Search results for: ranking variables.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1369

Search results for: ranking variables.

1339 Choice of Efficient Information System with Service-Oriented Architecture using Multiple Criteria Threshold Algorithms (With Practical Example)

Authors: Irina Pyrlina

Abstract:

Author presents the results of a study conducted to identify criteria of efficient information system (IS) with serviceoriented architecture (SOA) realization and proposes a ranking method to evaluate SOA information systems using a set of architecture quality criteria before the systems are implemented. The method is used to compare 7 SOA projects and ranking result for SOA efficiency of the projects is provided. The choice of SOA realization project depends on following criteria categories: IS internal work and organization, SOA policies, guidelines and change management, processes and business services readiness, risk management and mitigation. The last criteria category was analyzed on the basis of projects statistics.

Keywords: multiple criteria threshold algorithm, serviceoriented architecture, SOA operational risks, efficiency criteria for IS architecture, projects ranking.

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1338 Ranking of Performance Measures of GSCM towards Sustainability: Using Analytic Hierarchy Process

Authors: Dixit Garg, S. Luthra, A. Haleem

Abstract:

During recent years, the natural environment has become a challenging topic that business organizations must consider due to the economic and ecological impacts and increasing awareness of environment protection among society. Organizations are trying to achieve the goals of improvement in environment, low cost, high quality, flexibility and more customer satisfaction. Performance measurement frameworks are very useful to monitor the performance of any organization. The basic goal of this paper is to identify performance measures and ranking of these performance measures of GSCM performance measurement towards sustainability framework. Five perspectives (Environment, Economic, Social, Operational and Cost performances) and nineteen performance measures of GSCM performance towards sustainability have been have been identified from extensive literature review. Analytical Hierarchy Process (AHP) technique has been utilized for ranking of these performance perspectives and measures. All pair comparisons in AHP have been made on the basis on the experts’ opinions (selected from academia and industry). Ranking of these performance perspectives and measures will help to understand the importance of environmental, economic, social, operational performances and cost performances in the supply chain.

Keywords: Analytical Hierarchy Process (AHP), Green Supply Chain Management, Performance Measures (PM), Sustainability.

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1337 Finding Authoritative Researchers on Academic Web Sites

Authors: Dalibor Fiala, Karel Jezek, Francois Rousselot

Abstract:

In this paper, we present a methodology for finding authoritative researchers by analyzing academic Web sites. We show a case study in which we concentrate on a set of Czech computer science departments- Web sites. We analyze the relations between them via hyperlinks and find the most important ones using several common ranking algorithms. We then examine the contents of the research papers present on these sites and determine the most authoritative Czech authors.

Keywords: Authorities, citation analysis, prestige, ranking algorithms, Web mining.

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1336 Assessing and Visualizing the Stability of Feature Selectors: A Case Study with Spectral Data

Authors: R.Guzman-Martinez, Oscar Garcia-Olalla, R.Alaiz-Rodriguez

Abstract:

Feature selection plays an important role in applications with high dimensional data. The assessment of the stability of feature selection/ranking algorithms becomes an important issue when the dataset is small and the aim is to gain insight into the underlying process by analyzing the most relevant features. In this work, we propose a graphical approach that enables to analyze the similarity between feature ranking techniques as well as their individual stability. Moreover, it works with whatever stability metric (Canberra distance, Spearman's rank correlation coefficient, Kuncheva's stability index,...). We illustrate this visualization technique evaluating the stability of several feature selection techniques on a spectral binary dataset. Experimental results with a neural-based classifier show that stability and ranking quality may not be linked together and both issues have to be studied jointly in order to offer answers to the domain experts.

Keywords: Feature Selection Stability, Spectral data, Data visualization

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1335 An SVM based Classification Method for Cancer Data using Minimum Microarray Gene Expressions

Authors: R. Mallika, V. Saravanan

Abstract:

This paper gives a novel method for improving classification performance for cancer classification with very few microarray Gene expression data. The method employs classification with individual gene ranking and gene subset ranking. For selection and classification, the proposed method uses the same classifier. The method is applied to three publicly available cancer gene expression datasets from Lymphoma, Liver and Leukaemia datasets. Three different classifiers namely Support vector machines-one against all (SVM-OAA), K nearest neighbour (KNN) and Linear Discriminant analysis (LDA) were tested and the results indicate the improvement in performance of SVM-OAA classifier with satisfactory results on all the three datasets when compared with the other two classifiers.

