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Search results for: multiplicative heteroscedasticity
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</div> </nav> </div> </header> <main> <div class="container mt-4"> <div class="row"> <div class="col-md-9 mx-auto"> <form method="get" action="https://publications.waset.org/abstracts/search"> <div id="custom-search-input"> <div class="input-group"> <i class="fas fa-search"></i> <input type="text" class="search-query" name="q" placeholder="Author, Title, Abstract, Keywords" value="multiplicative heteroscedasticity"> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 71</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: multiplicative heteroscedasticity</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">71</span> Model Averaging in a Multiplicative Heteroscedastic Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Alan%20Wan">Alan Wan</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In recent years, the body of literature on frequentist model averaging in statistics has grown significantly. Most of this work focuses on models with different mean structures but leaves out the variance consideration. In this paper, we consider a regression model with multiplicative heteroscedasticity and develop a model averaging method that combines maximum likelihood estimators of unknown parameters in both the mean and variance functions of the model. Our weight choice criterion is based on a minimisation of a plug-in estimator of the model average estimator's squared prediction risk. We prove that the new estimator possesses an asymptotic optimality property. Our investigation of finite-sample performance by simulations demonstrates that the new estimator frequently exhibits very favourable properties compared to some existing heteroscedasticity-robust model average estimators. The model averaging method hedges against the selection of very bad models and serves as a remedy to variance function misspecification, which often discourages practitioners from modeling heteroscedasticity altogether. The proposed model average estimator is applied to the analysis of two real data sets. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=heteroscedasticity-robust" title="heteroscedasticity-robust">heteroscedasticity-robust</a>, <a href="https://publications.waset.org/abstracts/search?q=model%20averaging" title=" model averaging"> model averaging</a>, <a href="https://publications.waset.org/abstracts/search?q=multiplicative%20heteroscedasticity" title=" multiplicative heteroscedasticity"> multiplicative heteroscedasticity</a>, <a href="https://publications.waset.org/abstracts/search?q=plug-in" title=" plug-in"> plug-in</a>, <a href="https://publications.waset.org/abstracts/search?q=squared%20prediction%20risk" title=" squared prediction risk"> squared prediction risk</a> </p> <a href="https://publications.waset.org/abstracts/68733/model-averaging-in-a-multiplicative-heteroscedastic-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/68733.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">385</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">70</span> Monte Carlo Estimation of Heteroscedasticity and Periodicity Effects in a Panel Data Regression Model </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Nureni%20O.%20Adeboye">Nureni O. Adeboye</a>, <a href="https://publications.waset.org/abstracts/search?q=Dawud%20A.%20Agunbiade"> Dawud A. Agunbiade</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=audit%20fee%20lagrange%20multiplier%20test" title="audit fee lagrange multiplier test">audit fee lagrange multiplier test</a>, <a href="https://publications.waset.org/abstracts/search?q=heteroscedasticity" title=" heteroscedasticity"> heteroscedasticity</a>, <a href="https://publications.waset.org/abstracts/search?q=lagrange%20multiplier%20test" title=" lagrange multiplier test"> lagrange multiplier test</a>, <a href="https://publications.waset.org/abstracts/search?q=Monte-Carlo%20scheme" title=" Monte-Carlo scheme"> Monte-Carlo scheme</a>, <a href="https://publications.waset.org/abstracts/search?q=periodicity" title=" periodicity"> periodicity</a> </p> <a href="https://publications.waset.org/abstracts/107813/monte-carlo-estimation-of-heteroscedasticity-and-periodicity-effects-in-a-panel-data-regression-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/107813.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">141</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">69</span> Applying Multiplicative Weight Update to Skin Cancer Classifiers</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Animish%20Jain">Animish Jain</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This study deals with using Multiplicative Weight Update within artificial intelligence and machine learning to create models that can diagnose skin cancer using microscopic images of cancer samples. In this study, the multiplicative weight update method is used to take the predictions of multiple models to try and acquire more accurate results. Logistic Regression, Convolutional Neural Network (CNN), and Support Vector Machine Classifier (SVMC) models are employed within the Multiplicative Weight Update system. These models are trained on pictures of skin cancer from the ISIC-Archive, to look for patterns to label unseen scans as either benign or malignant. These models are utilized in a multiplicative weight update algorithm which takes into account the precision and accuracy of each model through each successive guess to apply weights to their guess. These guesses and weights are then analyzed together to try and obtain the correct predictions. The research hypothesis for this study stated that there would be a significant difference in the accuracy of the three models and the Multiplicative Weight Update system. The SVMC model had an accuracy of 77.88%. The CNN model had an accuracy of 85.30%. The Logistic Regression model had an accuracy of 79.09%. Using Multiplicative Weight Update, the algorithm received an accuracy of 72.27%. The final conclusion that was drawn was that there was a significant difference in the accuracy of the three models and the Multiplicative Weight Update system. The conclusion was made that using a CNN model would be the best option for this problem rather than a Multiplicative Weight Update system. This is due to the possibility that Multiplicative Weight Update is not effective in a binary setting where there are only two possible classifications. In a categorical setting with multiple classes and groupings, a Multiplicative Weight Update system might become more proficient as it takes into account the strengths of multiple different models to classify images into multiple categories rather than only two categories, as shown in this study. This experimentation and computer science project can help to create better algorithms and models for the future of artificial intelligence in the medical imaging field. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=artificial%20intelligence" title="artificial intelligence">artificial intelligence</a>, <a href="https://publications.waset.org/abstracts/search?q=machine%20learning" title=" machine learning"> machine learning</a>, <a href="https://publications.waset.org/abstracts/search?q=multiplicative%20weight%20update" title=" multiplicative weight update"> multiplicative weight update</a>, <a href="https://publications.waset.org/abstracts/search?q=skin%20cancer" title=" skin cancer"> skin cancer</a> </p> <a href="https://publications.waset.org/abstracts/159502/applying-multiplicative-weight-update-to-skin-cancer-classifiers" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/159502.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">79</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">68</span> Statically Fused Unbiased Converted Measurements Kalman Filter</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Zhengkun%20Guo">Zhengkun Guo</a>, <a href="https://publications.waset.org/abstracts/search?q=Yanbin%20Li"> Yanbin Li</a>, <a href="https://publications.waset.org/abstracts/search?q=Wenqing%20Wang"> Wenqing Wang</a>, <a href="https://publications.waset.org/abstracts/search?q=Bo%20Zou"> Bo Zou</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The statically fused converted position and doppler measurements Kalman filter (SF-CMKF) with additive debiased measurement conversion has been previously presented to combine the resulting states of converted position measurements Kalman filter (CPMKF) and converted doppler measurement Kalman filter (CDMKF) to yield the final state estimates under minimum mean squared error (MMSE) criterion. However, the exact compensation for the bias in the polar-to-cartesian and spherical-to-cartesian conversion are multiplicative and depend on the statistics of the cosine of the angle measurement errors. As a result, the consistency and performance of the SF-CMKF may be suboptimal in large-angle error situations. In this paper, the multiplicative unbiased position and Doppler measurement conversion for 2D (polar-to-cartesian) tracking are derived, and the SF-CMKF is improved to use those conversions. Monte Carlo simulations are presented to demonstrate the statistical consistency of the multiplicative unbiased conversion and the superior performance of the modified SF-CMKF (SF-UCMKF). <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=measurement%20conversion" title="measurement conversion">measurement conversion</a>, <a href="https://publications.waset.org/abstracts/search?q=Doppler" title=" Doppler"> Doppler</a>, <a href="https://publications.waset.org/abstracts/search?q=Kalman%20filter" title=" Kalman filter"> Kalman filter</a>, <a href="https://publications.waset.org/abstracts/search?q=estimation" title=" estimation"> estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=tracking" title=" tracking"> tracking</a> </p> <a href="https://publications.waset.org/abstracts/136726/statically-fused-unbiased-converted-measurements-kalman-filter" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/136726.