Robust Regression and its Application in Financial Data Analysis

This research is aimed to describe the application of robust regression and its advantages over the least square regression method in analyzing financial data. To do this, relationship between earning per share, book value of equity per share and share price as price model and earning per share, annual change of earning per share and return of stock as return model is discussed using both robust and least square regressions, and finally the outcomes are compared. Comparing the results from the robust regression and the least square regression shows that the former can provide the possibility of a better and more realistic analysis owing to eliminating or reducing the contribution of outliers and influential data. Therefore, robust regression is recommended for getting more precise results in financial data analysis.

Clustering Multivariate Empiric Characteristic Functions for Multi-Class SVM Classification

A dissimilarity measure between the empiric characteristic functions of the subsamples associated to the different classes in a multivariate data set is proposed. This measure can be efficiently computed, and it depends on all the cases of each class. It may be used to find groups of similar classes, which could be joined for further analysis, or it could be employed to perform an agglomerative hierarchical cluster analysis of the set of classes. The final tree can serve to build a family of binary classification models, offering an alternative approach to the multi-class SVM problem. We have tested this dendrogram based SVM approach with the oneagainst- one SVM approach over four publicly available data sets, three of them being microarray data. Both performances have been found equivalent, but the first solution requires a smaller number of binary SVM models.

Dynamic TDMA Slot Reservation Protocol for QoS Provisioning in Cognitive Radio Ad Hoc Networks

In this paper, we propose a dynamic TDMA slot reservation (DTSR) protocol for cognitive radio ad hoc networks. Quality of Service (QoS) guarantee plays a critically important role in such networks. We consider the problem of providing QoS guarantee to users as well as to maintain the most efficient use of scarce bandwidth resources. According to one hop neighboring information and the bandwidth requirement, our proposed protocol dynamically changes the frame length and the transmission schedule. A dynamic frame length expansion and shrinking scheme that controls the excessive increase of unassigned slots has been proposed. This method efficiently utilizes the channel bandwidth by assigning unused slots to new neighboring nodes and increasing the frame length when the number of slots in the frame is insufficient to support the neighboring nodes. It also shrinks the frame length when half of the slots in the frame of a node are empty. An efficient slot reservation protocol not only guarantees successful data transmissions without collisions but also enhance channel spatial reuse to maximize the system throughput. Our proposed scheme, which provides both QoS guarantee and efficient resource utilization, be employed to optimize the channel spatial reuse and maximize the system throughput. Extensive simulation results show that the proposed mechanism achieves desirable performance in multichannel multi-rate cognitive radio ad hoc networks.

Trust and Reliability for Public Sector Data

The public sector holds large amounts of data of various areas such as social affairs, economy, or tourism. Various initiatives such as Open Government Data or the EU Directive on public sector information aim to make these data available for public and private service providers. Requirements for the provision of public sector data are defined by legal and organizational frameworks. Surprisingly, the defined requirements hardly cover security aspects such as integrity or authenticity. In this paper we discuss the importance of these missing requirements and present a concept to assure the integrity and authenticity of provided data based on electronic signatures. We show that our concept is perfectly suitable for the provisioning of unaltered data. We also show that our concept can also be extended to data that needs to be anonymized before provisioning by incorporating redactable signatures. Our proposed concept enhances trust and reliability of provided public sector data.

Comparative Survey of Object Serialization Techniques and the Programming Supports

This paper compares six approaches of object serialization from qualitative and quantitative aspects. Those are object serialization in Java, IDL, XStream, Protocol Buffers, Apache Avro, and MessagePack. Using each approach, a common example is serialized to a file and the size of the file is measured. The qualitative comparison works are investigated in the way of checking whether schema definition is required or not, whether schema compiler is required or not, whether serialization is based on ascii or binary, and which programming languages are supported. It is clear that there is no best solution. Each solution makes good in the context it was developed.

Extended “2D-RIB“ for Impression-Based Satisfactory Retrieval and its Evaluation

Recently, lots of researchers are attracted to retrieving multimedia database by using some impression words and their values. Ikezoe-s research is one of the representatives and uses eight pairs of opposite impression words. We had modified its retrieval interface and proposed '2D-RIB' in the previous work. The aim of the present paper is to improve his/her satisfaction level to the retrieval result in the 2D-RIB. Our method is to extend the 2D-RIB. One of our extensions is to define and introduce the following two measures: 'melody goodness' and 'general acceptance'. Another extension is three types of customization menus. The result of evaluation using a pilot system is as follows. Both of these two measures 'melody goodness' and -general acceptance- can contribute to the improvement. Moreover, it is effective if we introduce the customization menu which enables a retrieval person to reduce the strictness level of retrieval condition in an impression pair based on his/her need.

