Search results for: Binary logistic model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7706

Search results for: Binary logistic model

7496 An Approach for Reducing the Computational Complexity of LAMSTAR Intrusion Detection System using Principal Component Analysis

Authors: V. Venkatachalam, S. Selvan

Abstract:

The security of computer networks plays a strategic role in modern computer systems. Intrusion Detection Systems (IDS) act as the 'second line of defense' placed inside a protected network, looking for known or potential threats in network traffic and/or audit data recorded by hosts. We developed an Intrusion Detection System using LAMSTAR neural network to learn patterns of normal and intrusive activities, to classify observed system activities and compared the performance of LAMSTAR IDS with other classification techniques using 5 classes of KDDCup99 data. LAMSAR IDS gives better performance at the cost of high Computational complexity, Training time and Testing time, when compared to other classification techniques (Binary Tree classifier, RBF classifier, Gaussian Mixture classifier). we further reduced the Computational Complexity of LAMSTAR IDS by reducing the dimension of the data using principal component analysis which in turn reduces the training and testing time with almost the same performance.

Keywords: Binary Tree Classifier, Gaussian Mixture, IntrusionDetection System, LAMSTAR, Radial Basis Function.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1697
7495 A Novel Approach to Asynchronous State Machine Modeling on Multisim for Avoiding Function Hazards

Authors: L. Parisi, D. Hamili, N. Azlan

Abstract:

The aim of this study was to design and simulate a particular type of Asynchronous State Machine (ASM), namely a ‘traffic light controller’ (TLC), operated at a frequency of 0.5 Hz. The design task involved two main stages: firstly, designing a 4-bit binary counter using J-K flip flops as the timing signal and, subsequently, attaining the digital logic by deploying ASM design process. The TLC was designed such that it showed a sequence of three different colours, i.e. red, yellow and green, corresponding to set thresholds by deploying the least number of AND, OR and NOT gates possible. The software Multisim was deployed to design such circuit and simulate it for circuit troubleshooting in order for it to display the output sequence of the three different colours on the traffic light in the correct order. A clock signal, an asynchronous 4- bit binary counter that was designed through the use of J-K flip flops along with an ASM were used to complete this sequence, which was programmed to be repeated indefinitely. Eventually, the circuit was debugged and optimized, thus displaying the correct waveforms of the three outputs through the logic analyser. However, hazards occurred when the frequency was increased to 10 MHz. This was attributed to delays in the feedback being too high.

Keywords: Asynchronous State Machine, Traffic Light Controller, Circuit Design, Digital Electronics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3196
7494 Scalable Systolic Multiplier over Binary Extension Fields Based on Two-Level Karatsuba Decomposition

Authors: Chiou-Yng Lee, Wen-Yo Lee, Chieh-Tsai Wu, Cheng-Chen Yang

Abstract:

Shifted polynomial basis (SPB) is a variation of polynomial basis representation. SPB has potential for efficient bit level and digi -level implementations of multiplication over binary extension fields with subquadratic space complexity. For efficient implementation of pairing computation with large finite fields, this paper presents a new SPB multiplication algorithm based on Karatsuba schemes, and used that to derive a novel scalable multiplier architecture. Analytical results show that the proposed multiplier provides a trade-off between space and time complexities. Our proposed multiplier is modular, regular, and suitable for very large scale integration (VLSI) implementations. It involves less area complexity compared to the multipliers based on traditional decomposition methods. It is therefore, more suitable for efficient hardware implementation of pairing based cryptography and elliptic curve cryptography (ECC) in constraint driven applications.

