Search results for: Statistical models and Timed automata
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3553

Search results for: Statistical models and Timed automata

2953 Sentiment Analysis of Fake Health News Using Naive Bayes Classification Models

Authors: Danielle Shackley, Yetunde Folajimi

Abstract:

As more people turn to the internet seeking health related information, there is more risk of finding false, inaccurate, or dangerous information. Sentiment analysis is a natural language processing technique that assigns polarity scores of text, ranging from positive, neutral and negative. In this research, we evaluate the weight of a sentiment analysis feature added to fake health news classification models. The dataset consists of existing reliably labeled health article headlines that were supplemented with health information collected about COVID-19 from social media sources. We started with data preprocessing, tested out various vectorization methods such as Count and TFIDF vectorization. We implemented 3 Naive Bayes classifier models, including Bernoulli, Multinomial and Complement. To test the weight of the sentiment analysis feature on the dataset, we created benchmark Naive Bayes classification models without sentiment analysis, and those same models were reproduced and the feature was added. We evaluated using the precision and accuracy scores. The Bernoulli initial model performed with 90% precision and 75.2% accuracy, while the model supplemented with sentiment labels performed with 90.4% precision and stayed constant at 75.2% accuracy. Our results show that the addition of sentiment analysis did not improve model precision by a wide margin; while there was no evidence of improvement in accuracy, we had a 1.9% improvement margin of the precision score with the Complement model. Future expansion of this work could include replicating the experiment process, and substituting the Naive Bayes for a deep learning neural network model.

Keywords: Sentiment analysis, Naive Bayes model, natural language processing, topic analysis, fake health news classification model.

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2952 An AK-Chart for the Non-Normal Data

Authors: Chia-Hau Liu, Tai-Yue Wang

Abstract:

Traditional multivariate control charts assume that measurement from manufacturing processes follows a multivariate normal distribution. However, this assumption may not hold or may be difficult to verify because not all the measurement from manufacturing processes are normal distributed in practice. This study develops a new multivariate control chart for monitoring the processes with non-normal data. We propose a mechanism based on integrating the one-class classification method and the adaptive technique. The adaptive technique is used to improve the sensitivity to small shift on one-class classification in statistical process control. In addition, this design provides an easy way to allocate the value of type I error so it is easier to be implemented. Finally, the simulation study and the real data from industry are used to demonstrate the effectiveness of the propose control charts.

Keywords: Multivariate control chart, statistical process control, one-class classification method.

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2951 Business Model Topology in Emerging Business Ecosystem

Authors: Olga Novikova, Timo Vuori

Abstract:

This paper describes topology of business models in market ecosystem of the emerging electric mobility industry. The business model topology shows that firm-s participation in the ecosystem is associated with different requirements on resources and capabilities, and different levels of risk. Business model concept is used together with concepts of networked value creation and shows that firms can achieve higher levels of sustainable advantage by cooperation, not competition. Hybrid business models provide companies a viable alternative possibility for participation in the market ecosystem.

Keywords: Business model, ecosystem, topology.

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2950 Multiple Sensors and JPDA-IMM-UKF Algorithm for Tracking Multiple Maneuvering Targets

Authors: Wissem Saidani, Yacine Morsly, Mohand Saïd Djouadi

Abstract:

In this paper, we consider the problem of tracking multiple maneuvering targets using switching multiple target motion models. With this paper, we aim to contribute in solving the problem of model-based body motion estimation by using data coming from visual sensors. The Interacting Multiple Model (IMM) algorithm is specially designed to track accurately targets whose state and/or measurement (assumed to be linear) models changes during motion transition. However, when these models are nonlinear, the IMM algorithm must be modified in order to guarantee an accurate track. In this paper we propose to avoid the Extended Kalman filter because of its limitations and substitute it with the Unscented Kalman filter which seems to be more efficient especially according to the simulation results obtained with the nonlinear IMM algorithm (IMMUKF). To resolve the problem of data association, the JPDA approach is combined with the IMM-UKF algorithm, the derived algorithm is noted JPDA-IMM-UKF.

Keywords: Estimation, Kalman filtering, Multi-Target Tracking, Visual servoing, data association.

