Abstract: The banking sector poses a lot of problems in Nigeria in general and the non-oil export sector in particular. The banks' lack effectiveness in handling small, medium or long-term credit risk (lack of training of loan officers, lack of information on borrowers and absence of a reliable credit registry) results in non-oil exporters being burdened with high requirements, such as up to three years of financial statements, enough collateral to cover both the loan principal and interest (including a cash deposit that may be up to 30% of the loans' net present value), and to provide every detail of the international trade transaction in question. The stated problems triggered this research. Consequently, information on bank financing of non-oil exports was collected from 100 respondents from the 20 Deposit Money Banks (DMBs) in Nigeria. The data was analysed by the use of descriptive statistics correlation and regression. It is found that, Nigerian banks are participants in the financing of non-oil exports. Despite their participation, the rate of interest for credit extended to non-oil export is usually high, ranging between 15-20%. Small and medium sized non-oil export businesses lack the credit history for banks to judge them as reputable. Banks also consider the non-oil export sector very risky for investment. The banks actually do grant less credit than the exporters may require and therefore are not properly funded by banks. Banks grant very low volume of foreign currency loan in addition to, unfavorable exchange rate at which Naira is exchanged to the Dollar and other currencies in the country. This makes importation of inputs costly and negatively impacted on the non-oil export performance in Nigeria.
Abstract: The adoption and diffusion of Information Technology (IT) is one of the fastest growing trends in organizations operating within Nigeria’s economy. Public and private organizations make huge capital investments in an attempt acquire and adopt the state-of-the-art IT for improving operational efficiency. In this study the level of IT adoption is considered the primary driver of efficiency witnessed by organizations. The research gathered data on the intensity of IT usage, and resultant efficiency increase in the organizations’ operations. The data was analyzed using multiple regression analysis and reveals that high level of IT usage has enhance efficiency of private and public organizations in Northern part of Nigeria with organizations having strategic intent on IT adoption indicating higher efficiency gains.
Abstract: This study presents a new method for detecting the
cutting tool wear based on the measured cutting force signals using
the regression model and I-kaz method. The detection of tool wear
was done automatically using the in-house developed regression
model and 3D graphic presentation of I-kaz 3D coefficient during
machining process. The machining tests were carried out on a CNC
turning machine Colchester Master Tornado T4 in dry cutting
condition, and Kistler 9255B dynamometer was used to measure the
cutting force signals, which then stored and displayed in the DasyLab
software. The progression of the cutting tool flank wear land (VB)
was indicated by the amount of the cutting force generated. Later, the
I-kaz was used to analyze all the cutting force signals from beginning
of the cut until the rejection stage of the cutting tool. Results of the IKaz
analysis were represented by various characteristic of I-kaz 3D
coefficient and 3D graphic presentation. The I-kaz 3D coefficient
number decreases when the tool wear increases. This method can be
used for real time tool wear monitoring.
Abstract: Yogyakarta, as the capital city of Yogyakarta Province, has important roles in various sectors that require good provision of public transportation system. Ideally, a good transportation system should be able to accommodate the amount of travel demand. This research attempts to develop a trip generation model to predict the number of public transport passenger in Yogyakarta city. The model is built by using multiple linear regression analysis, which establishes relationship between trip number and socioeconomic attributes. The data consist of primary and secondary data. Primary data was collected by conducting household surveys which randomly selected. The resulted model is further applied to evaluate the existing TransJogja, a new Bus Rapid Transit system serves Yogyakarta and surrounding cities, shelters.
Abstract: Optimization of a microwave-assisted extraction of cherry laurel (Prunus laurocerasus) fruit using methanol was studied. The influence of process parameters (microwave power, plant material-to-solvent ratio and the extraction time) on the extraction efficiency were optimized by using response surface methodology. The predicted maximum yield of extractive substances (41.85 g/100 g fresh plant material) was obtained at microwave power of 600 W and plant material to solvent ratio of 0.2 g/cm3 after 26 minutes of extraction, while a mean value of 40.80±0.41 g/100 g fresh plant material was obtained from laboratory experiments. This proves applicability of the model in predicting optimal extraction conditions with minimal laborious and time consuming. The results indicated that all process parameters were effective on the extraction efficiency, while the most important factor was extraction time. In order to rationalize production the optimal economical condition which gave a large total extract yield with minimal energy and solvent consumption was found.
Abstract: This paper examines the available experiment data for a copper bromide vapor laser (CuBr laser), emitting at two wavelengths - 510.6 and 578.2nm. Laser output power is estimated based on 10 independent input physical parameters. A classification and regression tree (CART) model is obtained which describes 97% of data. The resulting binary CART tree specifies which input parameters influence considerably each of the classification groups. This allows for a technical assessment that indicates which of these are the most significant for the manufacture and operation of the type of laser under consideration. The predicted values of the laser output power are also obtained depending on classification. This aids the design and development processes considerably.
