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: The aim of the present study was to develop a rapid method for electronic nose for online quality control of oat milk. Analysis by electronic nose and bacteriological measurements were performed to analyze spoilage kinetics of oat milk samples stored at room temperature and refrigerated conditions for up to 15 days. Principal component analysis (PCA), Discriminant Factorial Analysis (DFA) and Soft Independent Modelling by Class Analogy (SIMCA) classification techniques were used to differentiate the samples of oat milk at different days. The total plate count (bacteriological method) was selected as the reference method to consistently train the electronic nose system. The e-nose was able to differentiate between the oat milk samples of varying microbial load. The results obtained by the bacteria total viable countsshowed that the shelf-life of oat milk stored at room temperature and refrigerated conditions were 20hrs and 13 days, respectively. The models built classified oat milk samples based on the total microbial population into “unspoiled” and “spoiled”.
Abstract: In recent years intrusions on computer network are the major security threat. Hence, it is important to impede such intrusions. The hindrance of such intrusions entirely relies on its detection, which is primary concern of any security tool like Intrusion detection system (IDS). Therefore, it is imperative to accurately detect network attack. Numerous intrusion detection techniques are available but the main issue is their performance. The performance of IDS can be improved by increasing the accurate detection rate and reducing false positive. The existing intrusion detection techniques have the limitation of usage of raw dataset for classification. The classifier may get jumble due to redundancy, which results incorrect classification. To minimize this problem, Principle component analysis (PCA), Linear Discriminant Analysis (LDA) and Local Binary Pattern (LBP) can be applied to transform raw features into principle features space and select the features based on their sensitivity. Eigen values can be used to determine the sensitivity. To further classify, the selected features greedy search, back elimination, and Particle Swarm Optimization (PSO) can be used to obtain a subset of features with optimal sensitivity and highest discriminatory power. This optimal feature subset is used to perform classification. For classification purpose, Support Vector Machine (SVM) and Multilayer Perceptron (MLP) are used due to its proven ability in classification. The Knowledge Discovery and Data mining (KDD’99) cup dataset was considered as a benchmark for evaluating security detection mechanisms. The proposed approach can provide an optimal intrusion detection mechanism that outperforms the existing approaches and has the capability to minimize the number of features and maximize the detection rates.
Abstract: This paper proposes a video-based framework for face recognition to identify which faces appear in a video sequence. Our basic idea is like a tracking task - to track a selection of person candidates over time according to the observing visual features of face images in video frames. Hence, we employ the state-space model to formulate video-based face recognition by dividing this problem into two parts: the likelihood and the transition measures. The likelihood measure is to recognize whose face is currently being observed in video frames, for which two-dimensional linear discriminant analysis is employed. The transition measure estimates the probability of changing from an incorrect recognition at the previous stage to the correct person at the current stage. Moreover, extra nodes associated with head nodes are incorporated into our proposed state-space model. The experimental results are also provided to demonstrate the robustness and efficiency of our proposed approach.
Abstract: In this paper, we validate crater detection in moon surface image using FLDA. This proposal assumes that it is applied to SLIM (Smart Lander for Investigating Moon) project aiming at the pin-point landing to the moon surface. The point where the lander should land is judged by the position relations of the craters obtained via camera, so the real-time image processing becomes important element. Besides, in the SLIM project, 400kg-class lander is assumed, therefore, high-performance computers for image processing cannot be equipped. We are studying various crater detection methods such as Haar-Like features, LBP, and PCA. And we think these methods are appropriate to the project, however, to identify the unlearned images obtained by actual is insufficient. In this paper, we examine the crater detection using FLDA, and compare with the conventional methods.
Abstract: The purpose of this study is to reveal the principles, which have the highest impact on determining the Strategic Quality Management (SQM) implementation perceptions of managers. In order to accomplish this goal, first of all, a factor analysis is conducted on the attitudes of managers at 80 large-scale firms in Turkey for SQM principles. Secondly, utilizing t tests and discriminant analysis, the most effective items are determined. The results show that “process improvement" and “assessment of competitiveness" are the management principles, which have the highest impact on determining the SQM implementation perceptions of Turkish managers.
