Search results for: performance empirical formula
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6492

Search results for: performance empirical formula

6492 Regression Approach for Optimal Purchase of Hosts Cluster in Fixed Fund for Hadoop Big Data Platform

Authors: Haitao Yang, Jianming Lv, Fei Xu, Xintong Wang, Yilin Huang, Lanting Xia, Xuewu Zhu

Abstract:

Given a fixed fund, purchasing fewer hosts of higher capability or inversely more of lower capability is a must-be-made trade-off in practices for building a Hadoop big data platform. An exploratory study is presented for a Housing Big Data Platform project (HBDP), where typical big data computing is with SQL queries of aggregate, join, and space-time condition selections executed upon massive data from more than 10 million housing units. In HBDP, an empirical formula was introduced to predict the performance of host clusters potential for the intended typical big data computing, and it was shaped via a regression approach. With this empirical formula, it is easy to suggest an optimal cluster configuration. The investigation was based on a typical Hadoop computing ecosystem HDFS+Hive+Spark. A proper metric was raised to measure the performance of Hadoop clusters in HBDP, which was tested and compared with its predicted counterpart, on executing three kinds of typical SQL query tasks. Tests were conducted with respect to factors of CPU benchmark, memory size, virtual host division, and the number of element physical host in cluster. The research has been applied to practical cluster procurement for housing big data computing.

Keywords: Hadoop platform planning, optimal cluster scheme at fixed-fund, performance empirical formula, typical SQL query tasks.

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6491 An Empirical Formula for Seismic Test of Telecommunication Equipments

Authors: Young Hoon Lee, Bong Jin Kang, Won Ho Kang

Abstract:

Antiseismic property of telecommunication equipment is very important for the grasp of the damage and the restoration after earthquake. Telecommunication business operators are regulating seismic standard for their equipments. These standards are organized to simulate the real seismic situations and usually define the minimum value of first natural frequency of the equipments or the allowable maximum displacement of top of the equipments relative to bottom. Using the finite element analysis, natural frequency can be obtained with high accuracy but the relative displacement of top of the equipments is difficult to predict accurately using the analysis. Furthermore, in the case of simulating the equipments with access floor, predicting the relative displacement of top of the equipments become more difficult. In this study, using enormous experimental datum, an empirical formula is suggested to forecast the relative displacement of top of the equipments. Also it can be known that which physical quantities are related with the relative displacement.

Keywords: Empirical formula, First natural frequency, Seismic test, Telecommunication equipments.

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6490 Improvement of Gregory's formula using Particle Swarm Optimization

Authors: N. Khelil. L. Djerou , A. Zerarka, M. Batouche

Abstract:

Consider the Gregory integration (G) formula with end corrections where h Δ is the forward difference operator with step size h. In this study we prove that can be optimized by minimizing some of the coefficient k a in the remainder term by particle swarm optimization. Experimental tests prove that can be rendered a powerful formula for library use.

Keywords: Numerical integration, Gregory Formula, Particle Swarm optimization.

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6489 Study on a New Formulation of Domestic Metro Synthetic Brake Shoe

Authors: Yang Chengmei

Abstract:

In this paper, taking Chinese Nanjing Metro ALSTOM vehicle synthesis brake as an example, the subway with synthetic brake shoe formula components of final product performance, has done a lot of research and performance test, final is drawn with hybrid fiber as reinforcing material, modified phenolic resin as matrix material, and then filling friction modifier performance, by the hot pressing process made a new type of domestic subway brake shoe. The product of the test performance indicators that can replace the similar foreign products.

Keywords: Metro, synthetic brake shoe, component analysis, formula research.

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6488 Developing a Simple and an Accurate Formula for the Conduction Angle of a Single Phase Rectifier with RL Load

Authors: S. Ali Al-Mawsawi, Fadhel A. Albasri

Abstract:

The paper presents a simple and an accurate formula that has been developed for the conduction angle (δ) of a single phase half-wave or full-wave controlled rectifier with RL load. This formula can be also used for calculating the conduction angle (δ) in case of A.C. voltage regulator with inductive load under discontinuous current mode. The simulation results shows that the conduction angle calculated from the developed formula agree very well with that obtained from the exact solution arrived from the iterative method. Applying the developed formula can reduce the computational time and reduce the time for manual classroom calculation. In addition, the proposed formula is attractive for real time implementations.