Keywords: Digit-serial systolic multiplier, elliptic curve cryptography (ECC), Karatsuba algorithm (KA), shifted polynomial basis (SPB), pairing computation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2026
7493 Competitors’ Influence Analysis of a Retailer by Using Customer Value and Huff’s Gravity Model

Authors: Yepeng Cheng, Yasuhiko Morimoto

Abstract:

Customer relationship analysis is vital for retail stores, especially for supermarkets. The point of sale (POS) systems make it possible to record the daily purchasing behaviors of customers as an identification point of sale (ID-POS) database, which can be used to analyze customer behaviors of a supermarket. The customer value is an indicator based on ID-POS database for detecting the customer loyalty of a store. In general, there are many supermarkets in a city, and other nearby competitor supermarkets significantly affect the customer value of customers of a supermarket. However, it is impossible to get detailed ID-POS databases of competitor supermarkets. This study firstly focused on the customer value and distance between a customer's home and supermarkets in a city, and then constructed the models based on logistic regression analysis to analyze correlations between distance and purchasing behaviors only from a POS database of a supermarket chain. During the modeling process, there are three primary problems existed, including the incomparable problem of customer values, the multicollinearity problem among customer value and distance data, and the number of valid partial regression coefficients. The improved customer value, Huff’s gravity model, and inverse attractiveness frequency are considered to solve these problems. This paper presents three types of models based on these three methods for loyal customer classification and competitors’ influence analysis. In numerical experiments, all types of models are useful for loyal customer classification. The type of model, including all three methods, is the most superior one for evaluating the influence of the other nearby supermarkets on customers' purchasing of a supermarket chain from the viewpoint of valid partial regression coefficients and accuracy.

Keywords: Customer value, Huff's Gravity Model, POS, retailer.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 544
7492 An Improved Method on Static Binary Analysis to Enhance the Context-Sensitive CFI

Authors: Qintao Shen, Lei Luo, Jun Ma, Jie Yu, Qingbo Wu, Yongqi Ma, Zhengji Liu

Abstract:

Control Flow Integrity (CFI) is one of the most promising technique to defend Code-Reuse Attacks (CRAs). Traditional CFI Systems and recent Context-Sensitive CFI use coarse control flow graphs (CFGs) to analyze whether the control flow hijack occurs, left vast space for attackers at indirect call-sites. Coarse CFGs make it difficult to decide which target to execute at indirect control-flow transfers, and weaken the existing CFI systems actually. It is an unsolved problem to extract CFGs precisely and perfectly from binaries now. In this paper, we present an algorithm to get a more precise CFG from binaries. Parameters are analyzed at indirect call-sites and functions firstly. By comparing counts of parameters prepared before call-sites and consumed by functions, targets of indirect calls are reduced. Then the control flow would be more constrained at indirect call-sites in runtime. Combined with CCFI, we implement our policy. Experimental results on some popular programs show that our approach is efficient. Further analysis show that it can mitigate COOP and other advanced attacks.

Keywords: Contex-sensitive, CFI, binary analysis, code reuse attack.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 899
7491 Fuzzy Mathematical Morphology approach in Image Processing

Authors: Yee Yee Htun, Dr. Khaing Khaing Aye

Abstract:

Morphological operators transform the original image into another image through the interaction with the other image of certain shape and size which is known as the structure element. Mathematical morphology provides a systematic approach to analyze the geometric characteristics of signals or images, and has been applied widely too many applications such as edge detection, objection segmentation, noise suppression and so on. Fuzzy Mathematical Morphology aims to extend the binary morphological operators to grey-level images. In order to define the basic morphological operations such as fuzzy erosion, dilation, opening and closing, a general method based upon fuzzy implication and inclusion grade operators is introduced. The fuzzy morphological operations extend the ordinary morphological operations by using fuzzy sets where for fuzzy sets, the union operation is replaced by a maximum operation, and the intersection operation is replaced by a minimum operation. In this work, it consists of two articles. In the first one, fuzzy set theory, fuzzy Mathematical morphology which is based on fuzzy logic and fuzzy set theory; fuzzy Mathematical operations and their properties will be studied in details. As a second part, the application of fuzziness in Mathematical morphology in practical work such as image processing will be discussed with the illustration problems.

