Search results for: the linear regression model.

Authors: R. Tandlich, S. Hoossein, K. A. Tagwira, M. M. Marais, T. A. Ludwig, R. P. Chidziva, M. N. Munodawafa, W. M. Wrench

Abstract:

Response to the public health-related emergencies is analysed here for a rural university in South Africa. The structure of the designated emergency plan covers all the phases of the disaster management cycle. The plan contains elements of the vulnerability model and the technocratic model of emergency management. The response structures are vertically and horizontally integrated, while the planning contains elements of scenario-based and functional planning. The available number of medical professionals at the Rhodes University, along with the medical insurance rates, makes the staff and students potentially more medically vulnerable than the South African population. The main improvements of the emergency management are required in the tornado response and the information dissemination during health emergencies. The latter should involve the increased use of social media and e-mails, following the Taylor model of communication. Infrastructure must be improved in the telecommunication sector in the face of unpredictable electricity outages.

Keywords: Public health, Rural university, Taylor model of communication.

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Authors: Samiah Alammari, Nassim Ammour

Abstract:

When providing a massive number of tasks successively to a deep learning process, a good performance of the model requires preserving the previous tasks data to retrain the model for each upcoming classification. Otherwise, the model performs poorly due to the catastrophic forgetting phenomenon. To overcome this shortcoming, we developed a successful continual learning deep model for remote sensing hyperspectral image regions classification. The proposed neural network architecture encapsulates two trainable subnetworks. The first module adapts its weights by minimizing the discrimination error between the land-cover classes during the new task learning, and the second module tries to learn how to replicate the data of the previous tasks by discovering the latent data structure of the new task dataset. We conduct experiments on hyperspectral image (HSI) dataset on Indian Pines. The results confirm the capability of the proposed method.

Keywords: Continual learning, data reconstruction, remote sensing, hyperspectral image segmentation.

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Authors: S. K. Tomar, R. Prasad, S. Panda, C. Ardil

Abstract:

Reduction of Single Input Single Output (SISO) discrete systems into lower order model, using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Modified Cauer Form (MCF) and differentiation are used. In this method the original discrete system is, first, converted into equivalent continuous system by applying bilinear transformation. The denominator of the equivalent continuous system and its reciprocal are differentiated successively, the reduced denominator of the desired order is obtained by combining the differentiated polynomials. The numerator is obtained by matching the quotients of MCF. The reduced continuous system is converted back into discrete system using inverse bilinear transformation. In the evolutionary technique method, Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.

Keywords: Discrete System, Single Input Single Output (SISO), Bilinear Transformation, Reduced Order Model, Modified CauerForm, Polynomial Differentiation, Particle Swarm Optimization, Integral Squared Error.

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Authors: Agnes Achs

Abstract:

The basic aim of our study is to give a possible model for handling uncertain information. This model is worked out in the framework of DATALOG. The concept of multivalued knowledgebase will be defined as a quadruple of any background knowledge; a deduction mechanism; a connecting algorithm, and a function set of the program, which help us to determine the uncertainty levels of the results. At first the concept of fuzzy Datalog will be summarized, then its extensions for intuitionistic- and interval-valued fuzzy logic is given and the concept of bipolar fuzzy Datalog is introduced. Based on these extensions the concept of multivalued knowledge-base will be defined. This knowledge-base can be a possible background of a future agent-model.

Keywords: Fuzzy-, intuitionistic-, bipolar datalog, multivalued knowledge-base

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Authors: Aber Salem Aboalgasm, Rupert Ward

Abstract:

Teaching art by digital means is a big challenge for the majority of teachers of art and design in primary schools, yet it allows relationships between art, technology and creativity to be clearly identified. The aim of this article is to present a modern way of teaching art, using digital tools in the art classroom to improve creative ability in pupils aged between nine and eleven years. It also presents a conceptual model for creativity based on digital art. The model could be useful for pupils interested in learning to draw by using an e-drawing package, and for teachers who are interested in teaching modern digital art in order to improve children’s creativity. By illustrating the strategy of teaching art through technology, this model may also help education providers to make suitable choices about which technological approaches are most effective in enhancing students’ creative ability, and which digital art tools can benefit children by developing their technical skills. It is also expected that use of this model will help to develop skills of social interaction, which may in turn improve intellectual ability.

