Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 169

Search results for: likelihood

169 Review of the Road Crash Data Availability in Iraq

Authors: Abeer K. Jameel, Harry Evdorides

Abstract:

Iraq is a middle income country where the road safety issue is considered one of the leading causes of deaths. To control the road risk issue, the Iraqi Ministry of Planning, General Statistical Organization started to organise a collection system of traffic accidents data with details related to their causes and severity. These data are published as an annual report. In this paper, a review of the available crash data in Iraq will be presented. The available data represent the rate of accidents in aggregated level and classified according to their types, road users’ details, and crash severity, type of vehicles, causes and number of causalities. The review is according to the types of models used in road safety studies and research, and according to the required road safety data in the road constructions tasks. The available data are also compared with the road safety dataset published in the United Kingdom as an example of developed country. It is concluded that the data in Iraq are suitable for descriptive and exploratory models, aggregated level comparison analysis, and evaluation and monitoring the progress of the overall traffic safety performance. However, important traffic safety studies require disaggregated level of data and details related to the factors of the likelihood of traffic crashes. Some studies require spatial geographic details such as the location of the accidents which is essential in ranking the roads according to their level of safety, and name the most dangerous roads in Iraq which requires tactic plan to control this issue. Global Road safety agencies interested in solve this problem in low and middle-income countries have designed road safety assessment methodologies which are basing on the road attributes data only. Therefore, in this research it is recommended to use one of these methodologies.

Keywords: Data availability, Iraq, road safety.

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168 Classification of Health Risk Factors to Predict the Risk of Falling in Older Adults

Authors: L. Lindsay, S. A. Coleman, D. Kerr, B. J. Taylor, A. Moorhead

Abstract:

Cognitive decline and frailty is apparent in older adults leading to an increased likelihood of the risk of falling. Currently health care professionals have to make professional decisions regarding such risks, and hence make difficult decisions regarding the future welfare of the ageing population. This study uses health data from The Irish Longitudinal Study on Ageing (TILDA), focusing on adults over the age of 50 years, in order to analyse health risk factors and predict the likelihood of falls. This prediction is based on the use of machine learning algorithms whereby health risk factors are used as inputs to predict the likelihood of falling. Initial results show that health risk factors such as long-term health issues contribute to the number of falls. The identification of such health risk factors has the potential to inform health and social care professionals, older people and their family members in order to mitigate daily living risks.

Keywords: Classification, falls, health risk factors, machine learning, older adults.

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167 Improving Flash Flood Forecasting with a Bayesian Probabilistic Approach: A Case Study on the Posina Basin in Italy

Authors: Zviad Ghadua, Biswa Bhattacharya

Abstract:

The Flash Flood Guidance (FFG) provides the rainfall amount of a given duration necessary to cause flooding. The approach is based on the development of rainfall-runoff curves, which helps us to find out the rainfall amount that would cause flooding. An alternative approach, mostly experimented with Italian Alpine catchments, is based on determining threshold discharges from past events and on finding whether or not an oncoming flood has its magnitude more than some critical discharge thresholds found beforehand. Both approaches suffer from large uncertainties in forecasting flash floods as, due to the simplistic approach followed, the same rainfall amount may or may not cause flooding. This uncertainty leads to the question whether a probabilistic model is preferable over a deterministic one in forecasting flash floods. We propose the use of a Bayesian probabilistic approach in flash flood forecasting. A prior probability of flooding is derived based on historical data. Additional information, such as antecedent moisture condition (AMC) and rainfall amount over any rainfall thresholds are used in computing the likelihood of observing these conditions given a flash flood has occurred. Finally, the posterior probability of flooding is computed using the prior probability and the likelihood. The variation of the computed posterior probability with rainfall amount and AMC presents the suitability of the approach in decision making in an uncertain environment. The methodology has been applied to the Posina basin in Italy. From the promising results obtained, we can conclude that the Bayesian approach in flash flood forecasting provides more realistic forecasting over the FFG.

Keywords: Flash flood, Bayesian, flash flood guidance, FFG, forecasting, Posina.

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166 A Communication Signal Recognition Algorithm Based on Holder Coefficient Characteristics

Authors: Hui Zhang, Ye Tian, Fang Ye, Ziming Guo

Abstract:

Communication signal modulation recognition technology is one of the key technologies in the field of modern information warfare. At present, communication signal automatic modulation recognition methods are mainly divided into two major categories. One is the maximum likelihood hypothesis testing method based on decision theory, the other is a statistical pattern recognition method based on feature extraction. Now, the most commonly used is a statistical pattern recognition method, which includes feature extraction and classifier design. With the increasingly complex electromagnetic environment of communications, how to effectively extract the features of various signals at low signal-to-noise ratio (SNR) is a hot topic for scholars in various countries. To solve this problem, this paper proposes a feature extraction algorithm for the communication signal based on the improved Holder cloud feature. And the extreme learning machine (ELM) is used which aims at the problem of the real-time in the modern warfare to classify the extracted features. The algorithm extracts the digital features of the improved cloud model without deterministic information in a low SNR environment, and uses the improved cloud model to obtain more stable Holder cloud features and the performance of the algorithm is improved. This algorithm addresses the problem that a simple feature extraction algorithm based on Holder coefficient feature is difficult to recognize at low SNR, and it also has a better recognition accuracy. The results of simulations show that the approach in this paper still has a good classification result at low SNR, even when the SNR is -15dB, the recognition accuracy still reaches 76%.