Keywords: Conduction Angle, Firing Angle, Excitation Angle, Load Angle.

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6487 Empirical Evaluation of Performance Optimization Techniques Used in Mobile Applications

Authors: Nathar Shah, Bu Kiat Seng

Abstract:

Mobile application development is different from regular application development due to the hardware resource limitations existed in the mobile platforms. In the mobile environment, the application needs to be optimized by the developer to produce optimal software with least overhead. This study discussed about performance optimization techniques that are employed in general application development, and how such techniques are performing on mobile platforms through some empirical evaluations on a mobile emulator, Nokia X3-02 and Nokia C5-03devices. The scope of the work is only confined to mobile platform based on Java Mobile edition architecture. The empirical results showed that techniques such as loop unrolling, dependency chain, and linearized getter and setter performed better by a factor of 3 to 7. Whereas declaration and initialization on the same line or separate line did not improve the performance.

Keywords: Optimization Techniques, Mobile Applications, Performance Evaluation, J2ME, Empirical Experiments

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6486 Flow Properties of Commercial Infant Formula Powders

Authors: Maja Benkovic, Ingrid Bauman

Abstract:

The objective of this work was to investigate flow properties of powdered infant formula samples. Samples were purchased at a local pharmacy and differed in composition. Lactose free infant formula, gluten free infant formula and infant formulas containing dietary fibers and probiotics were tested and compared with a regular infant formula sample which did not contain any of these supplements. Particle size and bulk density were determined and their influence on flow properties was discussed. There were no significant differences in bulk densities of the samples, therefore the connection between flow properties and bulk density could not be determined. Lactose free infant formula showed flow properties different to standard supplement-free sample. Gluten free infant formula with addition of probiotic microorganisms and dietary fiber had the narrowest particle size distribution range and exhibited the best flow properties. All the other samples exhibited the same tendency of decreasing compaction coefficient with increasing flow speed, which means they all become freer flowing with higher flow speeds.

Keywords: flow properties, infant formula, powderedmaterial

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6485 All Proteins Have a Basic Molecular Formula

Authors: Homa Torabizadeh

Abstract:

This study proposes a basic molecular formula for all proteins. A total of 10,739 proteins belonging to 9 different protein groups classified on the basis of their functions were selected randomly. They included enzymes, storage proteins, hormones, signalling proteins, structural proteins, transport proteins, immunoglobulins or antibodies, motor proteins and receptor proteins. After obtaining the protein molecular formula using the ProtParam tool, the H/C, N/C, O/C, and S/C ratios were determined for each randomly selected sample. In this case, H, N, O, and S coefficients were specified per carbon atom. Surprisingly, the results demonstrated that H, N, O, and S coefficients for all 10,739 proteins are similar and highly correlated. This study demonstrates that despite differences in the structure and function, all known proteins have a similar basic molecular formula CnH1.58 ± 0.015nN0.28 ± 0.005nO0.30 ± 0.007nS0.01 ± 0.002n. The total correlation between all coefficients was found to be 0.9999.

Keywords: Protein molecular formula, Basic unit formula, Protparam tool.

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6484 Performance Evaluation Standards and Innovation: An Empirical Investigation

Authors: F. Apaydın

Abstract:

In this empirical research, how marketing managers evaluate their firms- performances and decide to make innovation is examined. They use some standards which are past performance of the firm, target performance of the firm, competitor performance, and average performance of the industry to compare and evaluate the firms- performances. It is hypothesized that marketing managers and owners of the firm compare the firms- current performance with these four standards at the same time to decide when to make innovation relating to any aspects of the firm, either management style or products. Relationship between the comparison of the firm-s performance with these standards and innovation are searched in the same regression model. The results of the regression analysis are discussed and some recommendations are made for future studies and applicants.

