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Open Access
Article
Publication date: 6 February 2020

Jun Liu, Asad Khattak, Lee Han and Quan Yuan

Individuals’ driving behavior data are becoming available widely through Global Positioning System devices and on-board diagnostic systems. The incoming data can be sampled at…

1341

Abstract

Purpose

Individuals’ driving behavior data are becoming available widely through Global Positioning System devices and on-board diagnostic systems. The incoming data can be sampled at rates ranging from one Hertz (or even lower) to hundreds of Hertz. Failing to capture substantial changes in vehicle movements over time by “undersampling” can cause loss of information and misinterpretations of the data, but “oversampling” can waste storage and processing resources. The purpose of this study is to empirically explore how micro-driving decisions to maintain speed, accelerate or decelerate, can be best captured, without substantial loss of information.

Design/methodology/approach

This study creates a set of indicators to quantify the magnitude of information loss (MIL). Each indicator is calculated as a percentage to index the extent of information loss (EIL) in different situations. An overall information loss index named EIL is created to combine the MIL indicators. Data from a driving simulator study collected at 20 Hertz are analyzed (N = 718,481 data points from 35,924 s of driving tests). The study quantifies the relationship between information loss indicators and sampling rates.

Findings

The results show that marginally more information is lost as data are sampled down from 20 to 0.5 Hz, but the relationship is not linear. With four indicators of MILs, the overall EIL is 3.85 per cent for 1-Hz sampling rate driving behavior data. If sampling rates are higher than 2 Hz, all MILs are under 5 per cent for importation loss.

Originality/value

This study contributes by developing a framework for quantifying the relationship between sampling rates, and information loss and depending on the objective of their study, researchers can choose the appropriate sampling rate necessary to get the right amount of accuracy.

Details

Journal of Intelligent and Connected Vehicles, vol. 3 no. 1
Type: Research Article
ISSN: 2399-9802

Keywords

Open Access
Article
Publication date: 9 December 2022

Rui Wang, Shunjie Zhang, Shengqiang Liu, Weidong Liu and Ao Ding

The purpose is using generative adversarial network (GAN) to solve the problem of sample augmentation in the case of imbalanced bearing fault data sets and improving residual…

Abstract

Purpose

The purpose is using generative adversarial network (GAN) to solve the problem of sample augmentation in the case of imbalanced bearing fault data sets and improving residual network is used to improve the diagnostic accuracy of the bearing fault intelligent diagnosis model in the environment of high signal noise.

Design/methodology/approach

A bearing vibration data generation model based on conditional GAN (CGAN) framework is proposed. The method generates data based on the adversarial mechanism of GANs and uses a small number of real samples to generate data, thereby effectively expanding imbalanced data sets. Combined with the data augmentation method based on CGAN, a fault diagnosis model of rolling bearing under the condition of data imbalance based on CGAN and improved residual network with attention mechanism is proposed.

Findings

The method proposed in this paper is verified by the western reserve data set and the truck bearing test bench data set, proving that the CGAN-based data generation method can form a high-quality augmented data set, while the CGAN-based and improved residual with attention mechanism. The diagnostic model of the network has better diagnostic accuracy under low signal-to-noise ratio samples.

Originality/value

A bearing vibration data generation model based on CGAN framework is proposed. The method generates data based on the adversarial mechanism of GAN and uses a small number of real samples to generate data, thereby effectively expanding imbalanced data sets. Combined with the data augmentation method based on CGAN, a fault diagnosis model of rolling bearing under the condition of data imbalance based on CGAN and improved residual network with attention mechanism is proposed.