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">208</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">67</span> Construction Contractor Pre-Qualification Using Multi-Attribute Utility Theory: A Multiplicative Approach</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=B.%20Vikram">B. Vikram</a>, <a href="https://publications.waset.org/abstracts/search?q=Y.%20Anu%20Leena"> Y. Anu Leena</a>, <a href="https://publications.waset.org/abstracts/search?q=Y.%20Anu%20Neena"> Y. Anu Neena</a>, <a href="https://publications.waset.org/abstracts/search?q=M.%20V.%20Krishna%20Rao"> M. V. Krishna Rao</a>, <a href="https://publications.waset.org/abstracts/search?q=V.%20S.%20S.%20Kumar"> V. S. S. Kumar</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The industry is often criticized for inefficiencies in outcomes such as time and cost overruns, low productivity, poor quality and inadequate customer satisfaction. To enhance the chances for construction projects to be successful, selecting an able contractor is one of the fundamental decisions to be made by clients. The selection of the most appropriate contractor is a multi-criteria decision making (MCDM) process. In this paper, multi-attribute utility theory (MAUT) is employed utilizing the multiplicative form of utility function for ranking the prequalified contractors. Performance assessment criteria covering contracting company attributes, experience record, past performance, performance potential, financial stability and project specific criteria are considered for contractor evaluation. A case study of multistoried building for which four contractors submitted bids is considered to illustrate the applicability of multiplicative approach of MAUT to rank the prequalified contractors. The proposed MAUT decision making methodology can also be employed to other decision making situations. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=multi-attribute%20utility%20theory" title="multi-attribute utility theory">multi-attribute utility theory</a>, <a href="https://publications.waset.org/abstracts/search?q=construction%20industry" title=" construction industry"> construction industry</a>, <a href="https://publications.waset.org/abstracts/search?q=prequalification" title=" prequalification"> prequalification</a>, <a href="https://publications.waset.org/abstracts/search?q=contractor" title=" contractor"> contractor</a> </p> <a href="https://publications.waset.org/abstracts/14928/construction-contractor-pre-qualification-using-multi-attribute-utility-theory-a-multiplicative-approach" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/14928.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">435</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">66</span> Existence of Rational Primitive Normal Pairs with Prescribed Norm and Trace</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Soniya%20Takshak">Soniya Takshak</a>, <a href="https://publications.waset.org/abstracts/search?q=R.%20K.%20Sharma"> R. K. Sharma</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Let q and n be positive integers, then Fᵩ denotes the finite field of q elements, and Fqn denotes the extension of Fᵩ of degree n. Also, Fᵩ* represents the multiplicative group of non-zero elements of Fᵩ, and the generators of Fᵩ* are called primitive elements. A normal element α of a finite field Fᵩⁿ is such that {α, αᵠ, . . . , αᵠⁿ⁻¹} forms a basis for Fᵩⁿ over Fᵩ. Primitive normal elements have several applications in coding theory and cryptography. So, establishing the existence of primitive normal elements under certain conditions is both theoretically important and a natural issue. In this article, we provide a sufficient condition for the existence of a primitive normal element α in Fᵩⁿ of a prescribed primitive norm and non-zero trace over Fᵩ such that f(α) is also primitive, where f(x) ∈ Fᵩⁿ(x) is a rational function of degree sum m. Particularly, we investigated the rational functions of degree sum 4 over Fᵩⁿ, where q = 11ᵏ and demonstrated that there are only 3 exceptional pairs (q, n), n ≥ 7 for which such kind of primitive normal elements may not exist. In general, we show that such elements always exist except for finitely many choices of (q, n). To arrive to our conclusion, we used additive and multiplicative character sums. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=finite%20field" title="finite field">finite field</a>, <a href="https://publications.waset.org/abstracts/search?q=primitive%20element" title=" primitive element"> primitive element</a>, <a href="https://publications.waset.org/abstracts/search?q=normal%20element" title=" normal element"> normal element</a>, <a href="https://publications.waset.org/abstracts/search?q=norm" title=" norm"> norm</a>, <a href="https://publications.waset.org/abstracts/search?q=trace" title=" trace"> trace</a>, <a href="https://publications.waset.org/abstracts/search?q=character" title=" character"> character</a> </p> <a href="https://publications.waset.org/abstracts/149587/existence-of-rational-primitive-normal-pairs-with-prescribed-norm-and-trace" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/149587.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">104</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">65</span> Open Innovation Strategy (OIS) Paradigm and an OIS Capabilities Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Anastasis%20D.%20Petrou">Anastasis D. Petrou</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Innovation and strategy discussions do highlight open innovation as a new paradigm in business. Yet, a number of stumbling blocks in the form of closed innovation principles weaved into the fabric of a traditional business model stand in the way of the new paradigm’s momentum to increase value in various business contexts. The paper argues that businesses considering an engagement with the open innovation paradigm would need to take steps to improve their multiplicative, absorptive and relational capabilities, respectively. The needed improvements would amount to a business model evolutionary transformation and eventually bring about a paradigm overhaul in business. The transformation is worth staging over time to ensure that open innovation is developed across interconnected and partnered areas of strategic importance. This article develops an open innovation strategy (OIS) capabilities model, and employs examples from different industries to briefly discuss OIS’s potential to augment business value in a number of suggested areas for future research. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=close%20innovation" title="close innovation">close innovation</a>, <a href="https://publications.waset.org/abstracts/search?q=open%20innovation%20paradigm" title=" open innovation paradigm"> open innovation paradigm</a>, <a href="https://publications.waset.org/abstracts/search?q=open%20innovation%20strategy%20%28OIS%29%20paradigm" title=" open innovation strategy (OIS) paradigm"> open innovation strategy (OIS) paradigm</a>, <a href="https://publications.waset.org/abstracts/search?q=OIS%20capabilities%20model" title=" OIS capabilities model"> OIS capabilities model</a>, <a href="https://publications.waset.org/abstracts/search?q=multiplicative%20capability" title=" multiplicative capability"> multiplicative capability</a>, <a href="https://publications.waset.org/abstracts/search?q=absorptive%20capability" title=" absorptive capability"> absorptive capability</a>, <a href="https://publications.waset.org/abstracts/search?q=relational%20capability" title=" relational capability"> relational capability</a> </p> <a href="https://publications.waset.org/abstracts/14432/open-innovation-strategy-ois-paradigm-and-an-ois-capabilities-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/14432.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">520</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">64</span> Time Series Analysis on the Production of Fruit Juice: A Case Study of National Horticultural Research Institute (Nihort) Ibadan, Oyo State</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Abiodun%20Ayodele%20Sanyaolu">Abiodun Ayodele Sanyaolu</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The research was carried out to investigate the time series analysis on quarterly production of fruit juice at the National Horticultural Research Institute Ibadan from 2010 to 2018. Documentary method of data collection was used, and the method of least square and moving average were used in the analysis. From the calculation and the graph, it was glaring that there was increase, decrease, and uniform movements in both the graph of the original data and the tabulated quarter values of the original data. Time series analysis was used to detect the trend in the highest number of fruit juice and it appears to be good over a period of time and the methods used to forecast are additive and multiplicative models. Since it was observed that the production of fruit juice is usually high in January of every year, it is strongly advised that National Horticultural Research Institute should make more provision for fruit juice storage outside this period of the year. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=fruit%20juice" title="fruit juice">fruit juice</a>, <a href="https://publications.waset.org/abstracts/search?q=least%20square" title=" least square"> least square</a>, <a href="https://publications.waset.org/abstracts/search?q=multiplicative%20models" title=" multiplicative models"> multiplicative models</a>, <a href="https://publications.waset.org/abstracts/search?q=time%20series" title=" time series"> time series</a> </p> <a href="https://publications.waset.org/abstracts/125505/time-series-analysis-on-the-production-of-fruit-juice-a-case-study-of-national-horticultural-research-institute-nihort-ibadan-oyo-state" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/125505.