984 resultados para EQUITY PREMIUM PREDICTION
Resumo:
An artificial neural network (ANN) is presented to predict a 28-day compressive strength of a normal and high strength self compacting concrete (SCC) and high performance concrete (HPC) with high volume fly ash. The ANN is trained by the data available in literature on normal volume fly ash because data on SCC with high volume fly ash is not available in sufficient quantity. Further, while predicting the strength of HPC the same data meant for SCC has been used to train in order to economise on computational effort. The compressive strengths of SCC and HPC as well as slump flow of SCC estimated by the proposed neural network are validated by experimental results.
Resumo:
This study investigates the potential of Relevance Vector Machine (RVM)-based approach to predict the ultimate capacity of laterally loaded pile in clay. RVM is a sparse approximate Bayesian kernel method. It can be seen as a probabilistic version of support vector machine. It provides much sparser regressors without compromising performance, and kernel bases give a small but worthwhile improvement in performance. RVM model outperforms the two other models based on root-mean-square-error (RMSE) and mean-absolute-error (MAE) performance criteria. It also stimates the prediction variance. The results presented in this paper clearly highlight that the RVM is a robust tool for prediction Of ultimate capacity of laterally loaded piles in clay.
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Considering ultrasound propagation through complex composite media as an array of parallel sonic rays, a comparison of computer simulated prediction with experimental data has previously been reported for transmission mode (where one transducer serves as transmitter, the other as receiver) in a series of ten acrylic step-wedge samples, immersed in water, exhibiting varying degrees of transit time inhomogeneity. In this study, the same samples were used but in pulse-echo mode, where the same ultrasound transducer served as both transmitter and receiver, detecting both ‘primary’ (internal sample interface) and ‘secondary’ (external sample interface) echoes. A transit time spectrum (TTS) was derived, describing the proportion of sonic rays with a particular transit time. A computer simulation was performed to predict the transit time and amplitude of various echoes created, and compared with experimental data. Applying an amplitude-tolerance analysis, 91.7±3.7% of the simulated data was within ±1 standard deviation (STD) of the experimentally measured amplitude-time data. Correlation of predicted and experimental transit time spectra provided coefficients of determination (R2) ranging from 100.0% to 96.8% for the various samples tested. The results acquired from this study provide good evidence for the concept of parallel sonic rays. Further, deconvolution of experimental input and output signals has been shown to provide an effective method to identify echoes otherwise lost due to phase cancellation. Potential applications of pulse-echo ultrasound transit time spectroscopy (PE-UTTS) include improvement of ultrasound image fidelity by improving spatial resolution and reducing phase interference artefacts.
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We consider the development of statistical models for prediction of constituent concentration of riverine pollutants, which is a key step in load estimation from frequent flow rate data and less frequently collected concentration data. We consider how to capture the impacts of past flow patterns via the average discounted flow (ADF) which discounts the past flux based on the time lapsed - more recent fluxes are given more weight. However, the effectiveness of ADF depends critically on the choice of the discount factor which reflects the unknown environmental cumulating process of the concentration compounds. We propose to choose the discount factor by maximizing the adjusted R-2 values or the Nash-Sutcliffe model efficiency coefficient. The R2 values are also adjusted to take account of the number of parameters in the model fit. The resulting optimal discount factor can be interpreted as a measure of constituent exhaustion rate during flood events. To evaluate the performance of the proposed regression estimators, we examine two different sampling scenarios by resampling fortnightly and opportunistically from two real daily datasets, which come from two United States Geological Survey (USGS) gaging stations located in Des Plaines River and Illinois River basin. The generalized rating-curve approach produces biased estimates of the total sediment loads by -30% to 83%, whereas the new approaches produce relatively much lower biases, ranging from -24% to 35%. This substantial improvement in the estimates of the total load is due to the fact that predictability of concentration is greatly improved by the additional predictors.