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2949 Using Linear Quadratic Gaussian Optimal Control for Lateral Motion of Aircraft

Authors: A. Maddi, A. Guessoum, D. Berkani

Abstract:

The purpose of this paper is to provide a practical example to the Linear Quadratic Gaussian (LQG) controller. This method includes a description and some discussion of the discrete Kalman state estimator. One aspect of this optimality is that the estimator incorporates all information that can be provided to it. It processes all available measurements, regardless of their precision, to estimate the current value of the variables of interest, with use of knowledge of the system and measurement device dynamics, the statistical description of the system noises, measurement errors, and uncertainty in the dynamics models. Since the time of its introduction, the Kalman filter has been the subject of extensive research and application, particularly in the area of autonomous or assisted navigation. For example, to determine the velocity of an aircraft or sideslip angle, one could use a Doppler radar, the velocity indications of an inertial navigation system, or the relative wind information in the air data system. Rather than ignore any of these outputs, a Kalman filter could be built to combine all of this data and knowledge of the various systems- dynamics to generate an overall best estimate of velocity and sideslip angle.

Keywords: Aircraft motion, Kalman filter, LQG control, Lateral stability, State estimator.

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2948 Predictive Maintenance of Industrial Shredders: Efficient Operation through Real-Time Monitoring Using Statistical Machine Learning

Authors: Federico Pittino, Dominik Holzmann, Krithika Sayar-Chand, Stefan Moser, Sebastian Pliessnig, Thomas Arnold

Abstract:

The shredding of waste materials is a key step in the recycling process towards circular economy. Industrial shredders for waste processing operate in very harsh operating conditions, leading to the need of frequent maintenance of critical components. The maintenance optimization is particularly important also to increase the machine’s efficiency, thereby reducing the operational costs. In this work, a monitoring system has been developed and deployed on an industrial shredder located at a waste recycling plant in Austria. The machine has been monitored for several months and methods for predictive maintenance have been developed for two key components: the cutting knives and the drive belt. The large amount of collected data is leveraged by statistical machine learning techniques, thereby not requiring a very detailed knowledge of the machine or its live operating conditions. The results show that, despite the wide range of operating conditions, a reliable estimate of the optimal time for maintenance can be derived. Moreover, the trade-off between the cost of maintenance and the increase in power consumption due to the wear state of the monitored components of the machine is investigated. This work proves the benefits of real-time monitoring system for efficient operation of industrial shredders.

Keywords: predictive maintenance, circular economy, industrial shredder, cost optimization, statistical machine learning

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2947 A Graphical Environment for Petri Nets INA Tool Based on Meta-Modelling and Graph Grammars

Authors: Raida El Mansouri, Elhillali Kerkouche, Allaoua Chaoui

Abstract:

The Petri net tool INA is a well known tool by the Petri net community. However, it lacks a graphical environment to cerate and analyse INA models. Building a modelling tool for the design and analysis from scratch (for INA tool for example) is generally a prohibitive task. Meta-Modelling approach is useful to deal with such problems since it allows the modelling of the formalisms themselves. In this paper, we propose an approach based on the combined use of Meta-modelling and Graph Grammars to automatically generate a visual modelling tool for INA for analysis purposes. In our approach, the UML Class diagram formalism is used to define a meta-model of INA models. The meta-modelling tool ATOM3 is used to generate a visual modelling tool according to the proposed INA meta-model. We have also proposed a graph grammar to automatically generate INA description of the graphically specified Petri net models. This allows the user to avoid the errors when this description is done manually. Then the INA tool is used to perform the simulation and the analysis of the resulted INA description. Our environment is illustrated through an example.

Keywords: INA, Meta-modelling, Graph Grammars, AToM3, Automatic Code Generation.

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2946 Analysis of the Interference from Risk-Determining Factors of Cooperative and Conventional Construction Contracts

Authors: E. Harrer, M. Mauerhofer, T. Werginz

Abstract:

As a result of intensive competition, the building sector is suffering from a high degree of rivalry. Furthermore, there can be observed an unbalanced distribution of project risks. Clients are aimed to shift their own risks into the sphere of the constructors or planners. The consequence of this is that the number of conflicts between the involved parties is inordinately high or even increasing; an alternative approach to counter on that developments are cooperative project forms in the construction sector. This research compares conventional contract models and models with partnering agreements to examine the influence on project risks by an early integration of the involved parties. The goal is to show up deviations in different project stages from the design phase to the project transfer phase. These deviations are evaluated by a survey of experts from the three spheres: clients, contractors and planners. By rating the influence of the participants on specific risk factors it is possible to identify factors which are relevant for a smooth project execution.