Keywords: Digital tools, motivation, creative activity.

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Authors: K. Manikandan, T. Viruthagiri

Abstract:

Studies on Simultaneous Saccharification and Fermentation (SSF) of corn flour, a major agricultural product as the substrate using starch digesting glucoamylase enzyme derived from Aspergillus niger and non starch digesting and sugar fermenting Saccharomyces cerevisiae in a batch fermentation. Experiments based on Central Composite Design (CCD) were conducted to study the effect of substrate concentration, pH, temperature, enzyme concentration on Ethanol Concentration and the above parameters were optimized using Response Surface Methodology (RSM). The optimum values of substrate concentration, pH, temperature and enzyme concentration were found to be 160 g/l, 5.5, 30°C and 50 IU respectively. The effect of inoculums age on ethanol concentration was also investigated. The corn flour solution equivalent to 16% initial starch concentration gave the highest ethanol concentration of 63.04 g/l after 48 h of fermentation at optimum conditions of pH and temperature. Monod model and Logistic model were used for growth kinetics and Leudeking – Piret model was used for product formation kinetics.

Keywords: Simultaneous Saccharification and Fermentation(SSF), Corn Starch, Ethanol, Logisitic Model.

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Authors: Heejung Lee, Hyo-Won Suh

Abstract:

Hybrid knowledge model is suggested as an underlying framework for product development management. It can support such hybrid features as ontologies and rules. Effective collaboration in product development environment depends on sharing and reasoning product information as well as engineering knowledge. Many studies have considered product information and engineering knowledge. However, most previous research has focused either on building the ontology of product information or rule-based systems of engineering knowledge. This paper shows that F-logic based knowledge model can support such desirable features in a hybrid way.

Keywords: Ontology, rule, F-logic, product development.

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Authors: Chiung-Hui Chen

Abstract:

The Internet of Things (IoT) was designed for widespread convenience. With the smart tag and the sensing network, a large quantity of dynamic information is immediately presented in the IoT. Through the internal communication and interaction, meaningful objects provide real-time services for users. Therefore, the service with appropriate decision-making has become an essential issue. Based on the science of human behavior, this study employed the environment model to record the time sequences and locations of different behaviors and adopted the probability module of the hierarchical Hidden Markov Model for the inference. The statistical analysis was conducted to achieve the following objectives: First, define user behaviors and predict the user behavior routes with the environment model to analyze user purposes. Second, construct the hierarchical Hidden Markov Model according to the logic framework, and establish the sequential intensity among behaviors to get acquainted with the use and activity fabric of the intelligent environment. Third, establish the intensity of the relation between the probability of objects’ being used and the objects. The indicator can describe the possible limitations of the mechanism. As the process is recorded in the information of the system created in this study, these data can be reused to adjust the procedure of intelligent design services.

Keywords: Behavior, big data, hierarchical Hidden Markov Model, intelligent object.

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Authors: Wang Yichen, Haruka Yamashita

Abstract:

In recent years, in the field of sports, decision making such as member in the game and strategy of the game based on then analysis of the accumulated sports data are widely attempted. In fact, in the NBA basketball league where the world's highest level players gather, to win the games, teams analyze the data using various statistical techniques. However, it is difficult to analyze the game data for each play such as the ball tracking or motion of the players in the game, because the situation of the game changes rapidly, and the structure of the data should be complicated. Therefore, it is considered that the analysis method for real time game play data is proposed. In this research, we propose an analytical model for "determining the optimal lineup composition" using the real time play data, which is considered to be difficult for all coaches. In this study, because replacing the entire lineup is too complicated, and the actual question for the replacement of players is "whether or not the lineup should be changed", and “whether or not Small Ball lineup is adopted”. Therefore, we propose an analytical model for the optimal player selection problem based on Small Ball lineups. In basketball, we can accumulate scoring data for each play, which indicates a player's contribution to the game, and the scoring data can be considered as a time series data. In order to compare the importance of players in different situations and lineups, we combine RNN (Recurrent Neural Network) model, which can analyze time series data, and NN (Neural Network) model, which can analyze the situation on the field, to build the prediction model of score. This model is capable to identify the current optimal lineup for different situations. In this research, we collected all the data of accumulated data of NBA from 2019-2020. Then we apply the method to the actual basketball play data to verify the reliability of the proposed model.