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">142</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">63</span> Evaluating Generative Neural Attention Weights-Based Chatbot on Customer Support Twitter Dataset</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Sinarwati%20Mohamad%20Suhaili">Sinarwati Mohamad Suhaili</a>, <a href="https://publications.waset.org/abstracts/search?q=Naomie%20Salim"> Naomie Salim</a>, <a href="https://publications.waset.org/abstracts/search?q=Mohamad%20Nazim%20Jambli"> Mohamad Nazim Jambli</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Sequence-to-sequence (seq2seq) models augmented with attention mechanisms are playing an increasingly important role in automated customer service. These models, which are able to recognize complex relationships between input and output sequences, are crucial for optimizing chatbot responses. Central to these mechanisms are neural attention weights that determine the focus of the model during sequence generation. Despite their widespread use, there remains a gap in the comparative analysis of different attention weighting functions within seq2seq models, particularly in the domain of chatbots using the Customer Support Twitter (CST) dataset. This study addresses this gap by evaluating four distinct attention-scoring functions—dot, multiplicative/general, additive, and an extended multiplicative function with a tanh activation parameter — in neural generative seq2seq models. Utilizing the CST dataset, these models were trained and evaluated over 10 epochs with the AdamW optimizer. Evaluation criteria included validation loss and BLEU scores implemented under both greedy and beam search strategies with a beam size of k=3. Results indicate that the model with the tanh-augmented multiplicative function significantly outperforms its counterparts, achieving the lowest validation loss (1.136484) and the highest BLEU scores (0.438926 under greedy search, 0.443000 under beam search, k=3). These results emphasize the crucial influence of selecting an appropriate attention-scoring function in improving the performance of seq2seq models for chatbots. Particularly, the model that integrates tanh activation proves to be a promising approach to improve the quality of chatbots in the customer support context. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=attention%20weight" title="attention weight">attention weight</a>, <a href="https://publications.waset.org/abstracts/search?q=chatbot" title=" chatbot"> chatbot</a>, <a href="https://publications.waset.org/abstracts/search?q=encoder-decoder" title=" encoder-decoder"> encoder-decoder</a>, <a href="https://publications.waset.org/abstracts/search?q=neural%20generative%20attention" title=" neural generative attention"> neural generative attention</a>, <a href="https://publications.waset.org/abstracts/search?q=score%20function" title=" score function"> score function</a>, <a href="https://publications.waset.org/abstracts/search?q=sequence-to-sequence" title=" sequence-to-sequence"> sequence-to-sequence</a> </p> <a href="https://publications.waset.org/abstracts/176622/evaluating-generative-neural-attention-weights-based-chatbot-on-customer-support-twitter-dataset" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/176622.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">78</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">62</span> Application of Seasonal Autoregressive Integrated Moving Average Model for Forecasting Monthly Flows in Waterval River, South Africa</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Kassahun%20Birhanu%20Tadesse">Kassahun Birhanu Tadesse</a>, <a href="https://publications.waset.org/abstracts/search?q=Megersa%20Olumana%20Dinka"> Megersa Olumana Dinka</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Reliable future river flow information is basic for planning and management of any river systems. For data scarce river system having only a river flow records like the Waterval River, a univariate time series models are appropriate for river flow forecasting. In this study, a univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) model was applied for forecasting Waterval River flow using GRETL statistical software. Mean monthly river flows from 1960 to 2016 were used for modeling. Different unit root tests and Mann-Kendall trend analysis were performed to test the stationarity of the observed flow time series. The time series was differenced to remove the seasonality. Using the correlogram of seasonally differenced time series, different SARIMA models were identified, their parameters were estimated, and diagnostic check-up of model forecasts was performed using white noise and heteroscedasticity tests. Finally, based on minimum Akaike Information (AIc) and Hannan-Quinn (HQc) criteria, SARIMA (3, 0, 2) x (3, 1, 3)12 was selected as the best model for Waterval River flow forecasting. Therefore, this model can be used to generate future river information for water resources development and management in Waterval River system. SARIMA model can also be used for forecasting other similar univariate time series with seasonality characteristics. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=heteroscedasticity" title="heteroscedasticity">heteroscedasticity</a>, <a href="https://publications.waset.org/abstracts/search?q=stationarity%20test" title=" stationarity test"> stationarity test</a>, <a href="https://publications.waset.org/abstracts/search?q=trend%20analysis" title=" trend analysis"> trend analysis</a>, <a href="https://publications.waset.org/abstracts/search?q=validation" title=" validation"> validation</a>, <a href="https://publications.waset.org/abstracts/search?q=white%20noise" title=" white noise"> white noise</a> </p> <a href="https://publications.waset.org/abstracts/82308/application-of-seasonal-autoregressive-integrated-moving-average-model-for-forecasting-monthly-flows-in-waterval-river-south-africa" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/82308.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">205</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">61</span> A Proper Continuum-Based Reformulation of Current Problems in Finite Strain Plasticity</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ladislav%20%C3%89csi">Ladislav Écsi</a>, <a href="https://publications.waset.org/abstracts/search?q=Roland%20Jan%C4%8Do"> Roland Jančo</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Contemporary multiplicative plasticity models assume that the body's intermediate configuration consists of an assembly of locally unloaded neighbourhoods of material particles that cannot be reassembled together to give the overall stress-free intermediate configuration since the neighbourhoods are not necessarily compatible with each other. As a result, the plastic deformation gradient, an inelastic component in the multiplicative split of the deformation gradient, cannot be integrated, and the material particle moves from the initial configuration to the intermediate configuration without a position vector and a plastic displacement field when plastic flow occurs. Such behaviour is incompatible with the continuum theory and the continuum physics of elastoplastic deformations, and the related material models can hardly be denoted as truly continuum-based. The paper presents a proper continuum-based reformulation of current problems in finite strain plasticity. It will be shown that the incompatible neighbourhoods in real material are modelled by the product of the plastic multiplier and the yield surface normal when the plastic flow is defined in the current configuration. The incompatible plastic factor can also model the neighbourhoods as the solution of the system of differential equations whose coefficient matrix is the above product when the plastic flow is defined in the intermediate configuration. The incompatible tensors replace the compatible spatial plastic velocity gradient in the former case or the compatible plastic deformation gradient in the latter case in the definition of the plastic flow rule. They act as local imperfections but have the same position vector as the compatible plastic velocity gradient or the compatible plastic deformation gradient in the definitions of the related plastic flow rules. The unstressed intermediate configuration, the unloaded configuration after the plastic flow, where the residual stresses have been removed, can always be calculated by integrating either the compatible plastic velocity gradient or the compatible plastic deformation gradient. However, the corresponding plastic displacement field becomes permanent with both elastic and plastic components. The residual strains and stresses originate from the difference between the compatible plastic/permanent displacement field gradient and the prescribed incompatible second-order tensor characterizing the plastic flow in the definition of the plastic flow rule, which becomes an assignment statement rather than an equilibrium equation. The above also means that the elastic and plastic factors in the multiplicative split of the deformation gradient are, in reality, gradients and that there is no problem with the continuum physics of elastoplastic deformations. The formulation is demonstrated in a numerical example using the regularized Mooney-Rivlin material model and modified equilibrium statements where the intermediate configuration is calculated, whose analysis results are compared with the identical material model using the current equilibrium statements. The advantages and disadvantages of each formulation, including their relationship with multiplicative plasticity, are also discussed. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=finite%20strain%20plasticity" title="finite strain plasticity">finite strain plasticity</a>, <a href="https://publications.waset.org/abstracts/search?q=continuum%20formulation" title=" continuum formulation"> continuum formulation</a>, <a href="https://publications.waset.org/abstracts/search?q=regularized%20Mooney-Rivlin%20material%20model" title=" regularized Mooney-Rivlin material model"> regularized Mooney-Rivlin material model</a>, <a href="https://publications.waset.org/abstracts/search?q=compatibility" title=" compatibility"> compatibility</a> </p> <a href="https://publications.waset.org/abstracts/158269/a-proper-continuum-based-reformulation-of-current-problems-in-finite-strain-plasticity" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/158269.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">123</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">60</span> The Role of Institutional Quality and Institutional Quality Distance on Trade: The Case of Agricultural Trade within the Southern African Development Community Region</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Kgolagano%20Mpejane">Kgolagano Mpejane</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The study applies a New Institutional Economics (NIE) analytical framework to trade in developing economies by assessing the impacts of institutional quality and institutional quality distance on agricultural trade using a panel data of 15 Southern African Development Community (SADC) countries from the years 1991-2010. The issue of institutions on agricultural trade has not been accorded the necessary attention in the literature, particularly in developing economies. Therefore, the paper empirically tests the gravity model of international trade by measuring the impact of political, economic and legal institutions on intra SADC agricultural trade. The gravity model is noted for its exploratory power and strong theoretical foundation. However, the model has statistical shortcomings in dealing with zero trade values and heteroscedasticity residuals leading to biased results. Therefore, this study employs a two stage Heckman selection model with a Probit equation to estimate the influence of institutions on agricultural trade. The selection stages include the inverse Mills ratio to account for the variable bias of the gravity model. The Heckman model accounts for zero trade values and is robust in the presence of heteroscedasticity. The empirical results of the study support the NIE theory premise that institutions matter in trade. The results demonstrate that institutions determine bilateral agricultural trade on different margins with political institutions having positive and significant influence on bilateral agricultural trade flows within the SADC region. Legal and economic institutions have significant and negative effects on SADC trade. Furthermore, the results of this study confirm that institutional quality distance influences agricultural trade. Legal and political institutional distance have a positive and significant influence on bilateral agricultural trade while the influence of economic, institutional quality is negative and insignificant. The results imply that nontrade barriers, in the form of institutional quality and institutional quality distance, are significant factors limiting intra SADC agricultural trade. Therefore, gains from intra SADC agricultural trade can be attained through the improvement of institutions within the region. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=agricultural%20trade" title="agricultural trade">agricultural trade</a>, <a href="https://publications.waset.org/abstracts/search?q=institutions" title=" institutions"> institutions</a>, <a href="https://publications.waset.org/abstracts/search?q=gravity%20model" title=" gravity model"> gravity model</a>, <a href="https://publications.waset.org/abstracts/search?q=SADC" title=" SADC"> SADC</a> </p> <a href="https://publications.waset.org/abstracts/100948/the-role-of-institutional-quality-and-institutional-quality-distance-on-trade-the-case-of-agricultural-trade-within-the-southern-african-development-community-region" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/100948.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">148</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">59</span> Statistical Modeling of Local Area Fading Channels Based on Triply Stochastic Filtered Marked Poisson Point Processes</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Jihad%20Daba">Jihad Daba</a>, <a href="https://publications.waset.org/abstracts/search?q=Jean-Pierre%20Dubois"> Jean-Pierre Dubois</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Multi path fading noise degrades the performance of cellular communication, most notably in femto- and pico-cells in 3G and 4G systems. When the wireless channel consists of a small number of scattering paths, the statistics of fading noise is not analytically tractable and poses a serious challenge to developing closed canonical forms that can be analysed and used in the design of efficient and optimal receivers. In this context, noise is multiplicative and is referred to as stochastically local fading. In many analytical investigation of multiplicative noise, the exponential or Gamma statistics are invoked. More recent advances by the author of this paper have utilized a Poisson modulated and weighted generalized Laguerre polynomials with controlling parameters and uncorrelated noise assumptions. In this paper, we investigate the statistics of multi-diversity stochastically local area fading channel when the channel consists of randomly distributed Rayleigh and Rician scattering centers with a coherent specular Nakagami-distributed line of sight component and an underlying doubly stochastic Poisson process driven by a lognormal intensity. These combined statistics form a unifying triply stochastic filtered marked Poisson point process model. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=cellular%20communication" title="cellular communication">cellular communication</a>, <a href="https://publications.waset.org/abstracts/search?q=femto%20and%20pico-cells" title=" femto and pico-cells"> femto and pico-cells</a>, <a href="https://publications.waset.org/abstracts/search?q=stochastically%20local%20area%20fading%20channel" title=" stochastically local area fading channel"> stochastically local area fading channel</a>, <a href="https://publications.waset.org/abstracts/search?q=triply%20stochastic%20filtered%20marked%20Poisson%20point%20process" title=" triply stochastic filtered marked Poisson point process"> triply stochastic filtered marked Poisson point process</a> </p> <a href="https://publications.waset.org/abstracts/33952/statistical-modeling-of-local-area-fading-channels-based-on-triply-stochastic-filtered-marked-poisson-point-processes" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/33952.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">448</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">58</span> Forecasting Container Throughput: Using Aggregate or Terminal-Specific Data?</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Gu%20Pang">Gu Pang</a>, <a href="https://publications.waset.org/abstracts/search?q=Bartosz%20Gebka"> Bartosz Gebka</a> </p> <p class="card-text"><strong>Abstract:</strong></p> We forecast the demand of total container throughput at the Indonesia’s largest seaport, Tanjung Priok Port. We propose four univariate forecasting models, including SARIMA, the additive Seasonal Holt-Winters, the multiplicative Seasonal Holt-Winters and the Vector Error Correction Model. Our aim is to provide insights into whether forecasting the total container throughput obtained by historical aggregated port throughput time series is superior to the forecasts of the total throughput obtained by summing up the best individual terminal forecasts. We test the monthly port/individual terminal container throughput time series between 2003 and 2013. The performance of forecasting models is evaluated based on Mean Absolute Error and Root Mean Squared Error. Our results show that the multiplicative Seasonal Holt-Winters model produces the most accurate forecasts of total container throughput, whereas SARIMA generates the worst in-sample model fit. The Vector Error Correction Model provides the best model fits and forecasts for individual terminals. Our results report that the total container throughput forecasts based on modelling the total throughput time series are consistently better than those obtained by combining those forecasts generated by terminal-specific models. The forecasts of total throughput until the end of 2018 provide an essential insight into the strategic decision-making on the expansion of port's capacity and construction of new container terminals at Tanjung Priok Port. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=SARIMA" title="SARIMA">SARIMA</a>, <a href="https://publications.waset.org/abstracts/search?q=Seasonal%20Holt-Winters" title=" Seasonal Holt-Winters"> Seasonal Holt-Winters</a>, <a href="https://publications.waset.org/abstracts/search?q=Vector%20Error%20Correction%20Model" title=" Vector Error Correction Model"> Vector Error Correction Model</a>, <a href="https://publications.waset.org/abstracts/search?q=container%20throughput" title=" container throughput"> container throughput</a> </p> <a href="https://publications.waset.org/abstracts/24832/forecasting-container-throughput-using-aggregate-or-terminal-specific-data" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/24832.