Search results for: ARDL approach

Authors: Hicham Benamirouche, Oum Elkheir Moussi

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The purpose of the study is to examine the dynamics of Algeria’s natural gas exports through the Autoregressive Distributed Lag (ARDL) bounds testing approach with break points. The analysis was carried out for the period from 1967 to 2015. Based on imperfect substitution specification, the ARDL approach reveals a long-run equilibrium relationship between Algeria’s Natural gas exports and their determinant factors (Algeria’s gas reserves, Domestic gas consumption, Europe’s GDP per capita, relative prices, the European gas production and the market share of competitors). All the long-run elasticities estimated are statistically significant with a large impact of domestic factors, which constitute the supply constraints. In short term, the elasticities are statistically significant, and almost comparable to those of the long term. Furthermore, the speed of adjustment towards long-run equilibrium is less than one year because of the little flexibility of the long term export contracts. Two break points have been estimated when we employ the domestic gas consumption as a break variable; 1984 and 2010, which reflect the arbitration policy between the domestic gas market and gas exports.

Keywords: Natural gas exports, elasticity, ARDL bounds testing, break points, Algeria.

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Authors: M. Ilyas, M. W. Siddiqi

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This study employs auto-regressive distributed lag (ARDL) bounds approach to cointegration for long run and errorcorrection modeling (ECM) for short run analysis to examine the relationship between revenue gap and economic growth for Pakistan using annual time series data over the period 1980 to 2008. The short and long run results indicate that revenue gap is statistical significant and negatively effect economic growth. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 10.406 percent within a year.

Keywords: ARDL cointegration, Economic Growth, RevenueGap, Pakistan.

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Authors: Sahbi Farhani

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This study investigates the relationship between external debt and military spending in case of India over the period of 1970–2012. In doing so, we have applied the structural break unit root tests to examine stationarity properties of the variables. The Auto-Regressive Distributed Lag (ARDL) bounds testing approach is used to test whether cointegration exists in presence of structural breaks stemming in the series. Our results indicate the cointegration among external debt, military spending, debt servicing, and economic growth. Moreover, military spending and debt servicing add in external debt. Economic growth helps in lowering external debt. The Vector Error Correction Model (VECM) analysis and Granger causality test reveal that military spending and economic growth cause external debt. The feedback effect also exists between external debt and debt servicing in case of India.

Keywords: External debt, military spending, ARDL approach, structural breaks, India.

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Authors: Okezie A. Ihugba

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The bounds testing ARDL (2, 2, 2, 2, 0) technique to cointegration was used in this study to investigate the effect of energy consumption and energy loss on Nigeria's manufacturing sector from 1981 to 2020. The model was created to determine the relationship between these three variables while also accounting for interactions with control variables such as inflation and commercial bank loans to the manufacturing sector. When the dependent variables are energy consumption and energy loss, the bound tests show that the variables of interest are bound together in the long run. Because electricity consumption is a critical factor in determining manufacturing value-added in Nigeria, some intriguing observations were made. According to the findings, the relationship between log of electricity consumption (LELC) and log of manufacturing value added (LMVA) is statistically significant. According to the findings, electricity consumption reduces manufacturing value-added. The target variable (energy loss) is statistically significant and has a positive sign. In Nigeria, a 1% reduction in energy loss increases manufacturing value-added by 36% in the first lag and 35% in the second. According to the study, the government should speed up the ongoing renovation of existing power plants across the country, as well as the construction of new gas-fired power plants. This will address a number of issues, including overpricing of electricity as a result of grid failure.

Keywords: ARDL, cointegration, Nigeria's manufacturing, electricity.