Abstract: In this paper, we study statistical multiplexing of VBR
video in ATM networks. ATM promises to provide high speed realtime
multi-point to central video transmission for telemedicine
applications in rural hospitals and in emergency medical services.
Video coders are known to produce variable bit rate (VBR) signals
and the effects of aggregating these VBR signals need to be
determined in order to design a telemedicine network infrastructure
capable of carrying these signals. We first model the VBR video
signal and simulate it using a generic continuous-data autoregressive
(AR) scheme. We carry out the queueing analysis by the Fluid
Approximation Model (FAM) and the Markov Modulated Poisson
Process (MMPP). The study has shown a trade off: multiplexing
VBR signals reduces burstiness and improves resource utilization,
however, the buffer size needs to be increased with an associated
economic cost. We also show that the MMPP model and the Fluid
Approximation model fit best, respectively, the cell region and the
burst region. Therefore, a hybrid MMPP and FAM completely
characterizes the overall performance of the ATM statistical
multiplexer. The ramifications of this technology are clear: speed,
reliability (lower loss rate and jitter), and increased capacity in video
transmission for telemedicine. With migration to full IP-based
networks still a long way to achieving both high speed and high
quality of service, the proposed ATM architecture will remain of
significant use for telemedicine.
Abstract: Job stress is one of the most important concepts for
the today-s corporate as well as institutional world. The current study
is conducted to identify the causes of faculty stress at Higher
Education in Pakistan. For the purpose, Public & Private Business
Schools of Punjab is selected as representative of Pakistan. A sample
of 300 faculty members (214 males, 86 females) responded to the
survey. Regression analysis shows that the Workload, Student
Related issues and Role Conflicts are the major sources contributing
significantly towards producing stress. The study also revealed that
Private sector faculty members experienced more stress as compared
to faculty in Public sector Business Schools. Moreover, females,
younger ages, lower designation & low qualification faculty
members experience more stress as compared to males, older ages,
higher designation and high qualification. The study yield many
significant results for the policy makers of Business Institutions.
Abstract: HIV-1 genome is highly heterogeneous. Due to this
variation, features of HIV-I genome is in a wide range. For this
reason, the ability to infection of the virus changes depending on
different chemokine receptors. From this point of view, R5 HIV
viruses use CCR5 coreceptor while X4 viruses use CXCR5 and
R5X4 viruses can utilize both coreceptors. Recently, in
Bioinformatics, R5X4 viruses have been studied to classify by using
the experiments on HIV-1 genome.
In this study, R5X4 type of HIV viruses were classified using
Auto Regressive (AR) model through Artificial Neural Networks
(ANNs). The statistical data of R5X4, R5 and X4 viruses was
analyzed by using signal processing methods and ANNs. Accessible
residues of these virus sequences were obtained and modeled by AR
model since the dimension of residues is large and different from
each other. Finally the pre-processed data was used to evolve various
ANN structures for determining R5X4 viruses. Furthermore ROC
analysis was applied to ANNs to show their real performances. The
results indicate that R5X4 viruses successfully classified with high
sensitivity and specificity values training and testing ROC analysis
for RBF, which gives the best performance among ANN structures.
Abstract: this paper presents an auto-regressive network called the Auto-Regressive Multi-Context Recurrent Neural Network (ARMCRN), which forecasts the daily peak load for two large power plant systems. The auto-regressive network is a combination of both recurrent and non-recurrent networks. Weather component variables are the key elements in forecasting because any change in these variables affects the demand of energy load. So the AR-MCRN is used to learn the relationship between past, previous, and future exogenous and endogenous variables. Experimental results show that using the change in weather components and the change that occurred in past load as inputs to the AR-MCRN, rather than the basic weather parameters and past load itself as inputs to the same network, produce higher accuracy of predicted load. Experimental results also show that using exogenous and endogenous variables as inputs is better than using only the exogenous variables as inputs to the network.
Abstract: This paper deals with modeling and parameter
identification of nonlinear systems described by Hammerstein model
having Piecewise nonlinear characteristics such as Dead-zone
nonlinearity characteristic. The simultaneous use of both an easy
decomposition technique and the triangular basis functions leads to a
particular form of Hammerstein model. The approximation by using
Triangular basis functions for the description of the static nonlinear
block conducts to a linear regressor model, so that least squares
techniques can be used for the parameter estimation. Singular Values
Decomposition (SVD) technique has been applied to separate the
coupled parameters. The proposed approach has been efficiently
tested on academic examples of simulation.
Abstract: This study aims to investigate empirically the valuerelevance
of accounting information to domestic investors in Tehran
stock exchange from 1999 to 2006. During the present research
impacts of two factors, including positive vs. negative earnings and
the firm size are considered as well. The authors used earnings per
share and annual change of earnings per share as the income
statement indices, and book value of equity per share as the balance
sheet index. Return and Price models through regression analysis are
deployed in order to test the research hypothesis. Results depicted
that accounting information is value-relevance to domestic investors
in Tehran Stock Exchange according to both studied models.