Sensitivity Analysis in Power Systems Reliability Evaluation

In this paper sensitivity analysis is performed for reliability evaluation of power systems. When examining the reliability of a system, it is useful to recognize how results change as component parameters are varied. This knowledge helps engineers to understand the impact of poor data, and gives insight on how reliability can be improved. For these reasons, a sensitivity analysis can be performed. Finally, a real network was used for testing the presented method.

A Fuzzy Model and Tool to Analyze SIVD Diseases Using TMS

The paper proposes a methodology to process the signals coming from the Transcranial Magnetic Stimulation (TMS) in order to identify the pathology and evaluate the therapy to treat the patients affected by demency diseases. In particular, a fuzzy model is developed to identify the demency of the patients affected by Subcortical Ischemic Vascular Dementia and to measure the positive effect, if any, of a repetitive TMS on their motor performances. A tool is also presented to support the mentioned analysis.

Coherent and Incoherent Scattering Cross Sections for Elements with 13

Coherent and incoherent scattering cross section measurements have been carried out using a HPGe detector on elements in the range of Z = 13 - 50 using 241Am gamma rays. The cross sections have been derived by comparing the net count rate obtained from the Compton peak of aluminium with the corresponding peak of the target. The measured cross sections for the coherent and incoherent processes are compared with theoretical values and earlier reported values. Our results are in agreement with the theoretical values.

Design, Implementation and Analysis of Composite Material Dampers for Turning Operations

This paper introduces a novel design for boring bar with enhanced damping capability. The principle followed in the design phase was to enhance the damping capability minimizing the loss in static stiffness through implementation of composite material interfaces. The newly designed tool has been compared to a conventional tool. The evaluation criteria were the dynamic characteristics, frequency and damping ratio, of the machining system, as well as the surface roughness of the machined workpieces. The use of composite material in the design of damped tool has been demonstrated effective. Furthermore, the autoregressive moving average (ARMA) models presented in this paper take into consideration the interaction between the elastic structure of the machine tool and the cutting process and can therefore be used to characterize the machining system in operational conditions.

Improving Classification in Bayesian Networks using Structural Learning

Naïve Bayes classifiers are simple probabilistic classifiers. Classification extracts patterns by using data file with a set of labeled training examples and is currently one of the most significant areas in data mining. However, Naïve Bayes assumes the independence among the features. Structural learning among the features thus helps in the classification problem. In this study, the use of structural learning in Bayesian Network is proposed to be applied where there are relationships between the features when using the Naïve Bayes. The improvement in the classification using structural learning is shown if there exist relationship between the features or when they are not independent.

ANN Models for Microstrip Line Synthesis and Analysis

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.

The Relationship between Human Resource Practices and Firm Performance Case Study: The Philippine Firms Empirical Assessment

This study on “The relationship between human resource practices and Firm Performance is a speculative investigation research. The purpose of this research are (1) to provide and to understand of HRM history and current HR practices in the Philippines (2) to examine the extent of HRM practice among its Philippine firms effectively; (3) to investigate the relationship between HRM practice and firm performance in the Philippines. The survey was done to 233 companies in the Philippines. The questionnaire is divided into three parts a) to gathers information on the profile of respondent, b) to measures the extent to which human resource practices are being practiced in their organization c) to measure the organizations performance as perceived by human resource managers and top executives as compared with their competitors in the same industry. As a result an interesting finding was that almost 50 percent of firm performance is affected by the extent of implementation of HR practices in the firm. These results show that HR practices that are in line with the organization’s strategic goals are important for future performance.

Effect of Passive Modified Atmosphere in Different Packaging Materials on Fresh-Cut Mixed Fruit Salad Quality during Storage

Experiments were carried out at the Latvia State Institute of Fruit-Growing in 2011. Fresh-cut minimally processed apple and pear mixed salad were packed by passive modified atmosphere (MAP) in PP containers, which were hermetically sealed by breathable conventional BOPP PropafreshTM P2GAF, and Amcor Agrifresh films. Biodegradable NatureFlexTM NVS INNOVIA Films and VC999 BioPack PLA films coated with a barrier of pure silicon oxide (SiOx) were used to compare the fresh-cut produce quality with this packed in conventional packaging films. Samples were cold stored at temperature +4.0±0.5 °C up to 10 days. The quality of salad was evaluated by physicochemical properties – weight losses, moisture, firmness, the effect of packaging modes on the colour, dynamics in headspace atmosphere concentration (CO2 and O2), titratable acidity values, as well as by microbiological contamination (yeasts, moulds and total bacteria count) of salads, analyzing before packaging and after 2, 4, 6, 8, and 10 storage days.

