Segmentation and Scattering of Fatigue Time Series Data by Kurtosis and Root Mean Square

Size: px
Start display at page:

Download "Segmentation and Scattering of Fatigue Time Series Data by Kurtosis and Root Mean Square"

Transcription

1 Segmentation and Scattering of Fatigue Time Series Data by Kurtosis and Root Mean Square Z. M. NOPIAH 1, M. I. KHAIRIR AND S. ABDULLAH Department of Mechanical and Materials Engineering Universiti Kebangsaan Malaysia 436 UKM Bangi, Selangor MALAYSIA Abstract: - This paper presents the method of classifying and scattering of fatigue data by time series segmentation and segment-by-segment analysis of fatigue damage based on its relation with segmental kurtosis and root mean square (r.m.s.) values. The time series was segmented using piecewise linear representation (PLR) based segmentation algorithms. Statistical analysis and fatigue damage calculation was made on each segment of the time series and patterns of data scatteringwere identified based on the plots of relationship between segmental damage and its corresponding kurtosis and/or root mean square. The information gained from the data scattering could then be made useful for fatigue data scattering and editing. Key-Words: - Time series, segmentation, data scattering, kurtosis, root mean square, fatigue damage. 1 Introduction It has been established over the years that proper evaluation of statistical properties will give reasonable diagnostic indication of damage in critical automotive components [1]. Although there are a large number of such statistical attributes such as root mean square value, crest factor, skewness, kurtosis, and so on, kurtosis has emerged as one of the good indicators of damage of automotive components such as gears. In this study, the fatigue data was obtained from field tests conducted on a lower suspension arm of a car. This component has been selected because it was defined as one of the critical components in automotive parts [2]. This paper discusses on the segmentation of fatigue data (represented as time series), the statistical analysis of each segment of the data, and the scattering of data which would help in accelerating fatigue testing by means of fatigue data editing. 2 Literature Background For the purpose of this study, a time series segmentation algorithm that inputs a time series and returns a Piecewise Linear Representation (PLR) was used to segmentise the time series data. Based on the studies by Keogh et al. [3], three most common methods of time series segmentation algorithms are as follows: Sliding Windows (online): A segment is grown until it exceeds some error bound. The process repeats with the next data point not included in the newly approximated segment. Top-Down (batch): Time series is recursively partitioned until some stopping criterion is met. Bottom-Up (batch): Starting from the finest possible approximation, segments are merged until some stopping criterion is met. Tests performed by Keogh et al. [3] showed that a segmentation algorithm that has a global perspective of the data produces the best PLR with the least amount of error. Such algorithms are called batch algorithms, and of the two segmentation methods that fall under this category, Bottom-up segmentation algorithm has proven to be the best at performing batch segmentation with the least amount of error. This is based on the survey conducted by Keogh et al. [3], whose results are shown in Figure 1. By definition, a PLR refers to the approximation of a time series T, of length n, with K straight lines [3]. The Bottom-up algorithm first creates the finest approximation of the data, which contains at most n/2 segments. Then it recursively calculates the cost of merging each pair of adjacent segments and proceeds to merge the segments beginning with the lowest cost pair. The number of segments in the PLR will gradually be reduced until a stopping criterion is met. 64 ISSN:

2 Fig. 1: Comparison of the three segmentation algorithms on ten diverse datasets by Keogh et al. In real applications, mechanical signals can be classified as having a stationary or a non-stationary behaviour. Stationary signals exhibit the statistical properties remain unchanged with the changes in time and the statistics of non-stationary signal is dependent on the time of measurement [4]. The most commonly used statistical parameters are the mean value, the root-mean-square (r.m.s.) value and the kurtosis [5]. The r.m.s. value, which is the 2 nd statistical moment, is used to quantify the overall energy content of the signal and is defined by the following equation: r. m. s n 1 = x n j = 1 2 j 1 2 The kurtosis, which is the signal s 4 th statistical moment, is a global signal statistic which is highly sensitive to the spikiness of the data. K = 1 n ( r. m. s ) n 4 ( x j x ) 4 j = 1 For a Gaussian distribution the kurtosis value is approximately 3.. In some definitions of kurtosis, a deduction of 3 is added to the definition in order to maintain the kurtosis of a Gaussian distribution to be equal to zero. For clarity and convenience, in this study the former definition of kurtosis (where the Gaussian distribution has a kurtosis value of 3) was used since the kurtosis function in MATLAB uses this definition. Therefore kurtosis values which are higher than 3. indicate the presence of more extreme values than should be found in a Gaussian distribution. Kurtosis is used in engineering for detection of fault symptoms because of its sensitivity to high amplitude events [6]. 3 Methodologies The fatigue data for this study was obtained from field tests conducted on the lower suspension arm of a mid-sized sedan car. The material for the lower suspension arm is SAE145 steel, and this material s specifications were used in all fatigue damage calculations. The road load conditions were from a stretch of highway road to represent consistent load features and an in-campus road to represent load features that might include braking, rough road surfaces and speed bumps. Because the Bottom-Up segmentation method produces the best PLR with the least amount of error, for the purpose of this study, the Bottom-Up segmentation algorithm which was developed by Keogh et al. [3] was used to segmentise the time series signals. As the algorithm was run, the number of segments in the PLR will gradually be reduced until a stopping criterion is met. The stopping 65 ISSN:

3 criterion for the algorithm was set to be the number of segments in the resulting PLR, which for the purpose of simplicity and statistical acceptability, was decided to be 3 segments. The segmented data was then analysed using the GlyphWorks software package, where the fatigue damage for each segment of the time series was calculated. The segmented data was also run through a MATLAB algorithm that calculates the kurtosis and r.m.s. values of each segment. Another MATLAB algorithm generates comparison scatter plots of fatigue damage against kurtosis and r.m.s. values. Based on these scatter plots, patterns of data scattering, if any, were identified and noted. 4 Results and Discussions 4.1 Segmentation Segmentation on the time series data was done by implementing a segmentation algorithm, which was defined as an algorithm that inputs a time series and produces a piecewise linear representation (PLR) of the time series. A MATLAB routine developed by Keogh et al. [3] was used for the purpose of segmenting the time series into 3 segments. As evident from Figure 2, these segments were not uniform in size; their lengths vary from one segment to the other. This is because the Bottom-up algorithm segmented the time series so that each segment and its corresponding linear representation would have the least amount of error. The PLR-based segmentation was used to ensure that like features in the time series data would be isolated and grouped into the same segments, and that further analyses of each segment would help us determine which parts of the data signal made significant contributions to the overall fatigue damage calculations from the multiaxial strains the lower suspension arm of the car was subjected under for each set of different road conditions. The two statistical parameters chosen for the segmentby-segment analysis of the segmented time series data were the kurtosis and the root mean square (r.m.s). 2 Highway Pt 1 Time Series data segmented into 3 segments - Highway Pt 1 Piecewise Linear Representation with 3 segments UKM1 Pt1 Time Series data segmented into 3 segments UKM1 Pt1 Piecewise Linear Representation with 3 segments Fig. 2: Segmentation of two time series and their Piecewise Linear Representations, Highway data and in-campus road data 66 ISSN:

