Search results for: Polynomial Regression

Authors: N. Philipova

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The influence of the geometric parameters of trapezoidal labyrinth channel on the emitter discharge is investigated in this work. The impact of the dentate angle, the dentate spacing, and the dentate height are studied among the geometric parameters of the labyrinth channel. Numerical simulations of the water flow movement are performed according to central cubic composite design using Commercial codes GAMBIT and FLUENT. Inlet pressure of the dripper is set up to be 1 bar. The objective of this paper is to derive a mathematical model of the emitter discharge depending on the dentate angle, the dentate spacing, the dentate height of the labyrinth channel. As a result, the obtained mathematical model is a second-order polynomial reporting 2-way interactions among the geometric parameters. The dentate spacing has the most important and positive influence on the emitter discharge, followed by the simultaneous impact of the dentate spacing and the dentate height. The dentate angle in the observed interval has no significant effect on the emitter discharge. The obtained model can be used as a basis for a future emitter design.

Keywords: Drip irrigation, labyrinth channel hydrodynamics, numerical simulations, Reynolds stress model.

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Authors: H. Serdar Öge, Esra Çiftçi, Kazım Karaboğa

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The main purpose of the research is to address the role of psychological harassment behaviors (mobbing) to which employees are exposed and personality characteristics over work alienation. Research population was composed of the employees of Provincial Special Administration. A survey with four sections was created to measure variables and reach out the basic goals of the research. Correlation and step-wise regression analyses were performed to investigate the separate and overall effects of sub-dimensions of psychological harassment behaviors and personality characteristic on work alienation of employees. Correlation analysis revealed significant but weak relationships between work alienation and psychological harassment and personality characteristics. Step-wise regression analysis revealed also significant relationships between work alienation variable and assault to personality, direct negative behaviors (sub dimensions of mobbing) and openness (sub-dimension of personality characteristics). Each variable was introduced into the model step by step to investigate the effects of significant variables in explaining the variations in work alienation. While the explanation ratio of the first model was 13%, the last model including three variables had an explanation ratio of 24%.

Keywords: Alienation, Five-Factor Personality Characteristics, Mobbing, Psychological Harassment, Work Alienation.

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Authors: K. Ramasamy, B. Balamuralithara, Mohammad Umar Siddiqi

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We proposed a new class of asymmetric turbo encoder for 3G systems that performs well in both “water fall" and “error floor" regions in [7]. In this paper, a modified (optimal) power allocation scheme for the different bits of new class of asymmetric turbo encoder has been investigated to enhance the performance. The simulation results and performance bound for proposed asymmetric turbo code with modified Unequal Power Allocation (UPA) scheme for the frame length, N=400, code rate, r=1/3 with Log-MAP decoder over Additive White Gaussian Noise (AWGN) channel are obtained and compared with the system with typical UPA and without UPA. The performance tests are extended over AWGN channel for different frame size to verify the possibility of implementation of the modified UPA scheme for the proposed asymmetric turbo code. From the performance results, it is observed that the proposed asymmetric turbo code with modified UPA performs better than the system without UPA and with typical UPA and it provides a coding gain of 0.4 to 0.52dB.

Keywords: Asymmetric turbo code, Generator polynomial, Interleaver, UPA, WCDMA, cdma2000.

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Authors: S. Wongkoon, M. Jaroensutasinee, K. Jaroensutasinee, W. Preechaporn, S. Chumkiew

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This study investigated the number of Aedes larvae, the key breeding sites of Aedes sp., and the relationship between climatic factors and the incidence of DHF in Samui Islands. We conducted our questionnaire and larval surveys from randomly selected 105 households in Samui Islands in July-September 2006. Pearson-s correlation coefficient was used to explore the primary association between the DHF incidence and all climatic factors. Multiple stepwise regression technique was then used to fit the statistical model. The results showed that the positive indoor containers were small jars, cement tanks, and plastic tanks. The positive outdoor containers were small jars, cement tanks, plastic tanks, used cans, tires, plastic bottles, discarded objects, pot saucers, plant pots, and areca husks. All Ae. albopictus larval indices (i.e., CI, HI, and BI) were higher than Ae. aegypti larval indices in this area. These larval indices were higher than WHO standard. This indicated a high risk of DHF transmission at Samui Islands. The multiple stepwise regression model was y = –288.80 + 11.024xmean temp. The mean temperature was positively associated with the DHF incidence in this area.