Keywords: Innovation, performance evaluation standards

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6483 Establishing a New Simple Formula for Buckling Length Factor (K) of Rigid Frames Columns

Authors: Ehab Hasan Ahmed Hasan Ali

Abstract:

The calculation of buckling length factor (K) for steel frames columns is a major and governing processes to determine the dimensions steel frame columns cross sections during design. The buckling length of steel frames columns has a direct effect on the cost (weight) of using cross section. A new formula is required to determine buckling length factor (K) by simplified way. In this research a new formula for buckling length factor (K) was established to determine by accurate method for a limited interval of columns ends rigidity (GA, GB). The new formula can be used ease to evaluate the buckling length factor without needing to complicated equations or difficult charts.

Keywords: Buckling length, New formula, Curve fitting, Simplification, Steel column design.

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6482 The Impact of High Performance Work Systems- on Firm Performance in MNCs and Local Manufacturing Firms in Malaysia

Authors: Shaira Ismail

Abstract:

The empirical studies on High Performance Work Systems (HPWSs) and their impacts on firm performance have remarkably little in the developing countries. This paper reviews literatures on the HPWSs practices in different work settings, Western and Asian countries. A review on the empirical research leads to a conclusion that, country differences influence the Human Resource Management (HRM) practices. It is anticipated that there are similarities and differences in the extent of implementation of HPWSs practices by the Malaysian manufacturing firms due to the organizational contextual factors and, the HPWSs have a significant impact on firms- better performance amongst MNCs and local firms.

Keywords: Firm Performance, High Performance Work Systems (HPWSs), Human Resource Management (HRM), Multinational Corporations (MNCs).

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6481 How Team Efficacy Beliefs Impact Project Performance: An Empirical Investigation of Team Potency in Capital Projects in the Process Industries

Authors: C. Scott-Young, D. Samson

Abstract:

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

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

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6480 An Asymptotic Formula for Pricing an American Exchange Option

Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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6479 The Performance of Predictive Classification Using Empirical Bayes

Authors: N. Deetae, S. Sukparungsee, Y. Areepong, K. Jampachaisri

Abstract:

This research is aimed to compare the percentages of correct classification of Empirical Bayes method (EB) to Classical method when data are constructed as near normal, short-tailed and long-tailed symmetric, short-tailed and long-tailed asymmetric. The study is performed using conjugate prior, normal distribution with known mean and unknown variance. The estimated hyper-parameters obtained from EB method are replaced in the posterior predictive probability and used to predict new observations. Data are generated, consisting of training set and test set with the sample sizes 100, 200 and 500 for the binary classification. The results showed that EB method exhibited an improved performance over Classical method in all situations under study.

Keywords: Classification, Empirical Bayes, Posterior predictive probability.

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6478 Firm Ownership and Performance: Evidence for Croatian Listed Firms

Authors: M. Pervan, I. Pervan, M. Todoric

Abstract:

Using data of listed Croatian firms from the Zagreb Stock Exchange we analyze the relationship between firm ownership (ownership concentration and type) and performance (ROA). Empirical research was conducted for the period 2003-2010, yielding with the total of 1,430 observations. Empirical findings based on dynamic panel analysis indicate that ownership concentration variable - CR4 is negatively related with performance, i.e. listed firms with dispersed ownership perform better than firms with concentrated ownership. Also, the research indicated that foreign controlled listed firms perform better than domestically controlled firms. Majority state owned firms perform worse than privately held firms but dummy variable for privately controlled firms was not statistically significant in the estimated panel model.

Keywords: Croatia, firm, ownership, performance

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6477 Experimental Investigation of the Maximum Axial Force in the Folding Process of Aluminum Square Columns

Authors: A. Niknejad, G. H. Liaghat, A. H. Behravesh, H. Moslemi Naeini

Abstract:

In this paper, a semi empirical formula is presented based on the experimental results to predict the first pick (maximum force) value in the instantaneous folding force- axial distance diagram of a square column. To achieve this purpose, the maximum value of the folding force was assumed to be a function of the average folding force. Using the experimental results, the maximum value of the force necessary to initiate the first fold in a square column was obtained with respect to the geometrical quantities and material properties. Finally, the results obtained from the semi empirical relation in this paper, were compared to the experimental results which showed a good correlation.

Keywords: Honeycomb, folding force, square column, aluminum, axial loading.