Details

Smart and Resilient Transportation, vol. 5 no. 1
Type: Research Article
ISSN: 2632-0487

Keywords

Abstract

Details

RAUSP Management Journal, vol. 56 no. 2
Type: Research Article
ISSN: 2531-0488

Open Access
Article
Publication date: 31 October 2018

Assad Mehmood, Kashif Zia, Arshad Muhammad and Dinesh Kumar Saini

Participatory wireless sensor networks (PWSN) is an emerging paradigm that leverages existing sensing and communication infrastructures for the sensing task. Various environmental…

Abstract

Purpose

Participatory wireless sensor networks (PWSN) is an emerging paradigm that leverages existing sensing and communication infrastructures for the sensing task. Various environmental phenomenon – P monitoring applications dealing with noise pollution, road traffic, requiring spatio-temporal data samples of P (to capture its variations and its profile construction) in the region of interest – can be enabled using PWSN. Because of irregular distribution and uncontrollable mobility of people (with mobile phones), and their willingness to participate, complete spatio-temporal (CST) coverage of P may not be ensured. Therefore, unobserved data values must be estimated for CST profile construction of P and presented in this paper.

Design/methodology/approach

In this paper, the estimation of these missing data samples both in spatial and temporal dimension is being discussed, and the paper shows that non-parametric technique – Kernel Regression – provides better estimation compared to parametric regression techniques in PWSN context for spatial estimation. Furthermore, the preliminary results for estimation in temporal dimension have been provided. The deterministic and stochastic approaches toward estimation in the context of PWSN have also been discussed.

Findings

For the task of spatial profile reconstruction, it is shown that non-parametric estimation technique (kernel regression) gives a better estimation of the unobserved data points. In case of temporal estimation, few preliminary techniques have been studied and have shown that further investigations are required to find out best estimation technique(s) which may approximate the missing observations (temporally) with considerably less error.

Originality/value

This study addresses the environmental informatics issues related to deterministic and stochastic approaches using PWSN.

Details

International Journal of Crowd Science, vol. 2 no. 2
Type: Research Article
ISSN: 2398-7294

Keywords

Open Access
Article
Publication date: 22 November 2022

Kedong Yin, Yun Cao, Shiwei Zhou and Xinman Lv

The purposes of this research are to study the theory and method of multi-attribute index system design and establish a set of systematic, standardized, scientific index systems…

Abstract

Purpose

The purposes of this research are to study the theory and method of multi-attribute index system design and establish a set of systematic, standardized, scientific index systems for the design optimization and inspection process. The research may form the basis for a rational, comprehensive evaluation and provide the most effective way of improving the quality of management decision-making. It is of practical significance to improve the rationality and reliability of the index system and provide standardized, scientific reference standards and theoretical guidance for the design and construction of the index system.

Design/methodology/approach

Using modern methods such as complex networks and machine learning, a system for the quality diagnosis of index data and the classification and stratification of index systems is designed. This guarantees the quality of the index data, realizes the scientific classification and stratification of the index system, reduces the subjectivity and randomness of the design of the index system, enhances its objectivity and rationality and lays a solid foundation for the optimal design of the index system.

Findings

Based on the ideas of statistics, system theory, machine learning and data mining, the focus in the present research is on “data quality diagnosis” and “index classification and stratification” and clarifying the classification standards and data quality characteristics of index data; a data-quality diagnosis system of “data review – data cleaning – data conversion – data inspection” is established. Using a decision tree, explanatory structural model, cluster analysis, K-means clustering and other methods, classification and hierarchical method system of indicators is designed to reduce the redundancy of indicator data and improve the quality of the data used. Finally, the scientific and standardized classification and hierarchical design of the index system can be realized.

Originality/value

The innovative contributions and research value of the paper are reflected in three aspects. First, a method system for index data quality diagnosis is designed, and multi-source data fusion technology is adopted to ensure the quality of multi-source, heterogeneous and mixed-frequency data of the index system. The second is to design a systematic quality-inspection process for missing data based on the systematic thinking of the whole and the individual. Aiming at the accuracy, reliability, and feasibility of the patched data, a quality-inspection method of patched data based on inversion thought and a unified representation method of data fusion based on a tensor model are proposed. The third is to use the modern method of unsupervised learning to classify and stratify the index system, which reduces the subjectivity and randomness of the design of the index system and enhances its objectivity and rationality.

