Abstract: Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.
Abstract: Recently, online marketplaces in the e-commerce industry, such as Rakuten and Alibaba, have become some of the most popular online marketplaces in Asia. In these shopping websites, consumers can select purchase products from a large number of stores. Additionally, consumers of the e-commerce site have to register their name, age, gender, and other information in advance, to access their registered account. Therefore, establishing a method for analyzing consumer preferences from both the store and the product side is required. This study uses the Doc2Vec method, which has been studied in the field of natural language processing. Doc2Vec has been used in many cases to analyze the extraction of semantic relationships between documents (represented as consumers) and words (represented as products) in the field of document classification. This concept is applicable to represent the relationship between users and items; however, the problem is that one more factor (i.e., shops) needs to be considered in Doc2Vec. More precisely, a method for analyzing the relationship between consumers, stores, and products is required. The purpose of our study is to combine the analysis of the Doc2vec model for users and shops, and for users and items in the same feature space. This method enables the calculation of similar shops and items for each user. In this study, we derive the real data analysis accumulated in the online marketplace and demonstrate the efficiency of the proposal.
Abstract: The dynamic facility layout problem is a really critical issue in the competitive industrial market; thus, solving this problem requires robust design and effective simulation systems. The sustainable simulation requires inputting reliable and accurate data into the system. So this paper describes an automated system integrated into the real environment to measure the duration of the material handling operations, collect the data in real-time, and determine the variances between the actual and estimated time schedule of the operations in order to update the simulation software and redesign the facility layout periodically. The automated method- time measurement system collects the real data through using Radio Frequency-Identification (RFID) and Internet of Things (IoT) technologies. Hence, attaching RFID- antenna reader and RFID tags enables the system to identify the location of the objects and gathering the time data. The real duration gathered will be manipulated by calculating the moving average duration of the material handling operations, choosing the shortest material handling path, and then updating the simulation software to redesign the facility layout accommodating with the shortest/real operation schedule. The periodic simulation in real-time is more sustainable and reliable than the simulation system relying on an analysis of historical data. The case study of this methodology is in cooperation with a workshop team for producing mechanical parts. Although there are some technical limitations, this methodology is promising, and it can be significantly useful in the redesigning of the manufacturing layout.
Abstract: Cold-start is a notoriously difficult problem which
can occur in recommendation systems, and arises when there is
insufficient information to draw inferences for users or items. To
address this challenge, a contextual bandit algorithm – the Fast
Approximate Bayesian Contextual Cold Start Learning algorithm
(FAB-COST) – is proposed, which is designed to provide improved
accuracy compared to the traditionally used Laplace approximation
in the logistic contextual bandit, while controlling both algorithmic
complexity and computational cost. To this end, FAB-COST uses
a combination of two moment projection variational methods:
Expectation Propagation (EP), which performs well at the cold
start, but becomes slow as the amount of data increases; and
Assumed Density Filtering (ADF), which has slower growth of
computational cost with data size but requires more data to obtain an
acceptable level of accuracy. By switching from EP to ADF when
the dataset becomes large, it is able to exploit their complementary
strengths. The empirical justification for FAB-COST is presented, and
systematically compared to other approaches on simulated data. In a
benchmark against the Laplace approximation on real data consisting
of over 670, 000 impressions from autotrader.co.uk, FAB-COST
demonstrates at one point increase of over 16% in user clicks. On
the basis of these results, it is argued that FAB-COST is likely to
be an attractive approach to cold-start recommendation systems in a
variety of contexts.
Abstract: Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.
Abstract: Physical Computing, as an instructional model, is applied in the framework of the Engineering Pedagogy to teach “transversal/cross-cutting ideas” in a STEM content approach. Labview and Arduino were used in order to connect the physical world with real data in the framework of the so called Computational Experiment. Tertiary prospective engineering educators were engaged during their course and Computational Thinking (CT) concepts were registered before and after the intervention across didactic activities using validated questionnaires for the relationship between self-efficacy, computer programming, and CT concepts when STEM content epistemology is implemented in alignment with the Computational Pedagogy model. Results show a significant change in students’ responses for self-efficacy for CT before and after the instruction. Results also indicate a significant relation between the responses in the different CT concepts/practices. According to the findings, STEM content epistemology combined with Physical Computing should be a good candidate as a learning and teaching approach in university settings that enhances students’ engagement in CT concepts/practices.
