Abstract: Ratio and regression type estimators have been used by previous authors to estimate a population mean for the principal variable from samples in which both auxiliary x and principal y variable data are available. However, missing data are a common problem in statistical analyses with real data. Ratio and regression type estimators have also been used for imputing values of missing y data. In this paper, six new ratio and regression type estimators are proposed for imputing values for any missing y data and estimating a population mean for y from samples with missing x and/or y data. A simulation study has been conducted to compare the six ratio and regression type estimators with a previous estimator of Rueda. Two population sizes N = 1,000 and 5,000 have been considered with sample sizes of 10% and 30% and with correlation coefficients between population variables X and Y of 0.5 and 0.8. In the simulations, 10 and 40 percent of sample y values and 10 and 40 percent of sample x values were randomly designated as missing. The new ratio and regression type estimators give similar mean absolute percentage errors that are smaller than the Rueda estimator for all cases. The new estimators give a large reduction in errors for the case of 40% missing y values and sampling fraction of 30%.
Abstract: The paper evaluates several hundred one-day-ahead
VaR forecasting models in the time period between the years 2004
and 2009 on data from six world stock indices - DJI, GSPC, IXIC,
FTSE, GDAXI and N225. The models model mean using the ARMA
processes with up to two lags and variance with one of GARCH,
EGARCH or TARCH processes with up to two lags. The models are
estimated on the data from the in-sample period and their forecasting
accuracy is evaluated on the out-of-sample data, which are more
volatile. The main aim of the paper is to test whether a model
estimated on data with lower volatility can be used in periods with
higher volatility. The evaluation is based on the conditional coverage
test and is performed on each stock index separately. The primary
result of the paper is that the volatility is best modelled using a
GARCH process and that an ARMA process pattern cannot be found
in analyzed time series.
Abstract: Time series models have been used to make predictions of academic enrollments, weather, road accident, casualties and stock prices, etc. Based on the concepts of quartile regression models, we have developed a simple time variant quantile based fuzzy time series forecasting method. The proposed method bases the forecast using prediction of future trend of the data. In place of actual quantiles of the data at each point, we have converted the statistical concept into fuzzy concept by using fuzzy quantiles using fuzzy membership function ensemble. We have given a fuzzy metric to use the trend forecast and calculate the future value. The proposed model is applied for TAIFEX forecasting. It is shown that proposed method work best as compared to other models when compared with respect to model complexity and forecasting accuracy.
Abstract: Iran is one of the greatest producers of date in the
world. However due to lack of information about its viscoelastic
properties, much of the production downgraded during harvesting
and postharvesting processes. In this study the effect of temperature
and moisture content of product were investigated on stress
relaxation characteristics. Therefore, the freshly harvested date
(kabkab) at tamar stage were put in controlled environment chamber
to obtain different temperature levels (25, 35, 45, and 55 0C) and
moisture contents (8.5, 8.7, 9.2, 15.3, 20, 32.2 %d.b.). A texture
analyzer TAXT2 (Stable Microsystems, UK) was used to apply
uniaxial compression tests. A chamber capable to control temperature
was designed and fabricated around the plunger of texture analyzer to
control the temperature during the experiment. As a new approach a
CCD camera (A4tech, 30 fps) was mounted on a cylindrical glass
probe to scan and record contact area between date and disk.
Afterwards, pictures were analyzed using image processing toolbox
of Matlab software. Individual date fruit was uniaxially compressed
at speed of 1 mm/s. The constant strain of 30% of thickness of date
was applied to the horizontally oriented fruit. To select a suitable
model for describing stress relaxation of date, experimental data were
fitted with three famous stress relaxation models including the
generalized Maxwell, Nussinovitch, and Pelege. The constant in
mentioned model were determined and correlated with temperature
and moisture content of product using non-linear regression analysis.
It was found that Generalized Maxwell and Nussinovitch models
appropriately describe viscoelastic characteristics of date fruits as
compared to Peleg mode.
Abstract: Classes on creativity, innovation, and entrepreneurship
are becoming quite popular at universities throughout the world.
However, it is not easy for business students to get involved to
innovative activities, especially patent application. The present study
investigated how to enhance business students- intention to participate
in innovative activities and which incentives universities should
consider. A 22-item research scale was used, and confirmatory factor
analysis was conducted to verify its reliability and validity. Multiple
regression and discriminant analyses were also conducted. The results
demonstrate the effect of growth-need strength on innovative behavior
and indicate that the theory of planned behavior can explain and
predict business students- intention to participate in innovative
activities. Additionally, the results suggest that applying our proposed
model in practice would effectively strengthen business students-
intentions to engage in innovative activities.