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Authors: T. Hussain, A. Iqbal, M. W. Siddiqi

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The objective of this study is to examine the validity of Wagner-s law and relationship between economic growth, population and export for Pakistan. The ARDL Bounds cointegration and ECM are utilized for long and short run equilibrium for the period of 1972-2007. Population has considerable role in an economy and exports are the main source to raise the GDP. With the increase in GDP, the government expenditures may or may not increase. The empirical results indicate that the Wagner-s Law does hold, as economic growth is significantly and positively correlated with government expenditures. However, population and exports have also significant and positive impact on government expenditures both in short and long run. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 70.82 percent within a year.

Keywords: ARDL Cointegration, Growth, Pakistan, Wagner's law.

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Authors: Khaled Ramadan Elbeydi

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This study is carried out to provide an insight into the analysis of the impact of selected macro-economic variables on gross fixed capital formation in Libya using annual data over the period (1970-2010). The importance of this study comes from the ability to show the relative important factors that impact the Libyan gross fixed capital formation. This understanding would give indications to decision makers on which policy they must focus to stimulate the economy. An Autoregressive Distributed Lag (ARDL) modeling process is employed to investigate the impact of the Gross Domestic Product, Monetary Base and Trade Openness on Gross Fixed Capital Formation in Libya. The results of this study reveal that there is an equilibrium relationship between capital formation and its determinants. The results also indicate that GDP and trade openness largely explain the pattern of capital formation in Libya. The findings and recommendations provide vital information relevant for policy formulation and implementation aimed to improve capital formation in Libya.

Keywords: ARDL, Bounds test, capital formation, Cointegration, Libya.

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Authors: Okwan Frank

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Maternal health outcome is one of the major population development challenges in Sub-Saharan Africa. The region has the highest maternal mortality ratio, despite the progressive economic growth in the region during the global economic crisis. It has been hypothesized that increase in economic growth will reduce the level of maternal mortality. The purpose of this study is to investigate the existence of the negative relationship between health outcome proxy by maternal mortality ratio and economic growth in Sub-Saharan Africa. The study used the Pooled Mean Group estimator of ARDL Autoregressive Distributed Lag (ARDL) and the Kao test for cointegration to examine the short-run and long-run relationship between maternal mortality and economic growth. The results of the cointegration test showed the existence of a long-run relationship between the variables considered for the study. The long-run result of the Pooled Mean group estimates confirmed the hypothesis of an inverse relationship between maternal health outcome proxy by maternal mortality ratio and economic growth proxy by Gross Domestic Product (GDP) per capita. Thus increasing economic growth by investing in the health care systems to reduce pregnancy and childbirth complications will help reduce maternal mortality in the sub-region.

Keywords: Economic growth, maternal mortality, pool mean group, Sub-Saharan Africa.

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Authors: H. Mahmood, M. W. Siddiqi, A. Iqbal, M. A. Tabassum

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This study examines the relationships between foreign aid, levels of schooling and democracy for Pakistan using the ARDL cointegration approach. The results of study provide strong evidence for fairly robust long run as well as short run relationships among these variables for the period 1973-2008. The results state that foreign aid and primary school enrollments have negative impact on democracy index and high school enrollments have positive impact on democracy index in Pakistan. The study suggests for promotion of education levels and relies on local resources instead of foreign aid for a good quality of political institutions in Pakistan.

Keywords: Cointegration, Democracy, Education, Foreign Aid

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Authors: L. L. Ivy-Yap, H. A. Bekhet

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As the Malaysian residential electricity consumption continued to increase rapidly, effective energy policies, which address factors affecting residential electricity consumption, is urgently needed. This study attempts to investigate the relationship between residential electricity consumption (EC), real disposable income (Y), price of electricity (Pe) and population (Po) in Malaysia for 1978-2011 period. Unlike previous studies on Malaysia, the current study focuses on the residential sector, a sector that is important for the contemplation of energy policy. The Phillips-Perron (P-P) unit root test is employed to infer the stationarity of each variable while the bound test is executed to determine the existence of co-integration relationship among the variables, modelled in an Autoregressive Distributed Lag (ARDL) framework. The CUSUM and CUSUM of squares tests are applied to ensure the stability of the model. The results suggest the existence of long-run equilibrium relationship and bidirectional Granger causality between EC and the macroeconomic variables. The empirical findings will help policy makers of Malaysia in developing new monitoring standards of energy consumption. As it is the major contributing factor in economic growth and CO₂ emission, there is a need for more proper planning in Malaysia to attain future targets in order to cut emissions.