4 4.2 Kurtosis Kurtosis shows the presence of significantly high amplitudes or peaks in each segment, which supposedly translates into a higher fatigue damage value for the particular segment. Scatter plots of kurtosis versus fatigue damage for both sets of data are shown in Figure 3. the in-campus road because of the mostly consistent surface conditions of the highway road, whereas the in-campus road includes instances of speed bumps and braking conditions as well as both smooth and rough road surfaces. The maximum kurtosis value for the highway load data is close to 3, whereas for the in-campus road the maximum kurtosis is closer to 13. This means that under in-campus road load conditions, the lower arm suspension of the car is subjected to significantly higher strains than under highway road conditions. 4.3 Root mean square (r.m.s.) Fig. 3: Scatter plots of kurtosis against fatigue damage for two time series data, highway data and in-campus road data From Figure 3 we can see some patterns of scattering, where small damage values correspond to small kurtosis values and vice versa. The variations in kurtosis values are due to the randomness of the data and the variety in size of each segment. Shorter segments with higher amplitudes usually result in higher kurtosis values whereas longer segments with lower amplitudes would result in lower kurtosis values. The kurtosis versus damage scatter plot for the highway are not as widely distributed as the one for Fig. 4: Scatter plots of r.m.s. against fatigue damage for two time series data, highway data and in-campus road data The root mean square value shows the overall energy content of the segment of data; therefore for higher damage values the r.m.s. values are 67 ISSN:

5 theoretically higher. Scatter plots of r.m.s. versus fatigue damage for both sets of data are shown in Figure 4. For this statistical parameter we can see some scattering of data, although the points are more widely distributed, also due to the randomness of the data and the variety in size of each segment. We can observe from Figure 4 that the r.m.s. versus damage scatter plot for the in-campus road has a wider distribution compared to the highway road. The maximum r.m.s. value is also higher, around 96, compared to highway road s which is around 615. This is due to the variety in frequency and magnitude of strain the lower suspension arm was subjected under when the car was driven on the in-campus road. Energy levels would vary each time the brakes were applied, or when the car goes over a rough surface or a speed bump. The case is less evident in the energy levels of each segment in the highway road load data, as most of the time when the car was driven in the highway the lower suspension arm would be subject to comparatively lower and more consistent loads than when the car was driven on the in-campus road. 5 Conclusions The study has demonstrated the use of linear segmentation of time series data for fatigue analysis. Combining time series segmentation with statistical analysis has produced reliable results. By analysing the data this way, we may identify trends and patterns of data scattering based on critical statistical parameters. From the scattering of data we may acknowledge which parts of the data made significant contribution and which did not. Finally based on our findings we may eliminate or exclude certain parts of the data in order to make further study and analysis of the signal much faster and more efficient without significant loss of data. In our case we can clearly see that a scatter of the kurtosis produced better and more evident data scattering than that of root mean square. Based on these results it is suggested that the kurtosis method is the more preferable one of the two if one were to use similar methods as presented in this paper when studying time series and data scattering. Finally, after identifying the scattering of data in the signal, fatigue data editing through the elimination of certain non-contributory or insignificant segments of the signal may help in reducing the length and complexity of the data and may thus speed up the process of fatigue testing of metal components of mechanical systems or any similar application. 6 Acknowledgements The authors would like to express their gratitude to Universiti Kebangsaan Malaysia and Ministry of Science, Technology and Innovation, through the fund of UKM-GUP-BTT , for supporting these research activities. References: [1] Rao, V. B., 1999, Kurtosis as a Metric in the Assessment of Gear Damage: The Shock and Vibration Digest, Vol. 31, No. 6, pp [2] Nadota, Y. and Denier, V., 24, Fatigue failure of suspension arm: experimental analysis and multiaxial criterion, Engineering Failure Analysis, Vol. 11, pp [3] Keogh, E., S. Chu, D. Hart and M. Pazzani, 21. An Online Algorithm for Segmenting Time Series: Data Mining. ICDM 21, Proceedings IEEE International Conference on 29 Nov - 2 Dec 21, pp [4] Bendat, J. S. and Piersol, A. G., 1986, Random Data: Analysis and Measurement Procedures, 2nd Edition, Wiley-Interscience, New York. [5] Hinton, P. R., 1995, Statistics Explained: A Guide for Social Science Students, Routledge, London. [6] Qu, L. and He, Z., 1986, Mechanical Diagnostics, Shanghai Science and Technology Press, Shanghai, P. R. China. 68 ISSN:

Kurtosis in Random Vibration Control

Kurtosis in Random Vibration Control Brüel & Kjær Kurtosis in Random Vibration Control September 2009 www.bksv.com/controllers Table of contents Kurtosis in Random Vibration Control What is Kurtosis?...........................................................................

More information

The Missing Knob on Your Random Vibration Controller Philip Van Baren, Vibration Research Corporation, Jenison, Michigan

The Missing Knob on Your Random Vibration Controller Philip Van Baren, Vibration Research Corporation, Jenison, Michigan The Missing Knob on Your Random Vibration Controller Philip Van Baren, Vibration Research Corporation, Jenison, Michigan Random vibration testing is the industry workhorse for simulating the environment

More information

THE FATIGUE DAMAGE SPECTRUM AND KURTOSIS CONTROL. John Van Baren Philip Van Baren Vibration Research Corporation Jenison, MI December 2009

THE FATIGUE DAMAGE SPECTRUM AND KURTOSIS CONTROL. John Van Baren Philip Van Baren Vibration Research Corporation Jenison, MI December 2009 THE FATIGUE DAMAGE SPECTRUM AND KURTOSIS CONTROL ABSTRACT John Van Baren Philip Van Baren Vibration Research Corporation Jenison, MI December 2009 The accumulated damage that a product experiences on the

