Search results for: Seemingly Unrelated Regression.

Authors: R.Abbaszadeh, A.Rajabipour, M.Delshad, M.J.Mahjub, H.Ahmadi

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It is difficult to judge ripeness by outward characteristics such as size or external color. In this paper a nondestructive method was studied to determine watermelon (Crimson Sweet) quality. Responses of samples to excitation vibrations were detected using laser Doppler vibrometry (LDV) technology. Phase shift between input and output vibrations were extracted overall frequency range. First and second were derived using frequency response spectrums. After nondestructive tests, watermelons were sensory evaluated. So the samples were graded in a range of ripeness based on overall acceptability (total desired traits consumers). Regression models were developed to predict quality using obtained results and sample mass. The determination coefficients of the calibration and cross validation models were 0.89 and 0.71 respectively. This study demonstrated feasibility of information which is derived vibration response curves for predicting fruit quality. The vibration response of watermelon using the LDV method is measured without direct contact; it is accurate and timely, which could result in significant advantage for classifying watermelons based on consumer opinions.

Keywords: Laser Doppler vibrometry, Phase shift, Overallacceptability, Regression model , Resonance frequency, Watermelon

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Authors: Omer F. Cansiz, Said M. Easa

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The purpose of this study is mainly to predict collision frequency on the horizontal tangents combined with vertical curves using artificial neural network methods. The proposed ANN models are compared with existing regression models. First, the variables that affect collision frequency were investigated. It was found that only the annual average daily traffic, section length, access density, the rate of vertical curvature, smaller curve radius before and after the tangent were statistically significant according to related combinations. Second, three statistical models (negative binomial, zero inflated Poisson and zero inflated negative binomial) were developed using the significant variables for three alignment combinations. Third, ANN models are developed by applying the same variables for each combination. The results clearly show that the ANN models have the lowest mean square error value than those of the statistical models. Similarly, the AIC values of the ANN models are smaller to those of the regression models for all the combinations. Consequently, the ANN models have better statistical performances than statistical models for estimating collision frequency. The ANN models presented in this paper are recommended for evaluating the safety impacts 3D alignment elements on horizontal tangents.

Keywords: Collision frequency, horizontal tangent, 3D two-lane highway, negative binomial, zero inflated Poisson, artificial neural network.

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Authors: Saeed Safari Dolatabad, Rajab Choukan

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Selection of maize (Zea mays) hybrids with wide adaptability across diverse farming environments is important, prior to recommending them to achieve a high rate of hybrid adoption. Grain yield of 14 maize hybrids, tested in a randomized completeblock design with four replicates across 22 environments in Iran, was analyzed using site regression (SREG) stability model. The biplot technique facilitates a visual evaluation of superior genotypes, which is useful for cultivar recommendation and mega-environment identification. The objectives of this study were (i) identification of suitable hybrids with both high mean performance and high stability (ii) to determine mega-environments for maize production in Iran. Biplot analysis identifies two mega-environments in this study. The first mega-environments included KRM, KSH, MGN, DZF A, KRJ, DRB, DZF B, SHZ B, and KHM, where G10 hybrid was the best performing hybrid. The second mega-environment included ESF B, ESF A, and SHZ A, where G4 hybrid was the best hybrid. According to the ideal-hybrid biplot, G10 hybrid was better than all other hybrids, followed by the G1 and G3 hybrids. These hybrids were identified as best hybrids that have high grain yield and high yield stability. GGE biplot analysis provided a framework for identifying the target testing locations that discriminates genotypes that are high yielding and stable.

Keywords: Zea mays L, GGE biplot, Multi-environment trials, Yield stability.

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Authors: H. Bonakdari, I. Ebtehaj

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The prediction of scour depth around bridge piers is frequently considered in river engineering. One of the key aspects in efficient and optimum bridge structure design is considered to be scour depth estimation around bridge piers. In this study, scour depth around bridge piers is estimated using two methods, namely the Adaptive Neuro-Fuzzy Inference System (ANFIS) and Artificial Neural Network (ANN). Therefore, the effective parameters in scour depth prediction are determined using the ANN and ANFIS methods via dimensional analysis, and subsequently, the parameters are predicted. In the current study, the methods’ performances are compared with the nonlinear regression (NLR) method. The results show that both methods presented in this study outperform existing methods. Moreover, using the ratio of pier length to flow depth, ratio of median diameter of particles to flow depth, ratio of pier width to flow depth, the Froude number and standard deviation of bed grain size parameters leads to optimal performance in scour depth estimation.

Keywords: Adaptive neuro-fuzzy inference system, ANFIS, artificial neural network, ANN, bridge pier, scour depth, nonlinear regression, NLR.