Keywords: Dengue vectors, Aedes aegypti, Aedes albopictus, Container Index, House Index, Breteau Index, Aedes indices, Climatic factors, Temperature.

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Authors: G. Blázquez, A. Gálvez-Pérez, M. Calero, I. Iáñez-Rodríguez, M. A. Martín-Lara, A. Pérez

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The production of olive oil is considered as one of the most important agri-food industries. However, some of the by-products generated in the process are potential pollutants and cause environmental problems. Consequently, the management of these by-products is currently considered as a challenge for the olive oil industry. In this context, several technologies have been developed and tested. In this sense, the autohydrolysis of these by-products could be considered as a promising technique. Therefore, this study focused on autohydrolysis treatments of a solid residue from the olive oil industry denominated olive cake. This one comes from the olive pomace extraction with hexane. Firstly, a water washing was carried out to eliminate the water soluble compounds. Then, an experimental design was developed for the autohydrolysis experiments carried out in the hydrothermal pressure reactor. The studied variables were temperature (30, 60 and 90 ºC) and time (30, 60, 90 min). On the other hand, aliquots of liquid obtained fractions were analysed by HPLC to determine the fructose and sucrose contents present in the liquid fraction. Finally, the obtained results of sugars contents and the yields of the different experiments were fitted to a neuro-fuzzy and to a polynomial model.

Keywords: ANFIS, olive cake, polyols, saccharides.

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Authors: Ju Young Lee, Jung-Seok Yang, Jaeyoung Choi

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The purpose of this paper primarily intends to develop GIS interface for estimating sequences of stream-flows at ungauged stations based on known flows at gauged stations. The integrated GIS interface is composed of three major steps. The first, precipitation characteristics using statistical analysis is the procedure for making multiple linear regression equation to get the long term mean daily flow at ungauged stations. The independent variables in regression equation are mean daily flow and drainage area. Traditionally, mean flow data are generated by using Thissen polygon method. However, method for obtaining mean flow data can be selected by user such as Kriging, IDW (Inverse Distance Weighted), Spline methods as well as other traditional methods. At the second, flow duration curve (FDC) is computing at unguaged station by FDCs in gauged stations. Finally, the mean annual daily flow is computed by spatial interpolation algorithm. The third step is to obtain watershed/topographic characteristics. They are the most important factors which govern stream-flows. In summary, the simulated daily flow time series are compared with observed times series. The results using integrated GIS interface are closely similar and are well fitted each other. Also, the relationship between the topographic/watershed characteristics and stream flow time series is highly correlated.

Keywords: Integrated GIS interface, spatial interpolation algorithm, FDC.

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Authors: M. K. Pradhan, C. K. Biswas

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In this research, Response Surface Methodology (RSM) is used to investigate the effect of four controllable input variables namely: discharge current, pulse duration, pulse off time and applied voltage Surface Roughness (SR) of on Electrical Discharge Machined surface. To study the proposed second-order polynomial model for SR, a Central Composite Design (CCD) is used to estimation the model coefficients of the four input factors, which are alleged to influence the SR in Electrical Discharge Machining (EDM) process. Experiments were conducted on AISI D2 tool steel with copper electrode. The response is modeled using RSM on experimental data. The significant coefficients are obtained by performing Analysis of Variance (ANOVA) at 5% level of significance. It is found that discharge current, pulse duration, and pulse off time and few of their interactions have significant effect on the SR. The model sufficiency is very satisfactory as the Coefficient of Determination (R2) is found to be 91.7% and adjusted R2-statistic (R2 adj ) 89.6%.

Keywords: Electrical discharge machining, surface roughness, response surface methodology, ANOVA, central composite design.