Keywords: Recurrent Neural Network, players lineup, basketball data, decision making model.

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Authors: Hermenegilde Nkurunziza, Albrecht Gebhardt, Juergen Pilz

Abstract:

The focus in this work is to assess which method allows a better forecasting of malaria cases in Bujumbura ( Burundi) when taking into account association between climatic factors and the disease. For the period 1996-2007, real monthly data on both malaria epidemiology and climate in Bujumbura are described and analyzed. We propose a hierarchical approach to achieve our objective. We first fit a Generalized Additive Model to malaria cases to obtain an accurate predictor, which is then used to predict future observations. Various well-known forecasting methods are compared leading to different results. Based on in-sample mean average percentage error (MAPE), the multiplicative exponential smoothing state space model with multiplicative error and seasonality performed better.

Keywords: Burundi, Forecasting, Malaria, Regressionmodel, State space model.

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Authors: Sedigheh Mirzaei S., Debasis Sengupta

Abstract:

Parametric models have been quite popular for studying human growth, particularly in relation to biological parameters such as peak size velocity and age at peak size velocity. Longitudinal data are generally considered to be vital for fittinga parametric model to individual-specific data, and for studying the distribution of these biological parameters in a human population. However, cross-sectional data are easier to obtain than longitudinal data. In this paper, we present a method of combining longitudinal and cross-sectional data for the purpose of estimating the distribution of the biological parameters. We demonstrate, through simulations in the special case ofthePreece Baines model, how estimates based on longitudinal data can be improved upon by harnessing the information contained in cross-sectional data.We study the extent of improvement for different mixes of the two types of data, and finally illustrate the use of the method through data collected by the Indian Statistical Institute.

Keywords: Preece-Baines growth model, MCMC method, Mixed effect model

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Authors: Yuan-Jye Tseng, Shin-Han Lin

Abstract:

In this research, a mathematical model for integrated evaluation of green design and green manufacturing processes is presented. To design a product, there can be alternative options to design the detailed components to fulfill the same product requirement. In the design alternative cases, the components of the product can be designed with different materials and detailed specifications. If several design alternative cases are proposed, the different materials and specifications can affect the manufacturing processes. In this paper, a new concept for integrating green design and green manufacturing processes is presented. A green design can be determined based the manufacturing processes of the designed product by evaluating the green criteria including energy usage and environmental impact, in addition to the traditional criteria of manufacturing cost. With this concept, a mathematical model is developed to find the green design and the associated green manufacturing processes. In the mathematical model, the cost items include material cost, manufacturing cost, and green related cost. The green related cost items include energy cost and environmental cost. The objective is to find the decisions of green design and green manufacturing processes to achieve the minimized total cost. In practical applications, the decision-making can be made to select a good green design case and its green manufacturing processes. In this presentation, an example product is illustrated. It shows that the model is practical and useful for integrated evaluation of green design and green manufacturing processes.

Keywords: Supply chain management, green supply chain, green design, green manufacturing, mathematical model.

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Authors: N. Reppas, Y. L. Gui, B. Wetenhall, C. T. Davie, J. Ma

Abstract:

A theoretical constitutive model describing the stress-strain behavior of rock subjected to different confining pressures is presented. A bounding surface plastic model with hardening effects is proposed which includes the effect of temperature drop. The bounding surface is based on a mapping rule and the temperature effect on rock is controlled by Poisson’s ratio. Validation of the results against available experimental data is also presented. The relation of deviatoric stress and axial strain is illustrated at different temperatures to analyze the effect of temperature decrease in terms of stiffness of the material.

Keywords: Bounding surface, cooling of rock, plasticity model, rock deformation, elasto-plastic behavior.

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Authors: A. A. Kudysheva, A. N. Kudyshev

Abstract:

In present article the model of Blended Learning, its advantage at foreign language teaching, and also some problems that can arise during its use are considered. The Blended Learning is a special organization of learning, which allows to combine classroom work and modern technologies in electronic distance teaching environment. Nowadays a lot of European educational institutions and companies use such technology. Through this method: student gets the opportunity to learn in a group (classroom) with a teacher and additionally at home at a convenient time; student himself sets the optimal speed and intensity of the learning process; this method helps student to discipline himself and learn to work independently.

