Search results for: statistical models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3506

Search results for: statistical models

3356 Assessment of Modern RANS Models for the C3X Vane Film Cooling Prediction

Authors: Mikhail Gritskevich, Sebastian Hohenstein

Abstract:

The paper presents the results of a detailed assessment of several modern Reynolds Averaged Navier-Stokes (RANS) turbulence models for prediction of C3X vane film cooling at various injection regimes. Three models are considered, namely the Shear Stress Transport (SST) model, the modification of the SST model accounting for the streamlines curvature (SST-CC), and the Explicit Algebraic Reynolds Stress Model (EARSM). It is shown that all the considered models face with a problem in prediction of the adiabatic effectiveness in the vicinity of the cooling holes; however, accounting for the Reynolds stress anisotropy within the EARSM model noticeably increases the solution accuracy. On the other hand, further downstream all the models provide a reasonable agreement with the experimental data for the adiabatic effectiveness and among the considered models the most accurate results are obtained with the use EARMS.

Keywords: Discrete holes film cooling, Reynolds Averaged Navier-Stokes, Reynolds stress tensor anisotropy, turbulent heat transfer.

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3355 Using Reservoir Models for Monitoring Geothermal Surface Features

Authors: John P. O’Sullivan, Thomas M. P. Ratouis, Michael J. O’Sullivan

Abstract:

As the use of geothermal energy grows internationally more effort is required to monitor and protect areas with rare and important geothermal surface features. A number of approaches are presented for developing and calibrating numerical geothermal reservoir models that are capable of accurately representing geothermal surface features. The approaches are discussed in the context of cases studies of the Rotorua geothermal system and the Orakei-korako geothermal system, both of which contain important surface features. The results show that models are able to match the available field data accurately and hence can be used as valuable tools for predicting the future response of the systems to changes in use.

Keywords: Geothermal reservoir models, surface features, monitoring, TOUGH2.

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3354 Volatility Model with Markov Regime Switching to Forecast Baht/USD

Authors: N. Sopipan, A. Intarasit, K. Chuarkham

Abstract:

 In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.

Keywords: Volatility, Markov Regime Switching, Forecasting.

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3353 Space Telemetry Anomaly Detection Based on Statistical PCA Algorithm

Authors: B. Nassar, W. Hussein, M. Mokhtar

Abstract:

The critical concern of satellite operations is to ensure the health and safety of satellites. The worst case in this perspective is probably the loss of a mission, but the more common interruption of satellite functionality can result in compromised mission objectives. All the data acquiring from the spacecraft are known as Telemetry (TM), which contains the wealth information related to the health of all its subsystems. Each single item of information is contained in a telemetry parameter, which represents a time-variant property (i.e. a status or a measurement) to be checked. As a consequence, there is a continuous improvement of TM monitoring systems to reduce the time required to respond to changes in a satellite's state of health. A fast conception of the current state of the satellite is thus very important to respond to occurring failures. Statistical multivariate latent techniques are one of the vital learning tools that are used to tackle the problem above coherently. Information extraction from such rich data sources using advanced statistical methodologies is a challenging task due to the massive volume of data. To solve this problem, in this paper, we present a proposed unsupervised learning algorithm based on Principle Component Analysis (PCA) technique. The algorithm is particularly applied on an actual remote sensing spacecraft. Data from the Attitude Determination and Control System (ADCS) was acquired under two operation conditions: normal and faulty states. The models were built and tested under these conditions, and the results show that the algorithm could successfully differentiate between these operations conditions. Furthermore, the algorithm provides competent information in prediction as well as adding more insight and physical interpretation to the ADCS operation.

Keywords: Space telemetry monitoring, multivariate analysis, PCA algorithm, space operations.

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3352 Statistical Analysis of Interferon-γ for the Effectiveness of an Anti-Tuberculous Treatment

Authors: Shishen Xie, Yingda L. Xie

Abstract:

Tuberculosis (TB) is a potentially serious infectious disease that remains a health concern. The Interferon Gamma Release Assay (IGRA) is a blood test to find out if an individual is tuberculous positive or negative. This study applies statistical analysis to the clinical data of interferon-gamma levels of seventy-three subjects who diagnosed pulmonary TB in an anti-tuberculous treatment. Data analysis is performed to determine if there is a significant decline in interferon-gamma levels for the subjects during a period of six months, and to infer if the anti-tuberculous treatment is effective.