Keywords: Support vector machines-one against all, cancerclassification, Linear Discriminant analysis, K nearest neighbour, microarray gene expression, gene pair ranking.

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1334 Fuzzy Uncertainty Theory for Stealth Fighter Aircraft Selection in Entropic Fuzzy TOPSIS Decision Analysis Process

Authors: C. Ardil

Abstract:

The purpose of this paper is to present fuzzy TOPSIS in an entropic fuzzy environment. Due to the ambiguous concepts often represented in decision data, exact values are insufficient to model real-life situations. In this paper, the rating of each alternative is defined in fuzzy linguistic terms, which can be expressed with triangular fuzzy numbers. The weight of each criterion is then derived from the decision matrix using the entropy weighting method. Next, a vertex method is proposed to calculate the distance between two triangular fuzzy numbers. According to the TOPSIS concept, a closeness coefficient is defined to determine the ranking order of all alternatives by simultaneously calculating the distances to both the fuzzy positive-ideal solution (FPIS) and the fuzzy negative-ideal solution (FNIS). Finally, an illustrative example of selecting stealth fighter aircraft is shown at the end of this article to highlight the procedure of the proposed method. Correlation analysis and validation analysis using TOPSIS, WSM, and WPM methods were performed to compare the ranking order of the alternatives.

Keywords: stealth fighter aircraft selection, fuzzy uncertainty theory (FUT), fuzzy entropic decision (FED), fuzzy linguistic variables, triangular fuzzy numbers, multiple criteria decision making analysis, MCDMA, TOPSIS, WSM, WPM

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1333 Decision Tree-based Feature Ranking using Manhattan Hierarchical Cluster Criterion

Authors: Yasmin Mohd Yacob, Harsa A. Mat Sakim, Nor Ashidi Mat Isa

Abstract:

Feature selection study is gaining importance due to its contribution to save classification cost in terms of time and computation load. In search of essential features, one of the methods to search the features is via the decision tree. Decision tree act as an intermediate feature space inducer in order to choose essential features. In decision tree-based feature selection, some studies used decision tree as a feature ranker with a direct threshold measure, while others remain the decision tree but utilized pruning condition that act as a threshold mechanism to choose features. This paper proposed threshold measure using Manhattan Hierarchical Cluster distance to be utilized in feature ranking in order to choose relevant features as part of the feature selection process. The result is promising, and this method can be improved in the future by including test cases of a higher number of attributes.

Keywords: Feature ranking, decision tree, hierarchical cluster, Manhattan distance.

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1332 The e-DELPHI Method to Test the Importance Competence and Skills: Case of the Lifelong Learning Spanish Trainers

Authors: Xhevrie Mamaqi, Jesus Miguel, Pilar Olave

Abstract:

The lifelong learning is a crucial element in the modernization of European education and training systems. The most important actors in the development process of the lifelong learning are the trainers, whose professional characteristics need new competences and skills in the current labour market. The main objective of this paper is to establish an importance ranking of the new competences, capabilities and skills that the lifelong learning Spanish trainers must possess nowadays. A wide study of secondary sources has allowed the design of a questionnaire that organizes the trainer-s skills and competences. The e-Delphi method is used for realizing a creative, individual and anonymous evaluation by experts on the importance ranking that presents the criteria, sub-criteria and indicators of the e-Delphi questionnaire. Twenty Spanish experts in the lifelong learning have participated in two rounds of the e- DELPHI method. In the first round, the analysis of the experts- evaluation has allowed to establish the ranking of the most importance criteria, sub-criteria and indicators and to eliminate the least valued. The minimum level necessary to reach the consensus among experts has been achieved in the second round.

Keywords: competences and skills, lifelong learningtrainers, Spain, e-DELHI method.

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1331 A Mixed Expert Evaluation System and Dynamic Interval-Valued Hesitant Fuzzy Selection Approach

Authors: Hossein Gitinavard, Mohammad Hossein Fazel Zarandi

Abstract:

In the last decades, concerns about the environmental issues lead to professional and academic efforts on green supplier selection problems. In this sake, one of the main issues in evaluating the green supplier selection problems, which could increase the uncertainty, is the preferences of the experts' judgments about the candidate green suppliers. Therefore, preparing an expert system to evaluate the problem based on the historical data and the experts' knowledge can be sensible. This study provides an expert evaluation system to assess the candidate green suppliers under selected criteria in a multi-period approach. In addition, a ranking approach under interval-valued hesitant fuzzy set (IVHFS) environment is proposed to select the most appropriate green supplier in planning horizon. In the proposed ranking approach, the IVHFS and the last aggregation approach are considered to margin the errors and to prevent data loss, respectively. Hence, a comparative analysis is provided based on an illustrative example to show the feasibility of the proposed approach.

