Search results for: Regression rate

Authors: Isti Surjandari, Riara Novita

Abstract:

Maintenance is one of the most important activities in the shipyard industry. However, sometimes it is not supported by adequate services from the shipyard, where inaccuracy in estimating the duration of the ship maintenance is still common. This makes estimation of ship maintenance duration is crucial. This study uses Data Mining approach, i.e., CART (Classification and Regression Tree) to estimate the duration of ship maintenance that is limited to dock works or which is known as dry docking. By using the volume of dock works as an input to estimate the maintenance duration, 4 classes of dry docking duration were obtained with different linear model and job criteria for each class. These linear models can then be used to estimate the duration of dry docking based on job criteria.

Keywords: Classification and regression tree (CART), data mining, dry docking, maintenance duration.

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Authors: Naushad Mamode Khan

Abstract:

The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood-based estimating methodology. The joint generalized quasi-likelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill-conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQL-III) that is based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: Longitudinal, Com-Poisson, Ill-conditioned, INAR(1), GLMS, GQL.

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Authors: Daria N. Podvigina, Tatiana V. Chernigovskaya

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We have studied the temporal characteristics of bistable perception of the stimuli of two types: one involves alterations in a perceived depth and another one has an ambiguous content. We used the Necker lattice and lines of shadowed circles ambiguously perceived either as spheres or holes as stimuli of the first type. The Winson figure (the Eskimo/Indian picture) was a stimulus of the second type. We have analyzed how often the reversals occurred (reversal rate) and for how long each of the two interpretations, or percepts, was observed during one presentation (stability durations). For all three ambiguous images the reversal rate and the stability durations had similar values, which provide another evidence for a significant role of top-down processes in multistable perception.

Keywords: Multistable perception, perceived depth, reversal rate, top-down processes.

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Authors: Iliycho P. Iliev, Desislava S. Voynikova, Snezhana G. Gocheva-Ilieva

Abstract:

This paper examines the available experiment data for a copper bromide vapor laser (CuBr laser), emitting at two wavelengths - 510.6 and 578.2nm. Laser output power is estimated based on 10 independent input physical parameters. A classification and regression tree (CART) model is obtained which describes 97% of data. The resulting binary CART tree specifies which input parameters influence considerably each of the classification groups. This allows for a technical assessment that indicates which of these are the most significant for the manufacture and operation of the type of laser under consideration. The predicted values of the laser output power are also obtained depending on classification. This aids the design and development processes considerably.

Keywords: Classification and regression trees (CART), Copper Bromide laser (CuBr laser), laser generation, nonparametric statistical model.

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Authors: Chee Peng Lim, Wei Yee Goh

Abstract:

In this paper, the application of multiple Elman neural networks to time series data regression problems is studied. An ensemble of Elman networks is formed by boosting to enhance the performance of the individual networks. A modified version of the AdaBoost algorithm is employed to integrate the predictions from multiple networks. Two benchmark time series data sets, i.e., the Sunspot and Box-Jenkins gas furnace problems, are used to assess the effectiveness of the proposed system. The simulation results reveal that an ensemble of boosted Elman networks can achieve a higher degree of generalization as well as performance than that of the individual networks. The results are compared with those from other learning systems, and implications of the performance are discussed.

Keywords: AdaBoost, Elman network, neural network ensemble, time series regression.

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Authors: Pek Chuen-Khee, Jamal Othman

Abstract:

This paper estimates the economic values of household preference for enhanced solid waste disposal services in Malaysia. The contingent valuation (CV) method estimates an average additional monthly willingness-to-pay (WTP) in solid waste management charges of Ôé¼0.77 to 0.80 for improved waste disposal services quality. The finding of a slightly higher WTP from the generic CV question than that of label-specific, further reveals a higher WTP for sanitary landfill, at Ôé¼0.90, than incineration, at Ôé¼0.63. This suggests that sanitary landfill is a more preferred alternative. The logistic regression estimation procedure reveals that household-s concern of where their rubbish is disposed, age, ownership of house, household income and format of CV question are significant factors in influencing WTP.

Keywords: contingent valuation, logistic regression, solid waste disposal, willingness-to-pay.

