271347 A Comparison of Different Soft Computing Models for Credit Scoring
Authors: Nnamdi I. Nwulu, Shola G. Oroja
Abstract:
It has become crucial over the years for nations to improve their credit scoring methods and techniques in light of the increasing volatility of the global economy. Statistical methods or tools have been the favoured means for this; however artificial intelligence or soft computing based techniques are becoming increasingly preferred due to their proficient and precise nature and relative simplicity. This work presents a comparison between Support Vector Machines and Artificial Neural Networks two popular soft computing models when applied to credit scoring. Amidst the different criteria-s that can be used for comparisons; accuracy, computational complexity and processing times are the selected criteria used to evaluate both models. Furthermore the German credit scoring dataset which is a real world dataset is used to train and test both developed models. Experimental results obtained from our study suggest that although both soft computing models could be used with a high degree of accuracy, Artificial Neural Networks deliver better results than Support Vector Machines.Keywords: Artificial Neural Networks, Credit Scoring, SoftComputing Models, Support Vector Machines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21291346 Multiclass Support Vector Machines with Simultaneous Multi-Factors Optimization for Corporate Credit Ratings
Authors: Hyunchul Ahn, William X. S. Wong
Abstract:
Corporate credit rating prediction is one of the most important topics, which has been studied by researchers in the last decade. Over the last decade, researchers are pushing the limit to enhance the exactness of the corporate credit rating prediction model by applying several data-driven tools including statistical and artificial intelligence methods. Among them, multiclass support vector machine (MSVM) has been widely applied due to its good predictability. However, heuristics, for example, parameters of a kernel function, appropriate feature and instance subset, has become the main reason for the critics on MSVM, as they have dictate the MSVM architectural variables. This study presents a hybrid MSVM model that is intended to optimize all the parameter such as feature selection, instance selection, and kernel parameter. Our model adopts genetic algorithm (GA) to simultaneously optimize multiple heterogeneous design factors of MSVM.
Keywords: Corporate credit rating prediction, feature selection, genetic algorithms, instance selection, multiclass support vector machines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14111345 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 16591344 Estimate of Maximum Expected Intensity of One-Half-Wave Lines Dancing
Authors: A. Bekbaev, M. Dzhamanbaev, R. Abitaeva, A. Karbozova, G. Nabyeva
Abstract:
In this paper, the regression dependence of dancing intensity from wind speed and length of span was established due to the statistic data obtained from multi-year observations on line wires dancing accumulated by power systems of Kazakhstan and the Russian Federation. The lower and upper limitations of the equations parameters were estimated, as well as the adequacy of the regression model. The constructed model will be used in research of dancing phenomena for the development of methods and means of protection against dancing and for zoning plan of the territories of line wire dancing.Keywords: Power lines, line wire dancing, dancing intensity, regression equation, dancing area intensity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1210