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Article
Publication date: 1 January 1985

COLETTE PADET

In our previous papers, we proposed an analysis of the relations between information theory and observation theory. Referring to the parameters of the observation and using…

Abstract

In our previous papers, we proposed an analysis of the relations between information theory and observation theory. Referring to the parameters of the observation and using Shannon's formulation, we defined and calculated the information associated with a result of observation and the entropy of a random variable for a process of observation. This paper presents an extension of this theory for other definitions of entropy (Onicescu, hyperbolic). The method allows in particular to define Onicescu and hyperbolic entropies of continuous random variables. We examine the main properties of these new functions and propose a comparative analysis.

Details

Kybernetes, vol. 14 no. 1
Type: Research Article
ISSN: 0368-492X

Article
Publication date: 29 June 2021

Xue Deng, Xiaolei He and Cuirong Huang

This paper proposes a fuzzy random multi-objective portfolio model with different entropy measures and designs a hybrid algorithm to solve the proposed model.

Abstract

Purpose

This paper proposes a fuzzy random multi-objective portfolio model with different entropy measures and designs a hybrid algorithm to solve the proposed model.

Design/methodology/approach

Because random uncertainty and fuzzy uncertainty are often combined in a real-world setting, the security returns are considered as fuzzy random numbers. In the model, the authors also consider the effects of different entropy measures, including Yager's entropy, Shannon's entropy and min-max entropy. During the process of solving the model, the authors use a ranking method to convert the expected return into a crisp number. To find the optimal solution efficiently, a fuzzy programming technique based on artificial bee colony (ABC) algorithm is also proposed.

Findings

(1) The return of optimal portfolio increases while the level of investor risk aversion increases. (2) The difference of the investment weights of the optimal portfolio obtained with Yager's entropy are much smaller than that of the min–max entropy. (3) The performance of the ABC algorithm on solving the proposed model is superior than other intelligent algorithms such as the genetic algorithm, differential evolution and particle swarm optimization.

Originality/value

To the best of the authors' knowledge, no effect has been made to consider a fuzzy random portfolio model with different entropy measures. Thus, the novelty of the research is constructing a fuzzy random multi-objective portfolio model with different entropy measures and designing a hybrid fuzzy programming-ABC algorithm to solve the proposed model.

Details

Engineering Computations, vol. 39 no. 2
Type: Research Article
ISSN: 0264-4401

Keywords

Article
Publication date: 12 April 2018

Ambuj Sharma, Sandeep Kumar and Amit Tyagi

The real challenges in online crack detection testing based on guided waves are random noise as well as narrow-band coherent noise; and to achieve efficient structural health…

Abstract

Purpose

The real challenges in online crack detection testing based on guided waves are random noise as well as narrow-band coherent noise; and to achieve efficient structural health assessment methodology, magnificent extraction of noise and analysis of the signals are essential. The purpose of this paper is to provide optimal noise filtering technique for Lamb waves in the diagnosis of structural singularities.

Design/methodology/approach

Filtration of time-frequency information of guided elastic waves through the noisy signal is investigated in the present analysis using matched filtering technique which “sniffs” the signal buried in noise and most favorable mother wavelet based denoising methods. The optimal wavelet function is selected using Shannon’s entropy criterion and verified by the analysis of root mean square error of the filtered signal.

Findings

Wavelet matched filter method, a newly developed filtering technique in this work and which is a combination of the wavelet transform and matched filtering method, significantly improves the accuracy of the filtered signal and identifies relatively small damage, especially in enormously noisy data. A comparative study is also performed using the statistical tool to know acceptability and practicability of filtered signals for guided wave application.

Practical implications

The proposed filtering techniques can be utilized in online monitoring of civil and mechanical structures. The algorithm of the method is easy to implement and found to be successful in accurately detecting damage.

Originality/value

Although many techniques have been developed over the past several years to suppress random noise in Lamb wave signal but filtration of interferences of wave modes and boundary reflection is not in a much matured stage and thus needs further investigation. The present study contains detailed information about various noise filtering methods, newly developed filtration technique and their efficacy in handling the above mentioned issues.

Details

Multidiscipline Modeling in Materials and Structures, vol. 14 no. 4
Type: Research Article
ISSN: 1573-6105

Keywords

Article
Publication date: 3 October 2016

Yenny Tjoe

The purpose of this paper is to contribute to the study of sustainable rural livelihoods by developing a model to measure vulnerability of subsistence communities in dryland…

Abstract

Purpose

The purpose of this paper is to contribute to the study of sustainable rural livelihoods by developing a model to measure vulnerability of subsistence communities in dryland regions and identifying the major determinants that contribute to the livelihood vulnerability of these communities.

Design/methodology/approach

The author conducted a household survey across three subsistence communities in West Timor (n=627), from June to November 2013. Based on the guideline of the OECD (2008), the author developed a series of indicators and constructed a composite index to measure the vulnerability of dryland communities. The author adapted the livelihood vulnerability index (LVI) measure from Hahn et al. (2009) but refined it by using Shannon’s entropy method in deciding the weights of indicators and statistically tested the correlation between indicators using Kendall’s correlations.

