Dynamic proportion portfolio insurance using genetic programming with principal component analysis☆

2008 ◽  
Vol 35 (1-2) ◽  
pp. 273-278 ◽  
Author(s):  
J CHEN ◽  
C CHANG ◽  
J HOU ◽  
Y LIN
2013 ◽  
Vol 397-400 ◽  
pp. 1282-1285 ◽  
Author(s):  
Wen Bin Liu ◽  
Yu Xin He ◽  
Hua Qing Wang ◽  
Jian Feng Yang

In order to extract the fault feature validity in early fault diagnosis, method based on kernel principal component analysis and genetic programming (GP) is presented. The time domain features of the vibration signal are extracted and the initial symptom parameters (SP) are constructed. Then the combination to the initial SPs is carried on to optimize and build composite characteristics by GP. Through kernel principal component analysis (KPCA), the nonlinear principal component of the original characteristics is produced. Finally, the nonlinear principal components are selected as the feature subspace to classify the conditions of rolling bearing. Meanwhile, the within-class and among-class distance is introduced to compare and analyze the bearing condition recognition effect by using KPCA and GP plus KPCA separately. Experimental results show that the features extracted by kernel principal component analysis and genetic programming perform better ability in identifying the working states of the rolling bearing.


VASA ◽  
2012 ◽  
Vol 41 (5) ◽  
pp. 333-342 ◽  
Author(s):  
Kirchberger ◽  
Finger ◽  
Müller-Bühl

Background: The Intermittent Claudication Questionnaire (ICQ) is a short questionnaire for the assessment of health-related quality of life (HRQOL) in patients with intermittent claudication (IC). The objective of this study was to translate the ICQ into German and to investigate the psychometric properties of the German ICQ version in patients with IC. Patients and methods: The original English version was translated using a forward-backward method. The resulting German version was reviewed by the author of the original version and an experienced clinician. Finally, it was tested for clarity with 5 German patients with IC. A sample of 81 patients were administered the German ICQ. The sample consisted of 58.0 % male patients with a median age of 71 years and a median IC duration of 36 months. Test of feasibility included completeness of questionnaires, completion time, and ratings of clarity, length and relevance. Reliability was assessed through a retest in 13 patients at 14 days, and analysis of Cronbach’s alpha for internal consistency. Construct validity was investigated using principal component analysis. Concurrent validity was assessed by correlating the ICQ scores with the Short Form 36 Health Survey (SF-36) as well as clinical measures. Results: The ICQ was completely filled in by 73 subjects (90.1 %) with an average completion time of 6.3 minutes. Cronbach’s alpha coefficient reached 0.75. Intra-class correlation for test-retest reliability was r = 0.88. Principal component analysis resulted in a 3 factor solution. The first factor explained 51.5 of the total variation and all items had loadings of at least 0.65 on it. The ICQ was significantly associated with the SF-36 and treadmill-walking distances whereas no association was found for resting ABPI. Conclusions: The German version of the ICQ demonstrated good feasibility, satisfactory reliability and good validity. Responsiveness should be investigated in further validation studies.


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