More information

PARAMETRIC AND NON-PARAMETRIC BOOTSTRAP: A SIMULATION STUDY FOR A LINEAR REGRESSION WITH RESIDUALS FROM A MIXTURE OF LAPLACE DISTRIBUTIONS

PARAMETRIC AND NON-PARAMETRIC BOOTSTRAP: A SIMULATION STUDY FOR A LINEAR REGRESSION WITH RESIDUALS FROM A MIXTURE OF LAPLACE DISTRIBUTIONS PARAMETRIC AND NON-PARAMETRIC BOOTSTRAP: A SIMULATION STUDY FOR A LINEAR REGRESSION WITH RESIDUALS FROM A MIXTURE OF LAPLACE DISTRIBUTIONS Melfi Alrasheedi School of Business, King Faisal University, Saudi

More information

Comparison of the Characteristics of Abnormal Waves on the North Sea and Gulf of Mexico

Comparison of the Characteristics of Abnormal Waves on the North Sea and Gulf of Mexico Comparison of the Characteristics of Abnormal Waves on the North Sea and Gulf of Mexico C. Guedes Soares, E. M. Antão Unit of Marine Engineering and Technology, Technical University of Lisbon, Instituto

More information

Indoor Measurement And Propagation Prediction Of WLAN At

Indoor Measurement And Propagation Prediction Of WLAN At Indoor Measurement And Propagation Prediction Of WLAN At.4GHz Oguejiofor O. S, Aniedu A. N, Ejiofor H. C, Oechuwu G. N Department of Electronic and Computer Engineering, Nnamdi Aziiwe University, Awa Abstract

More information

MODELLING OF INCOME AND WAGE DISTRIBUTION USING THE METHOD OF L-MOMENTS OF PARAMETER ESTIMATION

MODELLING OF INCOME AND WAGE DISTRIBUTION USING THE METHOD OF L-MOMENTS OF PARAMETER ESTIMATION International Days of Statistics and Economics, Prague, September -3, MODELLING OF INCOME AND WAGE DISTRIBUTION USING THE METHOD OF L-MOMENTS OF PARAMETER ESTIMATION Diana Bílková Abstract Using L-moments

More information

A Study on the Motif Pattern of Dark-Cloud Cover in the Securities

A Study on the Motif Pattern of Dark-Cloud Cover in the Securities A Study on the Motif Pattern of Dark-Cloud Cover in the Securities Jing Long 1, Wen-Gang Che 1, Ren Yu 1, Zhi-Yuan Zhou 1 1 Faculty of Information Engineering and Automation Kunming University of Science

More information

Basic Procedure for Histograms

Basic Procedure for Histograms Basic Procedure for Histograms 1. Compute the range of observations (min. & max. value) 2. Choose an initial # of classes (most likely based on the range of values, try and find a number of classes that

More information

Statistical and Machine Learning Approach in Forex Prediction Based on Empirical Data

Statistical and Machine Learning Approach in Forex Prediction Based on Empirical Data Statistical and Machine Learning Approach in Forex Prediction Based on Empirical Data Sitti Wetenriajeng Sidehabi Department of Electrical Engineering Politeknik ATI Makassar Makassar, Indonesia tenri616@gmail.com

More information

The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index

The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index Soleh Ardiansyah 1, Mazlina Abdul Majid 2, JasniMohamad Zain 2 Faculty of Computer System and Software

More information

A MATHEMATICAL PROGRAMMING APPROACH TO ANALYZE THE ACTIVITY-BASED COSTING PRODUCT-MIX DECISION WITH CAPACITY EXPANSIONS

A MATHEMATICAL PROGRAMMING APPROACH TO ANALYZE THE ACTIVITY-BASED COSTING PRODUCT-MIX DECISION WITH CAPACITY EXPANSIONS A MATHEMATICAL PROGRAMMING APPROACH TO ANALYZE THE ACTIVITY-BASED COSTING PRODUCT-MIX DECISION WITH CAPACITY EXPANSIONS Wen-Hsien Tsai and Thomas W. Lin ABSTRACT In recent years, Activity-Based Costing

More information

Futures Trading Signal using an Adaptive Algorithm Technical Analysis Indicator, Adjustable Moving Average'

Futures Trading Signal using an Adaptive Algorithm Technical Analysis Indicator, Adjustable Moving Average' Futures Trading Signal using an Adaptive Algorithm Technical Analysis Indicator, Adjustable Moving Average' An Empirical Study on Malaysian Futures Markets Jacinta Chan Phooi M'ng and Rozaimah Zainudin

More information

Impact of Unemployment and GDP on Inflation: Imperial study of Pakistan s Economy

Impact of Unemployment and GDP on Inflation: Imperial study of Pakistan s Economy International Journal of Current Research in Multidisciplinary (IJCRM) ISSN: 2456-0979 Vol. 2, No. 6, (July 17), pp. 01-10 Impact of Unemployment and GDP on Inflation: Imperial study of Pakistan s Economy

More information

Relationship between Consumer Price Index (CPI) and Government Bonds

Relationship between Consumer Price Index (CPI) and Government Bonds MPRA Munich Personal RePEc Archive Relationship between Consumer Price Index (CPI) and Government Bonds Muhammad Imtiaz Subhani Iqra University Research Centre (IURC), Iqra university Main Campus Karachi,

More information

State Switching in US Equity Index Returns based on SETAR Model with Kalman Filter Tracking

State Switching in US Equity Index Returns based on SETAR Model with Kalman Filter Tracking State Switching in US Equity Index Returns based on SETAR Model with Kalman Filter Tracking Timothy Little, Xiao-Ping Zhang Dept. of Electrical and Computer Engineering Ryerson University 350 Victoria

More information

Fitting financial time series returns distributions: a mixture normality approach

Fitting financial time series returns distributions: a mixture normality approach Fitting financial time series returns distributions: a mixture normality approach Riccardo Bramante and Diego Zappa * Abstract Value at Risk has emerged as a useful tool to risk management. A relevant

More information

CHAPTER-3 DETRENDED FLUCTUATION ANALYSIS OF FINANCIAL TIME SERIES

CHAPTER-3 DETRENDED FLUCTUATION ANALYSIS OF FINANCIAL TIME SERIES 41 CHAPTER-3 DETRENDED FLUCTUATION ANALYSIS OF FINANCIAL TIME SERIES 4 3.1 Introduction Detrended Fluctuation Analysis (DFA) has been established as an important tool for the detection of long range autocorrelations