Details

Marine Economics and Management, vol. 5 no. 2
Type: Research Article
ISSN: 2516-158X

Keywords

Open Access
Article
Publication date: 13 March 2018

Teik-Kheong Tan and Merouane Lakehal-Ayat

The impact of volatility crush can be devastating to an option buyer and results in a substantial capital loss, even with a directionally correct strategy. As a result, most…

2012

Abstract

Purpose

The impact of volatility crush can be devastating to an option buyer and results in a substantial capital loss, even with a directionally correct strategy. As a result, most volatility plays are for option sellers, but the profit they can achieve is limited and the sellers carry unlimited risk. This paper aims to demonstrate the dynamics of implied volatility (IV) as being influenced by effects of persistence, leverage, market sentiment and liquidity. From the exploratory factor analysis (EFA), they extract four constructs and the results from the confirmatory factor analysis (CFA) indicated a good model fit for the constructs.

Design/methodology/approach

This section describes the methodology used for conducting the study. This includes the study area, study approach, sources of data, sampling technique and the method of data analysis.

Findings

Although there is extensive literature on methods for estimating IV dynamics during earnings announcement, few researchers have looked at the impact of expected market maker move, IV differential and IV Rank on the IV path after the earnings announcement. One reason for this research gap is because of the recent introduction of weekly options for equities by the Chicago Board of Options Exchange (CBOE) back in late 2010. Even then, the CBOE only released weekly options four individual equities – Bank of America (BAC.N), Apple (AAPL.O), Citigroup (C.N) and US-listed shares of BP (BP.L) (BP.N). The introduction of weekly options provided more trading flexibility and precision timing from shorter durations. This automatically expanded expiration choices, which in turned offered greater access and flexibility from the perspective of trading volatility during earnings announcement. This study has demonstrated the impact of including market sentiment and liquidity into the forecasting model for IV during earnings. This understanding in turn helps traders to formulate strategies that can circumvent the undefined risk associated with trading options strategies such as writing strangles.

Research limitations/implications

The first limitation of the study is that the firms included in the study are relatively large, and the results of the study can therefore not be generalized to medium sized and small firms. The second limitation lies in the current sample size, which in many cases was not enough to be able to draw reliable conclusions on. Scaling the sample size up is only a function of time and effort. This is easily overcome and should not be a limitation in the future. The third limitation concerns the measurement of the variables. Under the assumption of a normal distribution of returns (i.e. stock prices follow a random walk process), which means that the distribution of returns is symmetrical, one can estimate the probabilities of potential gains or losses associated with each amount. This means the standard deviation of securities returns, which is called historical volatility and is usually calculated as a moving average, can be used as a risk indicator. The prices used for the calculations are usually the closing prices, but Parkinson (1980) suggests that the day’s high and low prices would provide a better estimate of real volatility. One can also refine the analysis with high-frequency data. Such data enable the avoidance of the bias stemming from the use of closing (or opening) prices, but they have only been available for a relatively short time. The length of the observation period is another topic that is still under debate. There are no criteria that enable one to conclude that volatility calculated in relation to mean returns over 20 trading days (or one month) and then annualized is any more or less representative than volatility calculated over 130 trading days (or six months) and then annualized, or even than volatility measured directly over 260 trading days (one year). Nonetheless, the guidelines adopted in this study represent the best practices of researchers thus far.

Practical implications

This study has indicated that an earnings announcement can provide a volatility mispricing opportunity to allow an investor to profit from a sudden, sharp drop in IV. More specifically, the methodology developed by Tan and Bing is now well supported both empirically and theoretically in terms of qualifying opportunities that can be profitable because of the volatility crush. Conventionally, the option strategy of shorting strangles carries unlimited theoretical risk; however, the methodology has demonstrated that this risk can be substantially reduced if followed judiciously. This profitable strategy relies on a set of qualifying parameters including liquidity, premium collection, volatility differential, expected market move and market sentiment. Building upon this framework, the understanding of the effects of persistence and leverage resulted in further reducing the risk associated with trading options during earnings announcements. As a guideline, the sentiment and liquidity variables help to qualify a trade and the effects of persistence and leverage help to close the qualified trade.

Social implications

The authors find a positive association between the effects of market sentiment, liquidity, persistence and leverage in the dynamics of IV during earnings announcement. These findings substantiate further the four factors that influence IV dynamics during earnings announcement and conclude that just looking at persistence and leverage alone will not generate profitable trading opportunities.