Objective Assessment of Psoriasis Lesion Thickness for PASI Scoring using 3D Digital Imaging

Psoriasis is a chronic inflammatory skin condition which affects 2-3% of population around the world. Psoriasis Area and Severity Index (PASI) is a gold standard to assess psoriasis severity as well as the treatment efficacy. Although a gold standard, PASI is rarely used because it is tedious and complex. In practice, PASI score is determined subjectively by dermatologists, therefore inter and intra variations of assessment are possible to happen even among expert dermatologists. This research develops an algorithm to assess psoriasis lesion for PASI scoring objectively. Focus of this research is thickness assessment as one of PASI four parameters beside area, erythema and scaliness. Psoriasis lesion thickness is measured by averaging the total elevation from lesion base to lesion surface. Thickness values of 122 3D images taken from 39 patients are grouped into 4 PASI thickness score using K-means clustering. Validation on lesion base construction is performed using twelve body curvature models and show good result with coefficient of determinant (R2) is equal to 1.

Alertness States Classification By SOM and LVQ Neural Networks

Several studies have been carried out, using various techniques, including neural networks, to discriminate vigilance states in humans from electroencephalographic (EEG) signals, but we are still far from results satisfactorily useable results. The work presented in this paper aims at improving this status with regards to 2 aspects. Firstly, we introduce an original procedure made of the association of two neural networks, a self organizing map (SOM) and a learning vector quantization (LVQ), that allows to automatically detect artefacted states and to separate the different levels of vigilance which is a major breakthrough in the field of vigilance. Lastly and more importantly, our study has been oriented toward real-worked situation and the resulting model can be easily implemented as a wearable device. It benefits from restricted computational and memory requirements and data access is very limited in time. Furthermore, some ongoing works demonstrate that this work should shortly results in the design and conception of a non invasive electronic wearable device.

Analytical and Experimental Methods of Design for Supersonic Two-Stage Ejectors

In this paper the supersonic ejectors are experimentally and analytically studied. Ejector is a device that uses the energy of a fluid to move another fluid. This device works like a vacuum pump without usage of piston, rotor or any other moving component. An ejector contains an active nozzle, a passive nozzle, a mixing chamber and a diffuser. Since the fluid viscosity is large, and the flow is turbulent and three dimensional in the mixing chamber, the numerical methods consume long time and high cost to analyze the flow in ejectors. Therefore this paper presents a simple analytical method that is based on the precise governing equations in fluid mechanics. According to achieved analytical relations, a computer code has been prepared to analyze the flow in different components of the ejector. An experiment has been performed in supersonic regime 1.5

A Novel Fuzzy-Neural Based Medical Diagnosis System

In this paper, application of artificial neural networks in typical disease diagnosis has been investigated. The real procedure of medical diagnosis which usually is employed by physicians was analyzed and converted to a machine implementable format. Then after selecting some symptoms of eight different diseases, a data set contains the information of a few hundreds cases was configured and applied to a MLP neural network. The results of the experiments and also the advantages of using a fuzzy approach were discussed as well. Outcomes suggest the role of effective symptoms selection and the advantages of data fuzzificaton on a neural networks-based automatic medical diagnosis system.

Design, Manufacture and Test of a Solar Powered Audible Bird Scarer

The most common domestic birds live in Turkey are: crows (Corvus corone), pigeons (Columba livia), sparrows (Passer domesticus), starlings (Sturnus vulgaris) and blackbirds (Turdus merula). These birds give damage to the agricultural areas and make dirty the human life areas. In order to send away these birds, some different materials and methods such as chemicals, treatments, colored lights, flash and audible scarers are used. It is possible to see many studies about chemical methods in the literatures. However there is not enough works regarding audible bird scarers are reported in the literature. Therefore, a solar powered bird scarer was designed, manufactured and tested in this experimental investigation. Firstly, to understand the sensitive level of these domestic birds against to the audible scarer, many series preliminary studies were conducted. These studies showed that crows are the most resistant against to the audible bird scarer when compared with pigeons, sparrows, starlings and blackbirds. Therefore the solar powered audible bird scarer was tested on crows. The scarer was tested about one month during April- May, 2007. 18 different common known predators- sounds (voices or calls) of domestic birds from Falcon (Falco eleonorae), Falcon (Buteo lagopus), Eagle (Aquila chrysaetos), Montagu-s harrier (Circus pygargus) and Owl (Glaucidium passerinum) were selected for test of the scarer. It was seen from the results that the reaction of the birds was changed depending on the predators- sound type, camouflage of the scarer, sound quality and volume, loudspeaker play and pause periods in one application. In addition, it was also seen that the sound from Falcon (Buteo lagopus) was most effective on crows and the scarer was enough efficient.

Forecasting Malaria Cases in Bujumbura

The focus in this work is to assess which method allows a better forecasting of malaria cases in Bujumbura ( Burundi) when taking into account association between climatic factors and the disease. For the period 1996-2007, real monthly data on both malaria epidemiology and climate in Bujumbura are described and analyzed. We propose a hierarchical approach to achieve our objective. We first fit a Generalized Additive Model to malaria cases to obtain an accurate predictor, which is then used to predict future observations. Various well-known forecasting methods are compared leading to different results. Based on in-sample mean average percentage error (MAPE), the multiplicative exponential smoothing state space model with multiplicative error and seasonality performed better.