More information

A COMPARATIVE STUDY OF DATA MINING TECHNIQUES IN PREDICTING CONSUMERS CREDIT CARD RISK IN BANKS

A COMPARATIVE STUDY OF DATA MINING TECHNIQUES IN PREDICTING CONSUMERS CREDIT CARD RISK IN BANKS A COMPARATIVE STUDY OF DATA MINING TECHNIQUES IN PREDICTING CONSUMERS CREDIT CARD RISK IN BANKS Ling Kock Sheng 1, Teh Ying Wah 2 1 Faculty of Computer Science and Information Technology, University of

More information

Arbor Risk Attributor

Arbor Risk Attributor Arbor Risk Attributor Overview Arbor Risk Attributor is now seamlessly integrated into Arbor Portfolio Management System. Our newest feature enables you to automate your risk reporting needs, covering

More information

Modelling catastrophic risk in international equity markets: An extreme value approach. JOHN COTTER University College Dublin

Modelling catastrophic risk in international equity markets: An extreme value approach. JOHN COTTER University College Dublin Modelling catastrophic risk in international equity markets: An extreme value approach JOHN COTTER University College Dublin Abstract: This letter uses the Block Maxima Extreme Value approach to quantify

More information

Available online at ScienceDirect. Procedia Economics and Finance 32 ( 2015 ) Andreea Ro oiu a, *

Available online at   ScienceDirect. Procedia Economics and Finance 32 ( 2015 ) Andreea Ro oiu a, * Available online at www.sciencedirect.com ScienceDirect Procedia Economics and Finance 32 ( 2015 ) 496 502 Emerging Markets Queries in Finance and Business Monetary policy and time varying parameter vector

More information

And The Winner Is? How to Pick a Better Model

And The Winner Is? How to Pick a Better Model And The Winner Is? How to Pick a Better Model Part 2 Goodness-of-Fit and Internal Stability Dan Tevet, FCAS, MAAA Goodness-of-Fit Trying to answer question: How well does our model fit the data? Can be

More information

Module Tag PSY_P2_M 7. PAPER No.2: QUANTITATIVE METHODS MODULE No.7: NORMAL DISTRIBUTION

Module Tag PSY_P2_M 7. PAPER No.2: QUANTITATIVE METHODS MODULE No.7: NORMAL DISTRIBUTION Subject Paper No and Title Module No and Title Paper No.2: QUANTITATIVE METHODS Module No.7: NORMAL DISTRIBUTION Module Tag PSY_P2_M 7 TABLE OF CONTENTS 1. Learning Outcomes 2. Introduction 3. Properties

More information

Notes on bioburden distribution metrics: The log-normal distribution

Notes on bioburden distribution metrics: The log-normal distribution Notes on bioburden distribution metrics: The log-normal distribution Mark Bailey, March 21 Introduction The shape of distributions of bioburden measurements on devices is usually treated in a very simple

More information

International Journal of Computer Engineering and Applications, Volume XII, Issue II, Feb. 18, ISSN

International Journal of Computer Engineering and Applications, Volume XII, Issue II, Feb. 18,   ISSN Volume XII, Issue II, Feb. 18, www.ijcea.com ISSN 31-3469 AN INVESTIGATION OF FINANCIAL TIME SERIES PREDICTION USING BACK PROPAGATION NEURAL NETWORKS K. Jayanthi, Dr. K. Suresh 1 Department of Computer

More information

An Improved Version of Kurtosis Measure and Their Application in ICA

An Improved Version of Kurtosis Measure and Their Application in ICA International Journal of Wireless Communication and Information Systems (IJWCIS) Vol 1 No 1 April, 011 6 An Improved Version of Kurtosis Measure and Their Application in ICA Md. Shamim Reza 1, Mohammed

More information

Web Appendix. Are the effects of monetary policy shocks big or small? Olivier Coibion

Web Appendix. Are the effects of monetary policy shocks big or small? Olivier Coibion Web Appendix Are the effects of monetary policy shocks big or small? Olivier Coibion Appendix 1: Description of the Model-Averaging Procedure This section describes the model-averaging procedure used in

More information

INTERNATIONAL JOURNAL FOR INNOVATIVE RESEARCH IN MULTIDISCIPLINARY FIELD ISSN Volume - 3, Issue - 2, Feb

INTERNATIONAL JOURNAL FOR INNOVATIVE RESEARCH IN MULTIDISCIPLINARY FIELD ISSN Volume - 3, Issue - 2, Feb Copula Approach: Correlation Between Bond Market and Stock Market, Between Developed and Emerging Economies Shalini Agnihotri LaL Bahadur Shastri Institute of Management, Delhi, India. Email - agnihotri123shalini@gmail.com

More information

Seasonal Pathloss Modeling at 900MHz for OMAN

Seasonal Pathloss Modeling at 900MHz for OMAN 2011 International Conference on Telecommunication Technology and Applications Proc.of CSIT vol.5 (2011) (2011) IACSIT Press, Singapore Seasonal Pathloss Modeling at 900MHz for OMAN Zia Nadir + Electrical

More information

VERIFYING OF BETA CONVERGENCE FOR SOUTH EAST COUNTRIES OF ASIA

VERIFYING OF BETA CONVERGENCE FOR SOUTH EAST COUNTRIES OF ASIA Journal of Indonesian Applied Economics, Vol.7 No.1, 2017: 59-70 VERIFYING OF BETA CONVERGENCE FOR SOUTH EAST COUNTRIES OF ASIA Michaela Blasko* Department of Operation Research and Econometrics University

More information

Cognitive Pattern Analysis Employing Neural Networks: Evidence from the Australian Capital Markets

Cognitive Pattern Analysis Employing Neural Networks: Evidence from the Australian Capital Markets 76 Cognitive Pattern Analysis Employing Neural Networks: Evidence from the Australian Capital Markets Edward Sek Khin Wong Faculty of Business & Accountancy University of Malaya 50603, Kuala Lumpur, Malaysia

More information

Cost Overrun Assessment Model in Fuzzy Environment

Cost Overrun Assessment Model in Fuzzy Environment American Journal of Engineering Research (AJER) e-issn : 2320-0847 p-issn : 2320-0936 Volume-03, Issue-07, pp-44-53 www.ajer.org Research Paper Open Access Cost Overrun Assessment Model in Fuzzy Environment

More information

Lecture 6: Non Normal Distributions

Lecture 6: Non Normal Distributions Lecture 6: Non Normal Distributions and their Uses in GARCH Modelling Prof. Massimo Guidolin 20192 Financial Econometrics Spring 2015 Overview Non-normalities in (standardized) residuals from asset return

