Search results for: Block Krylovsubspace methods.

Authors: S. Chabrier, G. Molle, E. Conte, C. Carlier

Abstract:

Fishing has always been an essential component of the Polynesians- life. Fishhooks, mostly in pearl shell, found during archaeological excavations are the artifacts related to this activity the most numerous. Thanks to them, we try to reconstruct the ancient techniques of resources exploitation, inside the lagoons and offshore. They can also be used as chronological and cultural indicators. The shapes and dimensions of these artifacts allow comparisons and classifications used in both functional approach and chrono-cultural perspective. Hence it is very important for the ethno-archaeologists to dispose of reliable methods and standardized measurement of these artifacts. Such a reliable objective and standardized method have been previously proposed. But this method cannot be envisaged manually because of the very important time required to measure each fishhook manually and the quantity of fishhooks to measure (many hundreds). We propose in this paper a detailed acquisition protocol of fishhooks and an automation of every step of this method. We also provide some experimental results obtained on the fishhooks coming from three archaeological excavations sites.

Keywords: Automated measures, extraction, fishhook, segmentation.

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Authors: Aliakbar Golshani, Armin Ramezanzad

Abstract:

Tensile strength which is an important parameter of the rock for engineering applications is difficult to measure directly through physical experiment (i.e. uniaxial tensile test). Therefore, indirect experimental methods such as Brazilian test have been taken into consideration and some relations have been proposed in order to obtain the tensile strength for rocks indirectly. In this research, to calculate numerically the tensile strength for granitic rocks, Particle Flow Code in three-dimension (PFC3D) software were used. First, uniaxial compression tests were simulated and the tensile strength was determined for Inada granite (from a quarry in Kasama, Ibaraki, Japan). Then, by simulating Brazilian test condition for Inada granite, the tensile strength was indirectly calculated again. Results show that the tensile strength calculated numerically agrees well with the experimental results obtained from uniaxial tensile tests on Inada granite samples.

Keywords: Numerical Simulation, PFC, Tensile Strength, Brazilian Test.

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Authors: Rooholah Hasanizadeh, Saadan Zokaei

Abstract:

In the context of sensor networks, where every few dB saving counts, the novel node cooperation schemes are reviewed where MIMO techniques play a leading role. These methods could be treated as joint approach for designing physical layer of their communication scenarios. Then we analyzed the BER performance of transmission diversity schemes under a general fading channel model and proposed a power allocation strategy to the transmitting sensor nodes. This approach is then compared to an equal-power assignment method and its performance enhancement is verified by the simulation. Another key point of the contribution lies in the combination of optimal power allocation and sensor nodes- cooperation in a transmission diversity regime (MISO). Numerical results are given through figures to demonstrate the optimality and efficiency of proposed combined approach.

Keywords: Optimal power allocation, cooperative MISO scheme, sensor networks, diversity branch.

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Authors: A. K. Bhandari, A. Kumar, P. K. Padhy

Abstract:

In this paper, a novel contrast enhancement technique for contrast enhancement of a low-contrast satellite image has been proposed based on the singular value decomposition (SVD) and discrete cosine transform (DCT). The singular value matrix represents the intensity information of the given image and any change on the singular values change the intensity of the input image. The proposed technique converts the image into the SVD-DCT domain and after normalizing the singular value matrix; the enhanced image is reconstructed by using inverse DCT. The visual and quantitative results suggest that the proposed SVD-DCT method clearly shows the increased efficiency and flexibility of the proposed method over the exiting methods such as Linear Contrast Stretching technique, GHE technique, DWT-SVD technique, DWT technique, Decorrelation Stretching technique, Gamma Correction method based techniques.

Keywords: Singular Value Decomposition (SVD), discretecosine transforms (DCT), image equalization and satellite imagecontrast enhancement.

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Authors: Farhad Asadi, Gholamhasan Payganeh

Abstract:

High-speed turbomachine can experience significant centrifugal and gas bending loads. As a result, the compressor blades must be able to resist high-frequency oscillations due to surge or stall condition in flow field dynamics. In this paper, vibration characteristics of the 6th stage blade compressor have been examined in detail with, using 3-D finite element (FE) methods. The primary aim of this article is to gain an understanding of nonlinear vibration induced in the blade against different loading conditions. The results indicate the nonlinear behavior of the blade as a result of the amplitude of resonances or material properties. Since one of the leading causes of turbine blade failure is high cycle fatigue, simulations were started by specifying the stress distribution in the blade due to the centrifugal rotation. Next, resonant frequencies and critical speeds of the blade were defined by modal analysis. Finally, the harmonic analysis was simulated on the blades.