Resumo:
The Brix content of pineapple fruit can be non-invasively predicted from the second derivative of near infrared reflectance spectra. Correlations obtained using a NIRSystems 6500 spectrophotometer through multiple linear regression and modified partial least squares analyses using a post-dispersive configuration were comparable with that from a pre-dispersive configuration in terms of accuracy (e.g. coefficient of determination, R2, 0.73; standard error of cross validation, SECV, 1.01°Brix). The effective depth of sample assessed was slightly greater using the post-dispersive technique (about 20 mm for pineapple fruit), as expected in relation to the higher incident light intensity, relative to the pre-dispersive configuration. The effect of such environmental variables as temperature, humidity and external light, and instrumental variables such as the number of scans averaged to form a spectrum, were considered with respect to the accuracy and precision of the measurement of absorbance at 876 nm, as a key term in the calibration for Brix, and predicted Brix. The application of post-dispersive near infrared technology to in-line assessment of intact fruit in a packing shed environment is discussed.
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Lateral or transaxial truncation of cone-beam data can occur either due to the field of view limitation of the scanning apparatus or iregion-of-interest tomography. In this paper, we Suggest two new methods to handle lateral truncation in helical scan CT. It is seen that reconstruction with laterally truncated projection data, assuming it to be complete, gives severe artifacts which even penetrates into the field of view. A row-by-row data completion approach using linear prediction is introduced for helical scan truncated data. An extension of this technique known as windowed linear prediction approach is introduced. Efficacy of the two techniques are shown using simulation with standard phantoms. A quantitative image quality measure of the resulting reconstructed images are used to evaluate the performance of the proposed methods against an extension of a standard existing technique.
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Traps baited with synthetic aggregation pheromone and fermenting bread dough were used to monitor seasonal incidence and abundance of the ripening fruit pests, Carpophilus hemipterus (L.), C. mutilatus Erichson and C. davidsoni Dobson in stone fruit orchards in the Leeton district of southern New South Wales during five seasons (1991-96). Adult beetles were trapped from September-May, but abundance varied considerably between years with the amount of rainfall in December-January having a major influence on population size and damage potential during the canning peach harvest (late February-March). Below average rainfall in December-January was associated with mean trap catches of < 10 beetles/trap/week in low dose pheromone traps during the harvest period in 1991/92 and 1993/94 and no reported damage to ripening fruit. Rainfall in December-January 1992/93 was more than double the average and mean trap catches ranged from 8-27 beetles/week during the harvest period with substantial damage to the peach crop. December-January rainfall was also above average in 1994/95 and 1995/96 and means of 50-300 beetles/trap/week were recorded in high dose pheromone traps during harvest periods. Carpophilus spp. caused economic damage to peach crops in both seasons. These data indicate that it may be possible to predict the likelihood of Carpophilus beetle damage to ripening stone fruit in inland areas of southern Australia, by routine pheromone-based monitoring of beetle populations and summer temperatures and rainfall.
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We study which factors in terms of trading environment and trader characteristics determine individual information acquisition in experimental asset markets. Traders with larger endowments, existing inconclusive information, lower risk aversion, and less experience in financial markets tend to acquire more information. Overall, we find that traders overacquire information, so that informed traders on average obtain negative profits net of information costs. Information acquisition and the associated losses do not diminish over time. This overacquisition phenomenon is inconsistent with predictions of rational expectations equilibrium, and we argue it resembles the overdissipation results from the contest literature. We find that more acquired information in the market leads to smaller differences between fundamental asset values and prices. Thus, the overacquisition phenomenon is a novel explanation for the high forecasting accuracy of prediction markets.