More information

Group-Sequential Tests for Two Proportions

Group-Sequential Tests for Two Proportions Chapter 220 Group-Sequential Tests for Two Proportions Introduction Clinical trials are longitudinal. They accumulate data sequentially through time. The participants cannot be enrolled and randomized

More information

Of the tools in the technician's arsenal, the moving average is one of the most popular. It is used to

Of the tools in the technician's arsenal, the moving average is one of the most popular. It is used to Building A Variable-Length Moving Average by George R. Arrington, Ph.D. Of the tools in the technician's arsenal, the moving average is one of the most popular. It is used to eliminate minor fluctuations

More information

Web Appendix to Components of bull and bear markets: bull corrections and bear rallies

Web Appendix to Components of bull and bear markets: bull corrections and bear rallies Web Appendix to Components of bull and bear markets: bull corrections and bear rallies John M. Maheu Thomas H. McCurdy Yong Song 1 Bull and Bear Dating Algorithms Ex post sorting methods for classification

More information

Quantile Regression as a Tool for Investigating Local and Global Ice Pressures Paul Spencer and Tom Morrison, Ausenco, Calgary, Alberta, CANADA

Quantile Regression as a Tool for Investigating Local and Global Ice Pressures Paul Spencer and Tom Morrison, Ausenco, Calgary, Alberta, CANADA 24550 Quantile Regression as a Tool for Investigating Local and Global Ice Pressures Paul Spencer and Tom Morrison, Ausenco, Calgary, Alberta, CANADA Copyright 2014, Offshore Technology Conference This

More information

SELFIS: A Short Tutorial

SELFIS: A Short Tutorial SELFIS: A Short Tutorial Thomas Karagiannis (tkarag@csucredu) November 8, 2002 This document is a short tutorial of the SELF-similarity analysis software tool Section 1 presents briefly useful definitions

More information

Probability distributions relevant to radiowave propagation modelling

Probability distributions relevant to radiowave propagation modelling Rec. ITU-R P.57 RECOMMENDATION ITU-R P.57 PROBABILITY DISTRIBUTIONS RELEVANT TO RADIOWAVE PROPAGATION MODELLING (994) Rec. ITU-R P.57 The ITU Radiocommunication Assembly, considering a) that the propagation

More information

Structured RAY Risk-Adjusted Yield for Securitizations and Loan Pools

Structured RAY Risk-Adjusted Yield for Securitizations and Loan Pools Structured RAY Risk-Adjusted Yield for Securitizations and Loan Pools Market Yields for Mortgage Loans The mortgage loans over which the R and D scoring occurs have risk characteristics that investors

More information

SLOWING DEPRECIATION TO PAY FOR CORPORATE TAX RATE REDUCTION

SLOWING DEPRECIATION TO PAY FOR CORPORATE TAX RATE REDUCTION SLOWING DEPRECIATION TO PAY FOR CORPORATE TAX RATE REDUCTION James B. Mackie III, U.S. Department of the Treasury* INTRODUCTION A COMMON FEATURE OF SEVERAL RECENT proposals to reform the corporate and

More information

yuimagui: A graphical user interface for the yuima package. User Guide yuimagui v1.0

yuimagui: A graphical user interface for the yuima package. User Guide yuimagui v1.0 yuimagui: A graphical user interface for the yuima package. User Guide yuimagui v1.0 Emanuele Guidotti, Stefano M. Iacus and Lorenzo Mercuri February 21, 2017 Contents 1 yuimagui: Home 3 2 yuimagui: Data

More information

Key Moments in the Rouwenhorst Method

Key Moments in the Rouwenhorst Method Key Moments in the Rouwenhorst Method Damba Lkhagvasuren Concordia University CIREQ September 14, 2012 Abstract This note characterizes the underlying structure of the autoregressive process generated

More information

Assessing the reliability of regression-based estimates of risk

Assessing the reliability of regression-based estimates of risk Assessing the reliability of regression-based estimates of risk 17 June 2013 Stephen Gray and Jason Hall, SFG Consulting Contents 1. PREPARATION OF THIS REPORT... 1 2. EXECUTIVE SUMMARY... 2 3. INTRODUCTION...

More information

Empirical Study on Short-Term Prediction of Shanghai Composite Index Based on ARMA Model

Empirical Study on Short-Term Prediction of Shanghai Composite Index Based on ARMA Model Empirical Study on Short-Term Prediction of Shanghai Composite Index Based on ARMA Model Cai-xia Xiang 1, Ping Xiao 2* 1 (School of Hunan University of Humanities, Science and Technology, Hunan417000,

More information

Application of Innovations Feedback Neural Networks in the Prediction of Ups and Downs Value of Stock Market *

Application of Innovations Feedback Neural Networks in the Prediction of Ups and Downs Value of Stock Market * Proceedings of the 6th World Congress on Intelligent Control and Automation, June - 3, 006, Dalian, China Application of Innovations Feedback Neural Networks in the Prediction of Ups and Downs Value of

More information

Strike Point Control on EAST Using an Isoflux Control Method

Strike Point Control on EAST Using an Isoflux Control Method Plasma Science and Technology, Vol.17, No.9, Sep. 2015 Strike Point Control on EAST Using an Isoflux Control Method XING Zhe ( ) 1, XIAO Bingjia ( ) 1,2, LUO Zhengping ( ) 1, M. L. WALKER 3, D. A. HUMPHREYS

More information

International Journal of Computer Engineering and Applications, Volume XII, Issue II, Feb. 18, ISSN

International Journal of Computer Engineering and Applications, Volume XII, Issue II, Feb. 18,   ISSN International Journal of Computer Engineering and Applications, Volume XII, Issue II, Feb. 18, www.ijcea.com ISSN 31-3469 AN INVESTIGATION OF FINANCIAL TIME SERIES PREDICTION USING BACK PROPAGATION NEURAL

More information

GN47: Stochastic Modelling of Economic Risks in Life Insurance

GN47: Stochastic Modelling of Economic Risks in Life Insurance GN47: Stochastic Modelling of Economic Risks in Life Insurance Classification Recommended Practice MEMBERS ARE REMINDED THAT THEY MUST ALWAYS COMPLY WITH THE PROFESSIONAL CONDUCT STANDARDS (PCS) AND THAT

More information

Multi-Path General-to-Specific Modelling with OxMetrics

Multi-Path General-to-Specific Modelling with OxMetrics Multi-Path General-to-Specific Modelling with OxMetrics Genaro Sucarrat (Department of Economics, UC3M) http://www.eco.uc3m.es/sucarrat/ 1 April 2009 (Corrected for errata 22 November 2010) Outline: 1.

