Abstract: One of the most important tasks in the risk
management is the correct determination of probability of default
(PD) of particular financial subjects. In this paper a possibility of
determination of financial institution’s PD according to the creditscoring
models is discussed. The paper is divided into the two parts.
The first part is devoted to the estimation of the three different
models (based on the linear discriminant analysis, logit regression
and probit regression) from the sample of almost three hundred US
commercial banks. Afterwards these models are compared and
verified on the control sample with the view to choose the best one.
The second part of the paper is aimed at the application of the chosen
model on the portfolio of three key Czech banks to estimate their
present financial stability. However, it is not less important to be able
to estimate the evolution of PD in the future. For this reason, the
second task in this paper is to estimate the probability distribution of
the future PD for the Czech banks. So, there are sampled randomly
the values of particular indicators and estimated the PDs’ distribution,
while it’s assumed that the indicators are distributed according to the
multidimensional subordinated Lévy model (Variance Gamma model
and Normal Inverse Gaussian model, particularly). Although the
obtained results show that all banks are relatively healthy, there is
still high chance that “a financial crisis” will occur, at least in terms
of probability. This is indicated by estimation of the various quantiles
in the estimated distributions. Finally, it should be noted that the
applicability of the estimated model (with respect to the used data) is
limited to the recessionary phase of the financial market.
Abstract: In this paper, we have proposed a parallel IDS and
honeypot based approach to detect and analyze the unknown and
known attack taxonomy for improving the IDS performance and
protecting the network from intruders. The main theme of our
approach is to record and analyze the intruder activities by using both
the low and high interaction honeypots. Our architecture aims to
achieve the required goals by combing signature based IDS,
honeypots and generate the new signatures. The paper describes the
basic component, design and implementation of this approach and
also demonstrates the effectiveness of this approach to reduce the
probability of network attacks.
Abstract: This paper presents reliability indices evaluation of the
rotor core magnetization of the induction motor operated as a self
excited induction generator by using probability distribution approach
and Monte Carlo simulation. Parallel capacitors with calculated
minimum capacitive value across the terminals of the induction motor
operated as a SEIG with unregulated shaft speed have been connected
during the experimental study. A three phase, 4 poles, 50Hz, 5.5 hp,
12.3A, 230V induction motor coupled with DC Shunt Motor was
tested in the electrical machine laboratory with variable reactive loads.
Based on this experimental study, it is possible to choose a reliable
induction machines operated as a SEIG for unregulated renewable
energy application in remote area or where grid is not available.
Failure density function, cumulative failure distribution function,
survivor function, hazard model, probability of success and
probability of failure for reliability evaluation of the three phase
induction motor operating as a SEIG have been presented graphically
in this paper.
Abstract: In MANET, mobile nodes communicate with each
other using the wireless channel where transmission takes place with
significant interference. The wireless medium used in MANET is a
shared resource used by all the nodes available in MANET. Packet
reserving is one important resource management scheme which
controls the allocation of bandwidth among multiple flows through
node cooperation in MANET. This paper proposes packet reserving
and clogging control via Routing Aware Packet Reserving (RAPR)
framework in MANET. It mainly focuses the end-to-end routing
condition with maximal throughput. RAPR is complimentary system
where the packet reserving utilizes local routing information
available in each node. Path setup in RAPR estimates the security
level of the system, and symbolizes the end-to-end routing by
controlling the clogging. RAPR reaches the packet to the destination
with high probability ratio and minimal delay count. The standard
performance measures such as network security level,
communication overhead, end-to-end throughput, resource utilization
efficiency and delay measure are considered in this work. The results
reveals that the proposed packet reservation and clogging control via
Routing Aware Packet Reserving (RAPR) framework performs well
for the above said performance measures compare to the existing
methods.
Abstract: Spectrum sensing is the main feature of cognitive
radio technology. Spectrum sensing gives an idea of detecting the
presence of the primary users in a licensed spectrum. In this paper we
compare the theoretical results of detection probability of different
fading environments like Rayleigh, Rician, Nakagami-m fading
channels with the simulation results using energy detection based
spectrum sensing. The numerical results are plotted as Pf Vs Pd for
different SNR values, fading parameters. It is observed that
Nakagami fading channel performance is better than other fading
channels by using energy detection in spectrum sensing. A MATLAB
simulation test bench has been implemented to know the performance
of energy detection in different fading channel environment.
Abstract: The aim of the paper was to elaborate a novel calculator BasWilCalc, that allows to estimate the actual amount of biomass on the basket willow plantations. The proposed method is based on the results of field experiment conducted during years 2011-2013 on basket willow plantation in the south-western part of Poland. As input data the results of destructive measurements of the diameter, length and weight of willow stems and non-destructive biometric measurements of diameter in the middle of stems and their length during the growing season performed at weekly intervals were used. Performed analysis enabled to develop the algorithm which, due to the fact that energy plantations are of known and constant planting structure, allows to estimate the actual amount of willow basket biomass on the plantation with a given probability and accuracy specified by the model, based on the number of stems measured and the age of the plantation.