Keywords: Data analysis, interferon gamma release assay, statistical methods, tuberculosis infection.

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3351 SVM-Based Detection of SAR Images in Partially Developed Speckle Noise

Authors: J. P. Dubois, O. M. Abdul-Latif

Abstract:

Support Vector Machine (SVM) is a statistical learning tool that was initially developed by Vapnik in 1979 and later developed to a more complex concept of structural risk minimization (SRM). SVM is playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM was applied to the detection of SAR (synthetic aperture radar) images in the presence of partially developed speckle noise. The simulation was done for single look and multi-look speckle models to give a complete overlook and insight to the new proposed model of the SVM-based detector. The structure of the SVM was derived and applied to real SAR images and its performance in terms of the mean square error (MSE) metric was calculated. We showed that the SVM-detected SAR images have a very low MSE and are of good quality. The quality of the processed speckled images improved for the multi-look model. Furthermore, the contrast of the SVM detected images was higher than that of the original non-noisy images, indicating that the SVM approach increased the distance between the pixel reflectivity levels (the detection hypotheses) in the original images.

Keywords: Least Square-Support Vector Machine, SyntheticAperture Radar. Partially Developed Speckle, Multi-Look Model.

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3350 Allometric Models for Biomass Estimation in Savanna Woodland Area, Niger State, Nigeria

Authors: Abdullahi Jibrin, Aishetu Abdulkadir

Abstract:

The development of allometric models is crucial to accurate forest biomass/carbon stock assessment. The aim of this study was to develop a set of biomass prediction models that will enable the determination of total tree aboveground biomass for savannah woodland area in Niger State, Nigeria. Based on the data collected through biometric measurements of 1816 trees and destructive sampling of 36 trees, five species specific and one site specific models were developed. The sample size was distributed equally between the five most dominant species in the study site (Vitellaria paradoxa, Irvingia gabonensis, Parkia biglobosa, Anogeissus leiocarpus, Pterocarpus erinaceous). Firstly, the equations were developed for five individual species. Secondly these five species were mixed and were used to develop an allometric equation of mixed species. Overall, there was a strong positive relationship between total tree biomass and the stem diameter. The coefficient of determination (R2 values) ranging from 0.93 to 0.99 P < 0.001 were realised for the models; with considerable low standard error of the estimates (SEE) which confirms that the total tree above ground biomass has a significant relationship with the dbh. F-test values for the biomass prediction models were also significant at p < 0.001 which indicates that the biomass prediction models are valid. This study recommends that for improved biomass estimates in the study site, the site specific biomass models should preferably be used instead of using generic models.

Keywords: Allometriy, biomass, carbon stock, model, regression equation, woodland, inventory.

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3349 Statistical Analysis of Different Configurations of Hybrid Doped Fiber Amplifiers

Authors: Inderpreet Kaur, Neena Gupta

Abstract:

Wavelength multiplexing (WDM) technology along with optical amplifiers is used for optical communication systems in S-band, C-band and L-band. To improve the overall system performance Hybrid amplifiers consisting of cascaded TDFA and EDFA with different gain bandwidths are preferred for long haul wavelength multiplexed optical communication systems. This paper deals with statistical analysis of different configuration of hybrid amplifier i.e. analysis of TDFA-EDFA configuration and EDFA – TDFA configuration. In this paper One-Way ANOVA method is used for statistical analysis.

Keywords: WDM, EDFA, TDFA, hybrid amplifier, One-wayANOVA.

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3348 Comparison of Material Constitutive Models Used in FEA of Low Volume Roads

Authors: Lenka Ševelová, Aleš Florian

Abstract:

Appropriate and progressive tool for analyzing behavior of low volume roads are probabilistic models used in reliability analyses. The necessary part of the probabilistic model is the deterministic model of structural behavior. The FE model of low volume roads is created in the ANSYS software. It is able to determine the state of stress and deformation in any point of the structure and thus generate data required for the reliability analysis. The paper compares two material constitutive models used for modeling of unbound non-homogenous materials used in low volume roads. The first model is linear elastic model according to Hook theory (H model), the second one is nonlinear elastic-plastic Drucker-Prager model (D-P model).