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">504</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">57</span> Reliability Prediction of Tires Using Linear Mixed-Effects Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Myung%20Hwan%20Na">Myung Hwan Na</a>, <a href="https://publications.waset.org/abstracts/search?q=Ho-%20Chun%20Song"> Ho- Chun Song</a>, <a href="https://publications.waset.org/abstracts/search?q=EunHee%20Hong"> EunHee Hong</a> </p> <p class="card-text"><strong>Abstract:</strong></p> We widely use normal linear mixed-effects model to analysis data in repeated measurement. In case of detecting heteroscedasticity and the non-normality of the population distribution at the same time, normal linear mixed-effects model can give improper result of analysis. To achieve more robust estimation, we use heavy tailed linear mixed-effects model which gives more exact and reliable analysis conclusion than standard normal linear mixed-effects model. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=reliability" title="reliability">reliability</a>, <a href="https://publications.waset.org/abstracts/search?q=tires" title=" tires"> tires</a>, <a href="https://publications.waset.org/abstracts/search?q=field%20data" title=" field data"> field data</a>, <a href="https://publications.waset.org/abstracts/search?q=linear%20mixed-effects%20model" title=" linear mixed-effects model"> linear mixed-effects model</a> </p> <a href="https://publications.waset.org/abstracts/37815/reliability-prediction-of-tires-using-linear-mixed-effects-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/37815.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">564</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">56</span> A Trend Based Forecasting Framework of the ATA Method and Its Performance on the M3-Competition Data</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=H.%20Taylan%20Selamlar">H. Taylan Selamlar</a>, <a href="https://publications.waset.org/abstracts/search?q=I.%20Yavuz"> I. Yavuz</a>, <a href="https://publications.waset.org/abstracts/search?q=G.%20Yapar"> G. Yapar</a> </p> <p class="card-text"><strong>Abstract:</strong></p> It is difficult to make predictions especially about the future and making accurate predictions is not always easy. However, better predictions remain the foundation of all science therefore the development of accurate, robust and reliable forecasting methods is very important. Numerous number of forecasting methods have been proposed and studied in the literature. There are still two dominant major forecasting methods: Box-Jenkins ARIMA and Exponential Smoothing (ES), and still new methods are derived or inspired from them. After more than 50 years of widespread use, exponential smoothing is still one of the most practically relevant forecasting methods available due to their simplicity, robustness and accuracy as automatic forecasting procedures especially in the famous M-Competitions. Despite its success and widespread use in many areas, ES models have some shortcomings that negatively affect the accuracy of forecasts. Therefore, a new forecasting method in this study will be proposed to cope with these shortcomings and it will be called ATA method. This new method is obtained from traditional ES models by modifying the smoothing parameters therefore both methods have similar structural forms and ATA can be easily adapted to all of the individual ES models however ATA has many advantages due to its innovative new weighting scheme. In this paper, the focus is on modeling the trend component and handling seasonality patterns by utilizing classical decomposition. Therefore, ATA method is expanded to higher order ES methods for additive, multiplicative, additive damped and multiplicative damped trend components. The proposed models are called ATA trended models and their predictive performances are compared to their counter ES models on the M3 competition data set since it is still the most recent and comprehensive time-series data collection available. It is shown that the models outperform their counters on almost all settings and when a model selection is carried out amongst these trended models ATA outperforms all of the competitors in the M3- competition for both short term and long term forecasting horizons when the models’ forecasting accuracies are compared based on popular error metrics. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=accuracy" title="accuracy">accuracy</a>, <a href="https://publications.waset.org/abstracts/search?q=exponential%20smoothing" title=" exponential smoothing"> exponential smoothing</a>, <a href="https://publications.waset.org/abstracts/search?q=forecasting" title=" forecasting"> forecasting</a>, <a href="https://publications.waset.org/abstracts/search?q=initial%20value" title=" initial value"> initial value</a> </p> <a href="https://publications.waset.org/abstracts/83013/a-trend-based-forecasting-framework-of-the-ata-method-and-its-performance-on-the-m3-competition-data" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/83013.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">177</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">55</span> Air Pollution on Stroke in Shenzhen, China: A Time-Stratified Case Crossover Study Modified by Meteorological Variables</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Lei%20Li">Lei Li</a>, <a href="https://publications.waset.org/abstracts/search?q=Ping%20Yin"> Ping Yin</a>, <a href="https://publications.waset.org/abstracts/search?q=Haneen%20Khreis"> Haneen Khreis</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Stroke is the second leading cause of death and a third leading cause of death and disability worldwide in 2019. Given the significant role of environmental factors in stroke development and progression, it is essential to investigate the effect of air pollution on stroke occurrence while considering the modifying effects of meteorological variables. This study aimed to evaluate the association between short-term exposure to air pollution and the incidence of stroke subtypes in Shenzhen, China, and to explore the potential interactions of meteorological factors with air pollutants. The study analyzed data from January 1, 2006, to December 31, 2014, including 88,214 cases of ischemic stroke and 30,433 cases of hemorrhagic stroke among residents of Shenzhen. Using a time-stratified case–crossover design with conditional quasi-Poisson regression, the study estimated the percentage changes in stroke morbidity associated with short-term exposure to nitrogen dioxide (NO₂), sulfur dioxide (SO₂), particulate matter less than 10 mm in aerodynamic diameter (PM10), carbon monoxide (CO), and ozone (O₃). A five-day moving average of air pollution was applied to capture the cumulative effects of air pollution. The estimates were further stratified by sex, age, education level, and season. The additive and multiplicative interaction between air pollutants and meteorologic variables were assessed by the relative excess risk due to interaction (RERI) and adding the interactive term into the main model, respectively. The study found that NO₂ was positively associated with ischemic stroke occurrence throughout the year and in the cold season (November through April), with a stronger effect observed among men. Each 10 μg/m³ increment in the five-day moving average of NO₂ was associated with a 2.38% (95% confidence interval was 1.36% to 3.41%) increase in the risk of ischemic stroke over the whole year and a 3.36% (2.04% to 4.69%) increase in the cold season. The harmful effect of CO on ischemic stroke was observed only in the cold season, with each 1 mg/m³ increment in the five-day moving average of CO increasing the risk by 12.34% (3.85% to 21.51%). There was no statistically significant additive interaction between individual air pollutants and temperature or relative humidity, as demonstrated by the RERI. The interaction term in the model showed a multiplicative antagonistic effect between NO₂ and temperature (p-value=0.0268). For hemorrhagic stroke, no evidence of the effects of any individual air pollutants was found in the whole population. However, the RERI indicated a statistically additive and multiplicative interaction of temperature on the effects of PM10 and O₃ on hemorrhagic stroke onset. Therefore, the insignificant conclusion should be interpreted with caution. The study suggests that environmental NO₂ and CO might increase the morbidity of ischemic stroke, particularly during the cold season. These findings could help inform policy decisions aimed at reducing air pollution levels to prevent stroke and other health conditions. Additionally, the study provides valuable insights into the interaction between air pollution and meteorological variables, which underscores the need for further research into the complex relationship between environmental factors and health. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=air%20pollution" title="air pollution">air pollution</a>, <a href="https://publications.waset.org/abstracts/search?q=meteorological%20variables" title=" meteorological variables"> meteorological variables</a>, <a href="https://publications.waset.org/abstracts/search?q=interactive%20effect" title=" interactive effect"> interactive effect</a>, <a href="https://publications.waset.org/abstracts/search?q=seasonal%20pattern" title=" seasonal pattern"> seasonal pattern</a>, <a href="https://publications.waset.org/abstracts/search?q=stroke" title=" stroke"> stroke</a> </p> <a href="https://publications.waset.org/abstracts/164617/air-pollution-on-stroke-in-shenzhen-china-a-time-stratified-case-crossover-study-modified-by-meteorological-variables" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/164617.