Keywords: Communication signal, feature extraction, holder coefficient, improved cloud model.

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165 Comparison of Methods of Estimation for Use in Goodness of Fit Tests for Binary Multilevel Models

Authors: I. V. Pinto, M. R. Sooriyarachchi

Abstract:

It can be frequently observed that the data arising in our environment have a hierarchical or a nested structure attached with the data. Multilevel modelling is a modern approach to handle this kind of data. When multilevel modelling is combined with a binary response, the estimation methods get complex in nature and the usual techniques are derived from quasi-likelihood method. The estimation methods which are compared in this study are, marginal quasi-likelihood (order 1 & order 2) (MQL1, MQL2) and penalized quasi-likelihood (order 1 & order 2) (PQL1, PQL2). A statistical model is of no use if it does not reflect the given dataset. Therefore, checking the adequacy of the fitted model through a goodness-of-fit (GOF) test is an essential stage in any modelling procedure. However, prior to usage, it is also equally important to confirm that the GOF test performs well and is suitable for the given model. This study assesses the suitability of the GOF test developed for binary response multilevel models with respect to the method used in model estimation. An extensive set of simulations was conducted using MLwiN (v 2.19) with varying number of clusters, cluster sizes and intra cluster correlations. The test maintained the desirable Type-I error for models estimated using PQL2 and it failed for almost all the combinations of MQL. Power of the test was adequate for most of the combinations in all estimation methods except MQL1. Moreover, models were fitted using the four methods to a real-life dataset and performance of the test was compared for each model.

Keywords: Goodness-of-fit test, marginal quasi-likelihood, multilevel modelling, type-I error, penalized quasi-likelihood, power, quasi-likelihood.

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164 Systematics of Water Lilies (Genus Nymphaea L.) Using 18S rDNA Sequences

Authors: M. Nakkuntod, S. Srinarang, K.W. Hilu

Abstract:

Water lily (Nymphaea L.) is the largest genus of Nymphaeaceae. This family is composed of six genera (Nuphar, Ondinea, Euryale, Victoria, Barclaya, Nymphaea). Its members are nearly worldwide in tropical and temperate regions. The classification of some species in Nymphaea is ambiguous due to high variation in leaf and flower parts such as leaf margin, stamen appendage. Therefore, the phylogenetic relationships based on 18S rDNA were constructed to delimit this genus. DNAs of 52 specimens belonging to water lily family were extracted using modified conventional method containing cetyltrimethyl ammonium bromide (CTAB). The results showed that the amplified fragment is about 1600 base pairs in size. After analysis, the aligned sequences presented 9.36% for variable characters comprising 2.66% of parsimonious informative sites and 6.70% of singleton sites. Moreover, there are 6 regions of 1-2 base(s) for insertion/deletion. The phylogenetic trees based on maximum parsimony and maximum likelihood with high bootstrap support indicated that genus Nymphaea was a paraphyletic group because of Ondinea, Victoria and Euryale disruption. Within genus Nymphaea, subgenus Nymphaea is a basal lineage group which cooperated with Euryale and Victoria. The other four subgenera, namely Lotos, Hydrocallis, Brachyceras and Anecphya were included the same large clade which Ondinea was placed within Anecphya clade due to geographical sharing.

Keywords: nrDNA, phylogeny, taxonomy, Waterlily.

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163 The Efficiency of Association Measures in Automatic Extraction of Collocations: Exclusivity and Frequency

Authors: Souhaila Messaoudi

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This paper deals with automatic extraction of 20 ‘adjective + noun’ collocations using four different association measures: T-score, MI, Log Dice, and Log Likelihood with most emphasis on mainly Log Likelihood and Log Dice scores for which an argument for their suitability in this experiment is to be presented. The nodes of the chosen collocates are 20 adjectival false friends between English and French. The noun candidate to be chosen needs to occur with a threshold of top ten collocates in two lists in which the results are sorted by Log Likelihood and Log Dice. The fulfillment of this criterion will guarantee that the chosen candidates are both exclusive and significant noun collocates and thereby, they make perfect noun candidates for the nodes. The results of the top 10 collocates sorted by Log Dice and Log Likelihood are not to be filtered. Thereby technical terms, function words, and stop words are not to be removed for the purposes of the analysis. Out of 20 adjectives, 15 ‘adjective + noun’ collocations have been extracted by the means of consensus of Log Likelihood and Log Dice scores on the top 10 noun collocates. The generated list of the automatic extracted ‘adjective + noun’ collocations will serve as the bulk of a translation test in which Algerian students of translation are asked to render these collocations into Arabic. The ultimate goal of this test is to test French influence as a Second Language on English as a Foreign Language in the Algerian context.