Keywords: Collaborative work, construction industry, contract-models, influence, partnering, project management, risk.

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2945 A Study on Removal of Toluidine Blue Dye from Aqueous Solution by Adsorption onto Neem Leaf Powder

Authors: Himanshu Patel, R. T. Vashi

Abstract:

Adsorption of Toluidine blue dye from aqueous solutions onto Neem Leaf Powder (NLP) has been investigated. The surface characterization of this natural material was examined by Particle size analysis, Scanning Electron Microscopy (SEM), Fourier Transform Infrared (FTIR) spectroscopy and X-Ray Diffraction (XRD). The effects of process parameters such as initial concentration, pH, temperature and contact duration on the adsorption capacities have been evaluated, in which pH has been found to be most effective parameter among all. The data were analyzed using the Langmuir and Freundlich for explaining the equilibrium characteristics of adsorption. And kinetic models like pseudo first- order, second-order model and Elovich equation were utilized to describe the kinetic data. The experimental data were well fitted with Langmuir adsorption isotherm model and pseudo second order kinetic model. The thermodynamic parameters, such as Free energy of adsorption (AG"), enthalpy change (AH') and entropy change (AS°) were also determined and evaluated.

Keywords: Adsorption, isotherm models, kinetic models, temperature, toluidine blue dye, surface chemistry.

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2944 A Nano-Scaled SRAM Guard Band Design with Gaussian Mixtures Model of Complex Long Tail RTN Distributions

Authors: Worawit Somha, Hiroyuki Yamauchi

Abstract:

This paper proposes, for the first time, how the challenges facing the guard-band designs including the margin assist-circuits scheme for the screening-test in the coming process generations should be addressed. The increased screening error impacts are discussed based on the proposed statistical analysis models. It has been shown that the yield-loss caused by the misjudgment on the screening test would become 5-orders of magnitude larger than that for the conventional one when the amplitude of random telegraph noise (RTN) caused variations approaches to that of random dopant fluctuation. Three fitting methods to approximate the RTN caused complex Gamma mixtures distributions by the simple Gaussian mixtures model (GMM) are proposed and compared. It has been verified that the proposed methods can reduce the error of the fail-bit predictions by 4-orders of magnitude.

Keywords: Mixtures of Gaussian, Random telegraph noise, EM algorithm, Long-tail distribution, Fail-bit analysis, Static random access memory, Guard band design.

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2943 Software Effort Estimation Models Using Radial Basis Function Network

Authors: E. Praynlin, P. Latha

Abstract:

Software Effort Estimation is the process of estimating the effort required to develop software. By estimating the effort, the cost and schedule required to estimate the software can be determined. Accurate Estimate helps the developer to allocate the resource accordingly in order to avoid cost overrun and schedule overrun. Several methods are available in order to estimate the effort among which soft computing based method plays a prominent role. Software cost estimation deals with lot of uncertainty among all soft computing methods neural network is good in handling uncertainty. In this paper Radial Basis Function Network is compared with the back propagation network and the results are validated using six data sets and it is found that RBFN is best suitable to estimate the effort. The Results are validated using two tests the error test and the statistical test.

Keywords: Software cost estimation, Radial Basis Function Network (RBFN), Back propagation function network, Mean Magnitude of Relative Error (MMRE).

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2942 Validation of Reverse Engineered Web Application Models

Authors: Carlo Bellettini, Alessandro Marchetto, Andrea Trentini

Abstract:

Web applications have become complex and crucial for many firms, especially when combined with areas such as CRM (Customer Relationship Management) and BPR (Business Process Reengineering). The scientific community has focused attention to Web application design, development, analysis, testing, by studying and proposing methodologies and tools. Static and dynamic techniques may be used to analyze existing Web applications. The use of traditional static source code analysis may be very difficult, for the presence of dynamically generated code, and for the multi-language nature of the Web. Dynamic analysis may be useful, but it has an intrinsic limitation, the low number of program executions used to extract information. Our reverse engineering analysis, used into our WAAT (Web Applications Analysis and Testing) project, applies mutational techniques in order to exploit server side execution engines to accomplish part of the dynamic analysis. This paper studies the effects of mutation source code analysis applied to Web software to build application models. Mutation-based generated models may contain more information then necessary, so we need a pruning mechanism.