Keywords: FEA, FEM, geotechnical materials, low volume roads, material constitutive models, pavement.

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3347 Linking Business Process Models and System Models Based on Business Process Modelling

Authors: Faisal A. Aburub

Abstract:

Organizations today need to invest in software in order to run their businesses, and to the organizations’ objectives, the software should be in line with the business process. This research presents an approach for linking process models and system models. Particularly, the new approach aims to synthesize sequence diagram based on role activity diagram (RAD) model. The approach includes four steps namely: Create business process model using RAD, identify computerized activities, identify entities in sequence diagram and identify messages in sequence diagram. The new approach has been validated using the process of student registration in University of Petra as a case study. Further research is required to validate the new approach using different domains.

Keywords: Business process modelling, system models, role activity diagrams, sequence diagrams.

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3346 Empirical Modeling of Air Dried Rubberwood Drying System

Authors: S. Khamtree, T. Ratanawilai, C. Nuntadusit

Abstract:

Rubberwood is a crucial commercial timber in Southern Thailand. All processes in a rubberwood production depend on the knowledge and expertise of the technicians, especially the drying process. This research aims to develop an empirical model for drying kinetics in rubberwood. During the experiment, the temperature of the hot air and the average air flow velocity were kept at 80-100 °C and 1.75 m/s, respectively. The moisture content in the samples was determined less than 12% in the achievement of drying basis. The drying kinetic was simulated using an empirical solver. The experimental results illustrated that the moisture content was reduced whereas the drying temperature and time were increased. The coefficient of the moisture ratio between the empirical and the experimental model was tested with three statistical parameters, R-square (), Root Mean Square Error (RMSE) and Chi-square (χ²) to predict the accuracy of the parameters. The experimental moisture ratio had a good fit with the empirical model. Additionally, the results indicated that the drying of rubberwood using the Henderson and Pabis model revealed the suitable level of agreement. The result presented an excellent estimation (= 0.9963) for the moisture movement compared to the other models. Therefore, the empirical results were valid and can be implemented in the future experiments.

Keywords: Empirical models, hot air, moisture ratio, rubberwood.

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3345 Covering-based Rough sets Based on the Refinement of Covering-element

Authors: Jianguo Tang, Kun She, William Zhu

Abstract:

Covering-based rough sets is an extension of rough sets and it is based on a covering instead of a partition of the universe. Therefore it is more powerful in describing some practical problems than rough sets. However, by extending the rough sets, covering-based rough sets can increase the roughness of each model in recognizing objects. How to obtain better approximations from the models of a covering-based rough sets is an important issue. In this paper, two concepts, determinate elements and indeterminate elements in a universe, are proposed and given precise definitions respectively. This research makes a reasonable refinement of the covering-element from a new viewpoint. And the refinement may generate better approximations of covering-based rough sets models. To prove the theory above, it is applied to eight major coveringbased rough sets models which are adapted from other literature. The result is, in all these models, the lower approximation increases effectively. Correspondingly, in all models, the upper approximation decreases with exceptions of two models in some special situations. Therefore, the roughness of recognizing objects is reduced. This research provides a new approach to the study and application of covering-based rough sets.

Keywords: Determinate element, indeterminate element, refinementof covering-element, refinement of covering, covering-basedrough sets.

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3344 In silico Simulations for DNA Shuffling Experiments

Authors: Luciana Montera

Abstract:

DNA shuffling is a powerful method used for in vitro evolute molecules with specific functions and has application in areas such as, for example, pharmaceutical, medical and agricultural research. The success of such experiments is dependent on a variety of parameters and conditions that, sometimes, can not be properly pre-established. Here, two computational models predicting DNA shuffling results is presented and their use and results are evaluated against an empirical experiment. The in silico and in vitro results show agreement indicating the importance of these two models and motivating the study and development of new models.