Keywords: Binary Morphological, Fuzzy sets, Grayscalemorphology, Image processing, Mathematical morphology.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3206
7490 Clustering Categorical Data Using the K-Means Algorithm and the Attribute’s Relative Frequency

Authors: Semeh Ben Salem, Sami Naouali, Moetez Sallami

Abstract:

Clustering is a well known data mining technique used in pattern recognition and information retrieval. The initial dataset to be clustered can either contain categorical or numeric data. Each type of data has its own specific clustering algorithm. In this context, two algorithms are proposed: the k-means for clustering numeric datasets and the k-modes for categorical datasets. The main encountered problem in data mining applications is clustering categorical dataset so relevant in the datasets. One main issue to achieve the clustering process on categorical values is to transform the categorical attributes into numeric measures and directly apply the k-means algorithm instead the k-modes. In this paper, it is proposed to experiment an approach based on the previous issue by transforming the categorical values into numeric ones using the relative frequency of each modality in the attributes. The proposed approach is compared with a previously method based on transforming the categorical datasets into binary values. The scalability and accuracy of the two methods are experimented. The obtained results show that our proposed method outperforms the binary method in all cases.

Keywords: Clustering, k-means, categorical datasets, pattern recognition, unsupervised learning, knowledge discovery.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3490
7489 Phase Behavior of CO2 and CH4 Hydrate in Porous Media

Authors: Seong-Pil Kang, Ho-Jung Ryu, Yongwon Seo

Abstract:

Hydrate phase equilibria for the binary CO2+water and CH4+water mixtures in silica gel pore of nominal diameters 6, 30, and 100 nm were measured and compared with the calculated results based on van der Waals and Platteeuw model. At a specific temperature, three-phase hydrate-water-vapor (HLV) equilibrium curves for pore hydrates were shifted to the higher-pressure condition depending on pore sizes when compared with those of bulk hydrates. Notably, hydrate phase equilibria for the case of 100 nominal nm pore size were nearly identical with those of bulk hydrates. The activities of water in porous silica gels were modified to account for capillary effect, and the calculation results were generally in good agreement with the experimental data. The structural characteristics of gas hydrates in silica gel pores were investigated through NMR spectroscopy.

Keywords: CO2, CH4, gas hydrate, equilibria.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2393
7488 A Generalised Relational Data Model

Authors: Georgia Garani

Abstract:

A generalised relational data model is formalised for the representation of data with nested structure of arbitrary depth. A recursive algebra for the proposed model is presented. All the operations are formally defined. The proposed model is proved to be a superset of the conventional relational model (CRM). The functionality and validity of the model is shown by a prototype implementation that has been undertaken in the functional programming language Miranda.

Keywords: nested relations, recursive algebra, recursive nested operations, relational data model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1516
7487 Effects of Polyvictimization in Suicidal Ideation among Children and Adolescents in Chile

Authors: Oscar E. Cariceo

Abstract:

In Chile, there is a lack of evidence about the impact of polyvictimization on the emergence of suicidal thoughts among children and young people. Thus, this study aims to explore the association between the episodes of polyvictimization suffered by Chilean children and young people and the manifestation of signs related to suicidal tendencies. To achieve this purpose, secondary data from the First Polyvictimization Survey on Children and Adolescents of 2017 were analyzed, and a binomial logistic regression model was applied to establish the probability that young people are experiencing suicidal ideation episodes. The main findings show that women between the ages of 13 and 15 years, who are in seventh grade and second in subsidized schools, are more likely to express suicidal ideas, which increases if they have suffered different types of victimization, particularly physical violence, psychological aggression, and sexual abuse.