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Authors: Turan Çalban, Nursel Keskin, Sabri Çolak, Soner Kuşlu

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Gypsum (CaSO4.2H2O) is a mineral that is found in large quantities in the Turkey and in the World. In this study, the dissolution of this mineral in the diammonium hydrogen phosphate solutions has been studied. The dissolution and dissolution kinetics of gypsum in diammonium hydrogen phosphate solutions will be useful for evaluating of solid wastes containing gypsum. Parameters such as diammonium hydrogen phosphate concentration, temperature and stirring speed affecting on the dissolution rate of the gypsum in diammonium hydrogen phosphate solutions were investigated. In experimental studies have researched effectiveness of the selected parameters. The dissolution of gypsum were examined in two parts at low and high temperatures. The experimental results were successfully correlated by linear regression using Statistica program. Dissolution curves were evaluated shrinking core models for solidfluid systems. The activation energy was found to be 34.58 kJ/mol and 44.45 kJ/mol for the low and the high temperatures. The dissolution of gypsum was controlled by chemical reaction both low temperatures and high temperatures.

Keywords: Diammonium hydrogen phosphate, Dissolution, Gypsum, Kinetics.

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Authors: Muhibul H. Bhuyan, Mafujul Hasan

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If a person can monitor his/her heart rate regularly then he/she can detect heart disease early and thus he/she can enjoy longer life span. Therefore, this disease should be taken seriously. Hence, many health care devices and monitoring systems are being designed to keep track of the heart disease. This work reports a design and simulation processes of an Arduino microcontroller based heart rate measurement and monitoring system in Proteus environment. Clipping sensors were utilized to sense the heart rate of an individual from the finger tips. It is a digital device and uses mainly infrared (IR) transmitter (mainly IR LED) and receiver (mainly IR photo-transistor or IR photo-detector). When the heart pumps the blood and circulates it among the blood vessels of the body, the changed blood pressure is detected by the transmitter and then reflected back to the receiver accordingly. The reflected signals are then processed inside the microcontroller through a software written assembly language and appropriate heart rate (HR) is determined by it in beats per minute (bpm) from the detected signal for a duration of 10 seconds and display the same in bpm on the LCD screen in digital format. The designed system was simulated on several persons with varying ages, for example, infants, adult persons and active athletes. Simulation results were found very satisfactory.

Keywords: Heart rate measurement, design, simulation, Proteus, Arduino Uno microcontroller.

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Authors: Naushad Mamode Khan, Cheika Jahangeer, Maleika Heenaye-Mamode Khan

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Breastfeeding is an important concept in the maternal life of a woman. In this paper, we focus on exclusive breastfeeding. Exclusive breastfeeding is the feeding of a baby on no other milk apart from breast milk. This type of breastfeeding is very important during the first six months because it supports optimal growth and development during infancy and reduces the risk of obliterating diseases and problems. Moreover, in Mauritius, exclusive breastfeeding has decreased the incidence and/or severity of diarrhea, lower respiratory infection and urinary tract infection. In this paper, we give an overview of exclusive breastfeeding in Mauritius and the factors influencing it. We further analyze the local practices of exclusive breastfeeding using the Generalized Poisson regression model and the negative-binomial model since the data are over-dispersed.

Keywords: Exclusive breast feeding, regression model, generalized poisson, negative binomial.

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Authors: Jung Ah Park, Zhijie Zhao, Doug Young Suh, Joern Ostermann

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In this paper, we propose an effective relay communication for layered video transmission as an alternative to make the most of limited resources in a wireless communication network where loss often occurs. Relaying brings stable multimedia services to end clients, compared to multiple description coding (MDC). Also, retransmission of only parity data about one or more video layer using channel coder to the end client of the relay device is paramount to the robustness of the loss situation. Using these methods in resource-constrained environments, such as real-time user created content (UCC) with layered video transmission, can provide high-quality services even in a poor communication environment. Minimal services are also possible. The mathematical analysis shows that the proposed method reduced the probability of GOP loss rate compared to MDC and raptor code without relay. The GOP loss rate is about zero, while MDC and raptor code without relay have a GOP loss rate of 36% and 70% in case of 10% frame loss rate.