Keywords: Computer simulation, DNA shuffling, in silico andin vitro comparison.

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3343 Comparison of Machine Learning Techniques for Single Imputation on Audiograms

Authors: Sarah Beaver, Renee Bryce

Abstract:

Audiograms detect hearing impairment, but missing values pose problems. This work explores imputations in an attempt to improve accuracy. This work implements Linear Regression, Lasso, Linear Support Vector Regression, Bayesian Ridge, K Nearest Neighbors (KNN), and Random Forest machine learning techniques to impute audiogram frequencies ranging from 125 Hz to 8000 Hz. The data contain patients who had or were candidates for cochlear implants. Accuracy is compared across two different Nested Cross-Validation k values. Over 4000 audiograms were used from 800 unique patients. Additionally, training on data combines and compares left and right ear audiograms versus single ear side audiograms. The accuracy achieved using Root Mean Square Error (RMSE) values for the best models for Random Forest ranges from 4.74 to 6.37. The R2 values for the best models for Random Forest ranges from .91 to .96. The accuracy achieved using RMSE values for the best models for KNN ranges from 5.00 to 7.72. The R2 values for the best models for KNN ranges from .89 to .95. The best imputation models received R2 between .89 to .96 and RMSE values less than 8dB. We also show that the accuracy of classification predictive models performed better with our imputation models versus constant imputations by a two percent increase.

Keywords: Machine Learning, audiograms, data imputations, single imputations.

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3342 Simulating and Forecasting Qualitative Marcoeconomic Models Using Rule-Based Fuzzy Cognitive Maps

Authors: Spiros Mazarakis, George Matzavinos, Peter P. Groumpos

Abstract:

Economic models are complex dynamic systems with a lot of uncertainties and fuzzy data. Conventional modeling approaches using well known methods and techniques cannot provide realistic and satisfactory answers to today-s challenging economic problems. Qualitative modeling using fuzzy logic and intelligent system theories can be used to model macroeconomic models. Fuzzy Cognitive maps (FCM) is a new method been used to model the dynamic behavior of complex systems. For the first time FCMs and the Mamdani Model of Intelligent control is used to model macroeconomic models. This new model is referred as the Mamdani Rule-Based Fuzzy Cognitive Map (MBFCM) and provides the academic and research community with a new promising integrated advanced computational model. A new economic model is developed for a qualitative approach to Macroeconomic modeling. Fuzzy Controllers for such models are designed. Simulation results for an economic scenario are provided and extensively discussed

Keywords: Macroeconomic Models, Mamdani Rule Based- FCMs(MBFCMs), Qualitative and Dynamics System, Simulation.

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3341 Process Capability Analysis by Using Statistical Process Control of Rice Polished Cylinder Turning Practice

Authors: S. Bangphan, P. Bangphan, T. Boonkang

Abstract:

Quality control helps industries in improvements of its product quality and productivity. Statistical Process Control (SPC) is one of the tools to control the quality of products that turning practice in bringing a department of industrial engineering process under control. In this research, the process control of a turning manufactured at workshops machines. The varying measurements have been recorded for a number of samples of a rice polished cylinder obtained from a number of trials with the turning practice. SPC technique has been adopted by the process is finally brought under control and process capability is improved.

Keywords: Rice polished cylinder, statistical process control, control charts, process capability.

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3340 Some Solid Transportation Models with Crisp and Rough Costs

Authors: Pradip Kundu, Samarjit Kar, Manoranjan Maiti

Abstract:

In this paper, some practical solid transportation models are formulated considering per trip capacity of each type of conveyances with crisp and rough unit transportation costs. This is applicable for the system in which full vehicles, e.g. trucks, rail coaches are to be booked for transportation of products so that transportation cost is determined on the full of the conveyances. The models with unit transportation costs as rough variables are transformed into deterministic forms using rough chance constrained programming with the help of trust measure. Numerical examples are provided to illustrate the proposed models in crisp environment as well as with unit transportation costs as rough variables.

Keywords: Solid transportation problem, Rough set, Rough variable, Trust measure.