Keywords: Chile, polyvictimization, suicidal ideation, youth.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 546
7486 Determinants of Never Users of Contraception – Results from Pakistan Demographic and Health Survey 2012-13

Authors: Arsalan Jabbar, Wajiha Javed, Nelofer Mehboob, Zahid Memon

Abstract:

Introduction: There are multiple social, individual and cultural factors that influence an individual’s decision to adopt family planning methods especially among non-users in patriarchal societies like Pakistan. Non-users, if targeted efficiently, can contribute significantly to country’s CPR. A research study showed that nonusers if convinced to adopt lactational amenorrhea method can shift to long term methods in future. Research shows that if non users are targeted efficiently a 59% reduction in unintended pregnancies in Saharan Africa and South-Central and South-East Asia is anticipated. Methods: We did secondary data analysis on Pakistan Demographic Heath Survey (2012-13) dataset. Use of contraception (never-use/ever-use) was the outcome variable. At univariate level Chi-square/Fisher Exact test was used to assess relationship of baseline covariates with contraception use. Then variables to be incorporated in the model were checked for multicollinearity, confounding and interaction. Then binary logistic regression (with an urban-rural stratification) was done to find relationship between contraception use and baseline demographic and social variables. Results: The multivariate analyses of the study showed that younger women (≤ 29 years)were more prone to be never users as compared to those who were >30 years and this trend was seen in urban areas (AOR 1.92, CI 1.453-2.536) as well as rural areas (AOR 1.809, CI 1.421-2.303). While looking at regional variation, women from urban Sindh (AOR 1.548, CI 1.142-2.099) and urban Balochistan (AOR 2.403, CI 1.504-3.839) had more never users as compared to other urban regions. Women in the rich wealth quintile were more never users and this was seen both in urban and rural localities (urban (AOR 1.106 CI .753-1.624); rural areas (AOR 1.162, CI .887-1.524)) even though these were not statistically significant. Women idealizing more children (>4) are more never users as compared to those idealizing less children in both urban (AOR 1.854, CI 1.275-2.697) and rural areas (AOR 2.101, CI 1.514-2.916). Women who never lost a pregnancy were more inclined to be nonusers in rural areas (AOR 1.394, CI 1.127-1.723) .Women familiar with only traditional or no method had more never users in rural areas (AOR 1.717, CI 1.127-1.723) but in urban areas it wasn’t significant. Women unaware of Lady Health Worker’s presence in their area were more never users especially in rural areas (AOR 1.276, CI 1.014-1.607). Women who did not visit any care provider were more never users (urban (AOR 11.738, CI 9.112-15.121) rural areas (AOR 7.832, CI 6.243-9.826)). Discussion/Conclusion: This study concluded that government, policy makers and private sector family planning programs should focus on the untapped pool of never users (younger women from underserved provinces, in higher wealth quintiles, who desire more children.). We need to make sure to cover catchment areas where there are less LHWs and less providers as ignorance to modern methods and never been visited by an LHW are important determinants of never use. This all is in sync with previous literate from similar developing countries.

Keywords: Contraception, Demographic and Health Survey, Family Planning, Never users.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2110
7485 Exploring the Determinants for Successful Collaboration of SMEs

Authors: Heeyong Noh, Sungjoo Lee

Abstract:

The goal of this research is discovering the determinants of the success or failure of external cooperation in small and medium enterprises (SMEs). For this, a survey was given to 190 SMEs that experienced external cooperation within the last 3 years. A logistic regression model was used to derive organizational or strategic characteristics that significantly influence whether external collaboration of domestic SMEs is successful or not. Results suggest that research and development (R&D) features in general characteristics (both idea creation and discovering market opportunities) that focused on and emphasized indirected-market stakeholders (such as complementary companies and affiliates) and strategies in innovative strategic characteristics raise the probability of successful external cooperation. This can be used meaningfully to build a policy or strategy for inducing successful external cooperation or to understand the innovation of SMEs.