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">88</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">54</span> Using Machine Learning to Classify Different Body Parts and Determine Healthiness</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Zachary%20Pan">Zachary Pan</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Our general mission is to solve the problem of classifying images into different body part types and deciding if each of them is healthy or not. However, for now, we will determine healthiness for only one-sixth of the body parts, specifically the chest. We will detect pneumonia in X-ray scans of those chest images. With this type of AI, doctors can use it as a second opinion when they are taking CT or X-ray scans of their patients. Another ad-vantage of using this machine learning classifier is that it has no human weaknesses like fatigue. The overall ap-proach to this problem is to split the problem into two parts: first, classify the image, then determine if it is healthy. In order to classify the image into a specific body part class, the body parts dataset must be split into test and training sets. We can then use many models, like neural networks or logistic regression models, and fit them using the training set. Now, using the test set, we can obtain a realistic accuracy the models will have on images in the real world since these testing images have never been seen by the models before. In order to increase this testing accuracy, we can also apply many complex algorithms to the models, like multiplicative weight update. For the second part of the problem, to determine if the body part is healthy, we can have another dataset consisting of healthy and non-healthy images of the specific body part and once again split that into the test and training sets. We then use another neural network to train on those training set images and use the testing set to figure out its accuracy. We will do this process only for the chest images. A major conclusion reached is that convolutional neural networks are the most reliable and accurate at image classification. In classifying the images, the logistic regression model, the neural network, neural networks with multiplicative weight update, neural networks with the black box algorithm, and the convolutional neural network achieved 96.83 percent accuracy, 97.33 percent accuracy, 97.83 percent accuracy, 96.67 percent accuracy, and 98.83 percent accuracy, respectively. On the other hand, the overall accuracy of the model that de-termines if the images are healthy or not is around 78.37 percent accuracy. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=body%20part" title="body part">body part</a>, <a href="https://publications.waset.org/abstracts/search?q=healthcare" title=" healthcare"> healthcare</a>, <a href="https://publications.waset.org/abstracts/search?q=machine%20learning" title=" machine learning"> machine learning</a>, <a href="https://publications.waset.org/abstracts/search?q=neural%20networks" title=" neural networks"> neural networks</a> </p> <a href="https://publications.waset.org/abstracts/160577/using-machine-learning-to-classify-different-body-parts-and-determine-healthiness" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/160577.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">103</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">53</span> On Cold Roll Bonding of Polymeric Films</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Nikhil%20Padhye">Nikhil Padhye</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Recently a new phenomenon for bonding of polymeric films in solid-state, at ambient temperatures well below the glass transition temperature of the polymer, has been reported. This is achieved by bulk plastic compression of polymeric films held in contact. Here we analyze the process of cold-rolling of polymeric films via finite element simulations and illustrate a flexible and modular experimental rolling-apparatus that can achieve bonding of polymeric films through cold-rolling. Firstly, the classical theory of rolling a rigid-plastic thin-strip is utilized to estimate various deformation fields such as strain-rates, velocities, loads etc. in rolling the polymeric films at the specified feed-rates and desired levels of thickness-reduction(s). Predicted magnitudes of slow strain-rates, particularly at ambient temperatures during rolling, and moderate levels of plastic deformation (at which Bauschinger effect can be neglected for the particular class of polymeric materials studied here), greatly simplifies the task of material modeling and allows us to deploy a computationally efficient, yet accurate, finite deformation rate-independent elastic-plastic material behavior model (with inclusion of isotropic-hardening) for analyzing the rolling of these polymeric films. The interfacial behavior between the roller and polymer surfaces is modeled using Coulombic friction; consistent with the rate-independent behavior. The finite deformation elastic-plastic material behavior based on (i) the additive decomposition of stretching tensor (D = De + Dp, i.e. a hypoelastic formulation) with incrementally objective time integration and, (ii) multiplicative decomposition of deformation gradient (F = FeFp) into elastic and plastic parts, are programmed and carried out for cold-rolling within ABAQUS Explicit. Predictions from both the formulations, i.e., hypoelastic and multiplicative decomposition, exhibit a close match. We find that no specialized hyperlastic/visco-plastic model is required to describe the behavior of the blend of polymeric films, under the conditions described here, thereby speeding up the computation process . <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Polymer%20Plasticity" title="Polymer Plasticity">Polymer Plasticity</a>, <a href="https://publications.waset.org/abstracts/search?q=Bonding" title=" Bonding"> Bonding</a>, <a href="https://publications.waset.org/abstracts/search?q=Deformation%20Induced%20Mobility" title=" Deformation Induced Mobility"> Deformation Induced Mobility</a>, <a href="https://publications.waset.org/abstracts/search?q=Rolling" title=" Rolling"> Rolling</a> </p> <a href="https://publications.waset.org/abstracts/123782/on-cold-roll-bonding-of-polymeric-films" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/123782.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">189</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">52</span> Second Order Solitary Solutions to the Hodgkin-Huxley Equation</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Tadas%20Telksnys">Tadas Telksnys</a>, <a href="https://publications.waset.org/abstracts/search?q=Zenonas%20Navickas"> Zenonas Navickas</a>, <a href="https://publications.waset.org/abstracts/search?q=Minvydas%20Ragulskis"> Minvydas Ragulskis</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Necessary and sufficient conditions for the existence of second order solitary solutions to the Hodgkin-Huxley equation are derived in this paper. The generalized multiplicative operator of differentiation helps not only to construct closed-form solitary solutions but also automatically generates conditions of their existence in the space of the equation's parameters and initial conditions. It is demonstrated that bright, kink-type solitons and solitary solutions with singularities can exist in the Hodgkin-Huxley equation. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Hodgkin-Huxley%20equation" title="Hodgkin-Huxley equation">Hodgkin-Huxley equation</a>, <a href="https://publications.waset.org/abstracts/search?q=solitary%20solution" title=" solitary solution"> solitary solution</a>, <a href="https://publications.waset.org/abstracts/search?q=existence%20condition" title=" existence condition"> existence condition</a>, <a href="https://publications.waset.org/abstracts/search?q=operator%20method" title=" operator method"> operator method</a> </p> <a href="https://publications.waset.org/abstracts/37370/second-order-solitary-solutions-to-the-hodgkin-huxley-equation" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/37370.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">381</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">51</span> Risk Management of Water Derivatives: A New Commodity in The Market</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Daniel%20Mokatsanyane">Daniel Mokatsanyane</a>, <a href="https://publications.waset.org/abstracts/search?q=Johnny%20Jansen%20Van%20Rensburg"> Johnny Jansen Van Rensburg</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper is a concise introduction of the risk management on the water derivatives market. Water, a new commodity in the market, is one of the most important commodity on earth. As important to life and planet as crops, metals, and energy, none of them matters without water. This paper presents a brief overview of water as a tradable commodity via a new first of its kind futures contract on the Nasdaq Veles California Water Index (NQH2O) derivative instrument, TheGeneralised Autoregressive Conditional Heteroscedasticity (GARCH) statistical model will be the used to measure the water price volatility of the instrument and its performance since it’s been traded. describe the main products and illustrate their usage in risk management and also discuss key challenges with modeling and valuation of water as a traded commodity and finally discuss how water derivatives may be taken as an alternative asset investment class. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=water%20derivatives" title="water derivatives">water derivatives</a>, <a href="https://publications.waset.org/abstracts/search?q=commodity%20market" title=" commodity market"> commodity market</a>, <a href="https://publications.waset.org/abstracts/search?q=nasdaq%20veles%20california%20water%20Index%20%28NQH2O" title=" nasdaq veles california water Index (NQH2O"> nasdaq veles california water Index (NQH2O</a>, <a href="https://publications.waset.org/abstracts/search?q=water%20price" title=" water price"> water price</a>, <a href="https://publications.waset.org/abstracts/search?q=risk%20management" title=" risk management"> risk management</a> </p> <a href="https://publications.waset.org/abstracts/153057/risk-management-of-water-derivatives-a-new-commodity-in-the-market" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/153057.