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Authors: S.I Sulaiman, T.K Abdul Rahman, I. Musirin, S. Shaari

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This paper presents performance analysis of the Evolutionary Programming-Artificial Neural Network (EPANN) based technique to optimize the architecture and training parameters of a one-hidden layer feedforward ANN model for the prediction of energy output from a grid connected photovoltaic system. The ANN utilizes solar radiation and ambient temperature as its inputs while the output is the total watt-hour energy produced from the grid-connected PV system. EP is used to optimize the regression performance of the ANN model by determining the optimum values for the number of nodes in the hidden layer as well as the optimal momentum rate and learning rate for the training. The EPANN model is tested using two types of transfer function for the hidden layer, namely the tangent sigmoid and logarithmic sigmoid. The best transfer function, neural topology and learning parameters were selected based on the highest regression performance obtained during the ANN training and testing process. It is observed that the best transfer function configuration for the prediction model is [logarithmic sigmoid, purely linear].

Keywords: Artificial neural network (ANN), Correlation coefficient (R), Evolutionary programming-ANN (EPANN), Photovoltaic (PV), logarithmic sigmoid and tangent sigmoid.

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Authors: Priyadarsini P. L. K, Hemalatha T.

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This paper proves that the problem of finding connected vertex cover in a 2-connected planar graph ( CVC-2 ) with maximum degree 4 is NP-complete. The motivation for proving this result is to give a shorter and simpler proof of NP-Completeness of TRA-MLC (the Top Right Access point Minimum-Length Corridor) problem [1], by finding the reduction from CVC-2. TRA-MLC has many applications in laying optical fibre cables for data communication and electrical wiring in floor plans.The problem of finding connected vertex cover in any planar graph ( CVC ) with maximum degree 4 is NP-complete [2]. We first show that CVC-2 belongs to NP and then we find a polynomial reduction from CVC to CVC-2. Let a graph G0 and an integer K form an instance of CVC, where G0 is a planar graph and K is an upper bound on the size of the connected vertex cover in G0. We construct a 2-connected planar graph, say G, by identifying the blocks and cut vertices of G0, and then finding the planar representation of all the blocks of G0, leading to a plane graph G1. We replace the cut vertices with cycles in such a way that the resultant graph G is a 2-connected planar graph with maximum degree 4. We consider L = K -2t+3 t i=1 di where t is the number of cut vertices in G1 and di is the number of blocks for which ith cut vertex is common. We prove that G will have a connected vertex cover with size less than or equal to L if and only if G0 has a connected vertex cover of size less than or equal to K.

Keywords: NP-complete, 2-Connected planar graph, block, cut vertex

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Authors: Djamal Hamadi, Sifeddine Abderrahmani, Toufik Maalem, Oussama Temami

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In recent years many finite elements have been developed for plate bending analysis. The formulated elements are based on the strain based approach. This approach leads to the representation of the displacements by higher order polynomial terms without the need for the introduction of additional internal and unnecessary degrees of freedom. Good convergence can also be obtained when the results are compared with those obtained from the corresponding displacement based elements, having the same total number of degrees of freedom. Furthermore, the plate bending elements are free from any shear locking since they converge to the Kirchhoff solution for thin plates contrarily for the corresponding displacement based elements. In this paper the efficiency of the strain based approach compared to well known displacement formulation is presented. The results obtained by a new formulated plate bending element based on the strain approach and Kirchhoff theory are compared with some others elements. The good convergence of the new formulated element is confirmed.

Keywords: Displacement fields, finite elements, plate bending, Kirchhoff theory, strain based approach.

