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1 – 10 of over 4000Andreas Pick and Matthijs Carpay
This chapter investigates the performance of different dimension reduction approaches for large vector autoregressions in multi-step ahead forecasts. The authors consider factor…
Abstract
This chapter investigates the performance of different dimension reduction approaches for large vector autoregressions in multi-step ahead forecasts. The authors consider factor augmented VAR models using principal components and partial least squares, random subset regression, random projection, random compression, and estimation via LASSO and Bayesian VAR. The authors compare the accuracy of iterated and direct multi-step point and density forecasts. The comparison is based on macroeconomic and financial variables from the FRED-MD data base. Our findings suggest that random subspace methods and LASSO estimation deliver the most precise forecasts.
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Effective and efficient software security inspection is crucial as the existence of vulnerabilities represents severe risks to software users. The purpose of this paper is to…
Abstract
Purpose
Effective and efficient software security inspection is crucial as the existence of vulnerabilities represents severe risks to software users. The purpose of this paper is to empirically evaluate the potential application of Stochastic Gradient Boosting Trees (SGBT) as a novel model for enhanced prediction of vulnerable Web components compared to common, popular and recent machine learning models.
Design/methodology/approach
An empirical study was conducted where the SGBT and 16 other prediction models have been trained, optimized and cross validated using vulnerability data sets from multiple versions of two open-source Web applications written in PHP. The prediction performance of these models have been evaluated and compared based on accuracy, precision, recall and F-measure.
Findings
The results indicate that the SGBT models offer improved prediction over the other 16 models and thus are more effective and reliable in predicting vulnerable Web components.
Originality/value
This paper proposed a novel application of SGBT for enhanced prediction of vulnerable Web components and showed its effectiveness.
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The purpose of this paper is to introduce a new hybrid method for reducing dimensionality of high dimensional data.
Abstract
Purpose
The purpose of this paper is to introduce a new hybrid method for reducing dimensionality of high dimensional data.
Design/methodology/approach
Literature on dimensionality reduction (DR) witnesses the research efforts that combine random projections (RP) and singular value decomposition (SVD) so as to derive the benefit of both of these methods. However, SVD is well known for its computational complexity. Clustering under the notion of concept decomposition is proved to be less computationally complex than SVD and useful for DR. The method proposed in this paper combines RP and fuzzy k‐means clustering (FKM) for reducing dimensionality of the data.
Findings
The proposed RP‐FKM is computationally less complex than SVD, RP‐SVD. On the image data, the proposed RP‐FKM has produced less amount of distortion when compared with RP. The proposed RP‐FKM provides better text retrieval results when compared with conventional RP and performs similar to RP‐SVD. For the text retrieval task, superiority of SVD over other DR methods noted here is in good agreement with the analysis reported by Moravec.
Originality/value
The hybrid method proposed in this paper, combining RP and FKM, is new. Experimental results indicate that the proposed method is useful for reducing dimensionality of high‐dimensional data such as images, text, etc.
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Antoine Vernet, Martin Kilduff and Ammon Salter
Bipartite networks (e.g., software developers linked to open-source projects) are common in settings studied by organization scholars. But the structure underlying bipartite…
Abstract
Bipartite networks (e.g., software developers linked to open-source projects) are common in settings studied by organization scholars. But the structure underlying bipartite networks tends to be overlooked. Commonly, two modes are reduced to one mode for analysis, causing loss of information. We review techniques for projecting 2-modes onto 1-mode and discuss 2-mode measures of clustering. We also address the potential for 2-mode theory development concerning (a) how change in one mode influences change in the other, (b) the question of two types of agency, and (c) how diversity in one mode is a substitute for diversity in the other mode.
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The purpose of this paper is to probe the recursive identification of piecewise affine Hammerstein models directly by using input-output data. To explain the identification…
Abstract
Purpose
The purpose of this paper is to probe the recursive identification of piecewise affine Hammerstein models directly by using input-output data. To explain the identification process of a parametric piecewise affine nonlinear function, the authors prove that the inverse function corresponding to the given piecewise affine nonlinear function is also an equivalent piecewise affine form. Based on this equivalent property, during the detailed identification process with respect to piecewise affine function and linear dynamical system, three recursive least squares methods are proposed to identify those unknown parameters under the probabilistic description or bounded property of noise.
Design/methodology/approach
First, the basic recursive least squares method is used to identify those unknown parameters under the probabilistic description of noise. Second, multi-innovation recursive least squares method is proposed to improve the efficiency lacked in basic recursive least squares method. Third, to relax the strict probabilistic description on noise, the authors provide a projection algorithm with a dead zone in the presence of bounded noise and analyze its two properties.