Keywords: Foreign language, information and communication technology (ICT), model of Blended Learning, virtual cool room, technophobia

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Authors: Guangbin Wang, Fuping Tan

Abstract:

In this paper, we investigate two parallel alternating methods for solving the system of linear equations Ax = b and give convergence theorems for the parallel alternating methods when the coefficient matrix is a nonsingular H-matrix. Furthermore, we give one example to show our results.

Keywords: Nonsingular H-matrix, parallel alternating method, convergence.

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Authors: Brajesh Kumar Jha, Neeru Adlakha, M. N. Mehta

Abstract:

Calcium [Ca2+] is an important second messenger which plays an important role in signal transduction. There are several parameters that affect its concentration profile like buffer source etc. The effect of stationary immobile buffer on Ca2+ concentration has been incorporated which is a very important parameter needed to be taken into account in order to make the model more realistic. Interdependence of all the important parameters like diffusion coefficient and influx over [Ca2+] profile has been studied. Model is developed in the form of advection diffusion equation together with buffer concentration. A program has been developed using finite volume method for the entire problem and simulated on an AMD-Turion 32-bit machine to compute the numerical results.

Keywords: Ca2+ profile, buffer, Astrocytes, Advection diffusion, FVM

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Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

Data Envelopment Analysis (DEA) is a methodology that computes efficiency values for decision making units (DMU) in a given period by comparing the outputs with the inputs. In many cases, there are some time lag between the consumption of inputs and the production of outputs. For a long-term research project, it is hard to avoid the production lead time phenomenon. This time lag effect should be considered in evaluating the performance of organizations. This paper suggests a model to calculate efficiency values for the performance evaluation problem with time lag. In the experimental part, the proposed methods are compared with the CCR and an existing time lag model using the data set of the 21st century frontier R&D program which is a long-term national R&D program of Korea.

Keywords: DEA, Efficiency, Time Lag

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Authors: M. Ahmadi Marvast, M. Sohrabi, H. Ganji

Abstract:

The rate of production of main products of the Fischer-Tropsch reactions over Fe/HZSM5 bifunctional catalyst in a fixed bed reactor is investigated at a broad range of temperature, pressure, space velocity, H2/CO feed molar ratio and CO2, CH4 and water flow rates. Model discrimination and parameter estimation were performed according to the integral method of kinetic analysis. Due to lack of mechanism development for Fisher – Tropsch Synthesis on bifunctional catalysts, 26 different models were tested and the best model is selected. Comprehensive one and two dimensional heterogeneous reactor models are developed to simulate the performance of fixed-bed Fischer – Tropsch reactors. To reduce computational time for optimization purposes, an Artificial Feed Forward Neural Network (AFFNN) has been used to describe intra particle mass and heat transfer diffusion in the catalyst pellet. It is seen that products' reaction rates have direct relation with H2 partial pressure and reverse relation with CO partial pressure. The results show that the hybrid model has good agreement with rigorous mechanistic model, favoring that the hybrid model is about 25-30 times faster.

Keywords: Fischer-Tropsch, heterogeneous modeling, kinetic study.

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Authors: Thanh-Phong Dao, Shyh-Chour Huang

Abstract:

This study presents the optimal design and formulation of a kinematic model of a flexible slider crank mechanism. The objective of the proposed innovative design is to take extra advantage of the compliant mechanism and maximize the fatigue life by applying the Taguchi method. A formulated kinematic model is developed using a pseudo-rigid-body model (PRBM). By means of mathematic models, the kinematic behaviors of the flexible slider crank mechanism are captured using MATLAB software. Finite element analysis (FEA) is used to show the stress distribution. The results show that the optimal shape of the flexible hinge includes a force of 8.5N, a width of 9mm and a thickness of 1.1mm. Analysis of variance shows that the thickness of the proposed hinge is the most significant parameter, with an F test of 15.5. Finally, a prototype is manufactured to prepare for testing the kinematic and dynamic behaviors.

Keywords: Kinematic behavior, fatigue life, pseudo-rigid-body model, flexible slider crank mechanism.