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Authors: Oscar E. Ruiz, Carlos Cadavid, Juan G. Lalinde, Ricardo Serrano, Guillermo Peris-Fajarnes

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The Boundary Representation of a 3D manifold contains FACES (connected subsets of a parametric surface S : R2 -! R3). In many science and engineering applications it is cumbersome and algebraically difficult to deal with the polynomial set and constraints (LOOPs) representing the FACE. Because of this reason, a Piecewise Linear (PL) approximation of the FACE is needed, which is usually represented in terms of triangles (i.e. 2-simplices). Solving the problem of FACE triangulation requires producing quality triangles which are: (i) independent of the arguments of S, (ii) sensitive to the local curvatures, and (iii) compliant with the boundaries of the FACE and (iv) topologically compatible with the triangles of the neighboring FACEs. In the existing literature there are no guarantees for the point (iii). This article contributes to the topic of triangulations conforming to the boundaries of the FACE by applying the concept of parameterindependent Gabriel complex, which improves the correctness of the triangulation regarding aspects (iii) and (iv). In addition, the article applies the geometric concept of tangent ball to a surface at a point to address points (i) and (ii). Additional research is needed in algorithms that (i) take advantage of the concepts presented in the heuristic algorithm proposed and (ii) can be proved correct.

Keywords: surface triangulation, conforming triangulation, surfacesampling, Gabriel complex.

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Authors: Manas Ranjan Kabat, Manoj Kumar Patel, Chita Ranjan Tripathy

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Many multimedia communication applications require a source to transmit messages to multiple destinations subject to quality of service (QoS) delay constraint. To support delay constrained multicast communications, computer networks need to guarantee an upper bound end-to-end delay from the source node to each of the destination nodes. This is known as multicast delay problem. On the other hand, if the same message fails to arrive at each destination node at the same time, there may arise inconsistency and unfairness problem among users. This is related to multicast delayvariation problem. The problem to find a minimum cost multicast tree with delay and delay-variation constraints has been proven to be NP-Complete. In this paper, we propose an efficient heuristic algorithm, namely, Economic Delay and Delay-Variation Bounded Multicast (EDVBM) algorithm, based on a novel heuristic function, to construct an economic delay and delay-variation bounded multicast tree. A noteworthy feature of this algorithm is that it has very high probability of finding the optimal solution in polynomial time with low computational complexity.

Keywords: EDVBM, Heuristic algorithm, Multicast tree, QoS routing, Shortest path.

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

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Reduction of Single Input Single Output (SISO) continuous systems into Reduced Order Model (ROM), using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Mihailov stability criterion and continued fraction expansions (CFE) technique is employed where the reduced denominator polynomial is derived using Mihailov stability criterion and the numerator is obtained by matching the quotients of the Cauer second form of Continued fraction expansions. In the evolutionary technique method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.

Keywords: Reduced Order Modeling, Stability, Continued Fraction Expansions, Mihailov Stability Criterion, Particle Swarm Optimization, Integral Squared Error.

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Authors: Wael M Albadri, Hassnen M Jafer, Ehab H Sfoog

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Relationship between undrained shear strength (Su) and over consolidation ratio (OCR) of clay soil (marine clay) is very important in the field of geotechnical engineering to estimate the settlement behaviour of clay and to prepare a small scale physical modelling test. In this study, a relationship between shear strength and OCR parameters was determined using the laboratory vane shear apparatus and the fully automatic consolidated apparatus. The main objective was to establish non-linear correlation formula between shear strength and OCR and comparing it with previous studies. Therefore, in order to achieve this objective, three points were chosen to obtain 18 undisturbed samples which were collected with an increasing depth of 1.0 m to 3.5 m each 0.5 m. Clay samples were prepared under undrained condition for both tests. It was found that the OCR and shear strength are inversely proportional at similar depth and at same undrained conditions. However, a good correlation was obtained from the relationships where the R2 values were very close to 1.0 using polynomial equations. The comparison between the experimental result and previous equation from other researchers produced a non-linear correlation which has a similar pattern with this study.

Keywords: Shear strength, over-consolidation ratio, vane shear test, clayey soil.

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Authors: Nureni O. Adeboye, Dawud A. Agunbiade

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This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.

Keywords: Audit fee, heteroscedasticity, Lagrange multiplier test, periodicity.