Findings
Based on complex mathematical derivation, the inverse function of a given piecewise affine nonlinear function is also an equivalent piecewise affine form. As the least squares method is suited under one condition that the considered noise may be a zero mean random signal, a projection algorithm with a dead zone in the presence of bounded noise can enhance the robustness in the parameter update equation.
Originality/value
To the best knowledge of the authors, this is the first attempt at identifying piecewise affine Hammerstein models, which combine a piecewise affine function and a linear dynamical system. In the presence of bounded noise, the modified recursive least squares methods are efficient in identifying two kinds of unknown parameters, so that the common set membership method can be replaced by the proposed methods.
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Muhannad Aldosary, Jinsheng Wang and Chenfeng Li
This paper aims to provide a comprehensive review of uncertainty quantification methods supported by evidence-based comparison studies. Uncertainties are widely encountered in…
Abstract
Purpose
This paper aims to provide a comprehensive review of uncertainty quantification methods supported by evidence-based comparison studies. Uncertainties are widely encountered in engineering practice, arising from such diverse sources as heterogeneity of materials, variability in measurement, lack of data and ambiguity in knowledge. Academia and industries have long been researching for uncertainty quantification (UQ) methods to quantitatively account for the effects of various input uncertainties on the system response. Despite the rich literature of relevant research, UQ is not an easy subject for novice researchers/practitioners, where many different methods and techniques coexist with inconsistent input/output requirements and analysis schemes.
Design/methodology/approach
This confusing status significantly hampers the research progress and practical application of UQ methods in engineering. In the context of engineering analysis, the research efforts of UQ are most focused in two largely separate research fields: structural reliability analysis (SRA) and stochastic finite element method (SFEM). This paper provides a state-of-the-art review of SRA and SFEM, covering both technology and application aspects. Moreover, unlike standard survey papers that focus primarily on description and explanation, a thorough and rigorous comparative study is performed to test all UQ methods reviewed in the paper on a common set of reprehensive examples.
Findings
Over 20 uncertainty quantification methods in the fields of structural reliability analysis and stochastic finite element methods are reviewed and rigorously tested on carefully designed numerical examples. They include FORM/SORM, importance sampling, subset simulation, response surface method, surrogate methods, polynomial chaos expansion, perturbation method, stochastic collocation method, etc. The review and comparison tests comment and conclude not only on accuracy and efficiency of each method but also their applicability in different types of uncertainty propagation problems.
Originality/value
The research fields of structural reliability analysis and stochastic finite element methods have largely been developed separately, although both tackle uncertainty quantification in engineering problems. For the first time, all major uncertainty quantification methods in both fields are reviewed and rigorously tested on a common set of examples. Critical opinions and concluding remarks are drawn from the rigorous comparative study, providing objective evidence-based information for further research and practical applications.
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It is estimated that managers spend more time in meetings than in any other single activity — these will vary from informal discussion or briefing sessions around the workplace to…
Abstract
It is estimated that managers spend more time in meetings than in any other single activity — these will vary from informal discussion or briefing sessions around the workplace to carefully planned formal presentations involving sophisticated audio‐visual support Even in the smallest of organisations, the provision of comfortable, well‐designed and adequately equipped meeting rooms is essential. Not only is the meeting room a prime tool for management, training and selling the organisation's service, it is also the most potent indicator of corporate image and an important element in the overall design brief.
Fei Cheng, Kai Liu, Mao-Guo Gong, Kaiyuan Fu and Jiangbo Xi
The purpose of this paper is to design a robust tracking algorithm which is suitable for the real-time requirement and solves the mistake labeling issue in the appearance model of…
Abstract
Purpose
The purpose of this paper is to design a robust tracking algorithm which is suitable for the real-time requirement and solves the mistake labeling issue in the appearance model of trackers with the spare features.
Design/methodology/approach
This paper proposes a tracker to select the most discriminative randomly projected ferns and integrates a coarse-to-fine search strategy in this framework. First, the authors exploit multiple instance boosting learning to maximize the bag likelihood and select randomly projected fern from feature pool to degrade the effect of mistake labeling. Second, a coarse-to-fine search approach is first integrated into the framework of multiple instance learning (MIL) for less detections.
Findings
The quantitative and qualitative experiments demonstrate that the tracker has shown favorable performance in efficiency and effective among the competitors of tracking algorithms.
Originality/value
The proposed method selects the feature from the compressive domain by MIL AnyBoost and integrates the coarse-to-fine search strategy first to reduce the burden of detection. This paper designs a tracker with high speed and favorable results which is more suitable for real-time scene.
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