Abstract: The issue of classifying objects into one of predefined
groups when the measured variables are mixed with different types
of variables has been part of interest among statisticians in many
years. Some methods for dealing with such situation have been
introduced that include parametric, semi-parametric and nonparametric
approaches. This paper attempts to discuss on a problem
in classifying a data when the number of measured mixed variables is
larger than the size of the sample. A propose idea that integrates a
dimensionality reduction technique via principal component analysis
and a discriminant function based on the location model is discussed.
The study aims in offering practitioners another potential tool in a
classification problem that is possible to be considered when the
observed variables are mixed and too large.
Abstract: A novel feature selection strategy to improve the recognition accuracy on the faces that are affected due to nonuniform illumination, partial occlusions and varying expressions is proposed in this paper. This technique is applicable especially in scenarios where the possibility of obtaining a reliable intra-class probability distribution is minimal due to fewer numbers of training samples. Phase congruency features in an image are defined as the points where the Fourier components of that image are maximally inphase. These features are invariant to brightness and contrast of the image under consideration. This property allows to achieve the goal of lighting invariant face recognition. Phase congruency maps of the training samples are generated and a novel modular feature selection strategy is implemented. Smaller sub regions from a predefined neighborhood within the phase congruency images of the training samples are merged to obtain a large set of features. These features are arranged in the order of increasing distance between the sub regions involved in merging. The assumption behind the proposed implementation of the region merging and arrangement strategy is that, local dependencies among the pixels are more important than global dependencies. The obtained feature sets are then arranged in the decreasing order of discriminating capability using a criterion function, which is the ratio of the between class variance to the within class variance of the sample set, in the PCA domain. The results indicate high improvement in the classification performance compared to baseline algorithms.
Abstract: An automated wood recognition system is designed to
classify tropical wood species.The wood features are extracted based
on two feature extractors: Basic Grey Level Aura Matrix (BGLAM)
technique and statistical properties of pores distribution (SPPD)
technique. Due to the nonlinearity of the tropical wood species
separation boundaries, a pre classification stage is proposed which
consists ofKmeans clusteringand kernel discriminant analysis (KDA).
Finally, Linear Discriminant Analysis (LDA) classifier and KNearest
Neighbour (KNN) are implemented for comparison purposes.
The study involves comparison of the system with and without pre
classification using KNN classifier and LDA classifier.The results
show that the inclusion of the pre classification stage has improved
the accuracy of both the LDA and KNN classifiers by more than
12%.
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: In this paper, a new face recognition method based on
PCA (principal Component Analysis), LDA (Linear Discriminant
Analysis) and neural networks is proposed. This method consists of
four steps: i) Preprocessing, ii) Dimension reduction using PCA, iii)
feature extraction using LDA and iv) classification using neural
network. Combination of PCA and LDA is used for improving the
capability of LDA when a few samples of images are available and
neural classifier is used to reduce number misclassification caused by
not-linearly separable classes. The proposed method was tested on
Yale face database. Experimental results on this database
demonstrated the effectiveness of the proposed method for face
recognition with less misclassification in comparison with previous
methods.
Abstract: In this study, a new criterion for determining the number of classes an image should be segmented is proposed. This criterion is based on discriminant analysis for measuring the separability among the segmented classes of pixels. Based on the new discriminant criterion, two algorithms for recursively segmenting the image into determined number of classes are proposed. The proposed methods can automatically and correctly segment objects with various illuminations into separated images for further processing. Experiments on the extraction of text strings from complex document images demonstrate the effectiveness of the proposed methods.1
Abstract: Linearization of graph embedding has been emerged
as an effective dimensionality reduction technique in pattern
recognition. However, it may not be optimal for nonlinearly
distributed real world data, such as face, due to its linear nature. So, a
kernelization of graph embedding is proposed as a dimensionality
reduction technique in face recognition. In order to further boost the
recognition capability of the proposed technique, the Fisher-s
criterion is opted in the objective function for better data
discrimination. The proposed technique is able to characterize the
underlying intra-class structure as well as the inter-class separability.
Experimental results on FRGC database validate the effectiveness of
the proposed technique as a feature descriptor.
