Bankruptcy prediction using fuzzy methods

In this thesis, a classi cation problem in predicting credit worthiness of a customer is tackled. This is done by proposing a reliable classi cation procedure on a given data set. The aim of this thesis is to design a model that gives the best classi cation accuracy to e ectively predict bankruptcy. FRPCA techniques proposed by Yang and Wang have been preferred since they are tolerant to certain type of noise in the data. These include FRPCA1, FRPCA2 and FRPCA3 from which the best method is chosen. Two di erent approaches are used at the classi cation stage: Similarity classi er and FKNN classi er. Algorithms are tested with Australian credit card screening data set. Results obtained indicate a mean classi cation accuracy of 83.22% using FRPCA1 with similarity classi- er. The FKNN approach yields a mean classi cation accuracy of 85.93% when used with FRPCA2, making it a better method for the suitable choices of the number of nearest neighbors and fuzziness parameters. Details on the calibration of the fuzziness parameter and other parameters associated with the similarity classi er are discussed.

Application of the finite element method in cold forging processes

The demand for more efficient manufacturing processes has been increasing in the last few years. The cold forging process is presented as a possible solution, because it allows the production of parts with a good surface finish and with good mechanical properties. Nevertheless, the cold forming sequence design is very empirical and it is based on the designer experience. The computational modeling of each forming process stage by the finite element method can make the sequence design faster and more efficient, decreasing the use of conventional "trial and error" methods. In this study, the application of a commercial general finite element software - ANSYS - has been applied to model a forming operation. Models have been developed to simulate the ring compression test and to simulate a basic forming operation (upsetting) that is applied in most of the cold forging parts sequences. The simulated upsetting operation is one stage of the automotive starter parts manufacturing process. Experiments have been done to obtain the stress-strain material curve, the material flow during the simulated stage, and the required forming force. These experiments provided results used as numerical model input data and as validation of model results. The comparison between experiments and numerical results confirms the developed methodology potential on die filling prediction.

Linear prediction in optical spectroscopy

A linear prediction procedure is one of the approved numerical methods of signal processing. In the field of optical spectroscopy it is used mainly for extrapolation known parts of an optical signal in order to obtain a longer one or deduce missing signal samples. The first is needed particularly when narrowing spectral lines for the purpose of spectral information extraction. In the present paper the coherent anti-Stokes Raman scattering (CARS) spectra were under investigation. The spectra were significantly distorted by the presence of nonlinear nonresonant background. In addition, line shapes were far from Gaussian/Lorentz profiles. To overcome these disadvantages the maximum entropy method (MEM) for phase spectrum retrieval was used. The obtained broad MEM spectra were further underwent the linear prediction analysis in order to be narrowed.

Warranty Prediction Using Weibull Simulation

The main objective of this master’s thesis is to examine if Weibull analysis is suitable method for warranty forecasting in the Case Company. The Case Company has used Reliasoft’s Weibull++ software, which is basing on the Weibull method, but the Company has noticed that the analysis has not given right results. This study was conducted making Weibull simulations in different profit centers of the Case Company and then comparing actual cost and forecasted cost. Simula-tions were made using different time frames and two methods for determining future deliveries. The first sub objective is to examine, which parameters of simulations will give the best result to each profit center. The second sub objective of this study is to create a simple control model for following forecasted costs and actual realized costs. The third sub objective is to document all Qlikview-parameters of profit centers. This study is a constructive research, and solutions for company’s problems are figured out in this master’s thesis. In the theory parts were introduced quality issues, for example; what is quality, quality costing and cost of poor quality. Quality is one of the major aspects in the Case Company, so understand-ing the link between quality and warranty forecasting is important. Warranty management was also introduced and other different tools for warranty forecasting. The Weibull method and its mathematical properties and reliability engineering were introduced. The main results of this master’s thesis are that the Weibull analysis forecasted too high costs, when calculating provision. Although, some forecasted values of profit centers were lower than actual values, the method works better for planning purposes. One of the reasons is that quality improving or alternatively quality decreasing is not showing in the results of the analysis in the short run. The other reason for too high values is that the products of the Case Company are com-plex and analyses were made in the profit center-level. The Weibull method was developed for standard products, but products of the Case Company consists of many complex components. According to the theory, this method was developed for homogeneous-data. So the most im-portant notification is that the analysis should be made in the product level, not the profit center level, when the data is more homogeneous.