Abstract: Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.
Abstract: This paper proposes a rigid point set matching
algorithm in arbitrary dimensions based on the idea of symmetric
covariant function. A group of functions of the points in the set are
formulated using rigid invariants. Each of these functions computes a
pair of correspondence from the given point set. Then the computed
correspondences are used to recover the unknown rigid transform
parameters. Each computed point can be geometrically interpreted as
the weighted mean center of the point set. The algorithm is compact,
fast, and dimension free without any optimization process. It either
computes the desired transform for noiseless data in linear time, or
fails quickly in exceptional cases. Experimental results for synthetic
data and 2D/3D real data are provided, which demonstrate potential
applications of the algorithm to a wide range of problems.
Abstract: Wind tunnel experiments for aerodynamic profiles display numerous advantages, such as: clean steady laminar flow, controlled environmental conditions, streamlines visualization, and real data acquisition. However, the experiment instrumentation usually is expensive, and hence, each test implies a incremented in design cost. The aim of this work is to select and implement a low-cost static pressure data acquisition system for a NACA 2412 airfoil in an open cycle wind tunnel. This work compares wind tunnel experiment with Computational Fluid Dynamics (CFD) simulation and parametric analysis. The experiment was evaluated at Reynolds of 1.65 e5, with increasing angles from -5° to 15°. The comparison between the approaches show good enough accuracy, between the experiment and CFD, additional parametric analysis results differ widely from the other methods, which complies with the lack of accuracy of the lateral approach due its simplicity.
Abstract: This paper presents a methodology for serial production planning problem in wire and cable manufacturing process that addresses the problem of input-output imbalance in different consecutive stations, hoping to minimize the halt of machines in each stage. To this end, a linear Goal Programming (GP) model is developed, in which four main categories of constraints as per the number of runs per machine, machines’ sequences, acceptable inventories of machines at the end of each period, and the necessity of fulfillment of the customers’ orders are considered. The model is formulated based upon on the real data obtained from IKO TAK Company, an important supplier of wire and cable for oil and gas and automotive industries in Iran. By solving the model in GAMS software the optimal number of runs, end-of-period inventories, and the possible minimum idle time for each machine are calculated. The application of the numerical results in the target company has shown the efficiency of the proposed model and the solution in decreasing the lead time of the end product delivery to the customers by 20%. Accordingly, the developed model could be easily applied in wire and cable companies for the aim of optimal production planning to reduce the halt of machines in manufacturing stages.
Abstract: With the Internet becoming the dominant channel for business and life, many IPs are increasingly masked using web proxies for illegal purposes such as propagating malware, impersonate phishing pages to steal sensitive data or redirect victims to other malicious targets. Moreover, as Internet traffic continues to grow in size and complexity, it has become an increasingly challenging task to detect the proxy service due to their dynamic update and high anonymity. In this paper, we present an approach based on behavioral graph analysis to study the behavior similarity of web proxy users. Specifically, we use bipartite graphs to model host communications from network traffic and build one-mode projections of bipartite graphs for discovering social-behavior similarity of web proxy users. Based on the similarity matrices of end-users from the derived one-mode projection graphs, we apply a simple yet effective spectral clustering algorithm to discover the inherent web proxy users behavior clusters. The web proxy URL may vary from time to time. Still, the inherent interest would not. So, based on the intuition, by dint of our private tools implemented by WebDriver, we examine whether the top URLs visited by the web proxy users are web proxies. Our experiment results based on real datasets show that the behavior clusters not only reduce the number of URLs analysis but also provide an effective way to detect the web proxies, especially for the unknown web proxies.