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Authors: Wei Zhang, Xin Zhao, Yi-Fan Zhu, Xin-Jian Zhang

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Kernel function, which allows the formulation of nonlinear variants of any algorithm that can be cast in terms of dot products, makes the Support Vector Machines (SVM) have been successfully applied in many fields, e.g. classification and regression. The importance of kernel has motivated many studies on its composition. It-s well-known that reproducing kernel (R.K) is a useful kernel function which possesses many properties, e.g. positive definiteness, reproducing property and composing complex R.K by simple operation. There are two popular ways to compute the R.K with explicit form. One is to construct and solve a specific differential equation with boundary value whose handicap is incapable of obtaining a unified form of R.K. The other is using a piecewise integral of the Green function associated with a differential operator L. The latter benefits the computation of a R.K with a unified explicit form and theoretical analysis, whereas there are relatively later studies and fewer practical computations. In this paper, a new algorithm for computing a R.K is presented. It can obtain the unified explicit form of R.K in general reproducing kernel Hilbert space. It avoids constructing and solving the complex differential equations manually and benefits an automatic, flexible and rigorous computation for more general RKHS. In order to validate that the R.K computed by the algorithm can be used in SVM well, some illustrative examples and a comparison between R.K and Gaussian kernel (RBF) in support vector regression are presented. The result shows that the performance of R.K is close or slightly superior to that of RBF.

Keywords: admissible support vector kernel, reproducing kernel, reproducing kernel Hilbert space, Green function, support vectorregression

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Authors: Okolo Chimaobi Valentine

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Commercial banks in Nigeria adopted many strategies to attract fresh deposits including the use of high deposit rate. However, pricing of banking services moved in favor of the banks at the expense of customers, resulting in their seeking other investment alternatives rather than saving their money in the bank. Both deposit and lending rates were greatly influenced by the Central Bank of Nigeria (CBN) decision on interest rate. Therefore, commercial bank effort to attract deposits via manipulation of her rates was greatly limited, otherwise the banks will be giving out more than it earned. The study aimed at examining the relationship between interest rate and fixed fund deposit of commercial banks, how policy-controlled interest rate affected commercial bank’s fixed fund deposit The researcher employed ordinary least square technique, using, multiple linear regression, unrestricted vector auto-regression, correlation matrix test, granger causality and impulse response graph in the analysis. Commercial bank’s interest rates affected commercial bank’s fixed fund deposit significantly while policy-controlled interest rate did not significantly transmit through the commercial bank’s interest rates to affect fixed fund deposit. While commercial banks seek creative ways to expand their fixed fund deposit, policy authorities in Nigeria should better coordinate interest rate fluctuation and induce competition in the entire financial sector.

Keywords: Commercial bank, fixed fund deposit, fluctuation effects, interest rate.

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Authors: Victor Bodell, Lukas Ekstrom, Somayeh Aghanavesi

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Fuel consumption (FC) is one of the key factors in determining expenses of operating a heavy-duty vehicle. A customer may therefore request an estimate of the FC of a desired vehicle. The modular design of heavy-duty vehicles allows their construction by specifying the building blocks, such as gear box, engine and chassis type. If the combination of building blocks is unprecedented, it is unfeasible to measure the FC, since this would first r equire the construction of the vehicle. This paper proposes a machine learning approach to predict FC. This study uses around 40,000 vehicles specific and o perational e nvironmental c onditions i nformation, such as road slopes and driver profiles. A ll v ehicles h ave d iesel engines and a mileage of more than 20,000 km. The data is used to investigate the accuracy of machine learning algorithms Linear regression (LR), K-nearest neighbor (KNN) and Artificial n eural n etworks (ANN) in predicting fuel consumption for heavy-duty vehicles. Performance of the algorithms is evaluated by reporting the prediction error on both simulated data and operational measurements. The performance of the algorithms is compared using nested cross-validation and statistical hypothesis testing. The statistical evaluation procedure finds that ANNs have the lowest prediction error compared to LR and KNN in estimating fuel consumption on both simulated and operational data. The models have a mean relative prediction error of 0.3% on simulated data, and 4.2% on operational data.

Keywords: Artificial neural networks, fuel consumption, machine learning, regression, statistical tests.