Keywords: Relay communication, Multiple Description Coding, Scalable Video Coding

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Authors: Ugwuanyi, Georgina Obinne, Ugwu, Joy Nonye

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This paper examines the effect of corporate diversification on the profitability of the Financial services sector in Nigeria. The study relied on historic accounting data generated from financial (annual) reports and accounts of sampled banks between the period 1998 and 2007 (a ten-year period). A regression equation was formulated, in line with previous studies to shed light on the effect of corporate diversification on the profitability of the Financial services sector in Nigeria. The results of the regression analysis revealed that diversification impacts strongly on banks profitability. Conclusively the paper produces strong evidence to assert that diversification impacts positively and significantly on banks profitability because among other things such diversified banks can pool their internally generated funds and allocate them properly.

Keywords: Diversification, firm size, operational efficiency, profitability

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Authors: Vu Ngoc Pi

Abstract:

In this paper, a study on the applications of the optimization and regression techniques for optimal calculation of partial ratios of helical gearboxes with second-step double gear-sets for minimal cross section dimension is introduced. From the condition of the moment equilibrium of a mechanic system including three gear units and their regular resistance condition, models for calculation of the partial ratios of helical gearboxes with second-step double gear-sets were given. Especially, by regression analysis, explicit models for calculation of the partial ratios are introduced. These models allow determining the partial ratios accurately and simply.

Keywords: Gearbox design, optimal design, helical gearbox, transmission ratio.

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Authors: A. V. Budin, Ph. G. Rutberg, M. E. Pinchuk, A. A. Bogomaz, V. Yu. Svetova

Abstract:

The investigation results of high-density hydrogen heating by high-current electric arc are presented at initial pressure from 5 MPa to 160 MPa with current amplitude up to 1.6 MA and current rate of rise 109-1011 A/s. When changing the initial pressure and current rate of rise, channel temperature varies from several electronvolts to hundreds electronvolts. Arc channel radius is several millimeters. But the radius of the discharge chamber greater than the radius of the arc channel on approximately order of magnitude. High efficiency of gas heating is caused by radiation absorption of hydrogen surrounding the arc. Current channel consist from vapor of the initiating wire. At current rate of rise of 109 A/s and relatively small current amplitude gas heating occurs due to radiation absorption in the band transparency of hydrogen by the wire vapours with photon energies less than 13.6 eV. At current rate of rise of 1011 A/s gas heating is due to hydrogen absorption of soft X-rays from discharge channel.

Keywords: High-density hydrogen heating by high-current electric arc.

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Authors: Baeza S. Roberto

Abstract:

The knitted fabric suffers a deformation in its dimensions due to stretching and tension factors, transverse and longitudinal respectively, during the process in rectilinear knitting machines so it performs a dry relaxation shrinkage procedure and thermal action of prefixed to obtain stable conditions in the knitting. This paper presents a dry relaxation shrinkage prediction of Bordeaux fiber using a feed forward neural network and linear regression models. Six operational alternatives of shrinkage were predicted. A comparison of the results was performed finding neural network models with higher levels of explanation of the variability and prediction. The presence of different reposes is included. The models were obtained through a neural toolbox of Matlab and Minitab software with real data in a knitting company of Southern Guanajuato. The results allow predicting dry relaxation shrinkage of each alternative operation.

Keywords: Neural network, dry relaxation, knitting, linear regression.

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Authors: Vahid Hosseinpour, Mohammad Kazemini, Alireza Mohammadrezaee

Abstract:

carbonylation of methanol in homogenous phase is one of the major routesfor production of acetic acid. Amongst group VIII metal catalysts used in this process iridium has displayed the best capabilities. To investigate effect of operating parameters like: temperature, pressure, methyl iodide, methyl acetate, iridium, ruthenium, and water concentrations on the reaction rate, experimental design for this system based upon central composite design (CCD) was utilized. Statistical rate equation developed by this method contained individual, interactions and curvature effects of parameters on the reaction rate. The model with p-value less than 0.0001 and R2 values greater than 0.9; confirmeda satisfactory fitness of the experimental and theoretical studies. In other words, the developed model and experimental data obtained passed all diagnostic tests establishing this model as a statistically significant.

Keywords: Acetic Acid, Carbonylation of Methanol, Central Composite Design, Experimental Design, Iridium/Ruthenium

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Authors: Mohamed Abdel Fattah, Fuji Ren

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This work proposes an approach to address automatic text summarization. This approach is a trainable summarizer, which takes into account several features, including sentence position, positive keyword, negative keyword, sentence centrality, sentence resemblance to the title, sentence inclusion of name entity, sentence inclusion of numerical data, sentence relative length, Bushy path of the sentence and aggregated similarity for each sentence to generate summaries. First we investigate the effect of each sentence feature on the summarization task. Then we use all features score function to train genetic algorithm (GA) and mathematical regression (MR) models to obtain a suitable combination of feature weights. The proposed approach performance is measured at several compression rates on a data corpus composed of 100 English religious articles. The results of the proposed approach are promising.