Keywords: Nonlinear vibration, modal analysis, resonance, frequency response, compressor blade.

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Authors: Taekyun Doo, Cheongmin Ji, Manpyo Hong

Abstract:

Like a closed-circuit television (CCTV), video surveillance system is widely placed for gathering video from unspecified people to prevent crime, surveillance, or many other purposes. However, abuse of CCTV brings about concerns of personal privacy invasions. In this paper, we propose an encryption method to protect personal privacy system in H.264 compressed video bitstream with encrypting only regions of interest (ROI). There is no need to change the existing video surveillance system. In addition, encrypting ROI in compressed video bitstream is a challenging work due to spatial and temporal drift errors. For this reason, we propose a novel drift mitigation method when ROI is encrypted. The proposed method was implemented by using JM reference software based on the H.264 compressed videos, and experimental results show the verification of our proposed methods and its effectiveness.

Keywords: H.264/AVC, video encryption, privacy protection, post compression, region of interest.

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Authors: Hossein Ali Akbarpour, Fatemeh Dadkhah

Abstract:

This paper considers a multi criteria cell formation problem in Cellular Manufacturing System (CMS). Minimizing the number of voids and exceptional elements in cells simultaneously are two proposed objective functions. This problem is an Np-hard problem according to the literature, and therefore, we can-t find the optimal solution by an exact method. In this paper we developed two ant algorithms, Ant Colony Optimization (ACO) and Max-Min Ant System (MMAS), based on Data Envelopment Analysis (DEA). Both of them try to find the efficient solutions based on efficiency concept in DEA. Each artificial ant is considered as a Decision Making Unit (DMU). For each DMU we considered two inputs, the values of objective functions, and one output, the value of one for all of them. In order to evaluate performance of proposed methods we provided an experimental design with some empirical problem in three different sizes, small, medium and large. We defined three different criteria that show which algorithm has the best performance.

Keywords: Ant algorithm, Cellular manufacturing system, Data envelopment analysis, Efficiency

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Authors: Omar Alhamad, Waleed Eid

Abstract:

Reinforced concrete is a concrete lined with steel so that the materials work together in the resistance forces. Reinforcement rods or mesh are used for tensile, shear, and sometimes intense pressure in a concrete structure. Reinforced concrete is subject to many natural problems or industrial errors. The result of these problems is that it reduces the efficiency of the reinforced concrete or its usefulness. Some of these problems are cracks, earthquakes, high temperatures or fires, as well as corrosion of reinforced iron inside reinforced concrete. There are also factors of ancient buildings or monuments that require some techniques to preserve them. This research presents some general information about reinforced concrete, the pros and cons of reinforced concrete, and then presents a series of literary studies of some of the late published researches on the subject of reinforced concrete and how to preserve it, propose solutions or treatments for the treatment of reinforced concrete problems, raise efficiency and quality for a longer period. These studies have provided advanced and modern methods and techniques in the field of reinforced concrete.

Keywords: Reinforced concrete, treatment, concrete, corrosion, seismic, cracks.

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Authors: M. Farshbaf, M. R. Feizi-Derakhshi

Abstract:

Graph partitioning is a NP-hard problem with multiple conflicting objectives. The graph partitioning should minimize the inter-partition relationship while maximizing the intra-partition relationship. Furthermore, the partition load should be evenly distributed over the respective partitions. Therefore this is a multiobjective optimization problem (MOO). One of the approaches to MOO is Pareto optimization which has been used in this paper. The proposed methods of this paper used to improve the performance are injecting best solutions of previous runs into the first generation of next runs and also storing the non-dominated set of previous generations to combine with later generation's non-dominated set. These improvements prevent the GA from getting stuck in the local optima and increase the probability of finding more optimal solutions. Finally, a simulation research is carried out to investigate the effectiveness of the proposed algorithm. The simulation results confirm the effectiveness of the proposed method.