Abstract: This research aims to study the democratic political
socialization of the 5th and 6th Graders under the Authority of Dusit
District Office, Bangkok by using stratified sampling for probability
sampling and using purposive sampling for non-probability sampling
to collect data toward the distribution of questionnaires to 300
respondents. This covers all of the schools under the authority of
Dusit District Office. The researcher analyzed the data by using
descriptive statistics which include arithmetic mean and standard
deviation. The result shows that 5th and 6th graders under the
authority of Dusit District Office, Bangkok, have displayed some
characteristics following democratic political socialization both
inside and outside classroom as well as outside school. However, the
democratic political socialization in classroom through grouping and
class participation is much more emphasized.
Abstract: This research aims to study the level of democratic political culture and the factors that affect the democratic political culture of 5th and 6th graders under the authority of Dusit District Office, Bangkok by using stratified sampling for probability sampling and using purposive sampling for non-probability sampling to collect data toward the distribution of questionnaires to 300 respondents. This covers all of the schools under the authority of Dusit District Office. The researcher analyzed the data by using descriptive statistics which include arithmetic mean, standard deviation, and inferential statistics which are Independent Samples T-test (T-test) and One-Way ANOVA (F-test). The researcher also collected data by interviewing the target groups, and then analyzed the data by the use of descriptive analysis. The result shows that 5th and 6th graders under the authority of Dusit District Office, Bangkok have exposed to democratic political culture at high level in overall. When considering each part, it found out that the part that has highest mean is “the constitutional democratic governmental system is suitable for Thailand” statement. The part with the lowest mean is “corruption (cheat and defraud) is normal in Thai society” statement. The factor that affects democratic political culture is grade levels, occupations of mothers, and attention in news and political movements.
Abstract: In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.
Abstract: A meta-analysis may be performed using aggregate data (AD) or an individual patient data (IPD). In practice, studies may be available at both IPD and AD level. In this situation, both the IPD and AD should be utilised in order to maximize the available information. Statistical advantages of combining the studies from different level have not been fully explored. This study aims to quantify the statistical benefits of including available IPD when conducting a conventional summary-level meta-analysis. Simulated meta-analysis were used to assess the influence of the levels of data on overall meta-analysis estimates based on IPD-only, AD-only and the combination of IPD and AD (mixed data, MD), under different study scenario. The percentage relative bias (PRB), root mean-square-error (RMSE) and coverage probability were used to assess the efficiency of the overall estimates. The results demonstrate that available IPD should always be included in a conventional meta-analysis using summary level data as they would significantly increased the accuracy of the estimates.On the other hand, if more than 80% of the available data are at IPD level, including the AD does not provide significant differences in terms of accuracy of the estimates. Additionally, combining the IPD and AD has moderating effects on the biasness of the estimates of the treatment effects as the IPD tends to overestimate the treatment effects, while the AD has the tendency to produce underestimated effect estimates. These results may provide some guide in deciding if significant benefit is gained by pooling the two levels of data when conducting meta-analysis.
Abstract: The effect of reliability on life-cycle cost, including
initial and maintenance cost of a system is studied. The failure
probability of a component is used to calculate the average
maintenance cost during the operation cycle of the component. The
standard deviation of the life-cycle cost is also calculated as an error
measure for the average life-cycle cost. As a numerical example, the
model is used to study the average life-cycle cost of an electric motor.
Abstract: The approach in analyzing defects on different pipe lines is conducted through Failure Assessment Diagram (FAD). These methods of analyses have further extended in recent years. This approach is used to identify and stress out a solution for the defects which randomly occur with gas pipes such are corrosion defects, gauge defects, and combination of defects where gauge and dents are included. Few of the defects are to be analyzed in this paper where our main focus will be the fracture of cast Iron pipes, elastic-plastic failure and plastic collapse of X52 steel pipes for gas transport. We need to conduct a calculation of probability of the defects in order to predict and avoid such costly defects.
Abstract: This research paper is aimed to examine a relationship between the service marketing mix and customers’ frequency of use of service at Mercedes Benz Auto Repair Centres under Thonburi Group, Thailand. Based on 2,267 customers who used the service of Thonburi Group’s Auto Repair Centres as the population, the sampling of this research was a total of 340 samples, by use of Probability Sampling Technique. Systematic Random Sampling was applied by use of questionnaire in collecting the data at Thonburi Group’s Auto Repair Centres. Mean and Pearson’s basic statistical correlations were utilized in analyzing the data. The study discovered a medium level of customers’ perception towards product and service of Thonburi Group’s Auto Repair Centres, price, place or distribution channel and promotion. People who provided service were perceived also at a medium level, whereas the physical evidence and service process were perceived at a high level. Furthermore, there appeared a correlation between the physical evidence and service process, and customers’ frequency of use of automobile service per year.