Keywords: External collaboration, Innovation strategy, Logisticregression, SMEs.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2114
7484 Measurement and Prediction of Speed of Sound in Petroleum Fluids

Authors: S. Ghafoori, A. Al-Harbi, B. Al-Ajmi, A. Al-Shaalan, A. Al-Ajmi, M. Ali Juma

Abstract:

Seismic methods play an important role in the exploration for hydrocarbon reservoirs. However, the success of the method depends strongly on the reliability of the measured or predicted information regarding the velocity of sound in the media. Speed of sound has been used to study the thermodynamic properties of fluids. In this study, experimental data are reported and analyzed on the speed of sound in toluene and octane binary mixture. Three-factor three-level Box-Benhkam design is used to determine the significance of each factor, the synergetic effects of the factors, and the most significant factors on speed of sound. The developed mathematical model and statistical analysis provided a critical analysis of the simultaneous interactive effects of the independent variables indicating that the developed quadratic models were highly accurate and predictive.

Keywords: Experimental design, octane, speed of sound, toluene.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1345
7483 Selection of Designs in Ordinal Regression Models under Linear Predictor Misspecification

Authors: Ishapathik Das

Abstract:

The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: Model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 951
7482 Behavior Model Mapping and Transformation using Model-Driven Architecture

Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe

Abstract:

Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Keywords: MDA; PIM, PSM, QVT, Model Transformation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1698
7481 Estimation of Critical Period for Weed Control in Corn in Iran

Authors: Sohrab Mahmoodi, Ali Rahimi

Abstract:

The critical period for weed control (CPWC) is the period in the crop growth cycle during which weeds must be controlled to prevent unacceptable yield losses. Field studies were conducted in 2005 and 2006 in the University of Birjand at the south east of Iran to determine CPWC of corn using a randomized complete block design with 14 treatments and four replications. The treatments consisted of two different periods of weed interference, a critical weed-free period and a critical time of weed removal, were imposed at V3, V6, V9, V12, V15, and R1 (based on phonological stages of corn development) with a weedy check and a weed-free check. The CPWC was determined with the use of 2.5, 5, 10, 15 and 20% acceptable yield loss levels by non-linear Regression method and fitting Logistic and Gompertz nonlinear equations to relative yield data. The CPWC of corn was from 5- to 15-leaf stage (19-55 DAE) to prevent yield losses of 5%. This period to prevent yield losses of 2.5, 10 and 20% was 4- to 17-leaf stage (14-59 DAE), 6- to 12-leaf stage (25-47 DAE) and 8- to 9-leaf stage (31-36 DAE) respectively. The height and leaf area index of corn were significantly decreased by weed competition in both weed free and weed infested treatments (P<0.01). Results also showed that there was a significant positive correlation between yield and LAI of corn at silk stage when competing with weeds (r= 0.97).

Keywords: Corn, Critical period, Gompertz, Logistic, Weed control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1986
7480 Text Retrieval Relevance Feedback Techniques for Bag of Words Model in CBIR

Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER

Abstract:

The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.

Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2065
7479 A Simple Deterministic Model for the Spread of Leptospirosis in Thailand

Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee

Abstract:

In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.

Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1914
7478 Kinetic Study of Gluconic Acid Batch Fermentation by Aspergillus niger

Authors: Akbarningrum Fatmawati, Rudy Agustriyanto, Lindawati

Abstract:

Gluconic acid is one of interesting chemical products in industries such as detergents, leather, photographic, textile, and especially in food and pharmaceutical industries. Fermentation is an advantageous process to produce gluconic acid. Mathematical modeling is important in the design and operation of fermentation process. In fact, kinetic data must be available for modeling. The kinetic parameters of gluconic acid production by Aspergillus niger in batch culture was studied in this research at initial substrate concentration of 150, 200 and 250 g/l. The kinetic models used were logistic equation for growth, Luedeking-Piret equation for gluconic acid formation, and Luedeking-Piret-like equation for glucose consumption. The Kinetic parameters in the model were obtained by minimizing non linear least squares curve fitting.