Keywords: Co-integration, Elasticity, Granger causality, Malaysia, Residential electricity consumption.

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Authors: Vilma Deltuvaitė

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Comparisons of financial development across countries are central to answering many of the questions on factors leading to economic development. For this reason this study analyzes the implications of financial system’s development on country’s economic development. The aim of the article: to analyze the impact of financial system’s development on economic development. The following research methods were used: systemic, logical and comparative analysis of scientific literature, analysis of statistical data, time series model (Autoregressive Distributed Lag (ARDL) Model). The empirical results suggest about positive short and long term effect of stock market development on GDP per capita.

Keywords: Banking sector, economic development, financial system’s development, stock market, private bond market.

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Authors: Ivaylo I. Atanasov, Evelina N.Pencheva

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This paper presents a mark-up approach to service creation in Next Generation Networks. The approach allows deriving added value from network functions exposed by Parlay/OSA (Open Service Access) interfaces. With OSA interfaces service logic scripts might be executed both on callrelated and call-unrelated events. To illustrate the approach XMLbased language constructions for data and method definitions, flow control, time measuring and supervision and database access are given and an example of OSA application is considered.

Keywords: Service creation, mark-up approach.

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Authors: Yu-Jen Chang, Yun Chen, Hei-Lam Wong

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The Economic Lot Scheduling Problem (ELSP) is a valuable mathematical model that can support decision-makers to make scheduling decisions. The basic period approach is effective for solving the ELSP. The assumption for applying the basic period approach is that a product must use its maximum production rate to be produced. However, a product can lower its production rate to reduce the average total cost when a facility has extra idle time. The past researches discussed how a product adjusts its production rate under the common cycle approach. To the best of our knowledge, no studies have addressed how a product lowers its production rate under the basic period approach. This research is the first paper to discuss this topic. The research develops a simple fixed rate approach that adjusts the production rate of a product under the basic period approach to solve the ELSP. Our numerical example shows our approach can find a better solution than the traditional basic period approach. Our mathematical model that applies the fixed rate approach under the basic period approach can serve as a reference for other related researches.

Keywords: Economic Lot, Basic Period, Genetic Algorithm, Fixed Rate.

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Authors: Jingyu Hou

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This paper proposes a new teaching and learning approach-project and module based teaching and learning (PMBTL). The PMBTL approach incorporates the merits of project/problem based and module based learning methods, and overcomes the limitations of these methods. The correlation between teaching, learning, practice and assessment is emphasized in this approach, and new methods have been proposed accordingly. The distinct features of these new methods differentiate the PMBTL approach from conventional teaching approaches. Evaluation of this approach on practical teaching and learning activities demonstrates the effectiveness and stability of the approach in improving the performance and quality of teaching and learning. The approach proposed in this paper is also intuitive to the design of other teaching units. 

Keywords: Computer science education, project and module based, software engineering.

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Authors: Wong Hock Tsen

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This study aims to investigate the impact of exchange rate volatility on real export in Malaysia. The moving standard deviation with order three (MSD(3)) is used for the measurement of exchange rate volatility. The conventional and partially asymmetric autoregressive distributed lag (ARDL) models are used in the estimations. This study finds exchange rate volatility to have significant impact on real total export and some sub-categories of real total export. Moreover, this study finds that the positive or negative exchange rate volatility tends to have positive or negative impact on real export. Exchange rate volatility can be harmful to export of Malaysia.

Keywords: Exchange rate volatility, autoregressive distributed lag, export, Malaysia.