Abstract: Accurate determination of wind turbine performance is necessary for economic operation of a wind farm. At present, the procedure to carry out the power performance verification of wind turbines is based on a standard of the International Electrotechnical Commission (IEC). In this paper, nonparametric statistical inference is applied to designing a simple, inexpensive method of verifying the power performance of a wind turbine. A statistical test is explained, examined, and the adequacy is tested over real data. The methods use the information that is collected by the SCADA system (Supervisory Control and Data Acquisition) from the sensors embedded in the wind turbines in order to carry out the power performance verification of a wind farm. The study has used data on the monthly output of wind farm in the Republic of Macedonia, and the time measuring interval was from January 1, 2016, to December 31, 2016. At the end, it is concluded whether the power performance of a wind turbine differed significantly from what would be expected. The results of the implementation of the proposed methods showed that the power performance of the specific wind farm under assessment was acceptable.
Abstract: In general, state-of-the-art Data Acquisition Systems
(DAQ) in high energy physics experiments must satisfy high
requirements in terms of reliability, efficiency and data rate capability.
This paper presents the development and deployment of a debugging
tool named DAQ Debugger for the intelligent, FPGA-based Data
Acquisition System (iFDAQ) of the COMPASS experiment at CERN.
Utilizing a hardware event builder, the iFDAQ is designed to be
able to readout data at the average maximum rate of 1.5 GB/s of
the experiment. In complex softwares, such as the iFDAQ, having
thousands of lines of code, the debugging process is absolutely
essential to reveal all software issues. Unfortunately, conventional
debugging of the iFDAQ is not possible during the real data taking.
The DAQ Debugger is a tool for identifying a problem, isolating
the source of the problem, and then either correcting the problem
or determining a way to work around it. It provides the layer
for an easy integration to any process and has no impact on the
process performance. Based on handling of system signals, the
DAQ Debugger represents an alternative to conventional debuggers
provided by most integrated development environments. Whenever
problem occurs, it generates reports containing all necessary
information important for a deeper investigation and analysis. The
DAQ Debugger was fully incorporated to all processes in the iFDAQ
during the run 2016. It helped to reveal remaining software issues
and improved significantly the stability of the system in comparison
with the previous run. In the paper, we present the DAQ Debugger
from several insights and discuss it in a detailed way.
Abstract: Traveling salesman problem (TSP) is a combinatorial integer optimization problem that asks "What is the optimal route for a vehicle to traverse in order to deliver requests to a given set of customers?”. It is widely used by the package carrier companies’ distribution centers. The main goal of applying the TSP in courier organizations is to minimize the time that it takes for the courier in each trip to deliver or pick up the shipments during a day. In this article, an optimization model is constructed to create a new TSP variant to optimize the routing in a courier organization with a consideration of congestion in Amman, the capital of Jordan. Real data were collected by different methods and analyzed. Then, concert technology - CPLEX was used to solve the proposed model for some random generated data instances and for the real collected data. At the end, results have shown a great improvement in time compared with the current trip times, and an economic study was conducted afterwards to figure out the impact of using such models.
Abstract: Traditionally in sensor networks and recently in the
Internet of Things, numerous heterogeneous sensors are deployed
in distributed manner to monitor a phenomenon that often can be
model by an underlying stochastic process. The big time-series
data collected by the sensors must be analyzed to detect change
in the stochastic process as quickly as possible with tolerable
false alarm rate. However, sensors may have different accuracy
and sensitivity range, and they decay along time. As a result,
the big time-series data collected by the sensors will contain
uncertainties and sometimes they are conflicting. In this study, we
present a framework to take advantage of Evidence Theory (a.k.a.
Dempster-Shafer and Dezert-Smarandache Theories) capabilities of
representing and managing uncertainty and conflict to fast change
detection and effectively deal with complementary hypotheses.