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Authors: M. Bodner, M. Scampicchio

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Fourier Transform Infrared (FT-IR) spectroscopy coupled with chemometrics was used to distinguish between butter samples and non-butter samples. Further, quantification of the content of margarine in adulterated butter samples was investigated. Fingerprinting region (1400-800 cm^–1) was used to develop unsupervised pattern recognition (Principal Component Analysis, PCA), supervised modeling (Soft Independent Modelling by Class Analogy, SIMCA), classification (Partial Least Squares Discriminant Analysis, PLS-DA) and regression (Partial Least Squares Regression, PLS-R) models. PCA of the fingerprinting region shows a clustering of the two sample types. All samples were classified in their rightful class by SIMCA approach; however, nine adulterated samples (between 1% and 30% w/w of margarine) were classified as belonging both at the butter class and at the non-butter one. In the two-class PLS-DA model’s (R² = 0.73, RMSEP, Root Mean Square Error of Prediction = 0.26% w/w) sensitivity was 71.4% and Positive Predictive Value (PPV) 100%. Its threshold was calculated at 7% w/w of margarine in adulterated butter samples. Finally, PLS-R model (R² = 0.84, RMSEP = 16.54%) was developed. PLS-DA was a suitable classification tool and PLS-R a proper quantification approach. Results demonstrate that FT-IR spectroscopy combined with PLS-R can be used as a rapid, simple and safe method to identify pure butter samples from adulterated ones and to determine the grade of adulteration of margarine in butter samples.

Keywords: Adulterated butter, margarine, PCA, PLS-DA, PLS-R, SIMCA.

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Authors: Madhusudan Purohit, Stephen Philip, Bharathkumar Inturi

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In this paper we report the quantitative structure activity relationship of novel bis-triazole derivatives for predicting the activity profile. The full model encompassed a dataset of 46 Bis- triazoles. Tripos Sybyl X 2.0 program was used to conduct CoMSIA QSAR modeling. The Partial Least-Squares (PLS) analysis method was used to conduct statistical analysis and to derive a QSAR model based on the field values of CoMSIA descriptor. The compounds were divided into test and training set. The compounds were evaluated by various CoMSIA parameters to predict the best QSAR model. An optimum numbers of components were first determined separately by cross-validation regression for CoMSIA model, which were then applied in the final analysis. A series of parameters were used for the study and the best fit model was obtained using donor, partition coefficient and steric parameters. The CoMSIA models demonstrated good statistical results with regression coefficient (r²) and the cross-validated coefficient (q²) of 0.575 and 0.830 respectively. The standard error for the predicted model was 0.16322. In the CoMSIA model, the steric descriptors make a marginally larger contribution than the electrostatic descriptors. The finding that the steric descriptor is the largest contributor for the CoMSIA QSAR models is consistent with the observation that more than half of the binding site area is occupied by steric regions.

Keywords: 3D QSAR, CoMSIA, Triazoles.

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Authors: G. Sekeroglu, M. Altan

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Working capital is identified as firm’s all current assets. Inventories which are one of the working capital elements are very important among current assets for firms. Because, profitability is an indicator for firms’ financial success is provided with minimum cost and optimum inventory quantity. So in this study, it is investigated as comparatively that the effect of inventory management on the profitability of Turkish firms which operated in weaving industry, eatables industry, wholesale and retail industry in between 2003 – 2012 years. Research data consist of profitability ratios and inventory turnovers ratio calculated by using balance sheets and income statements of firms which operated in Borsa Istanbul (BIST). In this research, the relationship between inventories and profitability is investigated by using SPSS-20 software with regression and correlation analysis. The results achieved from three industry departments which exist in study interpreted as comparatively. Accordingly, it is determined that there is a positive relationship between inventory management and profitability in eatables industry. However, it was founded that there is no relationship between inventory management and profitability in weaving industry and wholesale and retail industry.

Keywords: Profitability, regression analysis, inventory management, working capital.

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Authors: Baharak Mousapour

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Creating public spaces which are tailored for the specific demands of the individuals is one of the challenges for the contemporary interior designers. Improving the general knowledge as well as providing a forum for all walks of life to exploit is one of the objectives of a public library. In this regard, interior design in consistent with the demands of the individuals is of paramount importance. Seemingly, study spaces, in particular, those in close relation to the personalized sector, have proven to be challenging, according to the literature. To address this challenge, attributes of individuals, namely, perception of people from public spaces and their interactions with the so-called spaces, should be analyzed to provide interior designers with something to work on. This paper follows the analytic-descriptive research methodology by outlining case study libraries which have personalized public libraries with the investigation of the type of personalization as its primary objective and (I) recognition of physical schedule and the know-how of the spatial connection in indoor design of a library and (II) analysis of each personalized space in relation to other spaces of the library as its secondary objectives. The significance of the current research lies in the concept of personalization as one of the most recent methods of attracting people to libraries. Previous research exists in this regard, but the lack of data concerning personalization makes this topic worth investigating. Hence, this study aims to put forward approaches through real-case studies for the designers to deal with this concept.