Keywords: Graph partitioning, Genetic algorithm, Multiobjective optimization, Pareto front.

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Authors: Irisa Murniece, Daina Karklina, Ruta Galoburda

Abstract:

Potato is one of the main components of warm meals in Latvia. Consumption of fried potatoes in Latvia is the highest comparing to Nordic and other Baltic countries. Therefore acrylamide (AA) intake coming from fried potatoes in population might be high as well. The aim of the research was to determine AA content in traditionally cooked potatoes bred and cultivated in Latvia. Five common Latvian potato varieties were selected: Lenora, Brasla, Imanta, Zile and Madara. A two-year research was conducted during two periods: just after harvesting and after six months of storage. The following cooking methods were used: shallow frying (150 ± 5 °C); deep-fat frying (180 ± 5 °C) and roasting (210 ± 5 °C). Time and temperature was recorded during frying. AA was extracted from potatoes by solid phase extraction and AA content was determined by LC-MS/MS. AA content significantly differs (p<0.05) in potatoes per variety, per each frying method and per time.

Keywords: potato, frying, roasting, variety, acrylamide, Latvia.

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Authors: T. Sopapirm, K-N. Areerak, K-L. Areerak, A. Srikaew

Abstract:

The paper presents the applications of artificial intelligence technique called adaptive tabu search to design the controller of a buck converter. The averaging model derived from the DQ and generalized state-space averaging methods is applied to simulate the system during a searching process. The simulations using such averaging model require the faster computational time compared with that of the full topology model from the software packages. The reported model is suitable for the work in the paper in which the repeating calculation is needed for searching the best solution. The results will show that the proposed design technique can provide the better output waveforms compared with those designed from the classical method.

Keywords: Buck converter, adaptive tabu search, DQ method, generalized state-space averaging method, modeling and simulation

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Authors: S. Choodoung, U. Smutkupt

Abstract:

This study systemizes processes and methods in wooden furniture design that contains uniqueness in function and aesthetics. The study was done by research and analysis for designer-s consideration factors that affect function and production. Therefore, the study result indicates that such factors are design process (planning for design, product specifications, concept design, product architecture, industrial design, production), design evaluation as well as wooden furniture design dependent factors i.e. art (art style; furniture history, form), functionality (the strength and durability, area place, using), material (appropriate to function, wood mechanical properties), joints, cost, safety, and social responsibility. Specifically, all aforementioned factors affect good design. Resulting from direct experience gained through user-s usage, the designer must design the wooden furniture systemically and effectively. As a result, this study selected dinning armchair as a case study with all involving factors and all design process stated in this study.

Keywords: Furniture Design, Function Design, Aesthetic, Wooden Furniture.

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Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.

Abstract:

This paper introduces a new point estimation algorithm, with particular focus on coherent noise suppression, given several measurements of the device under test where it is assumed that 1) the noise is first-order stationery and 2) the device under test is linear and time-invariant. The algorithm exploits the robustness of the Pitman estimator of the Cauchy location parameter through the initial scaling of the test signal by a centred Gaussian variable of predetermined variance. It is illustrated through mathematical derivations and simulation results that the proposed algorithm is more accurate and consistently robust to outliers for different tailed density functions than the conventional methods of sample mean (coherent averaging technique) and sample median search.

Keywords: Central limit theorem, Fisher-Cramer Rao, gamma function, Pitman estimator.

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Authors: M.Y. Pua, M.C. Tan, L.W. Tan, N. Ab.Aziz, F.S. Taip

Abstract:

The most common type of controller being used in the industry is PI(D) controller which has been used since 1945 and is still being widely used due to its efficiency and simplicity. In most cases, the PI(D) controller was tuned without taking into consideration of the effect of actuator saturation. In real processes, the most common actuator which is valve will act as constraint and restrict the controller output. Since the controller is not designed to encounter saturation, the process may windup and consequently resulted in large oscillation or may become unstable. Usually, an antiwindup compensator is added to the feedback control loop to reduce the deterioration effect of integral windup. This research aims to specifically control processes with constraints. The proposed method was applied to two different types of food processes, which are blending and spray drying. Simulations were done using MATLAB and the performances of the proposed method were compared with other conventional methods. The proposed technique was able to control the processes and avoid saturation such that no anti windup compensator is needed.