Keywords: Validation, Dynamic Analysis, MutationAnalysis, Reverse Engineering, Web Applications

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2941 Building a Service-Centric Business Model in SMEs in the Business-to-Business Context

Authors: Päivi J. Tossavainen , Leena Alakoski, Katri Ojasalo

Abstract:

Building a service-centric business model requires new knowledge and capabilities in companies. This paper enlightens the challenges small and medium sized firms (SMEs) face when developing their service-centric business models. This paper examines the premise for knowledge transfer and capability development required. The objective of this paper is to increase knowledge about SME-s transformation to service-centric business models.This paper reports an action research based case study. The paper provides empirical evidence from three case companies. The empirical data was collected through multiple methods. The findings of the paper are: First, the developed model to analyze the current state in companies. Second, the process of building the service – centric business models. Third, the selection of suitable service development methods. The lack of a holistic understanding on service logic suggests that SMEs need practical and easy to use methods to improve their business

Keywords: service-centric business model, service development, action research, case study

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2940 Strategic Management Accounting: Implementation and Control

Authors: Alireza Azimi Sani

Abstract:

This paper discusses the design characteristics management accounting systems should have to be useful for strategic planning and control and provides brief introductions to strategic variance analysis, profit-linked performance measurement models and balanced scorecard. It shows two multi-period, multiproduct models are specified, can be related to Porter's strategy framework and cost and revenue drivers, and can be used to support strategic planning, control and cost management.

Keywords: Accounting, balanced scorecard, profit-linked, strategic management, variance analysis.

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2939 Neural Network Models for Actual Cost and Actual Duration Estimation in Construction Projects: Findings from Greece

Authors: Panagiotis Karadimos, Leonidas Anthopoulos

Abstract:

Predicting the actual cost and duration in construction projects concern a continuous and existing problem for the construction sector. This paper addresses this problem with modern methods and data available from past public construction projects. 39 bridge projects, constructed in Greece, with a similar type of available data were examined. Considering each project’s attributes with the actual cost and the actual duration, correlation analysis is performed and the most appropriate predictive project variables are defined. Additionally, the most efficient subgroup of variables is selected with the use of the WEKA application, through its attribute selection function. The selected variables are used as input neurons for neural network models through correlation analysis. For constructing neural network models, the application FANN Tool is used. The optimum neural network model, for predicting the actual cost, produced a mean squared error with a value of 3.84886e-05 and it was based on the budgeted cost and the quantity of deck concrete. The optimum neural network model, for predicting the actual duration, produced a mean squared error with a value of 5.89463e-05 and it also was based on the budgeted cost and the amount of deck concrete.

Keywords: Actual cost and duration, attribute selection, bridge projects, neural networks, predicting models, FANN TOOL, WEKA.

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2938 Time-Domain Analysis of Pulse Parameters Effects on Crosstalk (In High Speed Circuits)

Authors: L. Tani, N. El Ouzzani

Abstract:

Crosstalk among interconnects and printed-circuit board (PCB) traces is a major limiting factor of signal quality in highspeed digital and communication equipments especially when fast data buses are involved. Such a bus is considered as a planar multiconductor transmission line. This paper will demonstrate how the finite difference time domain (FDTD) method provides an exact solution of the transmission-line equations to analyze the near end and the far end crosstalk. In addition, this study makes it possible to analyze the rise time effect on the near and far end voltages of the victim conductor. The paper also discusses a statistical analysis, based upon a set of several simulations. Such analysis leads to a better understanding of the phenomenon and yields useful information.

Keywords: Multiconductor transmission line, Crosstalk, Finite difference time domain (FDTD), printed-circuit board (PCB), Rise time, Statistical analysis.

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2937 Effect of Soil Corrosion in Failures of Buried Gas Pipelines

Authors: Saima Ali, Pathamanathan Rajeev, Imteaz A. Monzur

Abstract:

In this paper, a brief review of the corrosion mechanism in buried pipe and modes of failure is provided together with the available corrosion models. Moreover, the sensitivity analysis is performed to understand the influence of corrosion model parameters on the remaining life estimation. Further, the probabilistic analysis is performed to propagate the uncertainty in the corrosion model on the estimation of the renaming life of the pipe. Finally, the comparison among the corrosion models on the basis of the remaining life estimation will be provided to improve the renewal plan.