Keywords: Association measures, collocations, extraction false friends.

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162 Modelling Hydrological Time Series Using Wakeby Distribution

Authors: Ilaria Lucrezia Amerise

Abstract:

The statistical modelling of precipitation data for a given portion of territory is fundamental for the monitoring of climatic conditions and for Hydrogeological Management Plans (HMP). This modelling is rendered particularly complex by the changes taking place in the frequency and intensity of precipitation, presumably to be attributed to the global climate change. This paper applies the Wakeby distribution (with 5 parameters) as a theoretical reference model. The number and the quality of the parameters indicate that this distribution may be the appropriate choice for the interpolations of the hydrological variables and, moreover, the Wakeby is particularly suitable for describing phenomena producing heavy tails. The proposed estimation methods for determining the value of the Wakeby parameters are the same as those used for density functions with heavy tails. The commonly used procedure is the classic method of moments weighed with probabilities (probability weighted moments, PWM) although this has often shown difficulty of convergence, or rather, convergence to a configuration of inappropriate parameters. In this paper, we analyze the problem of the likelihood estimation of a random variable expressed through its quantile function. The method of maximum likelihood, in this case, is more demanding than in the situations of more usual estimation. The reasons for this lie, in the sampling and asymptotic properties of the estimators of maximum likelihood which improve the estimates obtained with indications of their variability and, therefore, their accuracy and reliability. These features are highly appreciated in contexts where poor decisions, attributable to an inefficient or incomplete information base, can cause serious damages.

Keywords: Generalized extreme values (GEV), likelihood estimation, precipitation data, Wakeby distribution.

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161 On the Efficiency and Robustness of Commingle Wiener and Lévy Driven Processes for Vasciek Model

Authors: Rasaki O. Olanrewaju

Abstract:

The driven processes of Wiener and Lévy are known self-standing Gaussian-Markov processes for fitting non-linear dynamical Vasciek model. In this paper, a coincidental Gaussian density stationarity condition and autocorrelation function of the two driven processes were established. This led to the conflation of Wiener and Lévy processes so as to investigate the efficiency of estimates incorporated into the one-dimensional Vasciek model that was estimated via the Maximum Likelihood (ML) technique. The conditional laws of drift, diffusion and stationarity process was ascertained for the individual Wiener and Lévy processes as well as the commingle of the two processes for a fixed effect and Autoregressive like Vasciek model when subjected to financial series; exchange rate of Naira-CFA Franc. In addition, the model performance error of the sub-merged driven process was miniature compared to the self-standing driven process of Wiener and Lévy.

Keywords: Wiener process, Lévy process, Vasciek model, drift, diffusion, Gaussian density stationary.

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160 Dynamic Measurement System Modeling with Machine Learning Algorithms

Authors: Changqiao Wu, Guoqing Ding, Xin Chen

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In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.

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159 Modelling Conditional Volatility of Saving Rate by a Time-Varying Parameter Model

Authors: Katleho D. Makatjane, Kalebe M. Kalebe

Abstract:

The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Keywords: Generalized autoregressive score, time-varying, saving rate, Lesotho.

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158 Spectral Mixture Model Applied to Cannabis Parcel Determination

Authors: Levent Basayigit, Sinan Demir, Yusuf Ucar, Burhan Kara

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Many research projects require accurate delineation of the different land cover type of the agricultural area. Especially it is critically important for the definition of specific plants like cannabis. However, the complexity of vegetation stands structure, abundant vegetation species, and the smooth transition between different seconder section stages make vegetation classification difficult when using traditional approaches such as the maximum likelihood classifier. Most of the time, classification distinguishes only between trees/annual or grain. It has been difficult to accurately determine the cannabis mixed with other plants. In this paper, a mixed distribution models approach is applied to classify pure and mix cannabis parcels using Worldview-2 imagery in the Lakes region of Turkey. Five different land use types (i.e. sunflower, maize, bare soil, and cannabis) were identified in the image. A constrained Gaussian mixture discriminant analysis (GMDA) was used to unmix the image. In the study, 255 reflectance ratios derived from spectral signatures of seven bands (Blue-Green-Yellow-Red-Rededge-NIR1-NIR2) were randomly arranged as 80% for training and 20% for test data. Gaussian mixed distribution model approach is proved to be an effective and convenient way to combine very high spatial resolution imagery for distinguishing cannabis vegetation. Based on the overall accuracies of the classification, the Gaussian mixed distribution model was found to be very successful to achieve image classification tasks. This approach is sensitive to capture the illegal cannabis planting areas in the large plain. This approach can also be used for monitoring and determination with spectral reflections in illegal cannabis planting areas.