Abstract: The paper discusses the results obtained to predict
reinforcement in singly reinforced beam using Neural Net (NN),
Support Vector Machines (SVM-s) and Tree Based Models. Major
advantage of SVM-s over NN is of minimizing a bound on the
generalization error of model rather than minimizing a bound on
mean square error over the data set as done in NN. Tree Based
approach divides the problem into a small number of sub problems to
reach at a conclusion. Number of data was created for different
parameters of beam to calculate the reinforcement using limit state
method for creation of models and validation. The results from this
study suggest a remarkably good performance of tree based and
SVM-s models. Further, this study found that these two techniques
work well and even better than Neural Network methods. A
comparison of predicted values with actual values suggests a very
good correlation coefficient with all four techniques.
Abstract: This study employs auto-regressive distributed lag (ARDL) bounds approach to cointegration for long run and errorcorrection modeling (ECM) for short run analysis to examine the relationship between revenue gap and economic growth for Pakistan using annual time series data over the period 1980 to 2008. The short and long run results indicate that revenue gap is statistical significant and negatively effect economic growth. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 10.406 percent within a year.
Abstract: In this paper, a new version of support vector regression (SVR) is presented namely Fuzzy Cost SVR (FCSVR). Individual property of the FCSVR is operation over fuzzy data whereas fuzzy cost (fuzzy margin and fuzzy penalty) are maximized. This idea admits to have uncertainty in the penalty and margin terms jointly. Robustness against noise is shown in the experimental results as a property of the proposed method and superiority relative conventional SVR.
Abstract: Entrepreneurship has become an important and
extensively researched concept in business studies. Research on
foreign direct investment (FDI) has become widespread due to the
growth of FDI and its importance in globalization. Most
entrepreneurship studies examined the importance and influence of
entrepreneurial orientation in a micro-level context. On the other
hand, studies and research concerning FDI used statistical techniques
to analyze the effect, determinants, and motives of FDI on a
macroeconomic level, ignoring empirical studies on other noneconomic
determinants. In order to bridge the gap between the theory
and empirical evidence on FDI and the theory and research on
entrepreneurship, this study examines the impact of entrepreneurship
on inward foreign direct investment. The relationship between
entrepreneurship and foreign direct investment is investigated
through regression analysis of pooled time-series and cross-sectional
data. The results suggest that entrepreneurship has a significant effect
on FDI.
Abstract: In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. In this context, most of the studies in the literature can be located in two possible general classes of regression models: models that study the effect the covariates have on the hazard function; and models that study the effect the covariates have on the censored response variable. Proposals in this paper are in the second class of models and, more specifically, on least squares based model approach. Thus, using the bootstrap estimate of the bias, we try to improve the estimation of the regression parameters by reducing their bias, for small sample sizes. Simulation results presented in the paper show that, for reasonable sample sizes and censoring levels, the bias is always smaller for the new proposals.
Abstract: The Principal component regression (PCR) is a
combination of principal component analysis (PCA) and multiple linear regression (MLR). The objective of this paper is to revise the
use of PCR in shortwave near infrared (SWNIR) (750-1000nm) spectral analysis. The idea of PCR was explained mathematically and
implemented in the non-destructive assessment of the soluble solid
content (SSC) of pineapple based on SWNIR spectral data. PCR achieved satisfactory results in this application with root mean
squared error of calibration (RMSEC) of 0.7611 Brix°, coefficient of determination (R2) of 0.5865 and root mean squared error of crossvalidation
(RMSECV) of 0.8323 Brix° with principal components
(PCs) of 14.
Abstract: The study attempted to identify the dominant
intelligences of athletes by comparing the developmental differences
of multiple intelligences between athletes and non-athletes. The
weekly specialized training hours and years of specialized training
was examined to see how it can predict the dominant intelligence with
the age factor controlled. There were 355 participants in the research
(202 athletes and 153 non-athletes). Collected data were analyzed with
one-way MANOVA and multiple hierarchical regression. The results
suggested the dominant intelligences of athletes were Interpersonal
Intelligence, Bodily-Kinesthetic Intelligence, and Intrapersonal
Intelligence. The weekly specialized training hours and years of
specialized training could effectively predict the Interpersonal
Intelligence, Bodily-Kinesthetic Intelligence, and Intrapersonal
Intelligence of athletes. The author suggested the future studies could
focus on the theory construction of weekly specialized training and
years of specialized training. Also, the studies on using “Bridge
strategy" by the athletes to guide disadvantage intelligences with
dominant intelligences are highly valued.
Abstract: This paper presents a new version of the SVM mixture algorithm initially proposed by Kwok for classification and regression problems. For both cases, a slight modification of the mixture model leads to a standard SVM training problem, to the existence of an exact solution and allows the direct use of well known decomposition and working set selection algorithms. Only the regression case is considered in this paper but classification has been addressed in a very similar way. This method has been successfully applied to engine pollutants emission modeling.
Abstract: Gas Metal Arc Welding (GMAW) processes is an
important joining process widely used in metal fabrication
industries. This paper addresses modeling and optimization of this
technique using a set of experimental data and regression analysis.