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">136</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">50</span> Copula Markov Switching Multifractal Models for Forecasting Value-at-Risk </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Giriraj%20Achari">Giriraj Achari</a>, <a href="https://publications.waset.org/abstracts/search?q=Malay%20Bhattacharyya"> Malay Bhattacharyya</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Copula" title="Copula">Copula</a>, <a href="https://publications.waset.org/abstracts/search?q=Markov%20Switching" title=" Markov Switching"> Markov Switching</a>, <a href="https://publications.waset.org/abstracts/search?q=multifractal" title=" multifractal"> multifractal</a>, <a href="https://publications.waset.org/abstracts/search?q=value-at-risk" title=" value-at-risk"> value-at-risk</a> </p> <a href="https://publications.waset.org/abstracts/115727/copula-markov-switching-multifractal-models-for-forecasting-value-at-risk" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/115727.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">165</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">49</span> Stock Price Informativeness and Profit Warnings: Empirical Analysis </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Adel%20Almasarwah">Adel Almasarwah</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This study investigates the nature of association between profit warnings and stock price informativeness in the context of Jordan as an emerging country. The analysis is based on the response of stock price synchronicity to profit warnings percentages that have been published in Jordanian firms throughout the period spanning 2005–2016 in the Amman Stock Exchange. The standard of profit warnings indicators have related negatively to stock price synchronicity in Jordanian firms, meaning that firms with a high portion of profit warnings integrate with more firm-specific information into stock price. Robust regression was used rather than OLS as a parametric test to overcome the variances inflation factor (VIF) and heteroscedasticity issues recognised as having occurred during running the OLS regression; this enabled us to obtained stronger results that fall in line with our prediction that higher profit warning encourages firm investors to collect and process more firm-specific information than common market information. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Profit%20Warnings" title="Profit Warnings">Profit Warnings</a>, <a href="https://publications.waset.org/abstracts/search?q=Jordanian%20Firms" title=" Jordanian Firms"> Jordanian Firms</a>, <a href="https://publications.waset.org/abstracts/search?q=Stock%20Price%20Informativeness" title=" Stock Price Informativeness"> Stock Price Informativeness</a>, <a href="https://publications.waset.org/abstracts/search?q=Synchronicity" title=" Synchronicity"> Synchronicity</a> </p> <a href="https://publications.waset.org/abstracts/120633/stock-price-informativeness-and-profit-warnings-empirical-analysis" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/120633.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">142</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">48</span> Robust Stabilization against Unknown Consensus Network</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Myung-Gon%20Yoon">Myung-Gon Yoon</a>, <a href="https://publications.waset.org/abstracts/search?q=Jung-Ho%20Moon"> Jung-Ho Moon</a>, <a href="https://publications.waset.org/abstracts/search?q=Tae%20Kwon%20Ha"> Tae Kwon Ha</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper considers a robust stabilization problem of a single agent in a multi-agent consensus system composed of identical agents, when the network topology of the system is completely unknown. It is shown that the transfer function of an agent in a consensus system can be described as a multiplicative perturbation of the isolated agent transfer function in frequency domain. Applying known robust stabilization results, we present sufficient conditions for a robust stabilization of an agent against unknown network topology. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=single%20agent%20control" title="single agent control">single agent control</a>, <a href="https://publications.waset.org/abstracts/search?q=multi-agent%20system" title=" multi-agent system"> multi-agent system</a>, <a href="https://publications.waset.org/abstracts/search?q=transfer%20function" title=" transfer function"> transfer function</a>, <a href="https://publications.waset.org/abstracts/search?q=graph%20angle" title=" graph angle"> graph angle</a> </p> <a href="https://publications.waset.org/abstracts/11150/robust-stabilization-against-unknown-consensus-network" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/11150.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">452</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">47</span> Financial Inclusion and Modernization: Secure Energy Performance in Shanghai Cooperation Organization</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Shama%20Urooj">Shama Urooj</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The present work investigates the relationship among financial inclusion, modernization, and energy performance in SCO member countries during the years 2011–2021. PCA is used to create composite indexes of financial inclusion, modernization, and energy performance. We used panel regression models that are both reliable and heteroscedasticity-consistent to look at the relationship among variables. The findings indicate that financial inclusion (FI) and modernization, along with the increased FDI, all appear to contribute to the energy performance in the SCO member countries. However, per capita GDP has a negative impact on energy performance. These results are unbiased and consistent with the robust results obtained by applying different econometric models. Feasible Generalized Least Square (FGLS) estimation is also used for checking the uniformity of the main model results. This research work concludes that there has been no policy coherence in SCO member countries regarding the coordination of growing financial inclusion and modernization for energy sustainability in recent years. In order to improve energy performance with modern development, policies regarding financial inclusion and modernization need be integrated both at national as well as international levels. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=financial%20inclusion" title="financial inclusion">financial inclusion</a>, <a href="https://publications.waset.org/abstracts/search?q=energy%20performance" title=" energy performance"> energy performance</a>, <a href="https://publications.waset.org/abstracts/search?q=modernization" title=" modernization"> modernization</a>, <a href="https://publications.waset.org/abstracts/search?q=technological%20development" title=" technological development"> technological development</a>, <a href="https://publications.waset.org/abstracts/search?q=SCO." title=" SCO."> SCO.</a> </p> <a href="https://publications.waset.org/abstracts/169848/financial-inclusion-and-modernization-secure-energy-performance-in-shanghai-cooperation-organization" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/169848.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">75</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">46</span> Secure Multiparty Computations for Privacy Preserving Classifiers</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=M.%20Sumana">M. Sumana</a>, <a href="https://publications.waset.org/abstracts/search?q=K.%20S.%20Hareesha"> K. S. Hareesha</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Secure computations are essential while performing privacy preserving data mining. Distributed privacy preserving data mining involve two to more sites that cannot pool in their data to a third party due to the violation of law regarding the individual. Hence in order to model the private data without compromising privacy and information loss, secure multiparty computations are used. Secure computations of product, mean, variance, dot product, sigmoid function using the additive and multiplicative homomorphic property is discussed. The computations are performed on vertically partitioned data with a single site holding the class value. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=homomorphic%20property" title="homomorphic property">homomorphic property</a>, <a href="https://publications.waset.org/abstracts/search?q=secure%20product" title=" secure product"> secure product</a>, <a href="https://publications.waset.org/abstracts/search?q=secure%20mean%20and%20variance" title=" secure mean and variance"> secure mean and variance</a>, <a href="https://publications.waset.org/abstracts/search?q=secure%20dot%20product" title=" secure dot product"> secure dot product</a>, <a href="https://publications.waset.org/abstracts/search?q=vertically%20partitioned%20data" title=" vertically partitioned data"> vertically partitioned data</a> </p> <a href="https://publications.waset.org/abstracts/34716/secure-multiparty-computations-for-privacy-preserving-classifiers" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/34716.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">412</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">45</span> Analysing the Influence of COVID-19 on Major Agricultural Commodity Prices in South Africa</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=D.%20Mokatsanyane">D. Mokatsanyane</a>, <a href="https://publications.waset.org/abstracts/search?q=J.