Keywords: Green supplier selection, expert system, ranking approach, interval-valued hesitant fuzzy setting.

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1330 Modern Method for Solving Pure Integer Programming Models

Authors: G. Shojatalab

Abstract:

In this paper, all variables are supposed to be integer and positive. In this modern method, objective function is assumed to be maximized or minimized but constraints are always explained like less or equal to. In this method, choosing a dual combination of ideal nonequivalent and omitting one of variables. With continuing this act, finally, having one nonequivalent with (n-m+1) unknown quantities in which final nonequivalent, m is counter for constraints, n is counter for variables of decision.

Keywords: Integer, Programming, Operation Research, Variables of decision.

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1329 A New Approach for Classifying Large Number of Mixed Variables

Authors: Hashibah Hamid

Abstract:

The issue of classifying objects into one of predefined groups when the measured variables are mixed with different types of variables has been part of interest among statisticians in many years. Some methods for dealing with such situation have been introduced that include parametric, semi-parametric and nonparametric approaches. This paper attempts to discuss on a problem in classifying a data when the number of measured mixed variables is larger than the size of the sample. A propose idea that integrates a dimensionality reduction technique via principal component analysis and a discriminant function based on the location model is discussed. The study aims in offering practitioners another potential tool in a classification problem that is possible to be considered when the observed variables are mixed and too large.

Keywords: classification, location model, mixed variables, principal component analysis.

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1328 Learning to Order Terms: Supervised Interestingness Measures in Terminology Extraction

Authors: Jérôme Azé, Mathieu Roche, Yves Kodratoff, Michèle Sebag

Abstract:

Term Extraction, a key data preparation step in Text Mining, extracts the terms, i.e. relevant collocation of words, attached to specific concepts (e.g. genetic-algorithms and decisiontrees are terms associated to the concept “Machine Learning" ). In this paper, the task of extracting interesting collocations is achieved through a supervised learning algorithm, exploiting a few collocations manually labelled as interesting/not interesting. From these examples, the ROGER algorithm learns a numerical function, inducing some ranking on the collocations. This ranking is optimized using genetic algorithms, maximizing the trade-off between the false positive and true positive rates (Area Under the ROC curve). This approach uses a particular representation for the word collocations, namely the vector of values corresponding to the standard statistical interestingness measures attached to this collocation. As this representation is general (over corpora and natural languages), generality tests were performed by experimenting the ranking function learned from an English corpus in Biology, onto a French corpus of Curriculum Vitae, and vice versa, showing a good robustness of the approaches compared to the state-of-the-art Support Vector Machine (SVM).

Keywords: Text-mining, Terminology Extraction, Evolutionary algorithm, ROC Curve.

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1327 Possibilistic Aggregations in the Investment Decision Making

Authors: I. Khutsishvili, G. Sirbiladze, B. Ghvaberidze

Abstract:

This work proposes a fuzzy methodology to support the investment decisions. While choosing among competitive investment projects, the methodology makes ranking of projects using the new aggregation OWA operator – AsPOWA, presented in the environment of possibility uncertainty. For numerical evaluation of the weighting vector associated with the AsPOWA operator the mathematical programming problem is constructed. On the basis of the AsPOWA operator the projects’ group ranking maximum criteria is constructed. The methodology also allows making the most profitable investments into several of the project using the method developed by the authors for discrete possibilistic bicriteria problems. The article provides an example of the investment decision-making that explains the work of the proposed methodology.

Keywords: Expert evaluations, investment decision making, OWA operator, possibility uncertainty.

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1326 Joint Use of Factor Analysis (FA) and Data Envelopment Analysis (DEA) for Ranking of Data Envelopment Analysis

Authors: Reza Nadimi, Fariborz Jolai

Abstract:

This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.

Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis

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1325 Designs of Temperature Measuring Device for a Re-Configured Milling Machine

Authors: Esther T. Akinlabi, Stephen A. Akinlabi

Abstract:

The design of temperature measuring approach for a re-configured milling machine to produce friction stir welds is reported in this paper. The product design specifications for the redesigning of a milling machine were first outlined and the ranking criteria were determined. Three different concepts were generated for the temperature measurement on the reconfigured system and the preferred or the best concept was selected based on the set design ranking criteria. Further simulation and performance analysis was then conducted on the concept. The Infrared Thermography (IRT) concept was selected for the temperature measurement among other concepts generated because it is an ideal and most effective system of measurement in this regard.