Keywords: Automatic Summarization, Genetic Algorithm, Mathematical Regression, Text Features.

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Authors: Md. Z. Alam, Devi R. Asih, Md. N. Salleh

Abstract:

Immobilization of lipase enzyme produced from palm oil mill effluent (POME) by the activated carbon (AC) among the low cost support materials was optimized. The results indicated that immobilization of 94% was achieved by AC as the most suitable support material. A sequential optimization strategy based on a statistical experimental design, including one-factor-at-a-time (OFAT) method was used to determine the equilibrium time. Three components influencing lipase immobilization were optimized by the response surface methodology (RSM) based on the face-centered central composite design (FCCCD). On the statistical analysis of the results, the optimum enzyme concentration loading, agitation rate and carbon active dosage were found to be 30 U/ml, 300 rpm and 8 g/L respectively, with a maximum immobilization activity of 3732.9 U/g-AC after 2 hrs of immobilization. Analysis of variance (ANOVA) showed a high regression coefficient (R²) of 0.999, which indicated a satisfactory fit of the model with the experimental data. The parameters were statistically significant at p<0.05.

Keywords: Activated carbon, adsorption, immobilization, POME based lipase.

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Authors: Siti Maryam Rusly, Shaliza Ibrahim

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The adsorption of simulated aqueous solution containing textile remazol reactive dye, namely Red 3BS by palm shell activated carbon (PSAC) as adsorbent was carried out using Response Surface Methodology (RSM). A Box-Behnken design in three most important operating variables; initial dye concentration, dosage of adsorbent and speed of impeller was employed for experimental design and optimization of results. The significance of independent variables and their interactions were tested by means of the analysis of variance (ANOVA) with 95% confidence limits. Model indicated that with the increasing of dosage and speed give the result of removal up to 90% with the capacity uptake more than 7 mg/g. High regression coefficient between the variables and the response (R-Sq = 93.9%) showed of good evaluation of experimental data by polynomial regression model.

Keywords: Adsorption, Box-Behnken Design, Palm ShellActivated Carbon, Red 3BS, RSM.

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Authors: Nour Aljafari, Mariam, S. Maani, Serter Atabay, Tarig Ali, Said Daker, Lara Daher, Hamad Bukhammas, Mohammed Abou Shakra

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This paper aims at determining the soil characteristics that influence the irrigation process of green landscapes and deciding on the optimum amount of water needed for irrigation. The laboratory experiments were conducted using the constant head methodology to determine the soil infiltration rates. The steady state infiltration rate was reached after 10 minutes of infiltration at a rate of 200 mm/hr. The effects of different water heads on infiltration rates were also investigated, and the head of 11 cm was found to be the optimum head for the test. The experimental results showed consistent infiltration results for the range between 11 cm and 15 cm. The study also involved finding the initial moisture content, which ranged between 5% and 25%, and finding the organic content, which occupied 1% to 2% of the soil. These results will be later utilized, using the water balance approach, to estimate the optimum amount of water needed for irrigation for changing weather conditions.

Keywords: Infiltration rate, moisture content, grass type, organic content.

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Authors: Mingaleva Zhanna, Gayfutdinova Oksana, Podgornova Evgenia

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The regional innovative competitiveness is an integrating characteristic of the innovative sphere of the region. It depends on a big variety of different parameters connected with all kinds of economic entities- activities. But management parameters shouldn't be irregular, so in order to avoid it, an institutional system should be formed. This system should carry out strategic management of factors having the greatest influence on the region's innovative development. This article is devoted to different aspects of organization of the region's development institutional mechanism, which is based on management of regional innovative competitiveness parameters. The base of the analysis is innovatively-active Russian regions which were compared according to the level of the innovative competitiveness. After that the most important parameters of successful innovative development of the region were revealed with the help of the correlation-regression analysis. The results of the research could be used for investigation of the region's innovative policy.

Keywords: Regional innovative competitiveness, institutional mechanism, innovative region development, correlation-regression analysis.