Keywords: Gaussian mixture discriminant analysis, spectral mixture model, World View-2, land parcels.

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157 The Effects of Negative Electronic Word-of-Mouth and Webcare on Thai Online Consumer Behavior

Authors: Pongsatorn Tantrabundit, Lersak Phothong, Ong-art Chanprasitchai

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Due to the emergence of the Internet, it has extended the traditional Word-of-Mouth (WOM) to a new form called “Electronic Word-of-Mouth (eWOM).” Unlike traditional WOM, eWOM is able to present information in various ways by applying different components. Each eWOM component generates different effects on online consumer behavior. This research investigates the effects of Webcare (responding message) from product/ service providers on negative eWOM by applying two types of products (search and experience). The proposed conceptual model was developed based on the combination of the stages in consumer decision-making process, theory of reasoned action (TRA), theory of planned behavior (TPB), the technology acceptance model (TAM), the information integration theory and the elaboration likelihood model. The methodology techniques used in this study included multivariate analysis of variance (MANOVA) and multiple regression analysis. The results suggest that Webcare does slightly increase Thai online consumer’s perceptions on perceived eWOM trustworthiness, information diagnosticity and quality. For negative eWOM, we also found that perceived eWOM Trustworthiness, perceived eWOM diagnosticity and quality have a positive relationship with eWOM influence whereas perceived valence has a negative relationship with eWOM influence in Thai online consumers.

Keywords:

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156 Predicting Mortality among Acute Burn Patients Using BOBI Score vs. FLAMES Score

Authors: S. Moustafa El Shanawany, I. Labib Salem, F. Mohamed Magdy Badr El Dine, H. Tag El Deen Abd Allah

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Thermal injuries remain a global health problem and a common issue encountered in forensic pathology. They are a devastating cause of morbidity and mortality in children and adults especially in developing countries, causing permanent disfigurement, scarring and grievous hurt. Burns have always been a matter of legal concern in cases of suicidal burns, self-inflicted burns for false accusation and homicidal attempts. Assessment of burn injuries as well as rating permanent disabilities and disfigurement following thermal injuries for the benefit of compensation claims represents a challenging problem. This necessitates the development of reliable scoring systems to yield an expected likelihood of permanent disability or fatal outcome following burn injuries. The study was designed to identify the risk factors of mortality in acute burn patients and to evaluate the applicability of FLAMES (Fatality by Longevity, APACHE II score, Measured Extent of burn, and Sex) and BOBI (Belgian Outcome in Burn Injury) model scores in predicting the outcome. The study was conducted on 100 adult patients with acute burn injuries admitted to the Burn Unit of Alexandria Main University Hospital, Egypt from October 2014 to October 2015. Victims were examined after obtaining informed consent and the data were collected in specially designed sheets including demographic data, burn details and any associated inhalation injury. Each burn patient was assessed using both BOBI and FLAMES scoring systems. The results of the study show the mean age of patients was 35.54±12.32 years. Males outnumbered females (55% and 45%, respectively). Most patients were accidently burnt (95%), whereas suicidal burns accounted for the remaining 5%. Flame burn was recorded in 82% of cases. As well, 8% of patients sustained more than 60% of total burn surface area (TBSA) burns, 19% of patients needed mechanical ventilation, and 19% of burnt patients died either from wound sepsis, multi-organ failure or pulmonary embolism. The mean length of hospital stay was 24.91±25.08 days. The mean BOBI score was 1.07±1.27 and that of the FLAMES score was -4.76±2.92. The FLAMES score demonstrated an area under the receiver operating characteristic (ROC) curve of 0.95 which was significantly higher than that of the BOBI score (0.883). A statistically significant association was revealed between both predictive models and the outcome. The study concluded that both scoring systems were beneficial in predicting mortality in acutely burnt patients. However, the FLAMES score could be applied with a higher level of accuracy.

Keywords: BOBI, Burns, FLAMES, scoring systems, outcome.