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Authors: A. Melouah, H. Merouani

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A new Markovianity approach is introduced in this paper. This approach reduces the response time of classic Markov Random Fields approach. First, one region is determinated by a clustering technique. Then, this region is excluded from the study. The remaining pixel form the study zone and they are selected for a Markovianity segmentation task. With Selective Markovianity approach, segmentation process is faster than classic one.

Keywords: Markovianity, response time, segmentation, study zone.

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Authors: H. A. Bekhet, T. Yasmin

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The aim of this paper is to examine the relationship among CO₂ per capita emissions, energy consumption, economic growth and bilateral trade between Singapore and Malaysia for the 1970-2011 period. ARDL model and Granger causality tests are employed for the analysis.  Results of bound F-statistics suggest that long-run  relationship exists between CO₂ per capita (PCO₂) and its determinants. The EKC hypothesis is not supported in Malaysia. Carbon emissions are mainly determined by energy consumption in the short and long run. While, exports to Singapore is a significant variable in explaining PCO₂ emissions in Malaysia in long-run. Furthermore, we find a unidirectional causal relationship running from economic growth to PCO₂ emissions.

Keywords: ADRL Bound Test, Bilateral trade, CO2 emission, Environmental Kuznets Curve, Energy consumption, Malaysia.

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Authors: Y. Tiamaz, N. Souissi

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The purpose of this paper is to present a classification of Lean models which aims to capture all the concepts related to this approach and thus facilitate its implementation. This classification allows the identification of the most relevant models according to several dimensions. From this perspective, we present a review and an analysis of Lean models literature and we propose dimensions for the classification of the current proposals while respecting among others the axes of the Lean approach, the maturity of the models as well as their application domains. This classification allowed us to conclude that researchers essentially consider the Lean approach as a toolbox also they design their models to solve problems related to a specific environment. Since Lean approach is no longer intended only for the automotive sector where it was invented, but to all fields (IT, Hospital, ...), we consider that this approach requires a generic model that is capable of being implemented in all areas.

Keywords: Lean approach, lean models, classification, dimensions, holistic view.

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Authors: Jebari Chaker, Ounelli Habib

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In this paper we propose a new approach for flexible document categorization according to the document type or genre instead of topic. Our approach implements two homogenous classifiers: contextual classifier and logical classifier. The contextual classifier is based on the document URL, whereas, the logical classifier use the logical structure of the document to perform the categorization. The final categorization is obtained by combining contextual and logical categorizations. In our approach, each document is assigned to all predefined categories with different membership degrees. Our experiments demonstrate that our approach is best than other genre categorization approaches.

Keywords: Categorization, combination, flexible, logicalstructure, genre, category, URL.

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Authors: Wang Xingbo

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Computation of determinant in the form |I-X| is primary and fundamental because it can help to compute many other determinants. This article puts forward a time-reducible approach to compute determinant |I-X|. The approach is derived from the Newton’s identity and its time complexity is no more than that to compute the eigenvalues of the square matrix X. Mathematical deductions and numerical example are presented in detail for the approach. By comparison with classical approaches the new approach is proved to be superior to the classical ones and it can naturally reduce the computational time with the improvement of efficiency to compute eigenvalues of the square matrix.

Keywords: Algorithm, determinant, computation, eigenvalue, time complexity.

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Authors: Mohammad H. Almomani, Rosmanjawati Abdul Rahman

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In this paper, we consider the effect of the initial sample size on the performance of a sequential approach that used in selecting a good enough simulated system, when the number of alternatives is very large. We implement a sequential approach on M=M=1 queuing system under some parameter settings, with a different choice of the initial sample sizes to explore the impacts on the performance of this approach. The results show that the choice of the initial sample size does affect the performance of our selection approach.

Keywords: Ranking and Selection, Ordinal Optimization, Optimal Computing Budget Allocation, Subset Selection, Indifference-Zone, Initial Sample Size.