More information

Parallel Accommodating Conduct: Evaluating the Performance of the CPPI Index

Parallel Accommodating Conduct: Evaluating the Performance of the CPPI Index Parallel Accommodating Conduct: Evaluating the Performance of the CPPI Index Marc Ivaldi Vicente Lagos Preliminary version, please do not quote without permission Abstract The Coordinate Price Pressure

More information

MEASURING PORTFOLIO RISKS USING CONDITIONAL COPULA-AR-GARCH MODEL

MEASURING PORTFOLIO RISKS USING CONDITIONAL COPULA-AR-GARCH MODEL MEASURING PORTFOLIO RISKS USING CONDITIONAL COPULA-AR-GARCH MODEL Isariya Suttakulpiboon MSc in Risk Management and Insurance Georgia State University, 30303 Atlanta, Georgia Email: suttakul.i@gmail.com,

More information

Effects of skewness and kurtosis on model selection criteria

Effects of skewness and kurtosis on model selection criteria Economics Letters 59 (1998) 17 Effects of skewness and kurtosis on model selection criteria * Sıdıka Başçı, Asad Zaman Department of Economics, Bilkent University, 06533, Bilkent, Ankara, Turkey Received

More information

OPTIMIZATION STUDY OF RSI EXPERT SYSTEM BASED ON SHANGHAI SECURITIES MARKET

OPTIMIZATION STUDY OF RSI EXPERT SYSTEM BASED ON SHANGHAI SECURITIES MARKET 0 th February 013. Vol. 48 No. 005-013 JATIT & LLS. All rights reserved. ISSN: 199-8645 www.jatit.org E-ISSN: 1817-3195 OPTIMIZATION STUDY OF RSI EXPERT SYSTEM BASED ON SHANGHAI SECURITIES MARKET HUANG

More information

Resale Price and Cost-Plus Methods: The Expected Arm s Length Space of Coefficients

Resale Price and Cost-Plus Methods: The Expected Arm s Length Space of Coefficients International Alessio Rombolotti and Pietro Schipani* Resale Price and Cost-Plus Methods: The Expected Arm s Length Space of Coefficients In this article, the resale price and cost-plus methods are considered

More information

3D-Head acceleration used for lameness detection in dairy cows

3D-Head acceleration used for lameness detection in dairy cows Faculty of Agricultural and Nutritional Science Christian-Albrechts-University Kiel Institute of Animal Breeding and Husbandry 3D-Head acceleration used for lameness detection in dairy cows Yvonne Christine

More information

The Cost Monitoring of Construction Projects Through Earned Value Analysis

The Cost Monitoring of Construction Projects Through Earned Value Analysis 211 International Conference on Economics and Finance Research IPEDR vol.4 (211) (211) IACSIT Press, Singapore The Cost Monitoring of Construction Projects Through Earned Value Analysis Mohd Faris Khamidi

More information

QQ PLOT Yunsi Wang, Tyler Steele, Eva Zhang Spring 2016

QQ PLOT Yunsi Wang, Tyler Steele, Eva Zhang Spring 2016 QQ PLOT INTERPRETATION: Quantiles: QQ PLOT Yunsi Wang, Tyler Steele, Eva Zhang Spring 2016 The quantiles are values dividing a probability distribution into equal intervals, with every interval having

More information

the display, exploration and transformation of the data are demonstrated and biases typically encountered are highlighted.

the display, exploration and transformation of the data are demonstrated and biases typically encountered are highlighted. 1 Insurance data Generalized linear modeling is a methodology for modeling relationships between variables. It generalizes the classical normal linear model, by relaxing some of its restrictive assumptions,

More information

FE670 Algorithmic Trading Strategies. Stevens Institute of Technology

FE670 Algorithmic Trading Strategies. Stevens Institute of Technology FE670 Algorithmic Trading Strategies Lecture 4. Cross-Sectional Models and Trading Strategies Steve Yang Stevens Institute of Technology 09/26/2013 Outline 1 Cross-Sectional Methods for Evaluation of Factor

More information

Noise Detection Using Higher Order Statistical Method for Satellite Images

Noise Detection Using Higher Order Statistical Method for Satellite Images International Journal of Electronics Engineering Research. ISSN 0975-6450 Volume 9, Number 1 (2017) pp. 29-36 Research India Publications http://www.ripublication.com Noise Detection Using Higher Order

More information

Statistical evidence of central moments as fault indicators in ball bearing diagnostics

Statistical evidence of central moments as fault indicators in ball bearing diagnostics Statistical evidence of central moments as fault indicators in ball bearing diagnostics Marco Cocconcelli 1, Giuseppe Curcurú 2 and Riccardo Rubini 1 1 University of Modena and Reggio Emilia Via Amendola

More information

Evolution of Strategies with Different Representation Schemes. in a Spatial Iterated Prisoner s Dilemma Game

Evolution of Strategies with Different Representation Schemes. in a Spatial Iterated Prisoner s Dilemma Game Submitted to IEEE Transactions on Computational Intelligence and AI in Games (Final) Evolution of Strategies with Different Representation Schemes in a Spatial Iterated Prisoner s Dilemma Game Hisao Ishibuchi,

More information

On the value of European options on a stock paying a discrete dividend at uncertain date

On the value of European options on a stock paying a discrete dividend at uncertain date A Work Project, presented as part of the requirements for the Award of a Master Degree in Finance from the NOVA School of Business and Economics. On the value of European options on a stock paying a discrete

More information

Research Article The Volatility of the Index of Shanghai Stock Market Research Based on ARCH and Its Extended Forms

Research Article The Volatility of the Index of Shanghai Stock Market Research Based on ARCH and Its Extended Forms Discrete Dynamics in Nature and Society Volume 2009, Article ID 743685, 9 pages doi:10.1155/2009/743685 Research Article The Volatility of the Index of Shanghai Stock Market Research Based on ARCH and

More information

Confidence Intervals for Paired Means with Tolerance Probability

Confidence Intervals for Paired Means with Tolerance Probability Chapter 497 Confidence Intervals for Paired Means with Tolerance Probability Introduction This routine calculates the sample size necessary to achieve a specified distance from the paired sample mean difference