Findings

Six major determinants were identified: education (EDU), children’s participation in agriculture (CPA), agricultural income (AI), subsistence food reserve (SUBSIST), social-cultural participation (SCP) and access to water, health clinic and market (ACC). LVI in all communities shows significant and strong relationships with SCP (0.594, p<0.01), AI (0.545, p<0.01) and CPA (0.434, p<0.01). This signifies that constraints to engage in social gatherings, market the harvest and obtain additional labour input are currently the major contributor to the vulnerability in these communities.

Research limitations/implications

Shannon’s entropy is one of the methods for assisting in making decision (ranking) objectively. The results may need to be tested further using other methods.

Practical implications

Using objective weight provides additional information useful for identifying and prioritising areas (sub-components) which require attention and appropriate solutions to prevent households from further impoverishment and increased vulnerability.

Social implications

Livelihood vulnerability of subsistence community in dry region is closely related to local survival skills and customs. Differences in the level of vulnerability across communities are due not only to geographical location and physical infrastructure, but also the leadership of local customary leaders and village government in looking for ways to improve the livelihoods of community members.

Originality/value

This paper is based on part of the results of a PhD thesis supported and approved by Griffith University. It has not been published before.

Details

World Journal of Science, Technology and Sustainable Development, vol. 13 no. 4
Type: Research Article
ISSN: 2042-5945

Keywords

Article
Publication date: 9 April 2018

Ambuj Sharma, Sandeep Kumar and Amit Tyagi

The presence of random noise as well as narrow band coherent noise makes the structural health monitoring a really challenging issue and to achieve efficient structural health…

Abstract

Purpose

The presence of random noise as well as narrow band coherent noise makes the structural health monitoring a really challenging issue and to achieve efficient structural health assessment methodology, very good extraction of noise and analysis of the signals are essential. The purpose of this paper is to provide optimal noise filtering technique for Lamb waves in the diagnosis of structural singularities.

Design/methodology/approach

Filtration of time-frequency information of multimode Lamb waves through the noisy signal is investigated in the present analysis using matched filtering technique and wavelet denoising methods. Using Shannon’s entropy criterion, the optimal wavelet function is selected and verification is made via the analysis of root mean square error of filtered signal.

Findings

The authors propose wavelet matched filter method, a combination of the wavelet transform and matched filtering method, which can significantly improve the accuracy of the filtered signal and identify relatively small damage, especially in enormously noisy data. Correlation coefficient and root mean square error are additionally computed for performance evaluation of the filters.

Originality/value

The present study provides detailed information about various noise filtering methods and a first attempt to apply the combination of the different techniques in signal processing for the structural health monitoring application. A comparative study is performed using the statistical tool to know whether filtered signals obtained through three different methods are acceptable and practicable for guided wave application or not.

Details

International Journal of Structural Integrity, vol. 9 no. 2
Type: Research Article
ISSN: 1757-9864

Keywords

Article
Publication date: 1 October 2006

Tong Xiaojun, Yi Lin and Tao Hongjiu

To provide a simplified proof for Liu's results concerning the relationship between σentropy and σ‐similarity measure.

149

Abstract

Purpose

To provide a simplified proof for Liu's results concerning the relationship between σentropy and σ‐similarity measure.

Design/methodology/approach

First obtains Liu's clear and simple functional expression of σ‐similarity measures based on the structure of σentropy by using expressions of equivalent functions of σentropy. Then, by employing the general expression of equivalent functions of σ‐similarity measure of fuzzy sets, provides a different proof of Liu's results.

Findings

Here, the proof is much simpler than the original one provided by Liu. And, on the basis of Shannon's probability entropy as introduced by De Luca and Termini, a σ‐similarity measure is constructed, on which a No answer to an open question as proposed by Liu is provided.

Originality/value

Constructs a new approach to some known results and provides a definite answer to an open question.

Details

Kybernetes, vol. 35 no. 9
Type: Research Article
ISSN: 0368-492X

Keywords

Article
Publication date: 30 November 2021

Bhaveer Bhana and Stephen Vincent Flowerday

The average employee spends a total of 18.6 h every two months on password-related activities, including password retries and resets. The problem is caused by the user forgetting…

Abstract

Purpose

The average employee spends a total of 18.6 h every two months on password-related activities, including password retries and resets. The problem is caused by the user forgetting or mistyping the password (usually because of character switching). The source of this issue is that while a password containing combinations of lowercase characters, uppercase characters, digits and special characters (LUDS) offers a reasonable level of security, it is complex to type and/or memorise, which prolongs the user authentication process. This results in much time being spent for no benefit (as perceived by users), as the user authentication process is merely a prerequisite for whatever a user intends to accomplish. This study aims to address this issue, passphrases that exclude the LUDS guidelines are proposed.