Keywords: Aspergillus niger, fermentation, gluconic acid, kinetic.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2648
7477 Application the Queuing Theory in the Warehouse Optimization

Authors: Jaroslav Masek, Juraj Camaj, Eva Nedeliakova

Abstract:

The aim of optimization of store management is not only designing the situation of store management itself including its equipment, technology and operation. In optimization of store management we need to consider also synchronizing of technological, transport, store and service operations throughout the whole process of logistic chain in such a way that a natural flow of material from provider to consumer will be achieved the shortest possible way, in the shortest possible time in requested quality and quantity and with minimum costs. The paper deals with the application of the queuing theory for optimization of warehouse processes. The first part refers to common information about the problematic of warehousing and using mathematical methods for logistics chains optimization. The second part refers to preparing a model of a warehouse within queuing theory. The conclusion of the paper includes two examples of using queuing theory in praxis.

Keywords: Queuing theory, logistics system, mathematical methods, warehouse optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6485
7476 Parametric Approach for Reserve Liability Estimate in Mortgage Insurance

Authors: Rajinder Singh, Ram Valluru

Abstract:

Chain Ladder (CL) method, Expected Loss Ratio (ELR) method and Bornhuetter-Ferguson (BF) method, in addition to more complex transition-rate modeling, are commonly used actuarial reserving methods in general insurance. There is limited published research about their relative performance in the context of Mortgage Insurance (MI). In our experience, these traditional techniques pose unique challenges and do not provide stable claim estimates for medium to longer term liabilities. The relative strengths and weaknesses among various alternative approaches revolve around: stability in the recent loss development pattern, sufficiency and reliability of loss development data, and agreement/disagreement between reported losses to date and ultimate loss estimate. CL method results in volatile reserve estimates, especially for accident periods with little development experience. The ELR method breaks down especially when ultimate loss ratios are not stable and predictable. While the BF method provides a good tradeoff between the loss development approach (CL) and ELR, the approach generates claim development and ultimate reserves that are disconnected from the ever-to-date (ETD) development experience for some accident years that have more development experience. Further, BF is based on subjective a priori assumption. The fundamental shortcoming of these methods is their inability to model exogenous factors, like the economy, which impact various cohorts at the same chronological time but at staggered points along their life-time development. This paper proposes an alternative approach of parametrizing the loss development curve and using logistic regression to generate the ultimate loss estimate for each homogeneous group (accident year or delinquency period). The methodology was tested on an actual MI claim development dataset where various cohorts followed a sigmoidal trend, but levels varied substantially depending upon the economic and operational conditions during the development period spanning over many years. The proposed approach provides the ability to indirectly incorporate such exogenous factors and produce more stable loss forecasts for reserving purposes as compared to the traditional CL and BF methods.

Keywords: Actuarial loss reserving techniques, logistic regression, parametric function, volatility.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 366
7475 Effective Traffic Lights Recognition Method for Real Time Driving Assistance Systemin the Daytime

Authors: Hyun-Koo Kim, Ju H. Park, Ho-Youl Jung

Abstract:

This paper presents an effective traffic lights recognition method at the daytime. First, Potential Traffic Lights Detector (PTLD) use whole color source of YCbCr channel image and make each binary image of green and red traffic lights. After PTLD step, Shape Filter (SF) use to remove noise such as traffic sign, street tree, vehicle, and building. At this time, noise removal properties consist of information of blobs of binary image; length, area, area of boundary box, etc. Finally, after an intermediate association step witch goal is to define relevant candidates region from the previously detected traffic lights, Adaptive Multi-class Classifier (AMC) is executed. The classification method uses Haar-like feature and Adaboost algorithm. For simulation, we are implemented through Intel Core CPU with 2.80 GHz and 4 GB RAM and tested in the urban and rural roads. Through the test, we are compared with our method and standard object-recognition learning processes and proved that it reached up to 94 % of detection rate which is better than the results achieved with cascade classifiers. Computation time of our proposed method is 15 ms.