Keywords: Clamping system, Friction Stir Welding, Reconfiguration, Support systems.

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1324 Alternative Methods to Rank the Impact of Object Oriented Metrics in Fault Prediction Modeling using Neural Networks

Authors: Kamaldeep Kaur, Arvinder Kaur, Ruchika Malhotra

Abstract:

The aim of this paper is to rank the impact of Object Oriented(OO) metrics in fault prediction modeling using Artificial Neural Networks(ANNs). Past studies on empirical validation of object oriented metrics as fault predictors using ANNs have focused on the predictive quality of neural networks versus standard statistical techniques. In this empirical study we turn our attention to the capability of ANNs in ranking the impact of these explanatory metrics on fault proneness. In ANNs data analysis approach, there is no clear method of ranking the impact of individual metrics. Five ANN based techniques are studied which rank object oriented metrics in predicting fault proneness of classes. These techniques are i) overall connection weights method ii) Garson-s method iii) The partial derivatives methods iv) The Input Perturb method v) the classical stepwise methods. We develop and evaluate different prediction models based on the ranking of the metrics by the individual techniques. The models based on overall connection weights and partial derivatives methods have been found to be most accurate.

Keywords: Artificial Neural Networks (ANNS), Backpropagation, Fault Prediction Modeling.

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1323 The Convergence Theorems for Mixing Random Variable Sequences

Authors: Yan-zhao Yang

Abstract:

In this paper, some limit properties for mixing random variables sequences were studied and some results on weak law of large number for mixing random variables sequences were presented. Some complete convergence theorems were also obtained. The results extended and improved the corresponding theorems in i.i.d random variables sequences.

Keywords: Complete convergence, mixing random variables, weak law of large numbers.

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1322 An Application of the Data Mining Methods with Decision Rule

Authors: Xun Ge, Jianhua Gong

Abstract:

 

ankings for output of Chinese main agricultural commodity in the world for 1978, 1980, 1990, 2000, 2006, 2007 and 2008 have been released in United Nations FAO Database. Unfortunately, where the ranking of output of Chinese cotton lint in the world for 2008 was missed. This paper uses sequential data mining methods with decision rules filling this gap. This new data mining method will be help to give a further improvement for United Nations FAO Database.

Keywords: Ranking, output of the main agricultural commodity, gross domestic product, decision table, information system, data mining, decision rule

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1321 Automata-Based String Analysis for Detecting Malware in Android Programs

Authors: Assad Maalouf, Lunjin Lu, James Lynott

Abstract:

We design and implement a precise model of string operations using finite state machine transformers and state transformers to approximate the values string variables can take throughout the execution of the program.We use our model to analyze Android program string variables. Our experimental results show that our string analysis is very efficient at detecting the contextual effect of string operations on the string variables. Our model proved to be very useful when it came to verifying statements about the string variables of the program.

Keywords: Abstract interpretation, android, static analysis, string analysis.

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1320 A Study on Inference from Distance Variables in Hedonic Regression

Authors: Yan Wang, Yasushi Asami, Yukio Sadahiro

Abstract:

In urban area, several landmarks may affect housing price and rents, and hedonic analysis should employ distance variables corresponding to each landmarks. Unfortunately, the effects of distances to landmarks on housing prices are generally not consistent with the true price. These distance variables may cause magnitude error in regression, pointing a problem of spatial multicollinearity. In this paper, we provided some approaches for getting the samples with less bias and method on locating the specific sampling area to avoid the multicollinerity problem in two specific landmarks case.

Keywords: Landmarks, hedonic regression, distance variables, collinearity, multicollinerity.

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1319 A Fuzzy Mathematical Model for Order Acceptance and Scheduling Problem

Authors: E. Koyuncu

Abstract:

The problem of Order Acceptance and Scheduling (OAS) is defined as a joint decision of which orders to accept for processing and how to schedule them. Any linear programming model representing real-world situation involves the parameters defined by the decision maker in an uncertain way or by means of language statement. Fuzzy data can be used to incorporate vagueness in the real-life situation. In this study, a fuzzy mathematical model is proposed for a single machine OAS problem, where the orders are defined by their fuzzy due dates, fuzzy processing times, and fuzzy sequence dependent setup times. The signed distance method, one of the fuzzy ranking methods, is used to handle the fuzzy constraints in the model.