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Authors: Yi Zhang, Kai Lu, Ying-hui Gao, Mo Wang

Abstract:

Histogram plays an important statistical role in digital image processing. However, the existing quantum image models are deficient to do this kind of image statistical processing because different gray scales are not distinguishable. In this paper, a novel quantum image representation model is proposed firstly in which the pixels with different gray scales can be distinguished and operated simultaneously. Based on the new model, a fast quantum algorithm of constructing histogram for quantum image is designed. Performance comparison reveals that the new quantum algorithm could achieve an approximately quadratic speedup than the classical counterpart. The proposed quantum model and algorithm have significant meanings for the future researches of quantum image processing.

Keywords: Quantum Image Representation, Quantum Algorithm, Image Histogram.

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Authors: Nuraini Yusoff, Harun Budin, Salemah Ismail

Abstract:

Identifying parameters in an epidemic model is one of the important aspect of modeling. In this paper, we suggest a method to identify the transmission rate by using the multistage Adomian decomposition method. As a case study, we use the data of the reported dengue fever cases in the city of Shah Alam, Malaysia. The result obtained fairly represents the actual situation. However, in the SIR model, this method serves as an alternative in parameter identification and enables us to make necessary analysis for a smaller interval.

Keywords: dengue fever, multistage Adomian decomposition method, Shah Alam, SIR model

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Authors: Ritsuko Kawasaki (Aiba), Takeshi Hiromatsu

Abstract:

Management is required to understand all information security risks within an organization, and to make decisions on which information security risks should be treated in what level by allocating how much amount of cost. However, such decision-making is not usually easy, because various measures for risk treatment must be selected with the suitable application levels. In addition, some measures may have objectives conflicting with each other. It also makes the selection difficult. Moreover, risks generally have trends and it also should be considered in risk treatment. Therefore, this paper provides the extension of the model proposed in the previous study. The original model supports the selection of measures by applying a combination of weighted average method and goal programming method for multi-objective analysis to find an optimal solution. The extended model includes the notion of weights to the risks, and the larger weight means the priority of the risk.

Keywords: Information security risk treatment, Selection of risk measures, Risk acceptanceand Multi-objective optimization.

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Authors: Manpreet Singh, Parvinder Singh, Sumitter Bir Singh

Abstract:

The emergence of information technology has resulted in an ever-increasing demand to use computers for the efficient management and dissemination of information. Keeping in view the strong need of farmers to collect important and updated information for interactive, flexible and quick decision-making, a model of Decision Support System for Farm Management is developed. The paper discusses the use of Internet technology for the farmers to take decisions. A model is developed for the farmers to access online interactive and flexible information for their farm management. The workflow of the model is presented highlighting the information transfer between different modules.

Keywords: Decision Support System, dissemination.

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Authors: Kyoung-Mi Lee, Youn-Mi Lee

Abstract:

This paper proposes a way to track persons by making use of multiple non-overlapping cameras. Tracking persons on multiple non-overlapping cameras enables data communication among cameras through the network connection between a camera and a computer, while at the same time transferring human feature data captured by a camera to another camera that is connected via the network. To track persons with a camera and send the tracking data to another camera, the proposed system uses a hierarchical human model that comprises a head, a torso, and legs. The feature data of the person being modeled are transferred to the server, after which the server sends the feature data of the human model to the cameras connected over the network. This enables a camera that captures a person's movement entering its vision to keep tracking the recognized person with the use of the feature data transferred from the server.

Keywords: Person tracking, human model, networked cameras, vision-based surveillance.

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Authors: A. S. Adesuyi, Z. Munch

Abstract:

This study investigates the use of a time-series of MODIS NDVI data to identify agricultural land cover change on an annual time step (2007 - 2012) and characterize the trend. Following an ISODATA classification of the MODIS imagery to selectively mask areas not agriculture or semi-natural, NDVI signatures were created to identify areas cereals and vineyards with the aid of ancillary, pictometry and field sample data for 2010. The NDVI signature curve and training samples were used to create a decision tree model in WEKA 3.6.9 using decision tree classifier (J48) algorithm; Model 1 including ISODATA classification and Model 2 not. These two models were then used to classify all data for the study area for 2010, producing land cover maps with classification accuracies of 77% and 80% for Model 1 and 2 respectively. Model 2 was subsequently used to create land cover classification and change detection maps for all other years. Subtle changes and areas of consistency (unchanged) were observed in the agricultural classes and crop practices. Over the years as predicted by the land cover classification. Forty one percent of the catchment comprised of cereals with 35% possibly following a crop rotation system. Vineyards largely remained constant with only one percent conversion to vineyard from other land cover classes.