Design/methodology/approach

To discover constructs that create security and to investigate usability concerns relating to the memory and typing issues concerning passphrases, this study was guided by three theories as follows: Shannon’s entropy theory was used to assess security, chunking theory to analyse memory issues and the keystroke level model to assess typing issues. These three constructs were then evaluated against passwords and passphrases to determine whether passphrases better address the security and usability issues related to text-based user authentication. A content analysis was performed to identify common password compositions currently used. A login assessment experiment was used to collect data on user authentication and user – system interaction with passwords and passphrases in line with the constructs that have an impact on user authentication issues related to security, memory and typing. User–system interaction data was collected from a purposeful sample size of 112 participants, logging in at least once a day for 10 days. An expert review, which comprised usability and security experts with specific years of industry and/or academic experience, was also used to validate results and conclusions. All the experts were given questions and content to ensure sufficient context was provided and relevant feedback was obtained. A pilot study involving 10 participants (experts in security and/or usability) was performed on the login assessment website and the content was given to the experts beforehand. Both the website and the expert review content was refined after feedback was received from the pilot study.

Findings

It was concluded that, overall, passphrases better support the user during the user authentication process in terms of security, memory issues and typing issues.

Originality/value

This research aims at promoting the use of a specific type of passphrase instead of complex passwords. Three core aspects need to be assessed in conjunction with each other (security, memorisation and typing) to determine whether user-friendly passphrases can support user authentication better than passwords.

Details

Information & Computer Security, vol. 30 no. 2
Type: Research Article
ISSN: 2056-4961

Keywords

Article
Publication date: 20 December 2022

Efe Caglar Cagli, Dilvin Taşkin and Pınar Evrim Mandaci

This paper aims to investigate the relationship between sustainable investments and a series of uncertainties from January 2014 to December 2021, including many economic and…

Abstract

Purpose

This paper aims to investigate the relationship between sustainable investments and a series of uncertainties from January 2014 to December 2021, including many economic and political turbulences and the COVID-19 pandemic.

Design/methodology/approach

The authors use Rényi’s transfer entropy method, a nonparametric flexible tool that considers both the center distribution and lower quantiles, capturing extreme rare events that give additional insights to analysis.

Findings

The authors’ results indicate significant bidirectional information transmissions between the crude oil volatility and sustainability indices. The authors report information flows between the cryptocurrency uncertainty and sustainability indices considering tail events. The results are essential for market participants making decisions during turbulent times.

Originality/value

This paper is carried out for a variety of uncertainty measures and environmental, social and governance (ESG) portfolios of both developed and developing markets. It adds to literature in terms of methodology used. Rényi’s transfer entropy methodology is first used to measure the relationship between uncertainties and ESG investments.

Details

Qualitative Research in Financial Markets, vol. 15 no. 4
Type: Research Article
ISSN: 1755-4179

Keywords

Article
Publication date: 8 April 2020

Dheyaa Hussein

This study aims to provide a method to assess the perceptual impact of the visual complexity of building façades.

Abstract

Purpose

This study aims to provide a method to assess the perceptual impact of the visual complexity of building façades.

Design/methodology/approach

The research identifies the number of design elements and the variation in their position and colour as variables of visual complexity. It introduces the concepts of vertices and corners as atomic indicators on which the measurement of these variables is built. It measures visual complexity and its variables in images of building façades and analyses their relationships with participants' reactions. It reports on the effect of visual complexity on preferences, the adequacy of different methods in measuring visual complexity and the perceptual impact of each of its variables.

Findings

The research demonstrates that visual complexity can be assessed through the measure of its variables and their statistical mapping to users' preferences.

Originality/value

The manuscript provides the foundation for a planning/assessment tool for the visual control of the built environment using computer systems based on the preferences of residents through the examination of the relationship between the users and their environment. It creates a paradigm, which introduces a robust concept in the visual analysis of urban design.

Details

Smart and Sustainable Built Environment, vol. 9 no. 4
Type: Research Article
ISSN: 2046-6099

Keywords

Book part
Publication date: 16 December 2009

Chinman Chui and Ximing Wu

Knowledge of the dependence structure between financial assets is crucial to improve the performance in financial risk management. It is known that the copula completely…

Abstract

Knowledge of the dependence structure between financial assets is crucial to improve the performance in financial risk management. It is known that the copula completely summarizes the dependence structure among multiple variables. We propose a multivariate exponential series estimator (ESE) to estimate copula densities nonparametrically. The ESE has an appealing information-theoretic interpretation and attains the optimal rate of convergence for nonparametric density estimations in Stone (1982). More importantly, it overcomes the boundary bias of conventional nonparametric copula estimators. Our extensive Monte Carlo studies show the proposed estimator outperforms the kernel and the log-spline estimators in copula estimation. It also demonstrates that two-step density estimation through an ESE copula often outperforms direct estimation of joint densities. Finally, the ESE copula provides superior estimates of tail dependence compared to the empirical tail index coefficient. An empirical examination of the Asian financial markets using the proposed method is provided.

Details

Nonparametric Econometric Methods
Type: Book
ISBN: 978-1-84950-624-3

1 – 10 of 278