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155 Crash and Injury Characteristics of Riders in Motorcycle-Passenger Vehicle Crashes

Authors: Z. A. Ahmad Noor Syukri, A. J. Nawal Aswan, S. V. Wong

Abstract:

The motorcycle has become one of the most common type of vehicles used on the road, particularly in the Asia region, including Malaysia, due to its size-convenience and affordable price. This study focuses only on crashes involving motorcycles with passenger cars consisting 43 real world crashes obtained from in-depth crash investigation process from June 2016 till July 2017. The study collected and analyzed vehicle and site parameters obtained during crash investigation and injury information acquired from the patient-treating hospital. The investigation team, consisting of two personnel, is stationed at the Emergency Department of the treatment facility, and was dispatched to the crash scene once receiving notification of the related crashes. The injury information retrieved was coded according to the level of severity using the Abbreviated Injury Scale (AIS) and classified into different body regions. The data revealed that weekend crashes were significantly higher for the night time period and the crash occurrence was the highest during morning hours (commuting to work period) for weekdays. Bad weather conditions play a minimal effect towards the occurrence of motorcycle – passenger vehicle crashes and nearly 90% involved motorcycles with single riders. Riders up to 25 years old are heavily involved in crashes with passenger vehicles (60%), followed by 26-55 year age group with 35%. Male riders were dominant in each of the age segments. The majority of the crashes involved side impacts, followed by rear impacts and cars outnumbered the rest of the passenger vehicle types in terms of crash involvement with motorcycles. The investigation data also revealed that passenger vehicles were the most at-fault counterpart (62%) when involved in crashes with motorcycles and most of the crashes involved situations whereby both of the vehicles are travelling in the same direction and one of the vehicles is in a turning maneuver. More than 80% of the involved motorcycle riders had sustained yellow severity level during triage process. The study also found that nearly 30% of the riders sustained injuries to the lower extremities, while MAIS level 3 injuries were recorded for all body regions except for thorax region. The result showed that crashes in which the motorcycles were found to be at fault were more likely to occur during night and raining conditions. These types of crashes were also found to be more likely to involve other types of passenger vehicles rather than cars and possess higher likelihood in resulting higher ISS (>6) value to the involved rider. To reduce motorcycle fatalities, it first has to understand the characteristics concerned and focus may be given on crashes involving passenger vehicles as the most dominant crash partner on Malaysian roads.

Keywords: Motorcycle crash, passenger vehicle, in-depth crash investigation, injury mechanism.

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154 Motion-Based Detection and Tracking of Multiple Pedestrians

Authors: A. Harras, A. Tsuji, K. Terada

Abstract:

Tracking of moving people has gained a matter of great importance due to rapid technological advancements in the field of computer vision. The objective of this study is to design a motion based detection and tracking multiple walking pedestrians randomly in different directions. In our proposed method, Gaussian mixture model (GMM) is used to determine moving persons in image sequences. It reacts to changes that take place in the scene like different illumination; moving objects start and stop often, etc. Background noise in the scene is eliminated through applying morphological operations and the motions of tracked people which is determined by using the Kalman filter. The Kalman filter is applied to predict the tracked location in each frame and to determine the likelihood of each detection. We used a benchmark data set for the evaluation based on a side wall stationary camera. The actual scenes from the data set are taken on a street including up to eight people in front of the camera in different two scenes, the duration is 53 and 35 seconds, respectively. In the case of walking pedestrians in close proximity, the proposed method has achieved the detection ratio of 87%, and the tracking ratio is 77 % successfully. When they are deferred from each other, the detection ratio is increased to 90% and the tracking ratio is also increased to 79%.

Keywords: Automatic detection, tracking, pedestrians.

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153 Comparison of Diagnostic Performance of Soluble Transferrin Receptor and Soluble Transferrin Receptor-Ferritin Index Tests in the Diagnosis of Iron Deficiency Anemia

Authors: Hafiz Muhammad Obaid, Bilal Wajid, Nauman Haider, Muhammad Zafrullah

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In this research article, a comprehensive analysis is performed to compare the diagnostic performance of soluble transferrin receptor (sTfR) and sTfR/log ferritin index tests in the differential diagnosis of iron deficiency anemia (IDA) and anemia of chronic disease (ACD). The analysis is performed for both sTfR and sTfR/log ferritin index using a set of 11 studies. The overall odds ratios for sTfR and sTfR/log ferritin index were 36.79 and 119.32 respectively, using 95% confidence interval. The relative sensitivity, specificity. positive likelihood ratio (LR) and negative LR values for sTfR in relation to sTfR/log ferritin index were 81% vs 85%, 84% vs 93%, 6.31 vs 13.95 and 0.18 vs 0.14 respectively. The summary receiver operating characteristic (SROC) curves are also plotted for both sTfR and sTfR/log ferritin index. The area under SROC curves for sTfR and sTfR/log ferritin index was found to be 0.9296 and 0.9825 respectively. Although both tests are useful, the sTfR/log ferritin index seems to be more effective when compared with sTfR.

Keywords: Anemia, sTfR, iron deficiency, ferritin, odds ratio, sensitivity.