Keywords: Corrosion, pit depth, sensitivity analysis, exposure period.

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2936 Review and Classification of the Indicators and Trends Used in Bridge Performance Modeling

Authors: S. Rezaei, Z. Mirzaei, M. Khalighi, J. Bahrami

Abstract:

Bridges, as an essential part of road infrastructures, are affected by various deterioration mechanisms over time due to the changes in their performance. As changes in performance can have many negative impacts on society, it is essential to be able to evaluate and measure the performance of bridges throughout their life. This evaluation includes the development or the choice of the appropriate performance indicators, which, in turn, are measured based on the selection of appropriate models for the existing deterioration mechanism. The purpose of this article is a statistical study of indicators and deterioration mechanisms of bridges in order to discover further research capacities in bridges performance assessment. For this purpose, some of the most common indicators of bridge performance, including reliability, risk, vulnerability, robustness, and resilience, were selected. The researches performed on each index based on the desired deterioration mechanisms and hazards were comprehensively reviewed. In addition, the formulation of the indicators and their relationship with each other were studied. The research conducted on the mentioned indicators were classified from the point of view of deterministic or probabilistic method, the level of study (element level, object level, etc.), and the type of hazard and the deterioration mechanism of interest. For each of the indicators, a number of challenges and recommendations were presented according to the review of previous studies.

Keywords: Bridge, deterioration mechanism, lifecycle, performance indicator.

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2935 A Numerical Study on the Influence of CO2 Dilution on Combustion Characteristics of a Turbulent Diffusion Flame

Authors: Yasaman Tohidi, Rouzbeh Riazi, Shidvash Vakilipour, Masoud Mohammadi

Abstract:

The objective of the present study is to numerically investigate the effect of CO2 replacement of N2 in air stream on the flame characteristics of the CH4 turbulent diffusion flame. The Open source Field Operation and Manipulation (OpenFOAM) has been used as the computational tool. In this regard, laminar flamelet and modified k-ε models have been utilized as combustion and turbulence models, respectively. Results reveal that the presence of CO2 in air stream changes the flame shape and maximum flame temperature. Also, CO2 dilution causes an increment in CO mass fraction.

Keywords: CH4 diffusion flame, CO2 dilution, OpenFOAM, turbulent flame.

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2934 Climate Related Financial Risk for Automobile Industry and Impact to Financial Institutions

Authors: S. Mahalakshmi, B. Senthil Arasu

Abstract:

As per the recent changes happening in the global policies, climate related changes and the impact it causes across every sector are viewed as green swan events – in essence, climate related changes can happen often and lead to risk and lot of uncertainty, but need to be mitigated instead of considering them as black swan events. This brings about a question on how this risk can be computed, so that the financial institutions can plan to mitigate it. Climate related changes impact all risk types – credit risk, market risk, operational risk, liquidity risk, reputational risk and others. And the models required to compute this have to consider the different industrial needs of the counterparty, as well as the factors that are contributing to this – be it in the form of different risk drivers, or the different transmission channels or the different approaches and the granular form of data availability. This brings out to the suggestion that the climate related changes, though it affects Pillar I risks, will be a Pillar II risk. This has to be modeled specifically based on the financial institution’s actual exposure to different industries, instead of generalizing the risk charge. And this will have to be considered as the additional capital to be met by the financial institution in addition to their Pillar I risks, as well as the existing Pillar II risks. In this paper, we present a risk assessment framework to model and assess climate change risks - for both credit and market risks. This framework helps in assessing the different scenarios, and how the different transition risks affect the risk associated with the different parties. This research paper delves on the topic of increase in concentration of greenhouse gases, that in turn causing global warming. It then considers the various scenarios of having the different risk drivers impacting credit and market risk of an institution, by understanding the transmission channels, and also considering the transition risk. The paper then focuses on the industry that’s fast seeing a disruption: automobile industry. The paper uses the framework to show how the climate changes and the change to the relevant policies have impacted the entire financial institution. Appropriate statistical models for forecasting, anomaly detection and scenario modeling are built to demonstrate how the framework can be used by the relevant agencies to understand their financial risks. The paper also focuses on the climate risk calculation for the Pillar II capital calculations, and how it will make sense for the bank to maintain this in addition to their regular Pillar I and Pillar II capital.