Originality/value

The impact of volatility crush can be devastating to the option buyer with substantial capital loss, even for a directionally correct strategy. As a result, most volatility plays are for option sellers; however, the profit is limited and the sellers carry unlimited risk. The authors demonstrate the dynamics of IV as being influenced by effects of persistence, leverage, market sentiment and liquidity. From the EFA, they extracted four constructs and the results from the CFA indicated a good model fit for the constructs. Using EFA, CFA and Bayesian analysis, how this model can help investors formulate the right strategy to achieve the best risk/reward mix is demonstrated. Using Bayesian estimation and IV differential to proxy for differences of opinion about term structures in option pricing, the authors find a positive association among the effects of market sentiment, liquidity, persistence and leverage in the dynamics of IV during earnings announcement.

Details

PSU Research Review, vol. 2 no. 1
Type: Research Article
ISSN: 2399-1747

Keywords

Open Access
Article
Publication date: 29 January 2024

Miaoxian Guo, Shouheng Wei, Chentong Han, Wanliang Xia, Chao Luo and Zhijian Lin

Surface roughness has a serious impact on the fatigue strength, wear resistance and life of mechanical products. Realizing the evolution of surface quality through theoretical…

Abstract

Purpose

Surface roughness has a serious impact on the fatigue strength, wear resistance and life of mechanical products. Realizing the evolution of surface quality through theoretical modeling takes a lot of effort. To predict the surface roughness of milling processing, this paper aims to construct a neural network based on deep learning and data augmentation.

Design/methodology/approach

This study proposes a method consisting of three steps. Firstly, the machine tool multisource data acquisition platform is established, which combines sensor monitoring with machine tool communication to collect processing signals. Secondly, the feature parameters are extracted to reduce the interference and improve the model generalization ability. Thirdly, for different expectations, the parameters of the deep belief network (DBN) model are optimized by the tent-SSA algorithm to achieve more accurate roughness classification and regression prediction.

Findings

The adaptive synthetic sampling (ADASYN) algorithm can improve the classification prediction accuracy of DBN from 80.67% to 94.23%. After the DBN parameters were optimized by Tent-SSA, the roughness prediction accuracy was significantly improved. For the classification model, the prediction accuracy is improved by 5.77% based on ADASYN optimization. For regression models, different objective functions can be set according to production requirements, such as root-mean-square error (RMSE) or MaxAE, and the error is reduced by more than 40% compared to the original model.

Originality/value

A roughness prediction model based on multiple monitoring signals is proposed, which reduces the dependence on the acquisition of environmental variables and enhances the model's applicability. Furthermore, with the ADASYN algorithm, the Tent-SSA intelligent optimization algorithm is introduced to optimize the hyperparameters of the DBN model and improve the optimization performance.

Details

Journal of Intelligent Manufacturing and Special Equipment, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 2633-6596

Keywords

Open Access
Article
Publication date: 27 December 2021

Nengchao Lyu, Yugang Wang, Chaozhong Wu, Lingfeng Peng and Alieu Freddie Thomas

An individual’s driving style significantly affects overall traffic safety. However, driving style is difficult to identify due to temporal and spatial differences and scene…

1573

Abstract

Purpose

An individual’s driving style significantly affects overall traffic safety. However, driving style is difficult to identify due to temporal and spatial differences and scene heterogeneity of driving behavior data. As such, the study of real-time driving-style identification methods is of great significance for formulating personalized driving strategies, improving traffic safety and reducing fuel consumption. This study aims to establish a driving style recognition framework based on longitudinal driving operation conditions (DOCs) using a machine learning model and natural driving data collected by a vehicle equipped with an advanced driving assistance system (ADAS).

Design/methodology/approach

Specifically, a driving style recognition framework based on longitudinal DOCs was established. To train the model, a real-world driving experiment was conducted. First, the driving styles of 44 drivers were preliminarily identified through natural driving data and video data; drivers were categorized through a subjective evaluation as conservative, moderate or aggressive. Then, based on the ADAS driving data, a criterion for extracting longitudinal DOCs was developed. Third, taking the ADAS data from 47 Kms of the two test expressways as the research object, six DOCs were calibrated and the characteristic data sets of the different DOCs were extracted and constructed. Finally, four machine learning classification (MLC) models were used to classify and predict driving style based on the natural driving data.