Specifically, Kullback-Leibler divergence is used as the similarity
metric to calculate the distances between the estimated current
distribution with the pre- and post-change distributions. Then mass
functions are calculated and related combination rules are applied to
combine the mass values among all sensors. Furthermore, we applied
the method to estimate the minimum number of sensors needed to
combine, so computational efficiency could be improved. Cumulative
sum test is then applied on the ratio of pignistic probability to detect
and declare the change for decision making purpose. Simulation
results using both synthetic data and real data from experimental
setup demonstrate the effectiveness of the presented schemes.
Abstract: The increasing amount of collected data has limited the performance of the current analyzing algorithms. Thus, developing new cost-effective algorithms in terms of complexity, scalability, and accuracy raised significant interests. In this paper, a modified effective k-means based algorithm is developed and experimented. The new algorithm aims to reduce the computational load without significantly affecting the quality of the clusterings. The algorithm uses the City Block distance and a new stop criterion to guarantee the convergence. Conducted experiments on a real data set show its high performance when compared with the original k-means version.
Abstract: This paper presents a genetic algorithm based permutation and non-permutation scheduling heuristics (GAPNP) to solve a multi-stage finite capacity material requirement planning (FCMRP) problem in automotive assembly flow shop with unrelated parallel machines. In the algorithm, the sequences of orders are iteratively improved by the GA characteristics, whereas the required operations are scheduled based on the presented permutation and non-permutation heuristics. Finally, a linear programming is applied to minimize the total cost. The presented GAPNP algorithm is evaluated by using real datasets from automotive companies. The required parameters for GAPNP are intently tuned to obtain a common parameter setting for all case studies. The results show that GAPNP significantly outperforms the benchmark algorithm about 30% on average.
Abstract: This paper aims to present non-population search algorithms called tabu search (TS), simulated annealing (SA) and variable neighborhood search (VNS) to minimize the total cost of capacitated MRP problem in multi-stage assembly flow shop with two alternative machines. There are three main steps for the algorithm. Firstly, an initial sequence of orders is constructed by a simple due date-based dispatching rule. Secondly, the sequence of orders is repeatedly improved to reduce the total cost by applying TS, SA and VNS separately. Finally, the total cost is further reduced by optimizing the start time of each operation using the linear programming (LP) model. Parameters of the algorithm are tuned by using real data from automotive companies. The result shows that VNS significantly outperforms TS, SA and the existing algorithm.
Abstract: A sequence of different Reservoir Engineering methods and tools in reservoir characterization and field development are presented in this paper. The real data of Jin Gas Field of L-Basin of Pakistan is used. The basic concept behind this work is to enlighten the importance of well test analysis in a broader way (i.e. reservoir characterization and field development) unlike to just determine the permeability and skin parameters. Normally in the case of reservoir characterization we rely on well test analysis to some extent but for field development plan, the well test analysis has become a forgotten tool specifically for locations of new development wells. This paper describes the successful implementation of well test analysis in Jin Gas Field where the main uncertainties are identified during initial stage of field development when location of new development well was marked only on the basis of G&G (Geologic and Geophysical) data. The seismic interpretation could not encounter one of the boundary (fault, sub-seismic fault, heterogeneity) near the main and only producing well of Jin Gas Field whereas the results of the model from the well test analysis played a very crucial rule in order to propose the location of second well of the newly discovered field. The results from different methods of well test analysis of Jin Gas Field are also integrated with and supported by other tools of Reservoir Engineering i.e. Material Balance Method and Volumetric Method. In this way, a comprehensive way out and algorithm is obtained in order to integrate the well test analyses with Geological and Geophysical analyses for reservoir characterization and field development. On the strong basis of this working and algorithm, it was successfully evaluated that the proposed location of new development well was not justified and it must be somewhere else except South direction.
Abstract: Frequency estimation of a sinusoid in white noise using
maximum entropy power spectral estimation has been shown to be
very sensitive to initial sinusoidal phase. This paper presents use of
wavelet transform to find an analytic signal for frequency estimation
using maximum entropy method (MEM) and compared the results
with frequency estimation using analytic signal by Hilbert transform
method and frequency estimation using real data together with MEM.
The presented method shows the improved estimation precision and
antinoise performance.