Keywords: Capital calculation, climate risk, credit risk, pillar II risk, scenario modeling.

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2933 Masonry CSEB Building Models under Shaketable Testing-An Experimental Study

Authors: Lakshmi Keshav, V. G. Srisanthi

Abstract:

In this experimental investigation shake table tests were conducted on two reduced models that represent normal single room building constructed by Compressed Stabilized Earth Block (CSEB) from locally available soil. One model was constructed with earthquake resisting features (EQRF) having sill band, lintel band and vertical bands to control the building vibration and another one was without Earthquake Resisting Features. To examine the seismic capacity of the models particularly when it is subjected to long-period ground motion by large amplitude by many cycles of repeated loading, the test specimen was shaken repeatedly until the failure. The test results from Hi-end Data Acquisition system show that model with EQRF behave better than without EQRF. This modified masonry model with new material combined with new bands is used to improve the behavior of masonry building.

Keywords: Earth Quake Resisting Features, Compressed Stabilized Earth Blocks, Masonry structures, Shake table testing, Horizontal and vertical bands.

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2932 A Study of Panel Logit Model and Adaptive Neuro-Fuzzy Inference System in the Prediction of Financial Distress Periods

Authors: Ε. Giovanis

Abstract:

The purpose of this paper is to present two different approaches of financial distress pre-warning models appropriate for risk supervisors, investors and policy makers. We examine a sample of the financial institutions and electronic companies of Taiwan Security Exchange (TSE) market from 2002 through 2008. We present a binary logistic regression with paned data analysis. With the pooled binary logistic regression we build a model including more variables in the regression than with random effects, while the in-sample and out-sample forecasting performance is higher in random effects estimation than in pooled regression. On the other hand we estimate an Adaptive Neuro-Fuzzy Inference System (ANFIS) with Gaussian and Generalized Bell (Gbell) functions and we find that ANFIS outperforms significant Logit regressions in both in-sample and out-of-sample periods, indicating that ANFIS is a more appropriate tool for financial risk managers and for the economic policy makers in central banks and national statistical services.

Keywords: ANFIS, Binary logistic regression, Financialdistress, Panel data

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2931 Words Reordering based on Statistical Language Model

Authors: Theologos Athanaselis, Stelios Bakamidis, Ioannis Dologlou

Abstract:

There are multiple reasons to expect that detecting the word order errors in a text will be a difficult problem, and detection rates reported in the literature are in fact low. Although grammatical rules constructed by computer linguists improve the performance of grammar checker in word order diagnosis, the repairing task is still very difficult. This paper presents an approach for repairing word order errors in English text by reordering words in a sentence and choosing the version that maximizes the number of trigram hits according to a language model. The novelty of this method concerns the use of an efficient confusion matrix technique for reordering the words. The comparative advantage of this method is that works with a large set of words, and avoids the laborious and costly process of collecting word order errors for creating error patterns.

Keywords: Permutations filtering, Statistical languagemodel N-grams, Word order errors

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2930 Global Kinetics of Direct Dimethyl Ether Synthesis Process from Syngas in Slurry Reactor over a Novel Cu-Zn-Al-Zr Slurry Catalyst

Authors: Zhen Chen, Haitao Zhang, Weiyong Ying, Dingye Fang

Abstract:

The direct synthesis process of dimethyl ether (DME) from syngas in slurry reactors is considered to be promising because of its advantages in caloric transfer. In this paper, the influences of operating conditions (temperature, pressure and weight hourly space velocity) on the conversion of CO, selectivity of DME and methanol were studied in a stirred autoclave over Cu-Zn-Al-Zr slurry catalyst, which is far more suitable to liquid phase dimethyl ether synthesis process than bifunctional catalyst commercially. A Langmuir- Hinshelwood mechanism type global kinetics model for liquid phase DME direct synthesis based on methanol synthesis models and a methanol dehydration model has been investigated by fitting our experimental data. The model parameters were estimated with MATLAB program based on general Genetic Algorithms and Levenberg-Marquardt method, which is suitably fitting experimental data and its reliability was verified by statistical test and residual error analysis.