Findings

The results showed that six longitudinal DOCs were calibrated according to the proposed calibration criterion. Cautious drivers undertook the largest proportion of the free cruise condition (FCC), while aggressive drivers primarily undertook the FCC, following steady condition and relative approximation condition. Compared with cautious and moderate drivers, aggressive drivers adopted a smaller time headway (THW) and distance headway (DHW). THW, time-to-collision (TTC) and DHW showed highly significant differences in driving style identification, while longitudinal acceleration (LA) showed no significant difference in driving style identification. Speed and TTC showed no significant difference between moderate and aggressive drivers. In consideration of the cross-validation results and model prediction results, the overall hierarchical prediction performance ranking of the four studied machine learning models under the current sample data set was extreme gradient boosting > multi-layer perceptron > logistic regression > support vector machine.

Originality/value

The contribution of this research is to propose a criterion and solution for using longitudinal driving behavior data to label longitudinal DOCs and rapidly identify driving styles based on those DOCs and MLC models. This study provides a reference for real-time online driving style identification in vehicles equipped with onboard data acquisition equipment, such as ADAS.

Details

Journal of Intelligent and Connected Vehicles, vol. 5 no. 1
Type: Research Article
ISSN: 2399-9802

Keywords

Open Access
Article
Publication date: 16 March 2022

Ke Shen and Yanbin Wu

The purpose of this paper is to incorporate Chinese traditionality (CT) and patriotism (PAT) within the theory of reasoned action (TRA). It tests the moderating effect of gender…

1900

Abstract

Purpose

The purpose of this paper is to incorporate Chinese traditionality (CT) and patriotism (PAT) within the theory of reasoned action (TRA). It tests the moderating effect of gender with the aim to provide a deeper understanding of why Chinese tourists choose to take domestic travels.

Design/methodology/approach

Data is collected from 370 Chinese tourists. Convenience sampling is used. Structural equation modelling is used to test the proposed hypotheses.

Findings

The results of this paper show that PAT is positively related to tourists’ attitudes (ATs) and Chinese domestic travel intention (CTI). Moreover, CT is found to influence PAT, ATs and subjective norms (SNs) directly, as well as CTI indirectly. However, the positive relationship between PAT and SNs is not supported. Additionally, the influence of PAT on CTI for females is significantly higher than that for males.

Research limitations/implications

The current paper adopts convenience sampling; data is collected using an online questionnaire which may cause sample bias and even reduce the reliability of the data. Future studies may adopt quota sampling based on the population of each province to gain more reliable data. Further research can consider including more constructs to better understand why Chinese people choose to travel domestically.

Originality/value

This paper is one of the first attempts to include PAT and CT within the TRA and contributes to the pool of literature on the TRA. It provides a comprehensive understanding of CTI. Second, PAT and CT are linked to the TRA, which expands the application of PAT and CT to the context of hospitality and tourism. Finally, the moderating role of gender contributes to the knowledge regarding the moderating effect between their respective relationships.

性别在中国传统与爱国主义对中国国内旅游意愿影响中的调节作用

摘要

研究目的

本研究将中国传统性与爱国主义引入理性行为理论, 同时将性别作为调节变量, 目的在于探究中国游客选择国内游的原因。

研究设计

通过分析便利抽样所收集的370份中国游客样本, 运用结构方程模型验证本研究的假设。

研究发现

中国游客爱国主义能够正向显著影响其国内游的态度和旅游意向; 此外, 中国传统性也直接影响游客的爱国主义、态度和主观规范, 并且分别通过爱国主义、态度和主观规范间接影响旅游意向; 然而, 爱国主义和主观规范之间的关系却并没有得到验证; 最后, 女性游客的爱国主义对于旅游意向的影响作用显著高于男性游客。

研究局限

首先, 本研究运用网络调研的方式进行便利抽样, 这一点有可能产生样本偏差, 甚至降低了样本的可信度, 未来研究可以根据各省人口数量采用配额抽样的方式进行抽样, 以期进一步提高数据的可信度; 其次, 更多的变量应当被引入研究, 以进一步探究中国游客选择国内游的原因。