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Authors: Mahmud Fotuhi-Firuzabad, Saeed Afshar

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This paper presents the results of a preventive maintenance application-based study and modeling of failure rates in breakers of electrical distribution systems. This is a critical issue in the reliability assessment of a system. In the analysis conducted in this paper, the impacts of failure rate variations caused by a preventive maintenance are examined. This is considered as a part of a Reliability Centered Maintenance (RCM) application program. A number of load point reliability indices is derived using the mathematical model of the failure rate, which is established using the observed data in a distribution system.

Keywords: Reliability-Centered Maintenance (RCM), failure rate, preventive maintenance (PM), Distribution System Reliability.

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Authors: Munnujahan Ara

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In this paper, we investigate the effect of friendly jamming power allocation strategies on the achievable average secrecy rate over a bank of parallel fading wiretap channels. We investigate the achievable average secrecy rate in parallel fading wiretap channels subject to Rayleigh and Rician fading. The achievable average secrecy rate, due to the presence of a line-of-sight component in the jammer channel is also evaluated. Moreover, we study the detrimental effect of correlation across the parallel sub-channels, and evaluate the corresponding decrease in the achievable average secrecy rate for the various fading configurations. We also investigate the tradeoff between the transmission power and the jamming power for a fixed total power budget. Our results, which are applicable to current orthogonal frequency division multiplexing (OFDM) communications systems, shed further light on the achievable average secrecy rates over a bank of parallel fading channels in the presence of friendly jammers.

Keywords: Fading parallel channels, Wire-tap channel, OFDM, Secrecy capacity, Power allocation.

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Authors: Tri Poespowati

Abstract:

Experiments were conducted to characterize fire properties of wood exposed to the certain external heat flux and under variety of wood moisture content. Six kinds of Indonesian wood: keruing, sono, cemara, kamper, pinus, and mahoni were exposed to radiant heat from a conical heater, result in appearance of a stable flame on the wood surface caused by spontaneous ignition. A thermocouple K-type was used to measure the wood surface temperature. Temperature histories were recorded throughout each experiment at 1 s intervals using a TC-08. Data of first ignition time and temperature, end ignition time and temperature, and charring rate have been successfully collected. It was found that the ignition temperature and charring rate depend on moisture content of wood.

Keywords: Fire properties, moisture content, wood, charring rate.

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Authors: Nafisur Rahman, Habibur Rahman, Syed Najmul Hejaz Azmi

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This paper presents a simple and sensitive kinetic spectrophotometric method for the determination of ramipril in commercial dosage forms. The method is based on the reaction of the drug with 1-chloro-2,4-dinitrobenzene (CDNB) in dimethylsulfoxide (DMSO) at 100 ± 1ºC. The reaction is followed spectrophotometrically by measuring the rate of change of the absorbance at 420 nm. Fixed-time (ΔA) and equilibrium methods are adopted for constructing the calibration curves. Both the calibration curves were found to be linear over the concentration ranges 20 - 220 μg/ml. The regression analysis of calibration data yielded the linear equations: Δ A = 6.30 × 10-4 + 1.54 × 10-3 C and A = 3.62 × 10-4 + 6.35 × 10-3 C for fixed time (Δ A) and equilibrium methods, respectively. The limits of detection (LOD) for fixed time and equilibrium methods are 1.47 and 1.05 μg/ml, respectively. The method has been successfully applied to the determination of ramipril in commercial dosage forms. Statistical comparison of the results shows that there is no significant difference between the proposed methods and Abdellatef-s spectrophotometric method.

Keywords: Equilibrium method, Fixed-time (ΔA) method, Ramipril, Spectrophotometry.

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Authors: Aiyeloja A.A, Ogunjinmi A.A

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The recurring decimal of rural and urban poverty in Nigeria, resulting from lack of sustainable livelihood activities by the people due to non-diversification of the economy, necessitated this study. One hundred snail farmers were randomly selected in Akure North and Akure South Local Government areas of Ondo State, Southwest Nigeria where snail farming is widely practised. Data collection was through questionnaires administration and onsite observation of farms. Data obtained were subjected to descriptive statistics, Student-s t-test and regression analysis. Cost benefit ratio (CBR) and rate of return on investment (RORI) were calculated in order to determine the poverty alleviation potentials of snail farming in the study areas. Although snail farming was profitable and viable, it was below poverty line. With time and more knowledge in its farming activities, and with more people taking to snail production, its poverty alleviation and reduction potentials will increase.