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Authors: Jebari Chaker, Ounalli Habib

Abstract:

This paper presents a new approach for automatic document categorization. Exploiting the logical structure of the document, our approach assigns a HTML document to one or more categories (thesis, paper, call for papers, email, ...). Using a set of training documents, our approach generates a set of rules used to categorize new documents. The approach flexibility is carried out with rule weight association representing your importance in the discrimination between possible categories. This weight is dynamically modified at each new document categorization. The experimentation of the proposed approach provides satisfactory results.

Keywords: categorization rule, document categorization, flexible categorization, logical structure.

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Authors: Tsuyoshi Okita, Tatsuya Niwa

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For a given specific problem an efficient algorithm has been the matter of study. However, an alternative approach orthogonal to this approach comes out, which is called a reduction. In general for a given specific problem this reduction approach studies how to convert an original problem into subproblems. This paper proposes a formal modeling language to support this reduction approach. We show three examples from the wide area of learning problems. The benefit is a fast prototyping of algorithms for a given new problem.

Keywords: Formal language, statistical inference problem, reduction.

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Authors: B. Glumac, Q. Han, W. Schaefer

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Purpose of this paper is two-folded. At first it explains the major problems that are causing stagnation in brownfield redevelopment. In addition, these problems given the context of the present multi-actor built environment are becoming more complex to observe. Therefore, this paper suggests also a prospective decisionmaking approach that is the most appropriate to observe and react on the given stagnation problems. Such an approach should be regarded as prescriptive-interactive decision-making approach, a barely established branch. This approach should offer models that have prescriptive as well as an interactive component enabling them to successfully cope with the multi-actor environment. Overall, this paper provides up-to-date insight on the brownfield stagnation by gradually introducing the nowadays major problems and offers a prospective decision-making approach how these problems could be tackled.

Keywords: BR, decision-making approach, stagnation, the Netherlands.

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Authors: S. Soommat, S. Patamatamkul, T. Prempridi, M. Sritulyachot, P. Ineure, S. Yimman

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Currently, slider process of Hard Disk Drive Industry become more complex, defective diagnosis for yield improvement becomes more complicated and time-consumed. Manufacturing data analysis with data mining approach is widely used for solving that problem. The existing mining approach from combining of the KMean clustering, the machine oriented Kruskal-Wallis test and the multivariate chart were applied for defective diagnosis but it is still be a semiautomatic diagnosis system. This article aims to modify an algorithm to support an automatic decision for the existing approach. Based on the research framework, the new approach can do an automatic diagnosis and help engineer to find out the defective factors faster than the existing approach about 50%.

Keywords: Slider process, Defective diagnosis and Data mining.

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Authors: Didier Casner, Jean Renaud, Remy Houssin, Dominique Knittel

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In this paper, a novel approach for the multidisciplinary design optimization (MDO) of complex mechatronic systems. This approach, which is a part of a global project aiming to include the MDO aspect inside an innovative design process. As a first step, the paper considers the MDO as a redesign approach which is limited to the parametric optimization. After defining and introducing the different keywords, the proposed method which is based on the V-Model which is commonly used in mechatronics.

Keywords: mechatronics, Multidisciplinary Design Optimization (MDO), multiobjective optimization, engineering design.

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Authors: E. Ramaraj, A. Padmapriya