Keywords: constraints, food process control, first order plusdead time process, PI

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Authors: Dana Kristalova, Jan Mazal

Abstract:

This article deals with geographical conditions in terrain and their effect on the movement of vehicles, their effect on speed and safety of movement of people and vehicles. Finding of the optimal routes outside the communication is studied in the Army environment, but it occur in civilian as well, primarily in crisis situation, or by the provision of assistance when natural disasters such as floods, fires, storms etc., have happened. These movements require the optimization of routes when effects of geographical factors should be included. The most important factor is the surface of a terrain. It is based on several geographical factors as are slopes, soil conditions, micro-relief, a type of surface and meteorological conditions. Their mutual impact has been given by coefficient of deceleration. This coefficient can be used for the commander`s decision. New approaches and methods of terrain testing, mathematical computing, mathematical statistics or cartometric investigation are necessary parts of this evaluation.

Keywords: Movement in a terrain, geographical factors, surface of a field, mathematical evaluation, optimization and searching paths.

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Authors: L.Wiset, N. Poomsa-ad, V. Srilaong

Abstract:

The peel of dragon fruit is a byproduct left over after consuming. Normally, the use of plants as antioxidant source must be dried before further process. Therefore, the aim of this study is interesting to dry the peel by heat pump dryer (45 ºC) and fluidized bed dryer (110 º C) compared with the sun drying method. The sample with initial moisture content of about 85-91% wet basis was dried down to about 10% wet basis where it took 620 and 25 min for heat pump dryer and fluidized bed dryer, respectively. However, the sun drying took about 900 min to dry the peel. After that, sample was evaluated antioxidant activity, -carotene and betalains contents. The results found that the antioxidant activity and betalains contents of dried peel obtained from heat pump and fluidized bed dryings were significantly higher than that sun drying (p 0.05). Moreover, the drying by heat pump provided the highest -carotene content.

Keywords: Pitaya, betalains, β-carotene, antioxidant.

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

Abstract:

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

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

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Authors: Mohamad Mahdavi

Abstract:

Most of the real queuing systems include special properties and constraints, which can not be analyzed directly by using the results of solved classical queuing models. Lack of Markov chains features, unexponential patterns and service constraints, are the mentioned conditions. This paper represents an applied general algorithm for analysis and optimizing the queuing systems. The algorithm stages are described through a real case study. It is consisted of an almost completed non-Markov system with limited number of customers and capacities as well as lots of common exception of real queuing networks. Simulation is used for optimizing this system. So introduced stages over the following article include primary modeling, determining queuing system kinds, index defining, statistical analysis and goodness of fit test, validation of model and optimizing methods of system with simulation.

Keywords: Estimation, queuing system, simulation model, probability distribution, non-Markov chain.

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Authors: M.E. Masoumi, S. Kadkhodaie

Abstract:

Distillation column is one of the most common operations in process industries and is while the most expensive unit of the amount of energy consumption. Many ideas have been presented in the related literature for optimizing energy consumption in distillation columns. This paper studies the different heat integration methods in a distillation column which separate Benzene, Toluene, Xylene, and C9+. Three schemes of heat integration including, indirect sequence (IQ), indirect sequence with forward energy integration (IQF), and indirect sequence with backward energy integration (IQB) has been studied in this paper. Using shortcut method these heat integration schemes were simulated with Aspen HYSYS software and compared with each other with regarding economic considerations. The result shows that the energy consumption has been reduced 33% in IQF and 28% in IQB in comparison with IQ scheme. Also the economic result shows that the total annual cost has been reduced 12% in IQF and 8% in IQB regarding with IQ scheme. Therefore, the IQF scheme is most economic than IQB and IQ scheme.

Keywords: Optimization, Distillation Column Sequence, Energy Savings

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Authors: Rana Soltani-Zarrin, Sohrab Khanmohammadi

Abstract:

In this paper, a new method for multi criteria decision making is represented whichspecifies a trajectory satisfying desired criteria including minimization of time. A rescue robot is defined to perform certain tasks before the arrival of rescue team, including evaluation of the probability of explosion in the area, detecting human-beings, and providing preliminary aidsin case of identifying signs of life, so that the security of the surroundings will have enhanced significantly for the individuals inside the disaster zone as well as the rescue team. The main idea behind our technique is using the Program Evaluation and Review Technique analysis along with Critical Path Method and use the Multi Criteria Decision Making (MCDM) method to decidewhich set of activities must be performed first. Since the disastrous event in one area may be well contagious to others, it is one of the robot's priorities to evaluate the relative adversity of the situation, using the above methods and prioritize its mission.