Keywords: interior design, library, library design, personalization

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Authors: Nidhi Chouhan

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Burgeoning demand of ‘Secularism’ has shaken the pillars of cultural studies in the contemporary literature. The perplexity of the culturally estranged term ‘secular’ gives rise to temporal ideologies across the world. Hence, it is high time to scan this concept in the context of Indian lifestyle which is a blend of assimilated cultures woven in multiple religious fabrics. The infliction of such secular taste is depicted in literary productions like ‘Satanic Verses’ and ‘An Area of Darkness’. The paper conceptually makes a cross-cultural analysis of anti-religious Indian literary texts, assessing its revitalization in current times. Further, this paper studies the increasing popularity of secular sensibility in the contemporary times. The mushrooming elements of secularism such as abstraction, spirituality, liberation, individualism give rise to a seemingly newer idea i.e. ‘Plurality’ making the literature highly hybrid. This approach has been used to study Indian modernity reflected in its literature. Seminal works of stalwarts are used to understand the consequence of this cultural synthesis. Conclusively, this theoretical research inspects the efficiency of secular culture, intertwined with internal coherence and throws light on the plurality of texts in Indian literature.

Keywords: Culture, Indian, literature, plurality, religion, secular, secularism.

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Authors: Tayyab Hassan, Talha Rehman, Qasim Abdul Aziz, Ahmad Salman

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The constant monitoring of blood glucose level is necessary for maintaining health of patients and to alert medical specialists to take preemptive measures before the onset of any complication as a result of diabetes. The current clinical monitoring of blood glucose uses invasive methods repeatedly which are uncomfortable and may result in infections in diabetic patients. Several attempts have been made to develop non-invasive techniques for blood glucose measurement. In this regard, the existing methods are not reliable and are less accurate. Other approaches claiming high accuracy have not been tested on extended dataset, and thus, results are not statistically significant. It is a well-known fact that acetone concentration in breath has a direct relation with blood glucose level. In this paper, we have developed the first of its kind, reliable and high accuracy breath analyzer for non-invasive blood glucose measurement. The acetone concentration in breath was measured using MQ 138 sensor in the samples collected from local hospitals in Pakistan involving one hundred patients. The blood glucose levels of these patients are determined using conventional invasive clinical method. We propose a linear regression classifier that is trained to map breath acetone level to the collected blood glucose level achieving high accuracy.

Keywords: Blood glucose level, breath acetone concentration, diabetes, linear regression.

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Authors: Farhad Kolahan, A. Hamid Khajavi

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Abrasive waterjet is a novel machining process capable of processing wide range of hard-to-machine materials. This research addresses modeling and optimization of the process parameters for this machining technique. To model the process a set of experimental data has been used to evaluate the effects of various parameter settings in cutting 6063-T6 aluminum alloy. The process variables considered here include nozzle diameter, jet traverse rate, jet pressure and abrasive flow rate. Depth of cut, as one of the most important output characteristics, has been evaluated based on different parameter settings. The Taguchi method and regression modeling are used in order to establish the relationships between input and output parameters. The adequacy of the model is evaluated using analysis of variance (ANOVA) technique. The pairwise effects of process parameters settings on process response outputs are also shown graphically. The proposed model is then embedded into a Simulated Annealing algorithm to optimize the process parameters. The optimization is carried out for any desired values of depth of cut. The objective is to determine proper levels of process parameters in order to obtain a certain level of depth of cut. Computational results demonstrate that the proposed solution procedure is quite effective in solving such multi-variable problems.

Keywords: AWJ cutting, Mathematical modeling, Simulated Annealing, Optimization

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Authors: O. Abiodun Adeyinka, B. Adeyemo Adesesan

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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.