Abstract: The work delineates the threats of maladjustment of the capacity of rain canals, designed and built in the early 20th century, in connection to heavy rainfall, especially in summer. This is the cause of the so called 'urban floods.' It directly relates to fierce raise of paving in the cities. Resolving this problem requires a change in philosophy of draining the rainfall by wider use of retention, infiltration and usage of rainwater.
In systemic approach to managing the safety of urban drainage systems the risk, which is directly connected to safety failures, has been accepted as a measure. The risk level defines the probability of occurrence of losses greater than the ones forecast for a given time frame. The procedure of risk modelling, enabling its numeric analysis by using appropriate weights, is a significant issue in this paper.
Abstract: This research paper, based on demographic variables, is aimed to study the behaviour of bookkeeping for household accounts of residents living in urban communities in Dusit District, Bangkok and to investigate factors that affected the behavior of bookkeeping. By use of non proportional stratified sampling technique of probability sampling, the research had a total of 247 samples. The systematic sampling technique was also utilized by selecting one household out of every 3 households. The demographic findings reported female respondents as the majority with an average age between 26-35 years old, having married status and having children. The respondents earn a living by selling, with an average income per month of between 5,001-15,000 Baht. Most of the families rent a house and each family have approximately 3-4 members. Furthermore, most of the household respondents used to be trained to do bookkeeping for household accounts. In addition, the factors in affecting the residents’ behaviour of doing household account bookkeeping included a dislike of numbers, inaccuracy of recording, availability of accounting counselors in the communities, people’s participation in trainings arranged by outside organizations.
Abstract: Perfectly suited for natural or man-made emergency and disaster management situations such as flood, earthquakes, tornadoes, or tsunami, multi-target search path planning for a team of rescue agents is known to be computationally hard, and most techniques developed so far come short to successfully estimate optimality gap. A novel mixed-integer linear programming (MIP) formulation is proposed to optimally solve the multi-target multi-agent discrete search and rescue (SAR) path planning problem. Aimed at maximizing cumulative probability of successful target detection, it captures anticipated feedback information associated with possible observation outcomes resulting from projected path execution, while modeling agent discrete actions over all possible moving directions. Problem modeling further takes advantage of network representation to encompass decision variables, expedite compact constraint specification, and lead to substantial problem-solving speed-up. The proposed MIP approach uses CPLEX optimization machinery, efficiently computing near-optimal solutions for practical size problems, while giving a robust upper bound obtained from Lagrangean integrality constraint relaxation. Should eventually a target be positively detected during plan execution, a new problem instance would simply be reformulated from the current state, and then solved over the next decision cycle. A computational experiment shows the feasibility and the value of the proposed approach.
Abstract: Today, the need for water sources is swiftly increasing due to population growth. At the same time, it is known that some regions will face with shortage of water and drought because of the global warming and climate change. In this context, evaluation and analysis of hydrological data such as the observed trends, drought and flood prediction of short term flow has great deal of importance. The most accurate selection probability distribution is important to describe the low flow statistics for the studies related to drought analysis. As in many basins In Turkey, Gediz River basin will be affected enough by the drought and will decrease the amount of used water. The aim of this study is to derive appropriate probability distributions for frequency analysis of annual minimum flows at 6 gauging stations of the Gediz Basin. After applying 10 different probability distributions, six different parameter estimation methods and 3 fitness test, the Pearson 3 distribution and general extreme values distributions were found to give optimal results.
Abstract: The fatigue crack growth is stochastic because of the fatigue behavior having an uncertainty and a randomness. Therefore, it is necessary to determine the probability distribution of a grown crack size at a specific fatigue crack propagation life for maintenance of structure as well as reliability estimation. The essential purpose of this study is to present the good probability distribution fit for the grown crack size at a specified fatigue life in a rolled magnesium alloy under different specimen thickness conditions. Fatigue crack propagation experiments are carried out in laboratory air under three conditions of specimen thickness using AZ31 to investigate a stochastic crack growth behavior. The goodness-of-fit test for probability distribution of a grown crack size under different specimen thickness conditions is performed by Anderson-Darling test. The effect of a specimen thickness on variability of a grown crack size is also investigated.
Abstract: Despite the availability of natural disaster related time series data for last 110 years, there is no forecasting tool available to humanitarian relief organizations to determine forecasts for emergency logistics planning. This study develops a forecasting tool based on identifying probability of disaster for each country in the world by using decision tree modeling. Further, the determination of aggregate forecasts leads to efficient pre-disaster planning. Based on the research findings, the relief agencies can optimize the various resources allocation in emergency logistics planning.
Abstract: This paper proposes frequency offset (FO) estimation
schemes robust to the non-Gaussian noise for orthogonal frequency
division multiplexing (OFDM) systems. A maximum-likelihood (ML)
scheme and a low-complexity estimation scheme are proposed by
applying the probability density function of the cyclic prefix of
OFDM symbols to the ML criterion. From simulation results, it is
confirmed that the proposed schemes offer a significant FO estimation
performance improvement over the conventional estimation scheme
in non-Gaussian noise environments.