The dark side to Australia’s equity revolution: Credit crunch, creditor protection and corporate law
Resumo:
Near infrared spectroscopy (NIRS) can be used for the on-line, non-invasive assessment of fruit for eating quality attributes such as total soluble solids (TSS). The robustness of multivariate calibration models, based on NIRS in a partial transmittance optical geometry, for the assessment of TSS of intact rockmelons (Cucumis melo) was assessed. The mesocarp TSS was highest around the fruit equator and increased towards the seed cavity. Inner mesocarp TSS levels decreased towards both the proximal and distal ends of the fruit, but more so towards the proximal end. The equatorial region of the fruit was chosen as representative of the fruit for near infrared assessment of TSS. The spectral window for model development was optimised at 695-1045 nm, and the data pre-treatment procedure was optimised to second-derivative absorbance without scatter correction. The 'global' modified partial least squares (MPLS) regression modelling procedure of WINISI (ver. 1.04) was found to be superior with respect to root mean squared error of prediction (RMSEP) and bias for model predictions of TSS across seasons, compared with the 'local' MPLS regression procedure. Updating of the model with samples selected randomly from the independent validation population demonstrated improvement in both RMSEP and bias with addition of approximately 15 samples.
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This paper studies the problem of selecting users in an online social network for targeted advertising so as to maximize the adoption of a given product. In previous work, two families of models have been considered to address this problem: direct targeting and network-based targeting. The former approach targets users with the highest propensity to adopt the product, while the latter approach targets users with the highest influence potential – that is users whose adoption is most likely to be followed by subsequent adoptions by peers. This paper proposes a hybrid approach that combines a notion of propensity and a notion of influence into a single utility function. We show that targeting a fixed number of high-utility users results in more adoptions than targeting either highly influential users or users with high propensity.
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The paper presents, in three parts, a new approach to improve the detection and tracking performance of a track-while-scan radar. Part 1 presents a review of the current status of the subject. Part 2 details the new approach. It shows how a priori information provided by the tracker can be used to improve detection. It also presents a new multitarget tracking algorithm. In the present Part, analytical derivations are presented for assessing, a priori, the performance of the TWS radar system. True track initiation, false track initiation, true track continuation and false track deletion characteristics have been studied. It indicates how the various thresholds can be chosen by the designer to optimise performance. Simulation results are also presented.
Resumo:
BACKGROUND: The inability to consistently guarantee internal quality of horticulture produce is of major importance to the primary producer, marketers and ultimately the consumer. Currently, commercial avocado maturity estimation is based on the destructive assessment of percentage dry matter (%DM), and sometimes percentage oil, both of which are highly correlated with maturity. In this study the utility of Fourier transform (FT) near-infrared spectroscopy (NIRS) was investigated for the first time as a non-invasive technique for estimating %DM of whole intact 'Hass' avocado fruit. Partial least squares regression models were developed from the diffuse reflectance spectra to predict %DM, taking into account effects of intra-seasonal variation and orchard conditions. RESULTS: It was found that combining three harvests (early, mid and late) from a single farm in the major production district of central Queensland yielded a predictive model for %DM with a coefficient of determination for the validation set of 0.76 and a root mean square error of prediction of 1.53% for DM in the range 19.4-34.2%. CONCLUSION: The results of the study indicate the potential of FT-NIRS in diffuse reflectance mode to non-invasively predict %DM of whole 'Hass' avocado fruit. When the FT-NIRS system was assessed on whole avocados, the results compared favourably against data from other NIRS systems identified in the literature that have been used in research applications on avocados.
Resumo:
In this paper, a refined classic noise prediction method based on the VISSIM and FHWA noise prediction model is formulated to analyze the sound level contributed by traffic on the Nanjing Lukou airport connecting freeway before and after widening. The aim of this research is to (i) assess the traffic noise impact on the Nanjing University of Aeronautics and Astronautics (NUAA) campus before and after freeway widening, (ii) compare the prediction results with field data to test the accuracy of this method, (iii) analyze the relationship between traffic characteristics and sound level. The results indicate that the mean difference between model predictions and field measurements is acceptable. The traffic composition impact study indicates that buses (including mid-sized trucks) and heavy goods vehicles contribute a significant proportion of total noise power despite their low traffic volume. In addition, speed analysis offers an explanation for the minor differences in noise level across time periods. Future work will aim at reducing model error, by focusing on noise barrier analysis using the FEM/BEM method and modifying the vehicle noise emission equation by conducting field experimentation.