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Authors: Wei Yang, Xiaohui Cui, Weiping Zhu, Liqun Liu

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The rapid development of the Confucius Institute is attracting more and more attention from mainstream media around the world. Mainstream media plays a large role in public information dissemination and public opinion. This study presents efforts to analyze the correlation and functional relationship between domestic and foreign mainstream media by analyzing the amount of reports on the Confucius Institute. Three kinds of correlation calculation methods, the Pearson correlation coefficient (PCC), the Spearman correlation coefficient (SCC), and the Kendall rank correlation coefficient (KCC), were applied to analyze the correlations among mainstream media from three regions: mainland of China; Hong Kong and Macao (the two special administration regions of China denoted as SARs); and overseas countries excluding China, such as the United States, England, and Canada. Further, the paper measures the functional relationships among the regions using a regression model. The experimental analyses found high correlations among mainstream media from the different regions. Additionally, we found that there is a linear relationship between the mainstream media of overseas countries and those of the SARs by analyzing the amount of reports on the Confucius Institute based on a data set obtained by crawling the websites of 106 mainstream media during the years 2004 to 2014.

Keywords: Confucius Institute, correlation analysis, mainstream media, regression model.

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Authors: A. El-S. Makled, M. K. Al-Tamimi

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A mathematical model to predict the performance parameters (thrusts, chamber pressures, fuel mass flow rates, mixture ratios, and regression rates during firing time) of hybrid rocket motor (HRM) is evaluated. The internal ballistic (IB) hybrid combustion model assumes that the solid fuel surface regression rate is controlled only by heat transfer (convective and radiative) from flame zone to solid fuel burning surface. A laboratory HRM is designed, manufactured, and tested for low thrust profile space missions (10-15 N) and for validating the mathematical model (computer program). The polymer material and gaseous oxidizer which are selected for this experimental work are polymethyle-methacrylate (PMMA) and polyethylene (PE) as solid fuel grain and gaseous oxygen (GO₂) as oxidizer. The variation of various operational parameters with time is determined systematically and experimentally in firing of up to 20 seconds, and an average combustion efficiency of 95% of theory is achieved, which was the goal of these experiments. The comparison between recording fire data and predicting analytical parameters shows good agreement with the error that does not exceed 4.5% during all firing time. The current mathematical (computer) code can be used as a powerful tool for HRM analytical design parameters.

Keywords: Hybrid combustion, internal ballistics, hybrid rocket motor, performance parameters.

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Authors: S. Youthao, M. Jaroensutasinee, K. Jaroensutasinee

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This study investigated climatic factors associated with influenza cases in Southern Thailand. The main aim for use regression analysis to investigate possible causual relationship of climatic factors and variability between the border of the Andaman Sea and the Gulf of Thailand. Southern Thailand had the highest Influenza incidences among four regions (i.e. north, northeast, central and southern Thailand). In this study, there were 14 climatic factors: mean relative humidity, maximum relative humidity, minimum relative humidity, rainfall, rainy days, daily maximum rainfall, pressure, maximum wind speed, mean wind speed, sunshine duration, mean temperature, maximum temperature, minimum temperature, and temperature difference (i.e. maximum – minimum temperature). Multiple stepwise regression technique was used to fit the statistical model. The results indicated that the mean wind speed and the minimum relative humidity were positively associated with the number of influenza cases on the Andaman Sea side. The maximum wind speed was positively associated with the number of influenza cases on the Gulf of Thailand side.

Keywords: Influenza, Climatic Factor, Relative Humidity, Rainfall, Pressure, Wind Speed, sunshine duration, Temperature, Andaman Sea, Gulf of Thailand, Southern Thailand.

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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: 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: 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: 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: Syed Salman Ahmed, Zahid Halim, Rauf Baig, Shariq Bashir

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With the rapid growth in business size, today's businesses orient towards electronic technologies. Amazon.com and e-bay.com are some of the major stakeholders in this regard. Unfortunately the enormous size and hugely unstructured data on the web, even for a single commodity, has become a cause of ambiguity for consumers. Extracting valuable information from such an everincreasing data is an extremely tedious task and is fast becoming critical towards the success of businesses. Web content mining can play a major role in solving these issues. It involves using efficient algorithmic techniques to search and retrieve the desired information from a seemingly impossible to search unstructured data on the Internet. Application of web content mining can be very encouraging in the areas of Customer Relations Modeling, billing records, logistics investigations, product cataloguing and quality management. In this paper we present a review of some very interesting, efficient yet implementable techniques from the field of web content mining and study their impact in the area specific to business user needs focusing both on the customer as well as the producer. The techniques we would be reviewing include, mining by developing a knowledge-base repository of the domain, iterative refinement of user queries for personalized search, using a graphbased approach for the development of a web-crawler and filtering information for personalized search using website captions. These techniques have been analyzed and compared on the basis of their execution time and relevance of the result they produced against a particular search.

Keywords: Data mining, web mining, search engines, knowledge discovery.

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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: Hadi Gholizadeh, Ali Tajdin

Abstract:

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

Abstract:

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

Abstract:

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: 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

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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

Abstract:

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

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

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