Clinical signs of pneumonia in children: association with and prediction of diagnosis by fuzzy sets theory

The present study compares the performance of stochastic and fuzzy models for the analysis of the relationship between clinical signs and diagnosis. Data obtained for 153 children concerning diagnosis (pneumonia, other non-pneumonia diseases, absence of disease) and seven clinical signs were divided into two samples, one for analysis and other for validation. The former was used to derive relations by multi-discriminant analysis (MDA) and by fuzzy max-min compositions (fuzzy), and the latter was used to assess the predictions drawn from each type of relation. MDA and fuzzy were closely similar in terms of prediction, with correct allocation of 75.7 to 78.3% of patients in the validation sample, and displaying only a single instance of disagreement: a patient with low level of toxemia was mistaken as not diseased by MDA and correctly taken as somehow ill by fuzzy. Concerning relations, each method provided different information, each revealing different aspects of the relations between clinical signs and diagnoses. Both methods agreed on pointing X-ray, dyspnea, and auscultation as better related with pneumonia, but only fuzzy was able to detect relations of heart rate, body temperature, toxemia and respiratory rate with pneumonia. Moreover, only fuzzy was able to detect a relationship between heart rate and absence of disease, which allowed the detection of six malnourished children whose diagnoses as healthy are, indeed, disputable. The conclusion is that even though fuzzy sets theory might not improve prediction, it certainly does enhance clinical knowledge since it detects relationships not visible to stochastic models.

HIGH PRESSURE PHASE EQUILIBRIUM: PREDICTION OF ESSENTIAL OIL SOLUBILITY

This work describes a method to predict the solubility of essential oils in supercritical carbon dioxide. The method is based on the formulation proposed in 1979 by Asselineau, Bogdanic and Vidal. The Peng-Robinson and Soave-Redlich-Kwong cubic equations of state were used with the van der Waals mixing rules with two interaction parameters. Method validation was accomplished calculating orange essential oil solubility in pressurized carbon dioxide. The solubility of orange essential oil in carbon dioxide calculated at 308.15 K for pressures of 50 to 70 bar varied from 1.7± 0.1 to 3.6± 0.1 mg/g. For same the range of conditions, experimental solubility varied from 1.7± 0.1 to 3.6± 0.1 mg/g. Predicted values were not very sensitive to initial oil composition.

Application of mathematical models for the prediction of adsorption isotherms in solid mixture for mango powder refreshment

Solid mixtures for refreshment are already totally integrated to the Brazilian consumers' daily routine, because of their quick preparation method, yield and reasonable price - quite lower if compared to 'ready-to-drink' products or products for prompt consumption, what makes them economically more accessible to low-income populations. Within such a context, the aim of this work was to evaluate the physicochemical and mineral composition, as well as the hygroscopic behavior of four different brands of solid mixture for mango refreshment. The BET, GAB, Oswim and Henderson mathematical models were built through the adjustment of experimental data to the isotherms of adsorption. Results from the physiochemical evaluation showed that the solid mixtures for refreshments are considerable sources of ascorbic acid and reductor sugar; and regarding mineral compounds, they are significant sources of calcium, sodium and potassium. It was also verified that the solid mixtures for refreshments of the four studied brands are considered highly hygroscopic.

Computational prediction of neural progenitor cell fates

Understanding how stem and progenitor cells choose between alternative cell fates is a major challenge in developmental biology. Efforts to tackle this problem have been hampered by the scarcity of markers that can be used to predict cell division outcomes. Here we present a computational method, based on algorithmic information theory, to analyze dynamic features of living cells over time. Using this method, we asked whether rat retinal progenitor cells (RPCs) display characteristic phenotypes before undergoing mitosis that could foretell their fate. We predicted whether RPCs will undergo a self-renewing or terminal division with 99% accuracy, or whether they will produce two photoreceptors or another combination of offspring with 87% accuracy. Our implementation can segment, track and generate predictions for 40 cells simultaneously on a standard computer at 5 min per frame. This method could be used to isolate cell populations with specific developmental potential, enabling previously impossible investigations.