More information

A Skewed Truncated Cauchy Uniform Distribution and Its Moments

A Skewed Truncated Cauchy Uniform Distribution and Its Moments Modern Applied Science; Vol. 0, No. 7; 206 ISSN 93-844 E-ISSN 93-852 Published by Canadian Center of Science and Education A Skewed Truncated Cauchy Uniform Distribution and Its Moments Zahra Nazemi Ashani,

More information

Non-Inferiority Tests for the Ratio of Two Means in a 2x2 Cross-Over Design

Non-Inferiority Tests for the Ratio of Two Means in a 2x2 Cross-Over Design Chapter 515 Non-Inferiority Tests for the Ratio of Two Means in a x Cross-Over Design Introduction This procedure calculates power and sample size of statistical tests for non-inferiority tests from a

More information

Unit2: Probabilityanddistributions. 3. Normal distribution

Unit2: Probabilityanddistributions. 3. Normal distribution Announcements Unit: Probabilityanddistributions 3 Normal distribution Sta 101 - Spring 015 Duke University, Department of Statistical Science February, 015 Peer evaluation 1 by Friday 11:59pm Office hours:

More information

Amath 546/Econ 589 Univariate GARCH Models: Advanced Topics

Amath 546/Econ 589 Univariate GARCH Models: Advanced Topics Amath 546/Econ 589 Univariate GARCH Models: Advanced Topics Eric Zivot April 29, 2013 Lecture Outline The Leverage Effect Asymmetric GARCH Models Forecasts from Asymmetric GARCH Models GARCH Models with

More information

Chapter 3. Numerical Descriptive Measures. Copyright 2016 Pearson Education, Ltd. Chapter 3, Slide 1

Chapter 3. Numerical Descriptive Measures. Copyright 2016 Pearson Education, Ltd. Chapter 3, Slide 1 Chapter 3 Numerical Descriptive Measures Copyright 2016 Pearson Education, Ltd. Chapter 3, Slide 1 Objectives In this chapter, you learn to: Describe the properties of central tendency, variation, and

More information

CHAPTER 3 MA-FILTER BASED HYBRID ARIMA-ANN MODEL

CHAPTER 3 MA-FILTER BASED HYBRID ARIMA-ANN MODEL CHAPTER 3 MA-FILTER BASED HYBRID ARIMA-ANN MODEL S. No. Name of the Sub-Title Page No. 3.1 Overview of existing hybrid ARIMA-ANN models 50 3.1.1 Zhang s hybrid ARIMA-ANN model 50 3.1.2 Khashei and Bijari

More information

The University of Chicago, Booth School of Business Business 41202, Spring Quarter 2012, Mr. Ruey S. Tsay. Solutions to Final Exam

The University of Chicago, Booth School of Business Business 41202, Spring Quarter 2012, Mr. Ruey S. Tsay. Solutions to Final Exam The University of Chicago, Booth School of Business Business 41202, Spring Quarter 2012, Mr. Ruey S. Tsay Solutions to Final Exam Problem A: (40 points) Answer briefly the following questions. 1. Consider

More information

An Application of Extreme Value Theory for Measuring Financial Risk in the Uruguayan Pension Fund 1

An Application of Extreme Value Theory for Measuring Financial Risk in the Uruguayan Pension Fund 1 An Application of Extreme Value Theory for Measuring Financial Risk in the Uruguayan Pension Fund 1 Guillermo Magnou 23 January 2016 Abstract Traditional methods for financial risk measures adopts normal

More information

Some Characteristics of Data

Some Characteristics of Data Some Characteristics of Data Not all data is the same, and depending on some characteristics of a particular dataset, there are some limitations as to what can and cannot be done with that data. Some key

More information

Process capability estimation for non normal quality characteristics: A comparison of Clements, Burr and Box Cox Methods

Process capability estimation for non normal quality characteristics: A comparison of Clements, Burr and Box Cox Methods ANZIAM J. 49 (EMAC2007) pp.c642 C665, 2008 C642 Process capability estimation for non normal quality characteristics: A comparison of Clements, Burr and Box Cox Methods S. Ahmad 1 M. Abdollahian 2 P. Zeephongsekul

More information

Descriptive Statistics for Educational Data Analyst: A Conceptual Note

Descriptive Statistics for Educational Data Analyst: A Conceptual Note Recommended Citation: Behera, N.P., & Balan, R. T. (2016). Descriptive statistics for educational data analyst: a conceptual note. Pedagogy of Learning, 2 (3), 25-30. Descriptive Statistics for Educational

More information

Model Construction & Forecast Based Portfolio Allocation:

Model Construction & Forecast Based Portfolio Allocation: QBUS6830 Financial Time Series and Forecasting Model Construction & Forecast Based Portfolio Allocation: Is Quantitative Method Worth It? Members: Bowei Li (303083) Wenjian Xu (308077237) Xiaoyun Lu (3295347)

More information

Compartmentalising Gold Prices

Compartmentalising Gold Prices International Journal of Economic Sciences and Applied Research 4 (2): 99-124 Compartmentalising Gold Prices Abstract Deriving a functional form for a series of prices over time is difficult. It is common

More information

Chapter 5. Forecasting. Learning Objectives

Chapter 5. Forecasting. Learning Objectives Chapter 5 Forecasting To accompany Quantitative Analysis for Management, Eleventh Edition, by Render, Stair, and Hanna Power Point slides created by Brian Peterson Learning Objectives After completing

More information

On modelling of electricity spot price

On modelling of electricity spot price , Rüdiger Kiesel and Fred Espen Benth Institute of Energy Trading and Financial Services University of Duisburg-Essen Centre of Mathematics for Applications, University of Oslo 25. August 2010 Introduction

More information

Creating short-term stockmarket trading strategies using Artificial Neural Networks: A Case Study

Creating short-term stockmarket trading strategies using Artificial Neural Networks: A Case Study Bond University epublications@bond Information Technology papers School of Information Technology 9-7-2008 Creating short-term stockmarket trading strategies using Artificial Neural Networks: A Case Study

More information

2015, IJARCSSE All Rights Reserved Page 66

2015, IJARCSSE All Rights Reserved Page 66 Volume 5, Issue 1, January 2015 ISSN: 2277 128X International Journal of Advanced Research in Computer Science and Software Engineering Research Paper Available online at: www.ijarcsse.com Financial Forecasting

More information

OPENING RANGE BREAKOUT STOCK TRADING ALGORITHMIC MODEL

OPENING RANGE BREAKOUT STOCK TRADING ALGORITHMIC MODEL OPENING RANGE BREAKOUT STOCK TRADING ALGORITHMIC MODEL Mrs.S.Mahalakshmi 1 and Mr.Vignesh P 2 1 Assistant Professor, Department of ISE, BMSIT&M, Bengaluru, India 2 Student,Department of ISE, BMSIT&M, Bengaluru,

More information

Composition of Foreign Capital Inflows and Growth in India: An Empirical Analysis.