Keywords: Traffic Light Detection, Multi-class Classification, Driving Assistance System, Haar-like Feature, Color SegmentationMethod, Shape Filter

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2734
7474 The Reproducibility and Repeatability of Modified Likelihood Ratio for Forensics Handwriting Examination

Authors: O. Abiodun Adeyinka, B. Adeyemo Adesesan

Abstract:

The forensic use of handwriting depends on the analysis, comparison, and evaluation decisions made by forensic document examiners. When using biometric technology in forensic applications, it is necessary to compute Likelihood Ratio (LR) for quantifying strength of evidence under two competing hypotheses, namely the prosecution and the defense hypotheses wherein a set of assumptions and methods for a given data set will be made. It is therefore important to know how repeatable and reproducible our estimated LR is. This paper evaluated the accuracy and reproducibility of examiners' decisions. Confidence interval for the estimated LR were presented so as not get an incorrect estimate that will be used to deliver wrong judgment in the court of Law. The estimate of LR is fundamentally a Bayesian concept and we used two LR estimators, namely Logistic Regression (LoR) and Kernel Density Estimator (KDE) for this paper. The repeatability evaluation was carried out by retesting the initial experiment after an interval of six months to observe whether examiners would repeat their decisions for the estimated LR. The experimental results, which are based on handwriting dataset, show that LR has different confidence intervals which therefore implies that LR cannot be estimated with the same certainty everywhere. Though the LoR performed better than the KDE when tested using the same dataset, the two LR estimators investigated showed a consistent region in which LR value can be estimated confidently. These two findings advance our understanding of LR when used in computing the strength of evidence in handwriting using forensics.

Keywords: Logistic Regression LoR, Kernel Density Estimator KDE, Handwriting, Confidence Interval, Repeatability, Reproducibility.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 411
7473 Potential of Tourism Logistic Service Business in the Border Areas of Chong Anma, Chong Sa-Ngam, and Chong Jom Checkpoints in Thailand to Increase Competitive Efficiency among the ASEAN Community

Authors: Pariwat Somnuek

Abstract:

This study focused on tourism logistic services in the border areas of Thailand by an analysis and comparison of the opinions of tourists, villagers, and entrepreneurs of these services. Sample representatives of this study were a total of 600 villagers and 15 entrepreneurs in the three border areas consisting of Chong Anma, Chong Sa-Ngam, and Chong Jom checkpoints. For methodology, survey questionnaires, situation analysis, TOWS matrix, and focus group discussions were used for data collection, as well as descriptive analysis and statistics such as arithmetic means and standard deviations, were employed for data analysis. The findings revealed that business potential was at the medium level and entrepreneurs were satisfied with their turnovers. However, perspectives of transportation and tourism services provided for tourists need to be immediately improved. Recommendations for the potential development included promotion of border tourism destinations and foreign investments into accommodation, restaurants, and transport, as well as the establishment of business networks between Thailand and Cambodia, along with the introduction of new tourism destinations by co-operation between entrepreneurs in both countries. These initiatives may lead to increased visitors, collaboration of security offices, and an improved image of tourism security.

Keywords: Business potential, potential development, tourism logistics, services.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 988
7472 Automatic Detection of Breast Tumors in Sonoelastographic Images Using DWT

Authors: A. Sindhuja, V. Sadasivam

Abstract:

Breast Cancer is the most common malignancy in women and the second leading cause of death for women all over the world. Earlier the detection of cancer, better the treatment. The diagnosis and treatment of the cancer rely on segmentation of Sonoelastographic images. Texture features has not considered for Sonoelastographic segmentation. Sonoelastographic images of 15 patients containing both benign and malignant tumorsare considered for experimentation.The images are enhanced to remove noise in order to improve contrast and emphasize tumor boundary. It is then decomposed into sub-bands using single level Daubechies wavelets varying from single co-efficient to six coefficients. The Grey Level Co-occurrence Matrix (GLCM), Local Binary Pattern (LBP) features are extracted and then selected by ranking it using Sequential Floating Forward Selection (SFFS) technique from each sub-band. The resultant images undergo K-Means clustering and then few post-processing steps to remove the false spots. The tumor boundary is detected from the segmented image. It is proposed that Local Binary Pattern (LBP) from the vertical coefficients of Daubechies wavelet with two coefficients is best suited for segmentation of Sonoelastographic breast images among the wavelet members using one to six coefficients for decomposition. The results are also quantified with the help of an expert radiologist. The proposed work can be used for further diagnostic process to decide if the segmented tumor is benign or malignant.

Keywords: Breast Cancer, Segmentation, Sonoelastography, Tumor Detection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2161
7471 Dynamic Model of a Buck Converter with a Sliding Mode Control

Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2947
7470 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2189
7469 A Novel SVM-Based OOK Detector in Low SNR Infrared Channels

Authors: J. P. Dubois, O. M. Abdul-Latif

Abstract:

Support Vector Machine (SVM) is a recent class of statistical classification and regression techniques playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM is applied to an infrared (IR) binary communication system with different types of channel models including Ricean multipath fading and partially developed scattering channel with additive white Gaussian noise (AWGN) at the receiver. The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these channel stochastic models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to classical binary signal maximum likelihood detection using a matched filter driven by On-Off keying (OOK) modulation. We found that the performance of SVM is superior to that of the traditional optimal detection schemes used in statistical communication, especially for very low signal-to-noise ratio (SNR) ranges. For large SNR, the performance of the SVM is similar to that of the classical detectors. The implication of these results is that SVM can prove very beneficial to IR communication systems that notoriously suffer from low SNR at the cost of increased computational complexity.

Keywords: Least square-support vector machine, on-off keying, matched filter, maximum likelihood detector, wireless infrared communication.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1917
7468 Dynamics of Phytoplankton Blooms in the Baltic Sea – Numerical Simulations

Authors: L. Dzierzbicka-Głowacka, M. Janecki

Abstract:

Dynamic of phytoplankton blooms in the Baltic Sea has been analyzed applying the numerical ecosystem model 3D CEMBS. The model consists of the hydrodynamic model (POP, version 2.1) and the ice model (CICE, version 4.0), which are imposed by the atmospheric data model (DATM7). The 3D model has an ecosystem module, activated in 2012 in the operational mode. The ecosystem model consists of 11 main variables: biomass of small-size phytoplankton and large-size phytoplankton and cyanobacteria, zooplankton biomass, dissolved and molecular detritus, dissolved oxygen concentration, as well as concentrations of nutrients, including: nitrates, ammonia, phosphates and silicates. The 3D-CEMBS model is an effective tool for solving problems related to phytoplankton blooms dynamic in the Baltic Sea

Keywords: Ecosystem model, phytoplankton, Baltic Sea

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2630
7467 Development of Admire Longitudinal Quasi-Linear Model by using State Transformation Approach

Authors: Jianqiao. Yu, Jianbo. Wang, Xinzhen. He

Abstract:

This paper presents a longitudinal quasi-linear model for the ADMIRE model. The ADMIRE model is a nonlinear model of aircraft flying in the condition of high angle of attack. So it can-t be considered to be a linear system approximately. In this paper, for getting the longitudinal quasi-linear model of the ADMIRE, a state transformation based on differentiable functions of the nonscheduling states and control inputs is performed, with the goal of removing any nonlinear terms not dependent on the scheduling parameter. Since it needn-t linear approximation and can obtain the exact transformations of the nonlinear states, the above-mentioned approach is thought to be appropriate to establish the mathematical model of ADMIRE. To verify this conclusion, simulation experiments are done. And the result shows that this quasi-linear model is accurate enough.

Keywords: quasi-linear model, simulation, state transformation approach, the ADMIRE model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1464