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3339 Soil-Structure Interaction Models for the Reinforced Foundation System: A State-of-the-Art Review

Authors: Ashwini V. Chavan, Sukhanand S. Bhosale

Abstract:

Challenges of weak soil subgrade are often resolved either by stabilization or reinforcing it. However, it is also practiced to reinforce the granular fill to improve the load-settlement behavior of it over weak soil strata. The inclusion of reinforcement in the engineered granular fill provided a new impetus for the development of enhanced Soil-Structure Interaction (SSI) models, also known as mechanical foundation models or lumped parameter models. Several researchers have been working in this direction to understand the mechanism of granular fill-reinforcement interaction and the response of weak soil under the application of load. These models have been developed by extending available SSI models such as the Winkler Model, Pasternak Model, Hetenyi Model, Kerr Model etc., and are helpful to visualize the load-settlement behavior of a physical system through 1-D and 2-D analysis considering beam and plate resting on the foundation, respectively. Based on the literature survey, these models are categorized as ‘Reinforced Pasternak Model,’ ‘Double Beam Model,’ ‘Reinforced Timoshenko Beam Model,’ and ‘Reinforced Kerr Model’. The present work reviews the past 30+ years of research in the field of SSI models for reinforced foundation systems, presenting the conceptual development of these models systematically and discussing their limitations. A flow-chart showing procedure for compution of deformation and mobilized tension is also incorporated in the paper. Special efforts are taken to tabulate the parameters and their significance in the load-settlement analysis, which may be helpful in future studies for the comparison and enhancement of results and findings of physical models. 

Keywords: geosynthetics, mathematical modeling, reinforced foundation, soil-structure interaction, ground improvement, soft soil

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3338 Low-Cost and Highly Accurate Motion Models for Three-Dimensional Local Landmark-based Autonomous Navigation

Authors: Gheorghe Galben, Daniel N. Aloi

Abstract:

Recently, the Spherical Motion Models (SMM-s) have been introduced [1]. These new models have been developed for 3D local landmark-base Autonomous Navigation (AN). This paper is revealing new arguments and experimental results to support the SMM-s characteristics. The accuracy and the robustness in performing a specific task are the main concerns of the new investigations. To analyze their performances of the SMM-s, the most powerful tools of estimation theory, the extended Kalman filter (EKF) and unscented Kalman filter (UKF), which give the best estimations in noisy environments, have been employed. The Monte Carlo validation implementations used to test the stability and robustness of the models have been employed as well.

Keywords: Autonomous navigation, extended kalman filter, unscented kalman filter, localization algorithms.

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3337 Mixtures of Monotone Networks for Prediction

Authors: Marina Velikova, Hennie Daniels, Ad Feelders

Abstract:

In many data mining applications, it is a priori known that the target function should satisfy certain constraints imposed by, for example, economic theory or a human-decision maker. In this paper we consider partially monotone prediction problems, where the target variable depends monotonically on some of the input variables but not on all. We propose a novel method to construct prediction models, where monotone dependences with respect to some of the input variables are preserved by virtue of construction. Our method belongs to the class of mixture models. The basic idea is to convolute monotone neural networks with weight (kernel) functions to make predictions. By using simulation and real case studies, we demonstrate the application of our method. To obtain sound assessment for the performance of our approach, we use standard neural networks with weight decay and partially monotone linear models as benchmark methods for comparison. The results show that our approach outperforms partially monotone linear models in terms of accuracy. Furthermore, the incorporation of partial monotonicity constraints not only leads to models that are in accordance with the decision maker's expertise, but also reduces considerably the model variance in comparison to standard neural networks with weight decay.

Keywords: mixture models, monotone neural networks, partially monotone models, partially monotone problems.