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152 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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151 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models

Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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150 Sustainability Impact Assessment of Construction Ecology to Engineering Systems and Climate Change

Authors: Moustafa Osman Mohammed

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Construction industry, as one of the main contributor in depletion of natural resources, influences climate change. This paper discusses incremental and evolutionary development of the proposed models for optimization of a life-cycle analysis to explicit strategy for evaluation systems. The main categories are virtually irresistible for introducing uncertainties, uptake composite structure model (CSM) as environmental management systems (EMSs) in a practice science of evaluation small and medium-sized enterprises (SMEs). The model simplified complex systems to reflect nature systems’ input, output and outcomes mode influence “framework measures” and give a maximum likelihood estimation of how elements are simulated over the composite structure. The traditional knowledge of modeling is based on physical dynamic and static patterns regarding parameters influence environment. It unified methods to demonstrate how construction systems ecology interrelated from management prospective in procedure reflects the effect of the effects of engineering systems to ecology as ultimately unified technologies in extensive range beyond constructions impact so as, - energy systems. Sustainability broadens socioeconomic parameters to practice science that meets recovery performance, engineering reflects the generic control of protective systems. When the environmental model employed properly, management decision process in governments or corporations could address policy for accomplishment strategic plans precisely. The management and engineering limitation focuses on autocatalytic control as a close cellular system to naturally balance anthropogenic insertions or aggregation structure systems to pound equilibrium as steady stable conditions. Thereby, construction systems ecology incorporates engineering and management scheme, as a midpoint stage between biotic and abiotic components to predict constructions impact. The later outcomes’ theory of environmental obligation suggests either a procedures of method or technique that is achieved in sustainability impact of construction system ecology (SICSE), as a relative mitigation measure of deviation control, ultimately.

Keywords: Sustainability, constructions ecology, composite structure model, design structure matrix, environmental impact assessment, life cycle analysis, climate change.

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149 A Study of Mode Choice Model Improvement Considering Age Grouping

Authors: Young-Hyun Seo, Hyunwoo Park, Dong-Kyu Kim, Seung-Young Kho

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The purpose of this study is providing an improved mode choice model considering parameters including age grouping of prime-aged and old age. In this study, 2010 Household Travel Survey data were used and improper samples were removed through the analysis. Chosen alternative, date of birth, mode, origin code, destination code, departure time, and arrival time are considered from Household Travel Survey. By preprocessing data, travel time, travel cost, mode, and ratio of people aged 45 to 55 years, 55 to 65 years and over 65 years were calculated. After the manipulation, the mode choice model was constructed using LIMDEP by maximum likelihood estimation. A significance test was conducted for nine parameters, three age groups for three modes. Then the test was conducted again for the mode choice model with significant parameters, travel cost variable and travel time variable. As a result of the model estimation, as the age increases, the preference for the car decreases and the preference for the bus increases. This study is meaningful in that the individual and households characteristics are applied to the aggregate model.

Keywords: Age grouping, aging, mode choice model, multinomial logit model.

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148 Exploring Entrepreneurship Intension Aptitude along Gender Lines among Business Decision Students in Nigeria

Authors: Paul O. Udofot, Emem B. Inyang

Abstract:

The study investigated the variability in aptitude amidst interactive effects of several social and environmental factors that could influence individual tendencies to engage in entrepreneurship in Nigeria. Consequently, the study targeted a population having similar backgrounds in type and level of higher education that are tailored toward enterprise management and development in the Niger Delta region of Nigeria. A two-stage sampling procedure was used to select 67 respondents. Primarily, the study assessed the salient pattern of entrepreneurship aptitude of respondents, and estimated and analyzed the index against their personal characteristics. Male respondents belonged to two extremes of aptitude index ranges (poor and high). Though female respondents did not exhibit a poor entrepreneurship aptitude index, the incidence percentage of the high index range of entrepreneurship aptitude among male trainees was more than the combined incidence percentage of their female counterparts. Respondents’ backgrounds outside gender presented a serious influence on entrepreneurship uptake likelihood if all situations were normal.

Keywords: Aptitude, entrepreneurship, entrepreneurial orientation, gender divide, intention, trainee.

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147 A Partially Accelerated Life Test Planning with Competing Risks and Linear Degradation Path under Tampered Failure Rate Model

Authors: Fariba Azizi, Firoozeh Haghighi, Viliam Makis

Abstract:

In this paper, we propose a method to model the relationship between failure time and degradation for a simple step stress test where underlying degradation path is linear and different causes of failure are possible. It is assumed that the intensity function depends only on the degradation value. No assumptions are made about the distribution of the failure times. A simple step-stress test is used to shorten failure time of products and a tampered failure rate (TFR) model is proposed to describe the effect of the changing stress on the intensities. We assume that some of the products that fail during the test have a cause of failure that is only known to belong to a certain subset of all possible failures. This case is known as masking. In the presence of masking, the maximum likelihood estimates (MLEs) of the model parameters are obtained through an expectation-maximization (EM) algorithm by treating the causes of failure as missing values. The effect of incomplete information on the estimation of parameters is studied through a Monte-Carlo simulation. Finally, a real example is analyzed to illustrate the application of the proposed methods.

Keywords: Expectation-maximization (EM) algorithm, cause of failure, intensity, linear degradation path, masked data, reliability function.