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Authors: M. O. Ale, S. I. Manuwa, O. J. Olukunle, T. Ewetumo

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Five varying speeds of 1.5, 1.8, 2.1, 2.3 and 2.6 km/h were used at a constant soil depth of 100 mm to determine the effects of forward speed on the draught requirement of a semi-automatic cassava planter under pneumatic wheel and rigid wheel usage on a well-prepared sandy clay loam soil. The soil draught was electronically measured using an on-the-go soil draught measuring instrumentation system developed for the purpose of this research. The results showed an exponential relationship between forward speed and draught in which draught ranging between 24.91 and 744.44 N increased with an increase in forward speed in the rigid wheel experiment. This is contrary to the polynomial relationship observed in the pneumatic wheel experiment in which the draught varied between 96.09 and 343.53 N. It was observed in the experiments that the optimum speed of 1.5 km/h had the least values of draught in both the pneumatic wheel and rigid wheel experiments with higher values in the pneumatic experiment. It was generally noted that the rigid wheel planter with the less value of draught requires less energy requirement for operation. It is therefore concluded that operating the semi-automatic cassava planter with rigid wheels will be more economical for cassava farmers than operating the planter with pneumatic wheels.

Keywords: Cassava planter, planting, forward speed, draught, wheel type.

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Authors: Syed Fahad Tahir, Asifullah Khan, Abdul Majid, Anwar M. Mirza

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In this paper, we present an innovative scheme of blindly extracting message bits from an image distorted by an attack. Support Vector Machine (SVM) is used to nonlinearly classify the bits of the embedded message. Traditionally, a hard decoder is used with the assumption that the underlying modeling of the Discrete Cosine Transform (DCT) coefficients does not appreciably change. In case of an attack, the distribution of the image coefficients is heavily altered. The distribution of the sufficient statistics at the receiving end corresponding to the antipodal signals overlap and a simple hard decoder fails to classify them properly. We are considering message retrieval of antipodal signal as a binary classification problem. Machine learning techniques like SVM is used to retrieve the message, when certain specific class of attacks is most probable. In order to validate SVM based decoding scheme, we have taken Gaussian noise as a test case. We generate a data set using 125 images and 25 different keys. Polynomial kernel of SVM has achieved 100 percent accuracy on test data.

Keywords: Bit Correct Ratio (BCR), Grid Search, Intelligent Decoding, Jackknife Technique, Support Vector Machine (SVM), Watermarking.

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Authors: Hadi Gholizadeh, Ali Tajdin

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To have effective production planning, it is necessary to control the quality of processes. This paper aims at improving the performance of the disposable essentials process using statistical quality control and goal programming in a vague environment. That is expressed uncertainty because there is always a measurement error in the real world. Therefore, in this study, the conditions are examined in a vague environment that is a distance-based environment. The disposable essentials process in Kach Company was studied. Statistical control tools were used to characterize the existing process for four factor responses including the average of disposable glasses’ weights, heights, crater diameters, and volumes. Goal programming was then utilized to find the combination of optimal factors setting in a vague environment which is measured to apply uncertainty of the initial information when some of the parameters of the models are vague; also, the fuzzy regression model is used to predict the responses of the four described factors. Optimization results show that the process capability index values for disposable glasses’ average of weights, heights, crater diameters and volumes were improved. Such increasing the quality of the products and reducing the waste, which will reduce the cost of the finished product, and ultimately will bring customer satisfaction, and this satisfaction, will mean increased sales.

Keywords: Goal programming, quality control, vague environment, disposable glasses’ optimization, fuzzy regression.

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Authors: Petr Gurný

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One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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Authors: Alexander Kaplunovsky, Vladimir Khailenko, Alexander Bolshoy, Shara Atambayeva, AnatoliyIvashchenko