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6476 Direct Block Backward Differentiation Formulas for Solving Second Order Ordinary Differential Equations

Authors: Zarina Bibi Ibrahim, Mohamed Suleiman, Khairil Iskandar Othman

Abstract:

In this paper, a direct method based on variable step size Block Backward Differentiation Formula which is referred as BBDF2 for solving second order Ordinary Differential Equations (ODEs) is developed. The advantages of the BBDF2 method over the corresponding sequential variable step variable order Backward Differentiation Formula (BDFVS) when used to solve the same problem as a first order system are pointed out. Numerical results are given to validate the method.

Keywords: Backward Differentiation Formula, block, secondorder.

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6475 Implementation of the Recursive Formula for Evaluation of the Strength of Daniels’ Model

Authors: Václav Sadílek, Miroslav Vořechovský

Abstract:

The paper deals with the classical fiber bundle model of equal load sharing, sometimes referred to as the Daniels’ bundle or the democratic bundle. Daniels formulated a multidimensional integral and also a recursive formula for evaluation of the strength cumulative distribution function. This paper describes three algorithms for evaluation of the recursive formula and also their implementations with source codes in the Python high-level programming language. A comparison of the algorithms are provided with respect to execution time. Analysis of orders of magnitudes of addends in the recursion is also provided.

Keywords: Daniels bundle model, equal load sharing, Python, mpmath.

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6474 The Frame Analysis and Testing for Student Formula

Authors: Tanawat Limwathanagura, Chartree Sithananun, Teekayu Limchamroon, Thanyarat Singhanart

Abstract:

The objective of this paper is to study the analysis and testing for determining the torsional stiffness of the student formula-s space frame. From past study, the space frame for Chulalongkorn University Student Formula team used in 2011 TSAE Auto Challenge Student Formula in Thailand was designed by considering required mass and torsional stiffness based on the numerical method and experimental method. The numerical result was compared with the experimental results to verify the torsional stiffness of the space frame. It can be seen from the large error of torsional stiffness of 2011 frame that the experimental result can not verify by the numerical analysis due to the different between the numerical model and experimental setting. In this paper, the numerical analysis and experiment of the same 2011 frame model is performed by improving the model setting. The improvement of both numerical analysis and experiment are discussed to confirm that the models from both methods are same. After the frame was analyzed and tested, the results are compared to verify the torsional stiffness of the frame. It can be concluded that the improved analysis and experiments can used to verify the torsional stiffness of the space frame.

Keywords: Space Frame, Student Formula, Torsional Stiffness, TSAE Auto Challenge

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6473 The Development of Chulalongkorn University's SAE Student Formula's Space Frame

Authors: Chartree Sithananun, Teekayu Limchamroon, Tanawat Limwathanagura, Thanyarat Singhanart

Abstract:

The objective of this paper is to present the development of the frame of Chulalongkorn University team in TSAE Auto Challenge Student Formula and Student Formula SAE Competition of Japan. Chulalongkorn University's SAE team, has established since year 2003, joined many competitions since year 2006 and became the leading team in Thailand. Through these 5 years, space frame was the most selected and developed year by year through six frame designs. In this paper, the discussions on the conceptual design of these frames are introduced, focusing on the mass and torsional stiffness improvement. The torsional stiffness test was performed on the real used frames and the results are compared. It can be seen that the 2010-2011 frame is firstly designed based on the analysis and experiment that considered the required mass and torsional stiffness. From the torsional stiffness results, it can be concluded that the frames were developed including the decreasing of mass and the increasing torsional stiffness by applying many techniques.

Keywords: SAE Student Formula, Space Frame, Torsional Stiffness

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6472 New Fourth Order Explicit Group Method in the Solution of the Helmholtz Equation

Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

Abstract:

In this paper, the formulation of a new group explicit method with a fourth order accuracy is described in solving the two dimensional Helmholtz equation. The formulation is based on the nine-point fourth order compact finite difference approximation formula. The complexity analysis of the developed scheme is also presented. Several numerical experiments were conducted to test the feasibility of the developed scheme. Comparisons with other existing schemes will be reported and discussed. Preliminary results indicate that this method is a viable alternative high accuracy solver to the Helmholtz equation.

Keywords: Explicit group method, finite difference, Helmholtz equation, five-point formula, nine-point formula.