Keywords: PERT, CPM, MCDM.

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Authors: Homayoon Zarshenas, Mahdi Bamdad, Hadi Grailu, Akbar A. Shakoori

Abstract:

In this study we focus on improvement performance of a cue based Motor Imagery Brain Computer Interface (BCI). For this purpose, data fusion approach is used on results of different classifiers to make the best decision. At first step Distinction Sensitive Learning Vector Quantization method is used as a feature selection method to determine most informative frequencies in recorded signals and its performance is evaluated by frequency search method. Then informative features are extracted by packet wavelet transform. In next step 5 different types of classification methods are applied. The methodologies are tested on BCI Competition II dataset III, the best obtained accuracy is 85% and the best kappa value is 0.8. At final step ordered weighted averaging (OWA) method is used to provide a proper aggregation classifiers outputs. Using OWA enhanced system accuracy to 95% and kappa value to 0.9. Applying OWA just uses 50 milliseconds for performing calculation.

Keywords: BCI, EEG, Classifier, Fuzzy operator, OWA.

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Authors: F. Rotaru, S. Bejinariu, C. D. Niţâ, R. Luca, I. Pâvâloi, C. Lazâr

Abstract:

The paper presents a technique suitable in robot vision applications where it is not possible to establish the object position from one view. Usually, one view pose calculation methods are based on the correspondence of image features established at a training step and exactly the same image features extracted at the execution step, for a different object pose. When such a correspondence is not feasible because of the lack of specific features a new method is proposed. In the first step the method computes from two views the 3D pose of feature points. Subsequently, using a registration algorithm, the set of 3D feature points extracted at the execution phase is aligned with the set of 3D feature points extracted at the training phase. The result is a Euclidean transform which have to be used by robot head for reorientation at execution step.

Keywords: features correspondence, registration algorithm, robot vision, triangulation method.

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Authors: R.Sukesh Kumar, Abhisek Verma, Jasprit Singh

Abstract:

In this work a novel approach for color image segmentation using higher order entropy as a textural feature for determination of thresholds over a two dimensional image histogram is discussed. A similar approach is applied to achieve multi-level thresholding in both grayscale and color images. The paper discusses two methods of color image segmentation using RGB space as the standard processing space. The threshold for segmentation is decided by the maximization of conditional entropy in the two dimensional histogram of the color image separated into three grayscale images of R, G and B. The features are first developed independently for the three ( R, G, B ) spaces, and combined to get different color component segmentation. By considering local maxima instead of the maximum of conditional entropy yields multiple thresholds for the same image which forms the basis for multilevel thresholding.

Keywords: conditional entropy, multi-level thresholding, segmentation, two dimensional image histogram

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Authors: Faaza A, Almarsoomi, James D, O'Shea, Zuhair A, Bandar, Keeley A, Crockett

Abstract:

This paper is concerned with the production of an Arabic word semantic similarity benchmark dataset. It is the first of its kind for Arabic which was particularly developed to assess the accuracy of word semantic similarity measurements. Semantic similarity is an essential component to numerous applications in fields such as natural language processing, artificial intelligence, linguistics, and psychology. Most of the reported work has been done for English. To the best of our knowledge, there is no word similarity measure developed specifically for Arabic. In this paper, an Arabic benchmark dataset of 70 word pairs is presented. New methods and best possible available techniques have been used in this study to produce the Arabic dataset. This includes selecting and creating materials, collecting human ratings from a representative sample of participants, and calculating the overall ratings. This dataset will make a substantial contribution to future work in the field of Arabic WSS and hopefully it will be considered as a reference basis from which to evaluate and compare different methodologies in the field.