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Eukaryotic protein-coding genes are interrupted by spliceosomal introns, which are removed from the RNA transcripts before translation into a protein. The exon-intron structures of different eukaryotic species are quite different from each other, and the evolution of such structures raises many questions. We try to address some of these questions using statistical analysis of whole genomes. We go through all the protein-coding genes in a genome and study correlations between the net length of all the exons in a gene, the number of the exons, and the average length of an exon. We also take average values of these features for each chromosome and study correlations between those averages on the chromosomal level. Our data show universal features of exon-intron structures common to animals, plants, and protists (specifically, Arabidopsis thaliana, Caenorhabditis elegans, Drosophila melanogaster, Cryptococcus neoformans, Homo sapiens, Mus musculus, Oryza sativa, and Plasmodium falciparum). We have verified linear correlation between the number of exons in a gene and the length of a protein coded by the gene, while the protein length increases in proportion to the number of exons. On the other hand, the average length of an exon always decreases with the number of exons. Finally, chromosome clustering based on average chromosome properties and parameters of linear regression between the number of exons in a gene and the net length of those exons demonstrates that these average chromosome properties are genome-specific features.

Keywords: Comparative genomics, exon-intron structure, eukaryotic clustering, linear regression.

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Authors: Negar Riazifar, Nigel G. Stocks

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This paper proposes strategies in level crossing (LC) sampling and reconstruction that provide high fidelity signal reconstruction for speech signals; these strategies circumvent the problem of exponentially increasing number of samples as the bit-depth is increased and hence are highly efficient. Specifically, the results indicate that the distribution of the intervals between samples is one of the key factors in the quality of signal reconstruction; including samples with short intervals does not improve the accuracy of the signal reconstruction, whilst samples with large intervals lead to numerical instability. The proposed sampling method, termed reduced conventional level crossing (RCLC) sampling, exploits redundancy between samples to improve the efficiency of the sampling without compromising performance. A reconstruction technique is also proposed that enhances the numerical stability through linear interpolation of samples separated by large intervals. Interpolation is demonstrated to improve the accuracy of the signal reconstruction in addition to the numerical stability. We further demonstrate that the RCLC and interpolation methods can give useful levels of signal recovery even if the average sampling rate is less than the Nyquist rate.

Keywords: Level crossing sampling, numerical stability, speech processing, trigonometric polynomial.

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Authors: S. Golmohammadi, M. Noorian Bidgoli

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Tunneling progress is a key parameter in the blasting method of tunneling. Taking measures to enhance tunneling advance can limit the progress distance without a supporting system, subsequently reducing or eliminating the risk of damage. This paper focuses on modeling tunneling progress using three main groups of parameters (tunneling geometry, blasting pattern, and rock mass specifications) based on the Rock Engineering Systems (RES) methodology. In the proposed models, four main effective parameters on tunneling progress are considered as inputs (RMR, Q-system, Specific charge of blasting, Area), with progress as the output. Data from 86 blasts conducted at the tailrace tunnel in the Azad Dam, western Iran, were used to evaluate the progress value for each blast. The results indicated that, for the 86 blasts, the progress of the estimated model aligns mostly with the measured progress. This paper presents a method for building the interaction matrix (statistical base) of the RES model. Additionally, a comparison was made between the results of the new RES-based model and a Multi-Linear Regression (MLR) analysis model. In the RES-based model, the effective parameters are RMR (35.62%), Q (28.6%), q (specific charge of blasting) (20.35%), and A (15.42%), respectively, whereas for MLR analysis, the main parameters are RMR, Q (system), q, and A. These findings confirm the superior performance of the RES-based model over the other proposed models.

Keywords: Rock Engineering Systems, tunneling progress, Multi Linear Regression, Specific charge of blasting.

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Authors: Jelena S. Kiurski, Vesna S. Kecić, Snežana M. Aksentijević

Abstract:

The identification and evaluation of organic and inorganic pollutants were performed in a flexographic facility in Novi Sad, Serbia. Air samples were collected and analyzed in situ, during 4-hours working time at five sampling points by the mobile gas chromatograph and ozonometer at the printing of collagen casing. Experimental results showed that the concentrations of isopropyl alcohol, acetone, total volatile organic compounds and ozone varied during the sampling times. The highest average concentrations of 94.80 ppm and 102.57 ppm were achieved at 200 minutes from starting the production for isopropyl alcohol and total volatile organic compounds, respectively. The mutual dependences between target hazardous and microclimate parameters were confirmed using a multiple linear regression model with software package STATISTICA 10. Obtained multiple coefficients of determination in the case of ozone and acetone (0.507 and 0.589) with microclimate parameters indicated a moderate correlation between the observed variables. However, a strong positive correlation was obtained for isopropyl alcohol and total volatile organic compounds (0.760 and 0.852) with microclimate parameters. Higher values of parameter F than F_critical for all examined dependences indicated the existence of statistically significant difference between the concentration levels of target pollutants and microclimates parameters. Given that, the microclimate parameters significantly affect the emission of investigated gases and the application of eco-friendly materials in production process present a necessity.