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6471 Optimizing Approach for Sifting Process to Solve a Common Type of Empirical Mode Decomposition Mode Mixing

Authors: Saad Al-Baddai, Karema Al-Subari, Elmar Lang, Bernd Ludwig

Abstract:

Empirical mode decomposition (EMD), a new data-driven of time-series decomposition, has the advantage of supposing that a time series is non-linear or non-stationary, as is implicitly achieved in Fourier decomposition. However, the EMD suffers of mode mixing problem in some cases. The aim of this paper is to present a solution for a common type of signals causing of EMD mode mixing problem, in case a signal suffers of an intermittency. By an artificial example, the solution shows superior performance in terms of cope EMD mode mixing problem comparing with the conventional EMD and Ensemble Empirical Mode decomposition (EEMD). Furthermore, the over-sifting problem is also completely avoided; and computation load is reduced roughly six times compared with EEMD, an ensemble number of 50.

Keywords: Empirical mode decomposition, mode mixing, sifting process, over-sifting.

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6470 An eighth order Backward Differentiation Formula with Continuous Coefficients for Stiff Ordinary Differential Equations

Authors: Olusheye Akinfenwa, Samuel Jator, Nianmin Yoa

Abstract:

A block backward differentiation formula of uniform order eight is proposed for solving first order stiff initial value problems (IVPs). The conventional 8-step Backward Differentiation Formula (BDF) and additional methods are obtained from the same continuous scheme and assembled into a block matrix equation which is applied to provide the solutions of IVPs on non-overlapping intervals. The stability analysis of the method indicates that the method is L0-stable. Numerical results obtained using the proposed new block form show that it is attractive for solutions of stiff problems and compares favourably with existing ones.

Keywords: Stiff IVPs, System of ODEs, Backward differentiationformulas, Block methods, Stability.

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6469 Analytic on Various Grounding Configurations in Uniform Layer Soil

Authors: Mohd Shahriman B. Mohd Yunus, Mohd Hanif B. Jamaludin, Norain Bt. Bahror

Abstract:

The performance of an embedded grounding system is very important for the safe operation of electrical appliances and human beings. In principle, a safe grounding system has two objectives, which are to dissipate fault current without exceeding any operating and equipment limits and to ensure there is no risk of electric shock to humans in the vicinity of earthed facilities. The case studies in this paper present the calculating grounding resistance for multiple configurations of vertical and horizontally by using a simple and accurate formula. From the analytic calculated results, observed good/empirical relationship between the grounding resistance and length of the embedded grounding configurations. Moreover, the configurations of vertical and horizontal observed effectiveness of grounding resistance and good agreement on the reduction of grounding resistance values especially for vertical configuration.

Keywords: Grounding system, grounding resistance, soil resistivity, electrode geometry, configurations.

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6468 The Study of the Discrete Risk Model with Random Income

Authors: Peichen Zhao

Abstract:

In this paper, we extend the compound binomial model to the case where the premium income process, based on a binomial process, is no longer a linear function. First, a mathematically recursive formula is derived for non ruin probability, and then, we examine the expected discounted penalty function, satisfy a defect renewal equation. Third, the asymptotic estimate for the expected discounted penalty function is then given. Finally, we give two examples of ruin quantities to illustrate applications of the recursive formula and the asymptotic estimate for penalty function.

Keywords: Discounted penalty function, compound binomial process, recursive formula, discrete renewal equation, asymptotic estimate.

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6467 Evaluation of Thrombolytic Activity of Zingiber cassumunar Roxb. and Thai Herbal Prasaplai Formula

Authors: Warachate Khobjai, Suriyan Sukati, Khemjira Jarmkom, Pattaranut Eakwaropas, Surachai Techaoei

Abstract:

The propose of this study was to investigate in vitro thrombolytic activity of Zingiber cassumunar Roxb. and Prasaplai, a Thai herbal formulation of Z. cassumunar Roxb. Herbs were extracted with boiling water and concentrated by lyophilization. To observe their thrombolytic potential, an in vitro clot lysis method was applied where streptokinase and sterile distilled water were used as positive and negative controls, respectively. Crude aqueous extracts from Z. cassumunar Roxb. and Prasaplai formula showed significant thrombolytic activity by clot lysis of 17.90% and 25.21%, respectively, compared to the negative control water (5.16%) while the standard streptokinase revealed 64.78% clot lysis. These findings suggest that Z. cassumunar Roxb. exhibits moderate thrombolytic activity and cloud play an important role in the thrombolytic properties of Prasaplai formula. However, further study should be done to observe in vivo clot dissolving potential and to isolate active component(s) of these extracts.