Keywords: Change detection, Land cover, NDVI, time-series.

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Authors: Dimitri Perrin, Heather J. Ruskin, Martin Crane

Abstract:

This study focuses on examining why the range of experience with respect to HIV infection is so diverse, especially in regard to the latency period. An agent-based approach in modelling the infection is used to extract high-level behaviour which cannot be obtained analytically from the set of interaction rules at the cellular level. A prototype model encompasses local variation in baseline properties, contributing to the individual disease experience, and is included in a network which mimics the chain of lymph nodes. The model also accounts for stochastic events such as viral mutations. The size and complexity of the model require major computational effort and parallelisation methods are used.

Keywords: HIV, Immune modelling, Agent-based system, individual response.

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Authors: Ramandeep S. Sidhu, Sunil Khullar, Parvinder S. Sandhu, R. P. S. Bedi, Kiranbir Kaur

Abstract:

In this paper, subtractive clustering based fuzzy inference system approach is used for early detection of faults in the function oriented software systems. This approach has been tested with real time defect datasets of NASA software projects named as PC1 and CM1. Both the code based model and joined model (combination of the requirement and code based metrics) of the datasets are used for training and testing of the proposed approach. The performance of the models is recorded in terms of Accuracy, MAE and RMSE values. The performance of the proposed approach is better in case of Joined Model. As evidenced from the results obtained it can be concluded that Clustering and fuzzy logic together provide a simple yet powerful means to model the earlier detection of faults in the function oriented software systems.

Keywords: Subtractive clustering, fuzzy inference system, fault proneness.

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Authors: M. Delavar, A.A. Ghoreyshi, M. Jahanshahi, M. Irannejad

Abstract:

This study investigates the capacity of granular activated carbon (GAC) for the storage of methane through the equilibrium adsorption. An experimental apparatus consist of a dual adsorption vessel was set up for the measurement of equilibrium adsorption of methane on GAC using volumetric technique (pressure decay). Experimental isotherms of methane adsorption were determined by the measurement of equilibrium uptake of methane in different pressures (0-50 bar) and temperatures (285.15-328.15°K). The experimental data was fitted to Freundlich and Langmuir equations to determine the model isotherm. The results show that the experimental data is equally well fitted by the both model isotherms. Using the experimental data obtained in different temperatures the isosteric heat of methane adsorption was also calculated by the Clausius-Clapeyron equation from the Sips isotherm model. Results of isosteric heat of adsorption show that decreasing temperature or increasing methane uptake by GAC decrease the isosteric heat of methane adsorption.

Keywords: Methane adsorption, Activated carbon, Modelisotherm, Isosteric heat

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Authors: Jingling Li, Yi Zhang, Wei Liang, Tao Cui, Jun Li

Abstract:

Compared with terrestrial network, the traffic of spatial information network has both self-similarity and short correlation characteristics. By studying its traffic prediction method, the resource utilization of spatial information network can be improved, and the method can provide an important basis for traffic planning of a spatial information network. In this paper, considering the accuracy and complexity of the algorithm, the spatial information network traffic is decomposed into approximate component with long correlation and detail component with short correlation, and a time series hybrid prediction model based on wavelet decomposition is proposed to predict the spatial network traffic. Firstly, the original traffic data are decomposed to approximate components and detail components by using wavelet decomposition algorithm. According to the autocorrelation and partial correlation smearing and truncation characteristics of each component, the corresponding model (AR/MA/ARMA) of each detail component can be directly established, while the type of approximate component modeling can be established by ARIMA model after smoothing. Finally, the prediction results of the multiple models are fitted to obtain the prediction results of the original data. The method not only considers the self-similarity of a spatial information network, but also takes into account the short correlation caused by network burst information, which is verified by using the measured data of a certain back bone network released by the MAWI working group in 2018. Compared with the typical time series model, the predicted data of hybrid model is closer to the real traffic data and has a smaller relative root means square error, which is more suitable for a spatial information network.

Keywords: Spatial Information Network, Traffic prediction, Wavelet decomposition, Time series model.

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Authors: Katleho D. Makatjane, Kalebe M. Kalebe

Abstract:

The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Keywords: Generalized autoregressive score, time-varying, saving rate, Lesotho.

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