Composition of Foreign Capital Inflows and Growth in India: An Empirical Analysis. Composition of Foreign Capital Inflows and Growth in India: An Empirical Analysis. Author Details: Narender,Research Scholar, Faculty of Management Studies, University of Delhi. Abstract The role of foreign

More information

Edgeworth Binomial Trees

Edgeworth Binomial Trees Mark Rubinstein Paul Stephens Professor of Applied Investment Analysis University of California, Berkeley a version published in the Journal of Derivatives (Spring 1998) Abstract This paper develops a

More information

ESTIMATING MONEY DEMAND FUNCTION OF BANGLADESH

ESTIMATING MONEY DEMAND FUNCTION OF BANGLADESH BRAC University Journal, vol. VIII, no. 1&2, 2011, pp. 31-36 ESTIMATING MONEY DEMAND FUNCTION OF BANGLADESH Md. Habibul Alam Miah Department of Economics Asian University of Bangladesh, Uttara, Dhaka Email:

More information

Zhenyu Wu 1 & Maoguo Wu 1

Zhenyu Wu 1 & Maoguo Wu 1 International Journal of Economics and Finance; Vol. 10, No. 5; 2018 ISSN 1916-971X E-ISSN 1916-9728 Published by Canadian Center of Science and Education The Impact of Financial Liquidity on the Exchange

More information

DATA SUMMARIZATION AND VISUALIZATION

DATA SUMMARIZATION AND VISUALIZATION APPENDIX DATA SUMMARIZATION AND VISUALIZATION PART 1 SUMMARIZATION 1: BUILDING BLOCKS OF DATA ANALYSIS 294 PART 2 PART 3 PART 4 VISUALIZATION: GRAPHS AND TABLES FOR SUMMARIZING AND ORGANIZING DATA 296

More information

Term Par Swap Rate Term Par Swap Rate 2Y 2.70% 15Y 4.80% 5Y 3.60% 20Y 4.80% 10Y 4.60% 25Y 4.75%

Term Par Swap Rate Term Par Swap Rate 2Y 2.70% 15Y 4.80% 5Y 3.60% 20Y 4.80% 10Y 4.60% 25Y 4.75% Revisiting The Art and Science of Curve Building FINCAD has added curve building features (enhanced linear forward rates and quadratic forward rates) in Version 9 that further enable you to fine tune the

More information

AN EMPIRICAL ANALYSIS OF THE PUBLIC DEBT RELEVANCE TO THE ECONOMIC GROWTH OF THE USA

AN EMPIRICAL ANALYSIS OF THE PUBLIC DEBT RELEVANCE TO THE ECONOMIC GROWTH OF THE USA AN EMPIRICAL ANALYSIS OF THE PUBLIC DEBT RELEVANCE TO THE ECONOMIC GROWTH OF THE USA Petar Kurečić University North, Koprivnica, Trg Žarka Dolinara 1, Croatia petar.kurecic@unin.hr Marin Milković University

More information

Rescaled Range(R/S) analysis of the stock market returns

Rescaled Range(R/S) analysis of the stock market returns Rescaled Range(R/S) analysis of the stock market returns Prashanta Kharel, The University of the South 29 Aug, 2010 Abstract The use of random walk/ Gaussian distribution to model financial markets is

More information

Application of Conditional Autoregressive Value at Risk Model to Kenyan Stocks: A Comparative Study

Application of Conditional Autoregressive Value at Risk Model to Kenyan Stocks: A Comparative Study American Journal of Theoretical and Applied Statistics 2017; 6(3): 150-155 http://www.sciencepublishinggroup.com/j/ajtas doi: 10.11648/j.ajtas.20170603.13 ISSN: 2326-8999 (Print); ISSN: 2326-9006 (Online)

More information

Modeling Exchange Rate Volatility using APARCH Models

Modeling Exchange Rate Volatility using APARCH Models 96 TUTA/IOE/PCU Journal of the Institute of Engineering, 2018, 14(1): 96-106 TUTA/IOE/PCU Printed in Nepal Carolyn Ogutu 1, Betuel Canhanga 2, Pitos Biganda 3 1 School of Mathematics, University of Nairobi,

More information

Two kinds of neural networks, a feed forward multi layer Perceptron (MLP)[1,3] and an Elman recurrent network[5], are used to predict a company's

Two kinds of neural networks, a feed forward multi layer Perceptron (MLP)[1,3] and an Elman recurrent network[5], are used to predict a company's LITERATURE REVIEW 2. LITERATURE REVIEW Detecting trends of stock data is a decision support process. Although the Random Walk Theory claims that price changes are serially independent, traders and certain

More information

1 The ECN module. Note

1 The ECN module. Note Version 1.11.0 NOVA ECN tutorial 1 The ECN module The ECN is an optional module for the Autolab PGSTAT. The ECN module provides the means to perform Electrochemical Noise measurements (ECN). Electrochemical

More information

Neural Network Prediction of Stock Price Trend Based on RS with Entropy Discretization

Neural Network Prediction of Stock Price Trend Based on RS with Entropy Discretization 2017 International Conference on Materials, Energy, Civil Engineering and Computer (MATECC 2017) Neural Network Prediction of Stock Price Trend Based on RS with Entropy Discretization Huang Haiqing1,a,

More information

The Brattle Group 1 st Floor 198 High Holborn London WC1V 7BD

The Brattle Group 1 st Floor 198 High Holborn London WC1V 7BD UPDATED ESTIMATE OF BT S EQUITY BETA NOVEMBER 4TH 2008 The Brattle Group 1 st Floor 198 High Holborn London WC1V 7BD office@brattle.co.uk Contents 1 Introduction and Summary of Findings... 3 2 Statistical

More information

A Skewed Truncated Cauchy Logistic. Distribution and its Moments

A Skewed Truncated Cauchy Logistic. Distribution and its Moments International Mathematical Forum, Vol. 11, 2016, no. 20, 975-988 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/imf.2016.6791 A Skewed Truncated Cauchy Logistic Distribution and its Moments Zahra

More information