The set of experimental data has been used to assess the influence
of GMAW process parameters in weld bead geometry. The
process variables considered here include voltage (V); wire feed
rate (F); torch Angle (A); welding speed (S) and nozzle-to-plate
distance (D). The process output characteristics include weld bead
height, width and penetration. The Taguchi method and regression
modeling are used in order to establish the relationships between
input and output parameters. The adequacy of the model is
evaluated using analysis of variance (ANOVA) technique. In the
next stage, the proposed model is embedded into a Simulated
Annealing (SA) algorithm to optimize the GMAW process
parameters. The objective is to determine a suitable set of process
parameters that can produce desired bead geometry, considering
the ranges of the process parameters. Computational results prove
the effectiveness of the proposed model and optimization
procedure.
Abstract: The paper evaluates the ongoing reform of VAT in the Czech Republic in terms of impacts on individual households. The main objective is to analyse the impact of given changes on individual households. The adopted method is based on the data related to household consumption by individual household quintiles; obtained data are subjected to micro-simulation examining. Results are discussed in terms of vertical tax justice. Results of the analysis reveal that VAT behaves regressively and a sole consolidation of rates at a higher level only increases the regression of this tax in the Czech Republic.
Abstract: A predictive clustering hybrid regression (pCHR)
approach was developed and evaluated using dataset from H2-
producing sucrose-based bioreactor operated for 15 months. The aim
was to model and predict the H2-production rate using information
available about envirome and metabolome of the bioprocess. Selforganizing
maps (SOM) and Sammon map were used to visualize the
dataset and to identify main metabolic patterns and clusters in
bioprocess data. Three metabolic clusters: acetate coupled with other
metabolites, butyrate only, and transition phases were detected. The
developed pCHR model combines principles of k-means clustering,
kNN classification and regression techniques. The model performed
well in modeling and predicting the H2-production rate with mean
square error values of 0.0014 and 0.0032, respectively.
Abstract: This paper analyzed the perception of e-commerce
application services by construction material traders in Malaysia.
Five attributes were tested: usability, reputation, trust, privacy and
familiarity. Study methodology consists of survey questionnaire and
statistical analysis that includes reliability analysis, factor analysis,
ANOVA and regression analysis. The respondents were construction
material traders, including hardware stores in Klang Valley, Kuala
Lumpur.
Findings support that usability and familiarity with e-commerce
services in Malaysia have insignificant influence on the acceptance of
e-commerce application. However, reputation, trust and privacy
attributes have significant influence on the choice of e-commerce
acceptance by construction material traders. E-commerce
applications studied included customer database, e-selling, emarketing,
e-payment, e-buying and online advertising. Assumptions
are made that traders have basic knowledge and exposure to ICT
services. i.e. internet service and computers. Study concludes that
reputation, privacy and trust are the three website attributes that
influence the acceptance of e-commerce by construction material
traders.
Abstract: Abrasive waterjet is a novel machining process capable of processing wide range of hard-to-machine materials. This research addresses modeling and optimization of the process parameters for this machining technique. To model the process a set of experimental data has been used to evaluate the effects of various parameter settings in cutting 6063-T6 aluminum alloy. The process variables considered here include nozzle diameter, jet traverse rate, jet pressure and abrasive flow rate. Depth of cut, as one of the most important output characteristics, has been evaluated based on different parameter settings. The Taguchi method and regression modeling are used in order to establish the relationships between input and output parameters. The adequacy of the model is evaluated using analysis of variance (ANOVA) technique. The pairwise effects of process parameters settings on process response outputs are also shown graphically. The proposed model is then embedded into a Simulated Annealing algorithm to optimize the process parameters. The optimization is carried out for any desired values of depth of cut. The objective is to determine proper levels of process parameters in order to obtain a certain level of depth of cut. Computational results demonstrate that the proposed solution procedure is quite effective in solving such multi-variable problems.
Abstract: The LMS adaptive filter has several parameters which can affect their performance. From among these parameters, most papers handle the step size parameter for controlling the performance. In this paper, we approach three parameters: step-size, filter tap-size and filter form. The regression analysis is used for defining the relation between parameters and performance of LMS adaptive filter with using the system level simulation results. The results present that all parameters have performance trends in each own particular form, which can be estimated from equations drawn by regression analysis.
Abstract: Implementation of response surface methodology (RSM) was employed to study the effects of two factor (rubber clearance and round per minute) in brown rice peeling machine of The optimal BROKENS yield (19.02, average of three repeats),.The optimized composition derived from RSM regression was analyzed using Regression analysis and Analysis of Variance (ANOVA). At a significant level α = 0.05, the values of Regression coefficient, R 2 (adj)were 97.35 % and standard deviation were 1.09513. The independent variables are initial rubber clearance, and round per minute parameters namely. The investigating responses are final rubber clearance, and round per minute (RPM). The restriction of the optimization is the designated.