%20Jansen%20Van%20Rensburg"> J. Jansen Van Rensburg</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper analyses the influence and impact of COVID-19 on major agricultural commodity prices in South Africa. According to a World Bank report, the agricultural sector in South Africa has been unable to reduce the domestic food crisis that has been occurring over the past years, hence the increased rate of poverty, which is currently at 55.5 percent as of April 2020. Despite the significance of this sector, empirical findings concluded that the agricultural sector now accounts for 1.88 percent of South Africa's gross domestic product (GDP). Suggesting that the agricultural sector's contribution to the economy has diminished. Despite the low contribution to GDP, this primary sector continues to play an essential role in the economy. Over the past years, multiple factors have contributed to the soaring commodities prices, namely, climate shocks, biofuel demand, demand and supply shocks, the exchange rate, speculation in commodity derivative markets, trade restrictions, and economic growth. The COVID-19 outbursts have currently disturbed the supply and demand of staple crops. To address the disruption, the government has exempted the agricultural sector from closure and restrictions on movement. The spread of COVID-19 has caused turmoil all around the world, but mostly in developing countries. According to Statistic South Africa, South Africa's economy decreased by seven percent in 2020. Consequently, this has arguably made the agricultural sector the most affected sector since slumped economic growth negatively impacts food security, trade, farm livelihood, and greenhouse gas emissions. South Africa is sensitive to the fruitfulness of global food chains. Restrictions in trade, reinforced sanitary control systems, and border controls have influenced food availability and prices internationally. The main objective of this study is to evaluate the behavior of agricultural commodity prices pre-and during-COVID to determine the impact of volatility drivers on these crops. Historical secondary data of spot prices for the top five major commodities, namely white maize, yellow maize, wheat, soybeans, and sunflower seeds, are analysed from 01 January 2017 to 1 September 2021. The timeframe was chosen to capture price fluctuations between pre-COVID-19 (01 January 2017 to 23 March 2020) and during-COVID-19 (24 March 2020 to 01 September 2021). The Generalised Autoregressive Conditional Heteroscedasticity (GARCH) statistical model will be used to measure the influence of price fluctuations. The results reveal that the commodity market has been experiencing volatility at different points. Extremely high volatility is represented during the first quarter of 2020. During this period, there was high uncertainty, and grain prices were very volatile. Despite the influence of COVID-19 on agricultural prices, the demand for these commodities is still existing and decent. During COVID-19, analysis indicates that prices were low and less volatile during the pandemic. The prices and returns of these commodities were low during COVID-19 because of the government's actions to respond to the virus's spread, which collapsed the market demand for food commodities. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=commodities%20market" title="commodities market">commodities market</a>, <a href="https://publications.waset.org/abstracts/search?q=commodity%20prices" title=" commodity prices"> commodity prices</a>, <a href="https://publications.waset.org/abstracts/search?q=generalised%20autoregressive%20conditional%20heteroscedasticity%20%28GARCH%29" title=" generalised autoregressive conditional heteroscedasticity (GARCH)"> generalised autoregressive conditional heteroscedasticity (GARCH)</a>, <a href="https://publications.waset.org/abstracts/search?q=Price%20volatility" title=" Price volatility"> Price volatility</a>, <a href="https://publications.waset.org/abstracts/search?q=SAFEX" title=" SAFEX"> SAFEX</a> </p> <a href="https://publications.waset.org/abstracts/142369/analysing-the-influence-of-covid-19-on-major-agricultural-commodity-prices-in-south-africa" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/142369.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">174</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">44</span> Volatility Spillover Among the Stock Markets of South Asian Countries</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Tariq%20Aziz">Tariq Aziz</a>, <a href="https://publications.waset.org/abstracts/search?q=Suresh%20Kumar"> Suresh Kumar</a>, <a href="https://publications.waset.org/abstracts/search?q=Vikesh%20Kumar"> Vikesh Kumar</a>, <a href="https://publications.waset.org/abstracts/search?q=Sheraz%20Mustafa"> Sheraz Mustafa</a>, <a href="https://publications.waset.org/abstracts/search?q=Jhanzeb%20Marwat"> Jhanzeb Marwat</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The paper provides an updated version of volatility spillover among the equity markets of South Asian countries, including Pakistan, India, Srilanka, and Bangladesh. The analysis uses both symmetric and asymmetric Generalized Autoregressive Conditional Heteroscedasticity models to investigate volatility persistence and leverage effect. The bivariate EGARCH model is used to test for volatility transmission between two equity markets. Weekly data for the period February 2013 to August 2019 is used for empirical analysis. The findings indicate that the leverage effect exists in the equity markets of all the countries except Bangladesh. The volatility spillover from the equity market of Bangladesh to all other countries is negative and significant whereas the volatility of the equity market of Sri-Lanka does influence the volatility of any other country’s equity market. Indian equity market influence only the volatility of the Sri-Lankan equity market; and there is bidirectional volatility spillover between the equity markets of Pakistan and Bangladesh. The findings are important for policy-makers and international investors. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=volatility%20spillover" title="volatility spillover">volatility spillover</a>, <a href="https://publications.waset.org/abstracts/search?q=volatility%20persistence" title=" volatility persistence"> volatility persistence</a>, <a href="https://publications.waset.org/abstracts/search?q=garch" title=" garch"> garch</a>, <a href="https://publications.waset.org/abstracts/search?q=egarch" title=" egarch"> egarch</a> </p> <a href="https://publications.waset.org/abstracts/121891/volatility-spillover-among-the-stock-markets-of-south-asian-countries" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/121891.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">139</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">43</span> Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Souhir%20Ben%20Amor">Souhir Ben Amor</a>, <a href="https://publications.waset.org/abstracts/search?q=Heni%20Boubaker"> Heni Boubaker</a>, <a href="https://publications.waset.org/abstracts/search?q=Lotfi%20Belkacem"> Lotfi Belkacem</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=electricity%20price" title="electricity price">electricity price</a>, <a href="https://publications.waset.org/abstracts/search?q=k-factor%20GARMA" title=" k-factor GARMA"> k-factor GARMA</a>, <a href="https://publications.waset.org/abstracts/search?q=LLWNN" title=" LLWNN"> LLWNN</a>, <a href="https://publications.waset.org/abstracts/search?q=G-GARCH" title=" G-GARCH"> G-GARCH</a>, <a href="https://publications.waset.org/abstracts/search?q=forecasting" title=" forecasting"> forecasting</a> </p> <a href="https://publications.waset.org/abstracts/75361/forecasting-electricity-spot-price-with-generalized-long-memory-modeling-wavelet-and-neural-network" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/75361.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">231</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">42</span> Speckle Noise Reduction Using Anisotropic Filter Based on Wavelets</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Kritika%20Bansal">Kritika Bansal</a>, <a href="https://publications.waset.org/abstracts/search?q=Akwinder%20Kaur"> Akwinder Kaur</a>, <a href="https://publications.waset.org/abstracts/search?q=Shruti%20Gujral"> Shruti Gujral</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, the approach of denoising is solved by using a new hybrid technique which associates the different denoising methods. Wavelet thresholding and anisotropic diffusion filter are the two different filters in our hybrid techniques. The Wavelet thresholding removes the noise by removing the high frequency components with lesser edge preservation, whereas an anisotropic diffusion filters is based on partial differential equation, (PDE) to remove the speckle noise. This PDE approach is used to preserve the edges and provides better smoothing. So our new method proposes a combination of these two filtering methods which performs better results in terms of peak signal to noise ratio (PSNR), coefficient of correlation (COC) and equivalent no of looks (ENL). <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=denoising" title="denoising">denoising</a>, <a href="https://publications.waset.org/abstracts/search?q=anisotropic%20diffusion%20filter" title=" anisotropic diffusion filter"> anisotropic diffusion filter</a>, <a href="https://publications.waset.org/abstracts/search?q=multiplicative%20noise" title=" multiplicative noise"> multiplicative noise</a>, <a href="https://publications.waset.org/abstracts/search?q=speckle" title=" speckle"> speckle</a>, <a href="https://publications.waset.org/abstracts/search?q=wavelets" title=" wavelets"> wavelets</a> </p> <a href="https://publications.waset.org/abstracts/14626/speckle-noise-reduction-using-anisotropic-filter-based-on-wavelets" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/14626.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">512</span> </span> </div> </div> <ul class="pagination"> <li class="page-item disabled"><span class="page-link">‹</span></li> <li class="page-item active"><span class="page-link">1</span></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=multiplicative%20heteroscedasticity&page=2">2</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=multiplicative%20heteroscedasticity&page=3">3</a></li> <li class="page-item"><a class="page-link" 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