Mechanism and Prediction of Post-Operative Atrial Fibrillation Based on Atrial Electrograms

La fibrillation auriculaire (FA) est une arythmie touchant les oreillettes. En FA, la contraction auriculaire est rapide et irrégulière. Le remplissage des ventricules devient incomplet, ce qui réduit le débit cardiaque. La FA peut entraîner des palpitations, des évanouissements, des douleurs thoraciques ou l’insuffisance cardiaque. Elle augmente aussi le risque d'accident vasculaire. Le pontage coronarien est une intervention chirurgicale réalisée pour restaurer le flux sanguin dans les cas de maladie coronarienne sévère. 10% à 65% des patients qui n'ont jamais subi de FA, en sont victime le plus souvent lors du deuxième ou troisième jour postopératoire. La FA est particulièrement fréquente après une chirurgie de la valve mitrale, survenant alors dans environ 64% des patients. L'apparition de la FA postopératoire est associée à une augmentation de la morbidité, de la durée et des coûts d'hospitalisation. Les mécanismes responsables de la FA postopératoire ne sont pas bien compris. L'identification des patients à haut risque de FA après un pontage coronarien serait utile pour sa prévention. Le présent projet est basé sur l'analyse d’électrogrammes cardiaques enregistrées chez les patients après pontage un aorte-coronaire. Le premier objectif de la recherche est d'étudier si les enregistrements affichent des changements typiques avant l'apparition de la FA. Le deuxième objectif est d'identifier des facteurs prédictifs permettant d’identifier les patients qui vont développer une FA. Les enregistrements ont été réalisés par l'équipe du Dr Pierre Pagé sur 137 patients traités par pontage coronarien. Trois électrodes unipolaires ont été suturées sur l'épicarde des oreillettes pour enregistrer en continu pendant les 4 premiers jours postopératoires. La première tâche était de développer un algorithme pour détecter et distinguer les activations auriculaires et ventriculaires sur chaque canal, et pour combiner les activations des trois canaux appartenant à un même événement cardiaque. L'algorithme a été développé et optimisé sur un premier ensemble de marqueurs, et sa performance évaluée sur un second ensemble. Un logiciel de validation a été développé pour préparer ces deux ensembles et pour corriger les détections sur tous les enregistrements qui ont été utilisés plus tard dans les analyses. Il a été complété par des outils pour former, étiqueter et valider les battements sinusaux normaux, les activations auriculaires et ventriculaires prématurées (PAA, PVA), ainsi que les épisodes d'arythmie. Les données cliniques préopératoires ont ensuite été analysées pour établir le risque préopératoire de FA. L’âge, le niveau de créatinine sérique et un diagnostic d'infarctus du myocarde se sont révélés être les plus importants facteurs de prédiction. Bien que le niveau du risque préopératoire puisse dans une certaine mesure prédire qui développera la FA, il n'était pas corrélé avec le temps de l'apparition de la FA postopératoire. Pour l'ensemble des patients ayant eu au moins un épisode de FA d’une durée de 10 minutes ou plus, les deux heures précédant la première FA prolongée ont été analysées. Cette première FA prolongée était toujours déclenchée par un PAA dont l’origine était le plus souvent sur l'oreillette gauche. Cependant, au cours des deux heures pré-FA, la distribution des PAA et de la fraction de ceux-ci provenant de l'oreillette gauche était large et inhomogène parmi les patients. Le nombre de PAA, la durée des arythmies transitoires, le rythme cardiaque sinusal, la portion basse fréquence de la variabilité du rythme cardiaque (LF portion) montraient des changements significatifs dans la dernière heure avant le début de la FA. La dernière étape consistait à comparer les patients avec et sans FA prolongée pour trouver des facteurs permettant de discriminer les deux groupes. Cinq types de modèles de régression logistique ont été comparés. Ils avaient une sensibilité, une spécificité et une courbe opérateur-receveur similaires, et tous avaient un niveau de prédiction des patients sans FA très faible. Une méthode de moyenne glissante a été proposée pour améliorer la discrimination, surtout pour les patients sans FA. Deux modèles ont été retenus, sélectionnés sur les critères de robustesse, de précision, et d’applicabilité. Autour 70% patients sans FA et 75% de patients avec FA ont été correctement identifiés dans la dernière heure avant la FA. Le taux de PAA, la fraction des PAA initiés dans l'oreillette gauche, le pNN50, le temps de conduction auriculo-ventriculaire, et la corrélation entre ce dernier et le rythme cardiaque étaient les variables de prédiction communes à ces deux modèles.