Keywords: Alleviation, farming, Nigeria, potential, poverty, snail.

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Authors: B. Elshafei, X. Mao

Abstract:

The demand for renewable energy is significantly increasing, major investments are being supplied to the wind power generation industry as a leading source of clean energy. The wind energy sector is entirely dependable and driven by the prediction of wind speed, which by the nature of wind is very stochastic and widely random. This s0tudy employs deep multi-fidelity Gaussian process regression, used to predict wind speeds for medium term time horizons. Data of the RUNE experiment in the west coast of Denmark were provided by the Technical University of Denmark, which represent the wind speed across the study area from the period between December 2015 and March 2016. The study aims to investigate the effect of pre-processing the data by denoising the signal using empirical wavelet transform (EWT) and engaging the vector components of wind speed to increase the number of input data layers for data fusion using deep multi-fidelity Gaussian process regression (GPR). The outcomes were compared using root mean square error (RMSE) and the results demonstrated a significant increase in the accuracy of predictions which demonstrated that using vector components of the wind speed as additional predictors exhibits more accurate predictions than strategies that ignore them, reflecting the importance of the inclusion of all sub data and pre-processing signals for wind speed forecasting models.

Keywords: Data fusion, Gaussian process regression, signal denoise, temporal extrapolation.

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Authors: Seung-Jun Yu, Yeong-Seop Ahn, Young-Min Ko, Hyoung-Kyu Song

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In order to achieve high data rate and increase the spectral efficiency, multiple input multiple output (MIMO) system has been proposed. However, multiple antennas are limited by size and cost. Therefore, recently developed cooperative diversity scheme, which profits the transmit diversity only with the existing hardware by constituting a virtual antenna array, can be a solution. However, most of the introduced cooperative techniques have a common fault of decreased transmission rate because the destination should receive the decodable compositions of symbols from the source and the relay. In this paper, we propose a cooperative cyclic delay diversity (CDD) scheme that use hierarchical modulation. This scheme is free from the rate loss and allows seamless cooperative communication.

Keywords: MIMO, Cooperative communication, CDD, Hierarchical modulation.

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Authors: Jason P. Michaud, Connor P. Speer, David A. Miller, David S. Nobes

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An experimental study on finned-tube radiators has been conducted. Three radiators found in desktop computers sized for 120 mm fans were tested in steady and pulsatile flows of ambient air over a Reynolds number range of  50 < Re < 900. Water at 60 °C was circulated through the radiators to maintain a constant fin temperature during the tests. For steady flow, it was found that the heat transfer rate increased linearly with the mass flow rate of air. The pulsatile flow experiments showed that frequency of pulsation had a negligible effect on the heat transfer rate for the range of frequencies tested (0.5 Hz – 2.5 Hz). For all three radiators, the heat transfer rate was decreased in the case of pulsatile flow. Linear heat transfer correlations for steady and pulsatile flow were calculated in terms of Reynolds number and Nusselt number.

Keywords: Finned-tube heat exchangers, radiators, heat transfer correlations, pulsatile flow, computer radiators.

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Authors: Rajinder Singh, Ram Valluru

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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.

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Authors: Theodore Grosch, Felipe Koji Godinho Hoshino

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In wireless communications, 3GPP LTE is one of the solutions to meet the greater transmission data rate demand. One issue inherent to this technology is the PAPR (Peak-to-Average Power Ratio) of OFDM (Orthogonal Frequency Division Multiplexing) modulation. This high PAPR affects the efficiency of power amplifiers. One approach to mitigate this effect is the Crest Factor Reduction (CFR) technique. In this work, we simulate the impact of Hard Limited Clipping Crest Factor Reduction technique on BER (Bit Error Rate) in OFDM based Systems. In general, the results showed that CFR has more effects on higher digital modulation schemes, as expected. More importantly, we show the worst-case degradation due to CFR on QPSK, 16QAM, and 64QAM signals in a linear system. For example, hard clipping of 9 dB results in a 2 dB increase in signal to noise energy at a 1% BER for 64-QAM modulation.

Keywords: Bit error rate, crest factor reduction, OFDM, physical layer simulation.

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