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3336 Dynamics of Roe Deer (Capreolus capreolus) Vehicle Collisions in Lithuania: Influence of the Time Factors

Authors: Lina Galinskaitė, Gytautas Ignatavičius

Abstract:

Animal vehicle collisions (AVCs) affect human safety, cause property damage and wildlife welfare. The number of AVCs are increasing and creating serious implications for the animal conservation and management. Roe deer (Capreolus capreolus) and other large ungulates (moose, wild boar, red deer) are the most frequently collided ungulate with vehicles in Europe. Therefore, we analyzed temporal patterns of roe deer vehicle collisions (RDVC) occurring in Lithuania. Using a comprehensive dataset, consisting of 15,891 data points, we examined the influence of different time units (i.e. time of the day, day of week, month, and season) on RDVC. We identified accident periods within the analyzed time units. Highest frequencies of RDVC occurred on Fridays. Highest frequencies of roe deer-vehicle accidents occurred in May, November and December. Regarding diurnal patterns, most of RDVC occur after sunset and before sunset (during dark hours). Since vehicle collisions with animals showed temporal variation, these should be taken into consideration in developing statistical models of spatial AVC patterns, and also in planning strategies to reduce accident risk.

Keywords: Animal vehicle collision, diurnal patterns, road safety, roe deer, statistical analysis.

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3335 The Recreation Technique Model from the Perspective of Environmental Quality Elements

Authors: G. Gradinaru, S. Olteanu

Abstract:

The quality improvements of the environmental elements could increase the recreational opportunities in a certain area (destination). The technique of the need for recreation focuses on choosing certain destinations for recreational purposes. The basic exchange taken into consideration is the one between the satisfaction gained after staying in that area and the value expressed in money and time allocated. The number of tourists in the respective area, the duration of staying and the money spent including transportation provide information on how individuals rank the place or certain aspects of the area (such as the quality of the environmental elements). For the statistical analysis of the environmental benefits offered by an area through the need of recreation technique, the following stages are suggested: - characterization of the reference area based on the statistical variables considered; - estimation of the environmental benefit through comparing the reference area with other similar areas (having the same environmental characteristics), from the perspective of the statistical variables considered. The model compared in recreation technique faced with a series of difficulties which refers to the reference area and correct transformation of time in money.

Keywords: Comparison in recreation technique, the quality of the environmental elements, statistical analysis model.

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3334 Zero Truncated Strict Arcsine Model

Authors: Y. N. Phang, E. F. Loh

Abstract:

The zero truncated model is usually used in modeling count data without zero. It is the opposite of zero inflated model. Zero truncated Poisson and zero truncated negative binomial models are discussed and used by some researchers in analyzing the abundance of rare species and hospital stay. Zero truncated models are used as the base in developing hurdle models. In this study, we developed a new model, the zero truncated strict arcsine model, which can be used as an alternative model in modeling count data without zero and with extra variation. Two simulated and one real life data sets are used and fitted into this developed model. The results show that the model provides a good fit to the data. Maximum likelihood estimation method is used in estimating the parameters.

Keywords: Hurdle models, maximum likelihood estimation method, positive count data.

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3333 Combining Bagging and Additive Regression

Authors: Sotiris B. Kotsiantis

Abstract:

Bagging and boosting are among the most popular re-sampling ensemble methods that generate and combine a diversity of regression models using the same learning algorithm as base-learner. Boosting algorithms are considered stronger than bagging on noise-free data. However, there are strong empirical indications that bagging is much more robust than boosting in noisy settings. For this reason, in this work we built an ensemble using an averaging methodology of bagging and boosting ensembles with 10 sub-learners in each one. We performed a comparison with simple bagging and boosting ensembles with 25 sub-learners on standard benchmark datasets and the proposed ensemble gave better accuracy.

Keywords: Regressors, statistical learning.

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3332 AnQL: A Query Language for Annotation Documents

Authors: Neerja Bhatnagar, Ben A. Juliano, Renee S. Renner

Abstract:

This paper presents data annotation models at five levels of granularity (database, relation, column, tuple, and cell) of relational data to address the problem of unsuitability of most relational databases to express annotations. These models do not require any structural and schematic changes to the underlying database. These models are also flexible, extensible, customizable, database-neutral, and platform-independent. This paper also presents an SQL-like query language, named Annotation Query Language (AnQL), to query annotation documents. AnQL is simple to understand and exploits the already-existent wide knowledge and skill set of SQL.

Keywords: Annotation query language, data annotations, data annotation models, semantic data annotations.