Keywords: Aqueous extract, prasaplai formula, thrombolytic activity, Zingiber cassumunar Roxb.

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6466 CEO Duality and Firm Performance: An Integration of Institutional Perceptive with Agency Theory

Authors: A. Ujunwa, P. O. Salami, A. H. Umar

Abstract:

The recommendation of the committee on corporate governance for public companies in Nigeria, that the position of the CEO be separated from board chair has generated serious debate among scholars and practitioners. They have questioned the appropriateness of implementing corporate governance model that is based on Anglo-Saxon agency problem characterized by dispersed ownership structure; where markets for corporate control, legal regulation, and contractual incentives are the key governance mechanisms. This paper strives to resolve the argument by adopting an institutional perspective in testing the agency theory on board duality. The study developed a theoretical and empirical model to better understand how ownership structure influences agency conflict and how such affects firm performance. Hence, the study examines the relationship between CEO duality and firm performance using two institutional ownership structures – dispersed ownership and concentrated ownership structures. The empirical results show that CEO duality is negatively correlated with firm performance in Nigeria irrespective of the firm-s ownership structure. The findings give credence to the recommendation of the Peterside Commission on the need to separate the position of CEO from board chair.

Keywords: Corporate Governance, CEO-Duality, Firm Performance.

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6465 An iTunes U App for Development of Metacognition Skills Delivered in the Enrichment Program Offered to Gifted Students at the Secondary Level

Authors: Maha Awad M. Almuttairi

Abstract:

This research aimed to measure the impact of the use of a mobile learning (iTunes U) app for the development of metacognition skills delivered in the enrichment program offered to gifted students at the secondary level in Jeddah. The author targeted a group of students on an experimental scale to evaluate the achievement. The research sample consisted of a group of 38 gifted female students. The scale of evaluation of the metacognition skills used to measure the performance of students in the enrichment program was as follows: Satisfaction scale for the assessment of the technique used and the final product form after completion of the program. Appropriate statistical treatment used includes Paired Samples T-Test Cronbach’s alpha formula and eta squared formula. It was concluded in the results the difference of α≤ 0.05, which means the performance of students in the skills of metacognition in favor of using iTunes U. In light of the conclusion of the experiment, a number of recommendations and suggestions were present; the most important benefit of mobile learning applications is to provide enrichment programs for gifted students in the Kingdom of Saudi Arabia, as well as conducting further research on mobile learning and gifted student teaching.

Keywords: Enrichment program, gifted students, metacognition skills.

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6464 An Empirical Evaluation of Performance of Machine Learning Techniques on Imbalanced Software Quality Data

Authors: Ruchika Malhotra, Megha Khanna

Abstract:

The development of change prediction models can help the software practitioners in planning testing and inspection resources at early phases of software development. However, a major challenge faced during the training process of any classification model is the imbalanced nature of the software quality data. A data with very few minority outcome categories leads to inefficient learning process and a classification model developed from the imbalanced data generally does not predict these minority categories correctly. Thus, for a given dataset, a minority of classes may be change prone whereas a majority of classes may be non-change prone. This study explores various alternatives for adeptly handling the imbalanced software quality data using different sampling methods and effective MetaCost learners. The study also analyzes and justifies the use of different performance metrics while dealing with the imbalanced data. In order to empirically validate different alternatives, the study uses change data from three application packages of open-source Android data set and evaluates the performance of six different machine learning techniques. The results of the study indicate extensive improvement in the performance of the classification models when using resampling method and robust performance measures.

Keywords: Change proneness, empirical validation, imbalanced learning, machine learning techniques, object-oriented metrics.

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6463 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

Authors: G. L. C. Yap

Abstract:

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

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

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