Searching for novel gene functions in yeast : identification of thousands of novel molecular interactions by protein-fragment complementation assay followed by automated gene function prediction and high-throughput lipidomics

La compréhension de processus biologiques complexes requiert des approches expérimentales et informatiques sophistiquées. Les récents progrès dans le domaine des stratégies génomiques fonctionnelles mettent dorénavant à notre disposition de puissants outils de collecte de données sur l’interconnectivité des gènes, des protéines et des petites molécules, dans le but d’étudier les principes organisationnels de leurs réseaux cellulaires. L’intégration de ces connaissances au sein d’un cadre de référence en biologie systémique permettrait la prédiction de nouvelles fonctions de gènes qui demeurent non caractérisées à ce jour. Afin de réaliser de telles prédictions à l’échelle génomique chez la levure Saccharomyces cerevisiae, nous avons développé une stratégie innovatrice qui combine le criblage interactomique à haut débit des interactions protéines-protéines, la prédiction de la fonction des gènes in silico ainsi que la validation de ces prédictions avec la lipidomique à haut débit. D’abord, nous avons exécuté un dépistage à grande échelle des interactions protéines-protéines à l’aide de la complémentation de fragments protéiques. Cette méthode a permis de déceler des interactions in vivo entre les protéines exprimées par leurs promoteurs naturels. De plus, aucun biais lié aux interactions des membranes n’a pu être mis en évidence avec cette méthode, comparativement aux autres techniques existantes qui décèlent les interactions protéines-protéines. Conséquemment, nous avons découvert plusieurs nouvelles interactions et nous avons augmenté la couverture d’un interactome d’homéostasie lipidique dont la compréhension demeure encore incomplète à ce jour. Par la suite, nous avons appliqué un algorithme d’apprentissage afin d’identifier huit gènes non caractérisés ayant un rôle potentiel dans le métabolisme des lipides. Finalement, nous avons étudié si ces gènes et un groupe de régulateurs transcriptionnels distincts, non préalablement impliqués avec les lipides, avaient un rôle dans l’homéostasie des lipides. Dans ce but, nous avons analysé les lipidomes des délétions mutantes de gènes sélectionnés. Afin d’examiner une grande quantité de souches, nous avons développé une plateforme à haut débit pour le criblage lipidomique à contenu élevé des bibliothèques de levures mutantes. Cette plateforme consiste en la spectrométrie de masse à haute resolution Orbitrap et en un cadre de traitement des données dédié et supportant le phénotypage des lipides de centaines de mutations de Saccharomyces cerevisiae. Les méthodes expérimentales en lipidomiques ont confirmé les prédictions fonctionnelles en démontrant certaines différences au sein des phénotypes métaboliques lipidiques des délétions mutantes ayant une absence des gènes YBR141C et YJR015W, connus pour leur implication dans le métabolisme des lipides. Une altération du phénotype lipidique a également été observé pour une délétion mutante du facteur de transcription KAR4 qui n’avait pas été auparavant lié au métabolisme lipidique. Tous ces résultats démontrent qu’un processus qui intègre l’acquisition de nouvelles interactions moléculaires, la prédiction informatique des fonctions des gènes et une plateforme lipidomique innovatrice à haut débit , constitue un ajout important aux méthodologies existantes en biologie systémique. Les développements en méthodologies génomiques fonctionnelles et en technologies lipidomiques fournissent donc de nouveaux moyens pour étudier les réseaux biologiques des eucaryotes supérieurs, incluant les mammifères. Par conséquent, le stratégie présenté ici détient un potentiel d’application au sein d’organismes plus complexes.

Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes

We propose a novel, simple, efficient and distribution-free re-sampling technique for developing prediction intervals for returns and volatilities following ARCH/GARCH models. In particular, our key idea is to employ a Box–Jenkins linear representation of an ARCH/GARCH equation and then to adapt a sieve bootstrap procedure to the nonlinear GARCH framework. Our simulation studies indicate that the new re-sampling method provides sharp and well calibrated prediction intervals for both returns and volatilities while reducing computational costs by up to 100 times, compared to other available re-sampling techniques for ARCH/GARCH models. The proposed procedure is illustrated by an application to Yen/U.S. dollar daily exchange rate data.

Performance Improvement of Fuzzy and Neuro Fuzzy Systems: Prediction of Learning Disabilities in School-age Children

Learning Disability (LD) is a classification including several disorders in which a child has difficulty in learning in a typical manner, usually caused by an unknown factor or factors. LD affects about 15% of children enrolled in schools. The prediction of learning disability is a complicated task since the identification of LD from diverse features or signs is a complicated problem. There is no cure for learning disabilities and they are life-long. The problems of children with specific learning disabilities have been a cause of concern to parents and teachers for some time. The aim of this paper is to develop a new algorithm for imputing missing values and to determine the significance of the missing value imputation method and dimensionality reduction method in the performance of fuzzy and neuro fuzzy classifiers with specific emphasis on prediction of learning disabilities in school age children. In the basic assessment method for prediction of LD, checklists are generally used and the data cases thus collected fully depends on the mood of children and may have also contain redundant as well as missing values. Therefore, in this study, we are proposing a new algorithm, viz. the correlation based new algorithm for imputing the missing values and Principal Component Analysis (PCA) for reducing the irrelevant attributes. After the study, it is found that, the preprocessing methods applied by us improves the quality of data and thereby increases the accuracy of the classifiers. The system is implemented in Math works Software Mat Lab 7.10. The results obtained from this study have illustrated that the developed missing value imputation method is very good contribution in prediction system and is capable of improving the performance of a classifier.

The prediction of seasonal and inter-annual climate variations and their impacts on the water resources in the eastern seaboard of Thailand