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3331 Temporal Signal Processing by Inference Bayesian Approach for Detection of Abrupt Variation of Statistical Characteristics of Noisy Signals

Authors: Farhad Asadi, Hossein Sadati

Abstract:

In fields such as neuroscience and especially in cognition modeling of mental processes, uncertainty processing in temporal zone of signal is vital. In this paper, Bayesian online inferences in estimation of change-points location in signal are constructed. This method separated the observed signal into independent series and studies the change and variation of the regime of data locally with related statistical characteristics. We give conditions on simulations of the method when the data characteristics of signals vary, and provide empirical evidence to show the performance of method. It is verified that correlation between series around the change point location and its characteristics such as Signal to Noise Ratios and mean value of signal has important factor on fluctuating in finding proper location of change point. And one of the main contributions of this study is related to representing of these influences of signal statistical characteristics for finding abrupt variation in signal. There are two different structures for simulations which in first case one abrupt change in temporal section of signal is considered with variable position and secondly multiple variations are considered. Finally, influence of statistical characteristic for changing the location of change point is explained in details in simulation results with different artificial signals.

Keywords: Time series, fluctuation in statistical characteristics, optimal learning.

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3330 Volatility Switching between Two Regimes

Authors: Josip Visković, Josip Arnerić, Ante Rozga

Abstract:

Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modeling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behavior of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.

Keywords: Central and east European countries, financial crisis, Markov switching GARCH model, transition probabilities.

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3329 ANN Models for Microstrip Line Synthesis and Analysis

Authors: Dr.K.Sri Rama Krishna, J.Lakshmi Narayana, Dr.L.Pratap Reddy

Abstract:

Microstrip lines, widely used for good reason, are broadband in frequency and provide circuits that are compact and light in weight. They are generally economical to produce since they are readily adaptable to hybrid and monolithic integrated circuit (IC) fabrication technologies at RF and microwave frequencies. Although, the existing EM simulation models used for the synthesis and analysis of microstrip lines are reasonably accurate, they are computationally intensive and time consuming. Neural networks recently gained attention as fast and flexible vehicles to microwave modeling, simulation and optimization. After learning and abstracting from microwave data, through a process called training, neural network models are used during microwave design to provide instant answers to the task learned.This paper presents simple and accurate ANN models for the synthesis and analysis of Microstrip lines to more accurately compute the characteristic parameters and the physical dimensions respectively for the required design specifications.

Keywords: Neural Models, Algorithms, Microstrip Lines, Analysis, Synthesis

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3328 Screening of Process Variables for the Production of Extracellular Lipase from Palm Oil by Trichoderma Viride using Plackett-Burman Design

Authors: R. Rajendiran, S. Gayathri devi, B.T. SureshKumar, V. Arul Priya

Abstract:

Plackett-Burman statistical screening of media constituents and operational conditions for extracellular lipase production from isolate Trichoderma viride has been carried out in submerged fermentation. This statistical design is used in the early stages of experimentation to screen out unimportant factors from a large number of possible factors. This design involves screening of up to 'n-1' variables in just 'n' number of experiments. Regression coefficients and t-values were calculated by subjecting the experimental data to statistical analysis using Minitab version 15. The effects of nine process variables were studied in twelve experimental trials. Maximum lipase activity of 7.83 μmol /ml /min was obtained in the 6th trail. Pareto chart illustrates the order of significance of the variables affecting the lipase production. The present study concludes that the most significant variables affecting lipase production were found to be palm oil, yeast extract, K2HPO4, MgSO4 and CaCl2.

Keywords: lipase, submerged fermentation, statistical optimization, Trichoderma viride

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3327 An Owl Ontology for Commonkads Template Knowledge Models

Authors: B. A. Gobin, R. K. Subramanian

Abstract:

This paper gives an overview of how an OWL ontology has been created to represent template knowledge models defined in CML that are provided by CommonKADS. CommonKADS is a mature knowledge engineering methodology which proposes the use of template knowledge model for knowledge modelling. The aim of developing this ontology is to present the template knowledge model in a knowledge representation language that can be easily understood and shared in the knowledge engineering community. Hence OWL is used as it has become a standard for ontology and also it already has user friendly tools for viewing and editing.

Keywords: Ontology, OWL, Template Knowledge Models, CommonKADS

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