Abstract: In this paper, a second order autoregressive (AR)
model is proposed to discriminate alcoholics using single trial
gamma band Visual Evoked Potential (VEP) signals using 3 different
classifiers: Simplified Fuzzy ARTMAP (SFA) neural network (NN),
Multilayer-perceptron-backpropagation (MLP-BP) NN and Linear
Discriminant (LD). Electroencephalogram (EEG) signals were
recorded from alcoholic and control subjects during the presentation
of visuals from Snodgrass and Vanderwart picture set. Single trial
VEP signals were extracted from EEG signals using Elliptic filtering
in the gamma band spectral range. A second order AR model was
used as gamma band VEP exhibits pseudo-periodic behaviour and
second order AR is optimal to represent this behaviour. This
circumvents the requirement of having to use some criteria to choose
the correct order. The averaged discrimination errors of 2.6%, 2.8%
and 11.9% were given by LD, MLP-BP and SFA classifiers. The
high LD discrimination results show the validity of the proposed
method to discriminate between alcoholic subjects.
Abstract: This paper proposes a novel approach that combines statistical models and support vector machines. A hybrid scheme which appropriately incorporates the advantages of both the generative and discriminant model paradigms is described and evaluated. Support vector machines (SVMs) are trained to divide the whole speakers' space into small subsets of speakers within a hierarchical tree structure. During testing a speech token is assigned to its corresponding group and evaluation using gaussian mixture models (GMMs) is then processed. Experimental results show that the proposed method can significantly improve the performance of text independent speaker identification task. We report improvements of up to 50% reduction in identification error rate compared to the baseline statistical model.
Abstract: We have applied new accelerated algorithm for linear
discriminate analysis (LDA) in face recognition with support vector
machine. The new algorithm has the advantage of optimal selection
of the step size. The gradient descent method and new algorithm has
been implemented in software and evaluated on the Yale face
database B. The eigenfaces of these approaches have been used to
training a KNN. Recognition rate with new algorithm is compared
with gradient.
Abstract: In face recognition, feature extraction techniques
attempts to search for appropriate representation of the data. However,
when the feature dimension is larger than the samples size, it brings
performance degradation. Hence, we propose a method called
Normalization Discriminant Independent Component Analysis
(NDICA). The input data will be regularized to obtain the most
reliable features from the data and processed using Independent
Component Analysis (ICA). The proposed method is evaluated on
three face databases, Olivetti Research Ltd (ORL), Face Recognition
Technology (FERET) and Face Recognition Grand Challenge
(FRGC). NDICA showed it effectiveness compared with other
unsupervised and supervised techniques.
Abstract: Linear Discrimination Analysis (LDA) is a linear
solution for classification of two classes. In this paper, we propose a
variant LDA method for multi-class problem which redefines the
between class and within class scatter matrices by incorporating a
weight function into each of them. The aim is to separate classes as
much as possible in a situation that one class is well separated from
other classes, incidentally, that class must have a little influence on
classification. It has been suggested to alleviate influence of classes
that are well separated by adding a weight into between class scatter
matrix and within class scatter matrix. To obtain a simple and
effective weight function, ordinary LDA between every two classes
has been used in order to find Fisher discrimination value and passed
it as an input into two weight functions and redefined between class
and within class scatter matrices. Experimental results showed that
our new LDA method improved classification rate, on glass, iris and
wine datasets, in comparison to different versions of LDA.
Abstract: Power System Security is a major concern in real time
operation. Conventional method of security evaluation consists of
performing continuous load flow and transient stability studies by
simulation program. This is highly time consuming and infeasible
for on-line application. Pattern Recognition (PR) is a promising
tool for on-line security evaluation. This paper proposes a Support
Vector Machine (SVM) based binary classification for static and
transient security evaluation. The proposed SVM based PR approach
is implemented on New England 39 Bus and IEEE 57 Bus systems.
The simulation results of SVM classifier is compared with the other
classifier algorithms like Method of Least Squares (MLS), Multi-
Layer Perceptron (MLP) and Linear Discriminant Analysis (LDA)
classifiers.
Abstract: Texture information plays increasingly an important
role in remotely sensed imagery classification and many pattern
recognition applications. However, the selection of relevant textural
features to improve this classification accuracy is not a straightforward
task. This work investigates the effectiveness of two Mutual
Information Feature Selector (MIFS) algorithms to select salient
textural features that contain highly discriminatory information for
multispectral imagery classification. The input candidate features are
extracted from a SPOT High Resolution Visible(HRV) image using
Wavelet Transform (WT) at levels (l = 1,2).
The experimental results show that the selected textural features
according to MIFS algorithms make the largest contribution to
improve the classification accuracy than classical approaches such
as Principal Components Analysis (PCA) and Linear Discriminant
Analysis (LDA).