Keywords: Fuzzy mathematical programming, fuzzy ranking, order acceptance, single machine scheduling.

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1318 A Research on Inference from Multiple Distance Variables in Hedonic Regression – Focus on Three Variables

Authors: Yan Wang, Yasushi Asami, Yukio Sadahiro

Abstract:

In urban context, urban nodes such as amenity or hazard will certainly affect house price, while classic hedonic analysis will employ distance variables measured from each urban nodes. However, effects from distances to facilities on house prices generally do not represent the true price of the property. Distance variables measured on the same surface are suffering a problem called multicollinearity, which is usually presented as magnitude variance and mean value in regression, errors caused by instability. In this paper, we provided a theoretical framework to identify and gather the data with less bias, and also provided specific sampling method on locating the sample region to avoid the spatial multicollinerity problem in three distance variable’s case.

Keywords: Hedonic regression, urban node, distance variables, multicollinerity, collinearity.

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1317 A Novel Pareto-Based Meta-Heuristic Algorithm to Optimize Multi-Facility Location-Allocation Problem

Authors: Vahid Hajipour, Samira V. Noshafagh, Reza Tavakkoli-Moghaddam

Abstract:

This article proposes a novel Pareto-based multiobjective meta-heuristic algorithm named non-dominated ranking genetic algorithm (NRGA) to solve multi-facility location-allocation problem. In NRGA, a fitness value representing rank is assigned to each individual of the population. Moreover, two features ranked based roulette wheel selection including select the fronts and choose solutions from the fronts, are utilized. The proposed solving methodology is validated using several examples taken from the specialized literature. The performance of our approach shows that NRGA algorithm is able to generate true and well distributed Pareto optimal solutions.

Keywords: Non-dominated ranking genetic algorithm, Pareto solutions, Multi-facility location-allocation problem.

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1316 Effects of Some Natural Antioxidants Mixtures on Margarine Stability

Authors: Maryam Azizkhani, Parvin Zandi

Abstract:

Application of synthetic antioxidants such as tertbutylhydroquinon (TBHQ), in spite of their efficiency, is questioned because of their possible carcinogenic effect. The purpose of this study was application of mixtures of natural antioxidants that provide the best oxidative stability for margarine. Antioxidant treatments included 10 various mixtures (F1- F10) containing 100-500ppm tocopherol mixture (Toc), 100-200ppm ascorbyl palmitate (AP), 100- 200ppm rosemary extract (Ros) and 1000ppm lecithin(Lec) along with a control or F0 (with no antioxidant) and F11 with 120ppm TBHQ. The effect of antioxidant mixtures on the stability of margarine samples during oven test (60°C), rancimat test at 110°C and storage at 4°C was evaluated. Final ranking of natural antioxidant mixtures was as follows: F2,F10>F5,F9>F8>F1,F3,F4>F6, F7. Considering the results of this research and ranking criteria, F2(200ppmAp + 200ppmRos) and F10(200ppmRos + 200ppmToc +1000ppmLec) were recommended as substitutes for TBHQ to maintain the quality and increase the shelf-life of margarine.

Keywords: Margarine, Natural antioxidant, Oxidative stability, Shelf-life.

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1315 A Comparative Study of Page Ranking Algorithms for Information Retrieval

Authors: Ashutosh Kumar Singh, Ravi Kumar P

Abstract:

This paper gives an introduction to Web mining, then describes Web Structure mining in detail, and explores the data structure used by the Web. This paper also explores different Page Rank algorithms and compare those algorithms used for Information Retrieval. In Web Mining, the basics of Web mining and the Web mining categories are explained. Different Page Rank based algorithms like PageRank (PR), WPR (Weighted PageRank), HITS (Hyperlink-Induced Topic Search), DistanceRank and DirichletRank algorithms are discussed and compared. PageRanks are calculated for PageRank and Weighted PageRank algorithms for a given hyperlink structure. Simulation Program is developed for PageRank algorithm because PageRank is the only ranking algorithm implemented in the search engine (Google). The outputs are shown in a table and chart format.