Keywords: Arabic categories, benchmark dataset, semantic similarity, word pair, stimulus Arabic words

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Authors: Leila Torkaman, Nasser Ghassembaglou

Abstract:

Significant quota of Municipal Electrical Energy consumption is related to Decentralized Air Conditioning which is mostly provided by evaporative coolers. So the aim is to optimize design of air conditioners to increase their efficiencies. To achieve this goal, results of practical standardized tests for 40 evaporative coolers in different types collected and simultaneously results for same coolers based on one of EER (Energy Efficiency Ratio) modeling styles are figured out. By comparing experimental results of different coolers standardized tests with modeling results, preciseness of used model is assessed and after comparing gained preciseness with international standards based on EER for cooling capacity, aeration, and also electrical energy consumption, energy label from A (most effective) to G (less effective) is classified; finally needed methods to optimize energy consumption and coolers’ classification are provided.

Keywords: Cooler, EER, Energy Label, Optimization.

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Authors: Jana Teplá

Abstract:

This text focuses on the visual construction of youth in press photographs in socialist Czechoslovakia. It deals with photographs in a magazine for young readers, Mladý svět, published by the Socialist Union of Youth of Czechoslovakia. The aim of this study was to develop a methodological tool for uncovering the values and the ideological messages in the strategies used in the visual construction of reality in the socialist press. Two methods of visual analysis were applied to the photographs, a quantitative content analysis and a social semiotic analysis. The social semiotic analysis focused on images representing youth in their free time. The study shows that the meaning of a socialist press photograph is a result of a struggle for ideological power between formal and informal ideologies. This struggle takes place within the process of production of the photograph and also within the process of interpretation of the photograph.

Keywords: Ideology, press photography, socialist regime, social semiotics, youth.

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Authors: Broderick Crawford, Ricardo Soto, Natalia Berrios, Eduardo Olguin

Abstract:

In this paper, we present a binary cat swarm optimization for solving the Set covering problem. The set covering problem is a well-known NP-hard problem with many practical applications, including those involving scheduling, production planning and location problems. Binary cat swarm optimization is a recent swarm metaheuristic technique based on the behavior of discrete cats. Domestic cats show the ability to hunt and are curious about moving objects. The cats have two modes of behavior: seeking mode and tracing mode. We illustrate this approach with 65 instances of the problem from the OR-Library. Moreover, we solve this problem with 40 new binarization techniques and we select the technical with the best results obtained. Finally, we make a comparison between results obtained in previous studies and the new binarization technique, that is, with roulette wheel as transfer function and V3 as discretization technique.

Keywords: Binary cat swarm optimization, set covering problem, metaheuristic, binarization methods.

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Authors: Nhon Van Do

Abstract:

In the artificial intelligence field, knowledge representation and reasoning are important areas for intelligent systems, especially knowledge base systems and expert systems. Knowledge representation Methods has an important role in designing the systems. There have been many models for knowledge such as semantic networks, conceptual graphs, and neural networks. These models are useful tools to design intelligent systems. However, they are not suitable to represent knowledge in the domains of reality applications. In this paper, new models for knowledge representation called computational networks will be presented. They have been used in designing some knowledge base systems in education for solving problems such as the system that supports studying knowledge and solving analytic geometry problems, the program for studying and solving problems in Plane Geometry, the program for solving problems about alternating current in physics.

Keywords: Artificial intelligence, artificial intelligence and education, knowledge engineering, knowledge representation.

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Authors: Yuzhi Cai

Abstract:

In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, Financial returns, predictive distribution, quantile function model.

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Authors: Cristina G. Dascâlu, Corina Dima Cozma, Elena Carmen Cotrutz

Abstract:

The medical data statistical analysis often requires the using of some special techniques, because of the particularities of these data. The principal components analysis and the data clustering are two statistical methods for data mining very useful in the medical field, the first one as a method to decrease the number of studied parameters, and the second one as a method to analyze the connections between diagnosis and the data about the patient-s condition. In this paper we investigate the implications obtained from a specific data analysis technique: the data clustering preceded by a selection of the most relevant parameters, made using the principal components analysis. Our assumption was that, using the principal components analysis before data clustering - in order to select and to classify only the most relevant parameters – the accuracy of clustering is improved, but the practical results showed the opposite fact: the clustering accuracy decreases, with a percentage approximately equal with the percentage of information loss reported by the principal components analysis.

Keywords: Data clustering, medical data, principal components analysis.

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