Keywords: Flexographic printing, indoor air, multiple regression analysis, pollution emission.

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

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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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Authors: Omar B. Yaakob, Yasser M. Ahmed, Ahmad F. Said

Abstract:

There is an essential need for obtaining the mathematical representation of fish body undulations, which can be used for designing and building new innovative types of marine propulsion systems with less environmental impact. This research work presents a case study to derive the mathematical model for fish body movement. Observation and capturing image methods were used in this study in order to obtain a mathematical representation of Clariasbatrachus fish (catfish). An experiment was conducted by using an aquarium with dimension 0.609 m x 0.304 m x 0.304 m, and a 0.5 m ruler was attached at the base of the aquarium. Progressive Scan Monochrome Camera was positioned at 1.8 m above the base of the aquarium to provide swimming sequences. Seven points were marked on the fish body using white marker to indicate the fish movement and measuring the amplitude of undulation. Images from video recordings (20 frames/s) were analyzed frame by frame using local coordinate system, with time interval 0.05 s. The amplitudes of undulations were obtained for image analysis from each point that has been marked on fish body. A graph of amplitude of undulations versus time was plotted by using computer to derive a mathematical fit. The function for the graph is polynomial with nine orders.

Keywords: Fish locomotion, body undulation, steady and unsteady swimming modes.

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Authors: T. H. Lee, J. H. Park, S. M. Lee, S. C. Lee

Abstract:

In this paper, we consider Wiener nonlinear model for solid oxide fuel cell (SOFC). The Wiener model of the SOFC consists of a linear dynamic block and a static output non-linearity followed by the block, in which linear part is approximated by state-space model and the nonlinear part is identified by a polynomial form. To control the SOFC system, we have to consider various view points such as operating conditions, another constraint conditions, change of load current and so on. A change of load current is the significant one of these for good performance of the SOFC system. In order to keep the constant stack terminal voltage by changing load current, the nonlinear model predictive control (MPC) is proposed in this paper. After primary control method is designed to guarantee the fuel utilization as a proper constant, a nonlinear model predictive control based on the Wiener model is developed to control the stack terminal voltage of the SOFC system. Simulation results verify the possibility of the proposed Wiener model and MPC method to control of SOFC system.

Keywords: SOFC, model predictive control, Wiener model.

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Authors: Bohsiu Wu

Abstract:

Among serious crimes, child homicide is a rather rare event. However, the killing of children stirs up a special type of emotion in society that pales other criminal acts. This study examines the relevancy of three possible community-level explanations for child homicide: social deprivation, female empowerment, and social isolation. The social deprivation hypothesis posits that child homicide results from lack of resources in communities. The female empowerment hypothesis argues that a higher female status translates into a higher level of capability to prevent child homicide. Finally, the social isolation hypothesis regards child homicide as a result of lack of social connectivity. Child homicide data, aggregated by US postal ZIP codes in California from 1990 to 1999, were analyzed with a negative binomial regression. The results of the negative binomial analysis demonstrate that social deprivation is the most salient and consistent predictor among all other factors in explaining child homicide victimization at the ZIP-code level. Both social isolation and female labor force participation are weak predictors of child homicide victimization across communities. Further, results from the negative binomial regression show that it is the communities with a higher, not lower, degree of female labor force participation that are associated with a higher count of child homicide. It is possible that poor communities with a higher level of female employment have a lesser capacity to provide the necessary care and protection for the children. Policies aiming at reducing social deprivation and strengthening female empowerment possess the potential to reduce child homicide in the community.

Keywords: Child homicide, deprivation, empowerment, isolation.

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