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146 Protection of Floating Roof Petroleum Storage Tanks against Lightning Strokes

Authors: F. M. Mohamed, A. Y. Abdelaziz

Abstract:

The subject of petroleum storage tank fires has gained a great deal of attention due to the high cost of petroleum, and the consequent disruption of petroleum production; therefore, much of the current research has focused on petroleum storage tank fires. Also, the number of petroleum tank fires is oscillating between 15 and 20 fires per year. About 33% of all tank fires are attributed to lightning. Floating roof tanks (FRT’s) are especially vulnerable to lightning. To minimize the likelihood of a fire, the API RP 545 recommends three major modifications to floating roof tanks. This paper was inspired by a stroke of lightning that ignited a fire in a crude oil storage tank belonging to an Egyptian oil company, and is aimed at providing an efficient lightning protection system to the tank under study, in order to avoid the occurrence of such phenomena in the future and also, to give valuable recommendations to be applied to floating roof tank projects.

Keywords: Crude oil, fire, floating roof tank, lightning protection system.

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145 A Comparison of Image Data Representations for Local Stereo Matching

Authors: André Smith, Amr Abdel-Dayem

Abstract:

The stereo matching problem, while having been present for several decades, continues to be an active area of research. The goal of this research is to find correspondences between elements found in a set of stereoscopic images. With these pairings, it is possible to infer the distance of objects within a scene, relative to the observer. Advancements in this field have led to experimentations with various techniques, from graph-cut energy minimization to artificial neural networks. At the basis of these techniques is a cost function, which is used to evaluate the likelihood of a particular match between points in each image. While at its core, the cost is based on comparing the image pixel data; there is a general lack of consistency as to what image data representation to use. This paper presents an experimental analysis to compare the effectiveness of more common image data representations. The goal is to determine the effectiveness of these data representations to reduce the cost for the correct correspondence relative to other possible matches.

Keywords: Colour data, local stereo matching, stereo correspondence, disparity map.

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144 Reliable Line-of-Sight and Non-Line-of-Sight Propagation Channel Identification in Ultra-Wideband Wireless Networks

Authors: Mohamed Adnan Landolsi, Ali F. Almutairi

Abstract:

The paper addresses the problem of line-of-sight (LOS) vs. non-line-of-sight (NLOS) propagation link identification in ultra-wideband (UWB) wireless networks, which is necessary for improving the accuracy of radiolocation and positioning applications. A LOS/NLOS likelihood hypothesis testing approach is applied based on exploiting distinctive statistical features of the channel impulse response (CIR) using parameters related to the “skewness” of the CIR and its root mean square (RMS) delay spread. A log-normal fit is presented for the probability densities of the CIR parameters. Simulation results show that different environments (residential, office, outdoor, etc.) have measurable differences in their CIR parameters’ statistics, which is then exploited in determining the nature of the propagation channels. Correct LOS/NLOS channel identification rates exceeding 90% are shown to be achievable for most types of environments. Additional improvement is also obtained by combining both CIR skewness and RMS delay statistics.

Keywords: Ultra-wideband, propagation, line-of-sight, non-line-of-sight, identification.

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143 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods

Authors: Autcha Araveeporn

Abstract:

This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov Chain Monte Carlo method, Maximum Likelihood method, normal distribution.

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142 A Framework for an Automated Decision Support System for Selecting Safety-Conscious Contractors

Authors: Rawan A. Abdelrazeq, Ahmed M. Khalafallah, Nabil A. Kartam

Abstract:

Selection of competent contractors for construction projects is usually accomplished through competitive bidding or negotiated contracting in which the contract bid price is the basic criterion for selection. The evaluation of contractor’s safety performance is still not a typical criterion in the selection process, despite the existence of various safety prequalification procedures. There is a critical need for practical and automated systems that enable owners and decision makers to evaluate contractor safety performance, among other important contractor selection criteria. These systems should ultimately favor safety-conscious contractors to be selected by the virtue of their past good safety records and current safety programs. This paper presents an exploratory sequential mixed-methods approach to develop a framework for an automated decision support system that evaluates contractor safety performance based on a multitude of indicators and metrics that have been identified through a comprehensive review of construction safety research, and a survey distributed to domain experts. The framework is developed in three phases: (1) determining the indicators that depict contractor current and past safety performance; (2) soliciting input from construction safety experts regarding the identified indicators, their metrics, and relative significance; and (3) designing a decision support system using relational database models to integrate the identified indicators and metrics into a system that assesses and rates the safety performance of contractors. The proposed automated system is expected to hold several advantages including: (1) reducing the likelihood of selecting contractors with poor safety records; (2) enhancing the odds of completing the project safely; and (3) encouraging contractors to exert more efforts to improve their safety performance and practices in order to increase their bid winning opportunities which can lead to significant safety improvements in the construction industry. This should prove useful to decision makers and researchers, alike, and should help improve the safety record of the construction industry.