Keywords: Web Mining, Web Structure, Web Graph, LinkAnalysis, PageRank, Weighted PageRank, HITS, DistanceRank, DirichletRank,

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1314 A Study of Islamic Stock Indices and Macroeconomic Variables

Authors: Mohammad Irfan

Abstract:

The purpose of this paper is to investigate the relationship among the key macroeconomic variables and Islamic stock market in India. This study is based on the time series data of financial years 2009-2015 to explore the consistency of relationship between macroeconomic variables and Shariah Indices. The ADF (Augmented Dickey–Fuller Test Statistic) and PP (Phillips–Perron Test Statistic) tests are employed to check stationarity of the data. The study depicts the long run relationship between Shariah indices and macroeconomic variables by using the Johansen Co-integration test. BSE Shariah and Nifty Shariah have uni-direct Granger causality. The outcome of VECM is significantly confirming the applicability of best fitted model. Thus, Islamic stock indices are proficiently working for the development of Indian economy. It suggests that by keeping eyes on Islamic stock market which will be more interactive in the future with other macroeconomic variables.

Keywords: Indian shariah indices, macroeconomic variables, co-integration, Granger causality, Vector error correction model.

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1313 A Social Decision Support Mechanism for Group Purchasing

Authors: Lien-Fa Lin, Yung-Ming Li, Fu-Shun Hsieh

Abstract:

With the advancement of information technology and development of group commerce, people have obviously changed in their lifestyle. However, group commerce faces some challenging problems. The products or services provided by vendors do not satisfactorily reflect customers’ opinions, so that the sale and revenue of group commerce gradually become lower. On the other hand, the process for a formed customer group to reach group-purchasing consensus is time-consuming and the final decision is not the best choice for each group members. In this paper, we design a social decision support mechanism, by using group discussion message to recommend suitable options for group members and we consider social influence and personal preference to generate option ranking list. The proposed mechanism can enhance the group purchasing decision making efficiently and effectively and venders can provide group products or services according to the group option ranking list.

Keywords: Social network, group decision, text mining, group commerce.

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1312 Evaluating the Baseline Characteristics of Static Balance in Young Adults

Authors: K. Abuzayan, H. Alabed, K. Zarug

Abstract:

The objectives of this study (baseline study, n = 20) were to implement Matlab procedures for quantifying selected static  balance variables, establish baseline data of selected variables which characterize static balance activities in a population of healthy young adult males, and to examine any trial effects on these variables. The results indicated that the implementation of Matlab procedures for quantifying selected static balance variables was practical and enabled baseline data to be established for selected variables. There was no significant trial effect. Recommendations were made for suitable tests to be used in later studies. Specifically it was found that one foot-tiptoes tests either in static balance is too challenging for most participants in normal circumstances. A one foot-flat eyes open test was considered to be representative and challenging for static balance.

Keywords: Static Balance, Base of support, Baseline Data.

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1311 The Effect of Increment in Simulation Samples on a Combined Selection Procedure

Authors: Mohammad H. Almomani, Rosmanjawati Abdul Rahman

Abstract:

Statistical selection procedures are used to select the best simulated system from a finite set of alternatives. In this paper, we present a procedure that can be used to select the best system when the number of alternatives is large. The proposed procedure consists a combination between Ranking and Selection, and Ordinal Optimization procedures. In order to improve the performance of Ordinal Optimization, Optimal Computing Budget Allocation technique is used to determine the best simulation lengths for all simulation systems and to reduce the total computation time. We also argue the effect of increment in simulation samples for the combined procedure. The results of numerical illustration show clearly the effect of increment in simulation samples on the proposed combination of selection procedure.

Keywords: Indifference-Zone, Optimal Computing Budget Allocation, Ordinal Optimization, Ranking and Selection, Subset Selection.

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1310 Clustering of Variables Based On a Probabilistic Approach Defined on the Hypersphere

Authors: Paulo Gomes, Adelaide Figueiredo

Abstract:

We consider n individuals described by p standardized variables, represented by points of the surface of the unit hypersphere Sn-1. For a previous choice of n individuals we suppose that the set of observables variables comes from a mixture of bipolar Watson distribution defined on the hypersphere. EM and Dynamic Clusters algorithms are used for identification of such mixture. We obtain estimates of parameters for each Watson component and then a partition of the set of variables into homogeneous groups of variables. Additionally we will present a factor analysis model where unobservable factors are just the maximum likelihood estimators of Watson directional parameters, exactly the first principal component of data matrix associated to each group previously identified. Such alternative model it will yield us to directly interpretable solutions (simple structure), avoiding factors rotations.

Keywords: Dynamic Clusters algorithm, EM algorithm, Factor analysis model, Hierarchical Clustering, Watson distribution.

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