The research of this thesis dissertation covers developments and applications of short-and long-term climate predictions. The short-term prediction emphasizes monthly and seasonal climate, i.e. forecasting from up to the next month over a season to up to a year or so. The long-term predictions pertain to the analysis of inter-annual- and decadal climate variations over the whole 21st century. These two climate prediction methods are validated and applied in the study area, namely, Khlong Yai (KY) water basin located in the eastern seaboard of Thailand which is a major industrial zone of the country and which has been suffering from severe drought and water shortage in recent years. Since water resources are essential for the further industrial development in this region, a thorough analysis of the potential climate change with its subsequent impact on the water supply in the area is at the heart of this thesis research. The short-term forecast of the next-season climate, such as temperatures and rainfall, offers a potential general guideline for water management and reservoir operation. To that avail, statistical models based on autoregressive techniques, i.e., AR-, ARIMA- and ARIMAex-, which includes additional external regressors, and multiple linear regression- (MLR) models, are developed and applied in the study region. Teleconnections between ocean states and the local climate are investigated and used as extra external predictors in the ARIMAex- and the MLR-model and shown to enhance the accuracy of the short-term predictions significantly. However, as the ocean state – local climate teleconnective relationships provide only a one- to four-month ahead lead time, the ocean state indices can support only a one-season-ahead forecast. Hence, GCM- climate predictors are also suggested as an additional predictor-set for a more reliable and somewhat longer short-term forecast. For the preparation of “pre-warning” information for up-coming possible future climate change with potential adverse hydrological impacts in the study region, the long-term climate prediction methodology is applied. The latter is based on the downscaling of climate predictions from several single- and multi-domain GCMs, using the two well-known downscaling methods SDSM and LARS-WG and a newly developed MLR-downscaling technique that allows the incorporation of a multitude of monthly or daily climate predictors from one- or several (multi-domain) parent GCMs. The numerous downscaling experiments indicate that the MLR- method is more accurate than SDSM and LARS-WG in predicting the recent past 20th-century (1971-2000) long-term monthly climate in the region. The MLR-model is, consequently, then employed to downscale 21st-century GCM- climate predictions under SRES-scenarios A1B, A2 and B1. However, since the hydrological watershed model requires daily-scale climate input data, a new stochastic daily climate generator is developed to rescale monthly observed or predicted climate series to daily series, while adhering to the statistical and geospatial distributional attributes of observed (past) daily climate series in the calibration phase. Employing this daily climate generator, 30 realizations of future daily climate series from downscaled monthly GCM-climate predictor sets are produced and used as input in the SWAT- distributed watershed model, to simulate future streamflow and other hydrological water budget components in the study region in a multi-realization manner. In addition to a general examination of the future changes of the hydrological regime in the KY-basin, potential future changes of the water budgets of three main reservoirs in the basin are analysed, as these are a major source of water supply in the study region. The results of the long-term 21st-century downscaled climate predictions provide evidence that, compared with the past 20th-reference period, the future climate in the study area will be more extreme, particularly, for SRES A1B. Thus, the temperatures will be higher and exhibit larger fluctuations. Although the future intensity of the rainfall is nearly constant, its spatial distribution across the region is partially changing. There is further evidence that the sequential rainfall occurrence will be decreased, so that short periods of high intensities will be followed by longer dry spells. This change in the sequential rainfall pattern will also lead to seasonal reductions of the streamflow and seasonal changes (decreases) of the water storage in the reservoirs. In any case, these predicted future climate changes with their hydrological impacts should encourage water planner and policy makers to develop adaptation strategies to properly handle the future water supply in this area, following the guidelines suggested in this study.

Clinical prediction of occupational and non-specific low back pain

Non-specific Occupational Low Back Pain (NOLBP) is a health condition that generates a high absenteeism and disability. Due to multifactorial causes is difficult to determine accurate diagnosis and prognosis. The clinical prediction of NOLBP is identified as a series of models that integrate a multivariate analysis to determine early diagnosis, course, and occupational impact of this health condition. Objective: to identify predictor factors of NOLBP, and the type of material referred to in the scientific evidence and establish the scopes of the prediction. Materials and method: the title search was conducted in the databases PubMed, Science Direct, and Ebsco Springer, between1985 and 2012. The selected articles were classified through a bibliometric analysis allowing to define the most relevant ones. Results: 101 titles met the established criteria, but only 43 metthe purpose of the review. As for NOLBP prediction, the studies varied in relation to the factors for example: diagnosis, transition of lumbar pain from acute to chronic, absenteeism from work, disability and return to work. Conclusion: clinical prediction is considered as a strategic to determine course and prognostic of NOLBP, and to determine the characteristics that increase the risk of chronicity in workers with this health condition. Likewise, clinical prediction rules are tools that aim to facilitate decision making about the evaluation, diagnosis, prognosis and intervention for low back pain, which should incorporate risk factors of physical, psychological and social.

Prediction of postprandial blood glucose under intra-patient variability and uncertainty and its use in the design of insulin dosing strategies for type 1 diabetic patients

In this thesis I propose a novel method to estimate the dose and injection-to-meal time for low-risk intensive insulin therapy. This dosage-aid system uses an optimization algorithm to determine the insulin dose and injection-to-meal time that minimizes the risk of postprandial hyper- and hypoglycaemia in type 1 diabetic patients. To this end, the algorithm applies a methodology that quantifies the risk of experiencing different grades of hypo- or hyperglycaemia in the postprandial state induced by insulin therapy according to an individual patient’s parameters. This methodology is based on modal interval analysis (MIA). Applying MIA, the postprandial glucose level is predicted with consideration of intra-patient variability and other sources of uncertainty. A worst-case approach is then used to calculate the risk index. In this way, a safer prediction of possible hyper- and hypoglycaemic episodes induced by the insulin therapy tested can be calculated in terms of these uncertainties.