Keywords: Construction safety, contractor selection, decision support system, relational database.

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141 Performance of On-site Earthquake Early Warning Systems for Different Sensor Locations

Authors: Ting-Yu Hsu, Shyu-Yu Wu, Shieh-Kung Huang, Hung-Wei Chiang, Kung-Chun Lu, Pei-Yang Lin, Kuo-Liang Wen

Abstract:

Regional earthquake early warning (EEW) systems are not suitable for Taiwan, as most destructive seismic hazards arise due to in-land earthquakes. These likely cause the lead-time provided by regional EEW systems before a destructive earthquake wave arrives to become null. On the other hand, an on-site EEW system can provide more lead-time at a region closer to an epicenter, since only seismic information of the target site is required. Instead of leveraging the information of several stations, the on-site system extracts some P-wave features from the first few seconds of vertical ground acceleration of a single station and performs a prediction of the oncoming earthquake intensity at the same station according to these features. Since seismometers could be triggered by non-earthquake events such as a passing of a truck or other human activities, to reduce the likelihood of false alarms, a seismometer was installed at three different locations on the same site and the performance of the EEW system for these three sensor locations were discussed. The results show that the location on the ground of the first floor of a school building maybe a good choice, since the false alarms could be reduced and the cost for installation and maintenance is the lowest.

Keywords: Earthquake early warning, Single station approach, Seismometer location.

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140 The Association between C-Reactive Protein and Hypertension of Different United States Participants Categorized by Ethnicity: Applying the National Health and Nutrition Examination Survey from 1999-2010

Authors: Ghada Abo-Zaid

Abstract:

Objectives: The main objective of this study was to examine the association between the elevated level of C-reactive protein (CRP) and incidence of hypertension before and after adjustments for age, BMI, gender, SES, smoking, diabetes, cholesterol LDL and cholesterol HDL, and to determine whether the association differs by race. Method: Cross sectional data for participants from aged 17 years to 74 years, included in The National Health and Nutrition Examination Survey (NHANES) from 1999 to 2010 were analyzed. The CRP level was classified into three categories (> 3 mg/L, between 1 mg/L and 3 mg/L, and < 3 mg/L). Blood pressure categorization was done using JNC 7 indicator. Hypertension is defined as either systolic blood pressure (SBP) of 140 mmHg or more and diastolic blood pressure (DBP) of 90 mmHg or more, otherwise a self-reported prior diagnosis by a physician. Pre-hypertension was defined as 139 ≥ SBP > 120 or 89 ≥ DBP >80. Multinominal regression model was undertaken to measure the association between CRP level and hypertension. Results: In univariable models, CRP concentrations > 3 mg/L were associated with a 73% greater risk of incident hypertension compared with CRP concentrations < 1 mg/L (Hypertension: odds ratio [OR] = 1.73; 95% confidence interval [CI], 1.50-1.99). Ethnic comparisons showed that American Mexicans had the highest risk of incident hypertension (OR = 2.39; 95% CI, 2.21-2.58). This risk was statistically insignificant after controlling by other variables (Hypertension: OR = 0.75; 95% CI, 0.52-1.08), or categorized by race [American Mexican: OR= 1.58; 95% CI, 0.58-4.26, Other Hispanic: OR = 0.87; 95% CI, 0.19-4.42, Non-Hispanic white: OR = 0.90; 95% CI, 0.50-1.59, Non-Hispanic Black: OR = 0.44; 95% CI, 0.22-0.87. The same results were found for pre-hypertension, and the Non-Hispanic black segment showed the highest significant risk for Pre-Hypertension (OR = 1.60; 95% CI, 1.26-2.03). When CRP concentrations were between 1.0 and 3.0 mg/L in unadjusted models, prehypertension was associated with higher likelihood of elevated CRP (OR = 1.37; 95% CI, 1.15-1.62). The same relationship was maintained in Non-Hispanic white, Non-Hispanic black, and other race (Non-Hispanic white: OR = 1.24; 95% CI, 1.03-1.48, Non-Hispanic black: OR = 1.60; 95% CI, 1.27-2.03, other race: OR = 2.50; 95% CI, 1.32-4.74) while the association was insignificant with American Mexican and other Hispanic. In the adjusted model, the relationship between CRP and prehypertension were no longer available. Contrary, hypertension was not independently associated with elevated CRP, and the results were the same after being grouped by race or adjustments for the possible confounder variables. The same results were obtained when SBP or DBP were on a continuous measure. Conclusions: This study confirmed the existence of an association between hypertension, prehypertension and elevated level of CRP, however this association was no longer available after adjusting by other variables. Ethic group differences were statistically significant at the univariable models, while it disappeared after controlling by other variables. 

Keywords: CRP, hypertension, ethnicity, NHANES, blood pressure.

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