However, income statement information has more value-relevance
than the balance sheet information. Furthermore, positive vs. negative
earnings and firm size seems to have significant impact on valuerelevance
of accounting information.
Abstract: Exposure to ambient air pollution has been linked to a
number of health outcomes, starting from modest transient changes in
the respiratory tract and impaired pulmonary function, continuing to
restrict activity/reduce performance and to the increase emergency
rooms visits, hospital admissions or mortality. The increase of
allergenic symptoms has been associated with air contaminants such
as ozone, particulate matter, fungal spores and pollen.
Considering the potential relevance of crossed effects of nonbiological
pollutants and airborne pollens and fungal spores on
allergy worsening, the aim of this work was to evaluate the influence
of non-biological pollutants (O3 and PM10) and meteorological
parameters on the concentrations of pollen and fungal spores using
multiple linear regressions.
The data considered in this study were collected in Oporto which
is the second largest Portuguese city, located in the North. Daily
mean of O3, PM10, pollen and fungal spore concentrations,
temperature, relative humidity, precipitation, wind velocity, pollen
and fungal spore concentrations, for 2003, 2004 and 2005 were
considered. Results showed that the 90th percentile of the adjusted
coefficient of determination, P90 (R2aj), of the multiple regressions
varied from 0.613 to 0.916 for pollen and from 0.275 to 0.512 for
fungal spores. O3 and PM10 showed to have some influence on the
biological pollutants. Among the meteorological parameters
analysed, temperature was the one that most influenced the pollen
and fungal spores airborne concentrations. Relative humidity also
showed to have some influence on the fungal spore dispersion.
Nevertheless, the models for each pollen and fungal spore were
different depending on the analysed period, which means that the
correlations identified as statistically significant can not be, even so,
consistent enough.
Abstract: In this paper we present a Adaptive Neuro-Fuzzy
System (ANFIS) with inputs the lagged dependent variable for the
prediction of Gross domestic Product growth rate in six countries.
We compare the results with those of Autoregressive (AR) model.
We conclude that the forecasting performance of neuro-fuzzy-system
in the out-of-sample period is much more superior and can be a very
useful alternative tool used by the national statistical services and the
banking and finance industry.
Abstract: Hospital staff and managers are under pressure and
concerned for effective use and management of scarce resources. The
hospital admissions require many decisions that have complex and
uncertain consequences for hospital resource utilization and patient
flow. It is challenging to predict risk of admissions and length of stay
of a patient due to their vague nature. There is no method to capture
the vague definition of admission of a patient. Also, current methods
and tools used to predict patients at risk of admission fail to deal with
uncertainty in unplanned admission, LOS, patients- characteristics.
The main objective of this paper is to deal with uncertainty in
health system variables, and handles uncertain relationship among
variables. An introduction of machine learning techniques along with
statistical methods like Regression methods can be a proposed
solution approach to handle uncertainty in health system variables. A
model that adapts fuzzy methods to handle uncertain data and
uncertain relationships can be an efficient solution to capture the
vague definition of admission of a patient.
Abstract: Technological newness and innovativeness are
important aspects of small firm development, growth and wealth
creation. The contribution of the study to entrepreneurship
personality research and to technology-related research in
entrepreneurship is that the model of the general personality driven
technological development was developed and empirically tested.
Hypotheses relating the big five personality factors (OCEAN:
openness, conscientiousness, extraversion, agreeableness, and
neuroticism) and technological developments were tested by using
multiple regression analysis on survey data from a sample of 160
entrepreneurs from Slovenia. The model reveals two personality
factors, which are predictive of technological developments:
openness (positive impact) and neuroticism (negative impact). In
addition, a positive impact of firm age on technological
developments was found. Other personality factors
(conscientiousness, extraversion and agreeableness) of entrepreneurs
may not be considered important for their firm technological
developments.
Abstract: Series of experimental tests were conducted on a
section of a 660 kW wind turbine blade to measure the pressure
distribution of this model oscillating in plunging motion. In order to
minimize the amount of data required to predict aerodynamic loads
of the airfoil, a General Regression Neural Network, GRNN, was
trained using the measured experimental data. The network once
proved to be accurate enough, was used to predict the flow behavior
of the airfoil for the desired conditions.
Results showed that with using a few of the acquired data, the
trained neural network was able to predict accurate results with
minimal errors when compared with the corresponding measured
values. Therefore with employing this trained network the
aerodynamic coefficients of the plunging airfoil, are predicted
accurately at different oscillation frequencies, amplitudes, and angles
of attack; hence reducing the cost of tests while achieving acceptable
accuracy.
Abstract: 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.
Abstract: 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.
Abstract: 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.