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In large Internet backbones, Service Providers typically have to explicitly manage the traffic flows in order to optimize the use of network resources. This process is often referred to as Traffic Engineering (TE). Common objectives of traffic engineering include balance traffic distribution across the network and avoiding congestion hot spots. Raj P H and SVK Raja designed the Bayesian network approach to identify congestion hors pots in MPLS. In this approach for every node in the network the Conditional Probability Distribution (CPD) is specified. Based on the CPD the congestion hot spots are identified. Then the traffic can be distributed so that no link in the network is either over utilized or under utilized. Although the Bayesian network approach has been implemented in operational networks, it has a number of well known scaling issues. This paper proposes a new approach, which we call the Pragati (means Progress) Node Popularity (PNP) approach to identify the congestion hot spots with the network topology alone. In the new Pragati Node Popularity approach, IP routing runs natively over the physical topology rather than depending on the CPD of each node as in Bayesian network. We first illustrate our approach with a simple network, then present a formal analysis of the Pragati Node Popularity approach. Our PNP approach shows that for any given network of Bayesian approach, it exactly identifies the same result with minimum efforts. We further extend the result to a more generic one: for any network topology and even though the network is loopy. A theoretical insight of our result is that the optimal routing is always shortest path routing with respect to some considerations of hot spots in the networks.

Keywords: Conditional Probability Distribution, Congestion hotspots, Operational Networks, Traffic Engineering.

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Authors: Jamal Fathi Abu Hasna

Abstract:

There are two common methodologies to verify signatures: the functional approach and the parametric approach. This paper presents a new approach for dynamic handwritten signature verification (HSV) using the Neural Network with verification by the Conjugate Gradient Neural Network (NN). It is yet another avenue in the approach to HSV that is found to produce excellent results when compared with other methods of dynamic. Experimental results show the system is insensitive to the order of base-classifiers and gets a high verification ratio.

Keywords: Signature Verification, MATLAB Software, Conjugate Gradient, Segmentation, Skilled Forgery, and Genuine.

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Authors: Victoria Konidari, Yvan Abernot

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This paper seeks to explore the actual classroom setting, to examine its role for students- learning, and attitude in the class. It presents a theoretical approach of the classroom as system to be explored and examines the concrete reality of Greek secondary education students, under the light of the above approach. Based on the findings of a quantitative and qualitative research, authors propose a rather ontological approach of the classroom and underline what the key-elements for such approach should be. The paper explores extensively the theoretical dimensions for the change of paradigm required and addresses the new issues to be considered.

Keywords: Group, class, collective subject, field, temporality, ontology.

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Authors: K.V. Sridhar, Varun Gunnala, K.S.R Krishna Prasad

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In this paper three basic approaches and different methods under each of them for extracting region of interest (ROI) from stationary images are explored. The results obtained for each of the proposed methods are shown, and it is demonstrated where each method outperforms the other. Two main problems in ROI extraction: the channel selection problem and the saliency reversal problem are discussed and how best these two are addressed by various methods is also seen. The basic approaches are 1) Saliency based approach 2) Wavelet based approach 3) Clustering based approach. The saliency approach performs well on images containing objects of high saturation and brightness. The wavelet based approach performs well on natural scene images that contain regions of distinct textures. The mean shift clustering approach partitions the image into regions according to the density distribution of pixel intensities. The experimental results of various methodologies show that each technique performs at different acceptable levels for various types of images.

Keywords: clustering, ROI, saliency, wavelets.

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Authors: Zehra Sultan

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The study is based on the Task-based Language Teaching (TBLT) approach which is found to be very effective in the EFL/ESL classroom. This approach engages learners to acquire the usage of authentic language skills by interacting with the real world through a sequence of pedagogical tasks. The use of technology enhances the effectiveness of this approach. This study throws light on the historical background of TBLT, and its efficacy in the EFL /ESL classroom. In addition, this study precisely talks about the implementation of this approach in the General Foundation Program (GFP) of Muscat College, Oman. It furnishes the list of the pedagogical tasks embedded in the language curriculum of the GFP which are skillfully allied to the College graduate attributes. Moreover, the study also discusses the challenges pertaining to this approach from the point of view of teachers, students and its classroom application. Additionally, the operational success of this methodology is gauged through formative assessments of the GFP which is apparent in the students’ progress.

Keywords: Task-based language teaching, authentic language, communicative approach, real world activities, ESL/EFL activities.

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