原创性

首先, 本研究是为数不多的将爱国主义和中国传统性引入理性行为理论, 这一点进一步拓展了关于理性行为理论的研究范围, 也进一步加深了对于国内游原因的认识; 其次, 将爱国主义和中国传统性这一概念引入旅游领域, 进一步拓展了关于两者研究的边界; 最后, 在中国国内游的研究领域中, 将性别作为调节变量引入本研究一定程度上填补了在该领域研究中的不足。

La influencia de la moderación de género en la tradición China y el patriotismo en la intención de viajar dentro de China

Propósito

Este research incorpora los conceptos a de la tradicionalidad China (TC) y el patriotismo (PAT) a la teoría de La Acción razonada (TAR), teniendo en cuenta el efecto moderador de género, con el objetivo de profundizar en la comprensión de porqué los turistas chinos eligen realizar viajes domésticos/nacionales.

Diseño/Metodología

A partir de los datos recolectados de 370 turistas chinos utilizando las muestras de cuestionarios realizados de manera on-line, éste estudio usa un modelado de ecuaciones estructurales para probar las hipótesis propuestas.

Resultados

Los resultados demuestran que el PAT está positivamente relacionado con las actitudes del viajero y la intención de viaje nacional chino (IVNC).Es más, la tradicionalidad China (TC) influye en el Patriotismo (PAT), las actitudes del viajero chino (AVC) y también en las normas subjetivas (NS) directamente.Adicionalmente, la influencia del PAT en la intención de viaje del viajero doméstico chino, especialmente en mujeres, es significativamente mayor que en hombres.

Limitaciones/Implicaciones

Primero, el estudio adopta un muestreo de conveniencia y recopila cuestionarios on-line, lo que puede causar un sesgo en la muestra e incluso reducir la confiabilidad de los datos obtenidos.Los futuros estudios pueden adoptar un muestreo por cuotas basado en el número de población de cada una de las provincias de China, para obtener datos más relevantes.

Originalidad del trabajo/Valores

Este estudio es uno de los primeros en incluir el PAT y el TC dentro de la TAR, que amplía la literatura sobre la TAR y proporciona una comprensión más completa de las actitudes del viajero chino.Segundo, el PAT y la TC están vinculados al TAR, el cuál expande la aplicación del PAT y la TC en el contexto del turismo en todas sus ramas.Por último, el rol moderador de género contribuye al conocimiento, sobre el efecto moderador entre sus respectivas relaciones.

Open Access
Article
Publication date: 1 May 2023

Ai Yibo, Zhang Yuanyuan, Cui Hao and Zhang Weidong

This study aims to ensure the operation safety of high speed trains, it is necessary to carry out nondestructive monitoring of the tensile damage of the gearbox housing material…

Abstract

Purpose

This study aims to ensure the operation safety of high speed trains, it is necessary to carry out nondestructive monitoring of the tensile damage of the gearbox housing material in rail time, yet the traditional tests of mechanical property can hardly meet this requirement.

Design/methodology/approach

In this study the acoustic emission (AE) technology is applied in the tensile tests of the gearbox housing material of an high-speed rail (HSR) train, during which the acoustic signatures are acquired for parameter analysis. Afterward, the support vector machine (SVM) classifier is introduced to identify and classify the characteristic parameters extracted, on which basis the SVM is improved and the weighted support vector machine (WSVM) method is applied to effectively reduce the misidentification of the SVM classifier. Through the study of the law of relations between the characteristic values and the tensile life, a degradation model of the gearbox housing material amid tensile is built.

Findings

The results show that the growth rate of the logarithmic hit count of AE signals and that of logarithmic amplitude can well characterize the stage of the material tensile process, and the WSVM method can improve the classification accuracy of the imbalanced data to above 94%. The degradation model built can identify the damage occurred to the HSR gearbox housing material amid the tensile process and predict the service life remains.

Originality/value

The results of this study provide new concepts for the life prediction of tensile samples, and more further tests should be conducted to verify the conclusion of this research.

1 – 10 of over 9000