Keywords: alcohol/ether fuel, Cu-Zn-Al-Zr slurry catalyst, global kinetics, slurry reactor

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2929 An Improved Prediction Model of Ozone Concentration Time Series Based On Chaotic Approach

Authors: N. Z. A. Hamid, M. S. M. Noorani

Abstract:

This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly Ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: Chaotic approach, phase space, Cao method, local linear approximation method.

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2928 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis

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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2927 Statistical Process Optimization Through Multi-Response Surface Methodology

Authors: S. Raissi, R- Eslami Farsani

Abstract:

In recent years, response surface methodology (RSM) has brought many attentions of many quality engineers in different industries. Most of the published literature on robust design methodology is basically concerned with optimization of a single response or quality characteristic which is often most critical to consumers. For most products, however, quality is multidimensional, so it is common to observe multiple responses in an experimental situation. Through this paper interested person will be familiarize with this methodology via surveying of the most cited technical papers. It is believed that the proposed procedure in this study can resolve a complex parameter design problem with more than two responses. It can be applied to those areas where there are large data sets and a number of responses are to be optimized simultaneously. In addition, the proposed procedure is relatively simple and can be implemented easily by using ready-made standard statistical packages.

Keywords: Multi-Response Surface Methodology (MRSM), Design of Experiments (DOE), Process modeling, Quality improvement; Robust Design.

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2926 Statistical Analysis and Predictive Learning of Mechanical Parameters for TiO2 Filled GFRP Composite

Authors: S. Srinivasa Moorthy, K. Manonmani

Abstract:

The new, polymer composites consisting of e-glass fiber reinforcement with titanium oxide filler in the double bonded unsaturated polyester resin matrix were made. The glass fiber and titanium oxide reinforcement composites were made in three different fiber lengths (3cm, 5cm, and 7cm), filler content (2 wt%, 4 wt%, and 6 wt%) and fiber content (20 wt%, 40 wt%, and 60 wt%). 27 different compositions were fabricated and a sequence of experiments were carried out to determine tensile strength and impact strength. The vital influencing factors fiber length, fiber content and filler content were chosen as 3 factors in 3 levels of Taguchi’s L9 orthogonal array. The influences of parameters were determined for tensile strength and impact strength by Analysis of variance (ANOVA) and S/N ratio. Using Artificial Neural Network (ANN) an expert system was devised to predict the properties of hybrid reinforcement GFRP composites. The predict models were experimentally proved with the maximum coincidence.

Keywords: Analysis of variance (ANOVA), Artificial neural network (ANN), Polymer composites, Taguchi’s orthogonal array.

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2925 Pattern Recognition of Partial Discharge by Using Simplified Fuzzy ARTMAP

Authors: S. Boonpoke, B. Marungsri

Abstract:

This paper presents the effectiveness of artificial intelligent technique to apply for pattern recognition and classification of Partial Discharge (PD). Characteristics of PD signal for pattern recognition and classification are computed from the relation of the voltage phase angle, the discharge magnitude and the repeated existing of partial discharges by using statistical and fractal methods. The simplified fuzzy ARTMAP (SFAM) is used for pattern recognition and classification as artificial intelligent technique. PDs quantities, 13 parameters from statistical method and fractal method results, are inputted to Simplified Fuzzy ARTMAP to train system for pattern recognition and classification. The results confirm the effectiveness of purpose technique.

Keywords: Partial discharges, PD Pattern recognition, PDClassification, Artificial intelligent, Simplified Fuzzy ARTMAP

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2924 Various Advanced Statistical Analyses of Index Values Extracted from Outdoor Agricultural Workers Motion Data

Authors: Shinji Kawakura, Ryosuke Shibasaki

Abstract:

We have been grouping and developing various kinds of practical, promising sensing applied systems concerning agricultural advancement and technical tradition (guidance). These include advanced devices to secure real-time data related to worker motion, and we analyze by methods of various advanced statistics and human dynamics (e.g. primary component analysis, Ward system based cluster analysis, and mapping). What is more, we have been considering worker daily health and safety issues. Targeted fields are mainly common farms, meadows, and gardens. After then, we observed and discussed time-line style, changing data. And, we made some suggestions. The entire plan makes it possible to improve both the aforementioned applied systems and farms.

Keywords: Advanced statistical analysis, wearable sensing system, tradition of skill, supporting for workers, detecting crisis.

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