final prediction error
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Entropy ◽  
2021 ◽  
Vol 23 (8) ◽  
pp. 1096
Author(s):  
Miao Zhang ◽  
Xiaojun Tong ◽  
Zhu Wang ◽  
Penghui Chen

For efficiency and security of image transmission and storage, the joint image compression and encryption method that performs compression and encryption in a single step is a promising solution due to better security. Moreover, on some important occasions, it is necessary to save images in high quality by lossless compression. Thus, a joint lossless image compression and encryption scheme based on a context-based adaptive lossless image codec (CALIC) and hyperchaotic system is proposed to achieve lossless image encryption and compression simultaneously. Making use of the characteristics of CALIC, four encryption locations are designed to realize joint image compression and encryption: encryption for the predicted values of pixels based on gradient-adjusted prediction (GAP), encryption for the final prediction error, encryption for two lines of pixel values needed by prediction mode and encryption for the entropy coding file. Moreover, a new four-dimensional hyperchaotic system and plaintext-related encryption based on table lookup are all used to enhance the security. The security tests show information entropy, correlation and key sensitivity of the proposed methods reach 7.997, 0.01 and 0.4998, respectively. This indicates that the proposed methods have good security. Meanwhile, compared to original CALIC without security, the proposed methods increase the security and reduce the compression ratio by only 6.3%. The test results indicate that the proposed methods have high security and good lossless compression performance.


Author(s):  
Ziqian Zhang ◽  
Xiangfeng Yang ◽  
Jinwu Gao

Uncertain time series analysis is a method to predict future values based on imprecisely observed values. As a basic model of uncertain time series, an uncertain autoregressive model has been presented. However, the existing paper ignores the temporal dependence information embedded in time-series data. In dealing with this issue, this paper adds a least absolute shrinkage and selection operator penalty to the traditional uncertain autoregressive model and selects the optimum order of the model according to Akaike’s final prediction error criterion. Finally, two numerical examples are given to illustrate the effectiveness of the model and compare the results predicted by the uncertain autoregressive model with the principle of least squares.


2019 ◽  
Vol 14 (1) ◽  
pp. 93-128 ◽  
Author(s):  
Mathias Lindholm ◽  
Filip Lindskog ◽  
Felix Wahl

AbstractThis paper studies estimation of the conditional mean squared error of prediction, conditional on what is known at the time of prediction. The particular problem considered is the assessment of actuarial reserving methods given data in the form of run-off triangles (trapezoids), where the use of prediction assessment based on out-of-sample performance is not an option. The prediction assessment principle advocated here can be viewed as a generalisation of Akaike’s final prediction error. A direct application of this simple principle in the setting of a data-generating process given in terms of a sequence of general linear models yields an estimator of the conditional mean squared error of prediction that can be computed explicitly for a wide range of models within this model class. Mack’s distribution-free chain ladder model and the corresponding estimator of the prediction error for the ultimate claim amount are shown to be a special case. It is demonstrated that the prediction assessment principle easily applies to quite different data-generating processes and results in estimators that have been studied in the literature.


2017 ◽  
Vol 6 (2) ◽  
pp. 332
Author(s):  
Bernhard O. ISHIORO

The Nigerian economy has been experiencing a lot of reforms in the banking subsector. Despite these reforms that ought to have enhanced the performance of the industrial sector of the economy, the weak performance of the industrial sector has survived unscathed and prolonged. Therefore, the major interest of this paper is to investigate the long and short-run relationships existing between banking sector reforms and the performance of the industrial sector in Nigeria. The study begins with a review of the banking sector reforms and the link to the industrial sector performance. Time series data from 1982-2015 are used to empirically assess the long-run relationship between banking sector reforms-targeted variables and the Nigerian industrial sector. The Modified PANTULA Principle was adopted in the selection of the most suitable variant of the Johansen Cointegration technique and found that model three was only suitable in the determination of the long-run relationship between commercial banks credit to the industrial sector and industrial production, and not manufacturing capacity utilisation.Summary of the variants of the Johansen cointegration equations were provided to facilitate a robust discussion of the long-run relationship between the indicators of banking sector reforms and industrial sector performance. A modified variant of causality test was adopted in the investigation of the direction of causality that exist between the reforms variables and industrial sector performance indicators. Various lag selection techniques were applied and found the Final Prediction Error(FPE) as most suitable. The Vector Auto Regression (VAR) impulse response and variance decomposition were applied to determine the effects of the reforms shocks on the industrial sector performance variables. The results shows amongst other that in the era reforms, the shocks from the banking sector credit to the industrial sector is higher than other reforms indices. This makes credit to the industrial sector a potent force in the enhancement of industrial sector performance in Nigeria. Therefore, banking sector reforms should be designed to enhance the consistent flow of credit to the industrial sector of the economy. Structural breaks were also applied to see the effects of the changes in reforms on the performance of the industrial sector.


Author(s):  
Nurul Bahiah Mohd Noor ◽  
Mohd Ridzuan Ahmad

Actuators based on smart materials such as piezoelectric actuators (PEAs) are widely used in many applications to transform electrical signal to mechanical signal and vice versa. However, the major drawbacks for these smart actuators are hysteresis nonlinear, creep and residual vibration. In this paper, PEAs are used for active vibration application. Therefore, a model of PEA must be established to control the vibration that occurs in the system. The frequencies of 1 Hz, 20 Hz and 50 Hz were tested on the PEAs. The results obtained from the experimental were used to develop transfer function model by employing system identification technique. Meanwhile, the model validation was based on level of models fitness to estimation data, mean squared error (MSE), final prediction error (FPE) and correlation test. The experimental result showed that the displacement of the actuator is inversely proportional to the frequency. The following consequences caused the time response criteria at 50 Hz achieved smallest overshoot and fastest response of rise time and settling time.


Author(s):  
Maulidyah Indira Hasmarini ◽  
Dwi Murtiningsih

This research titled "Causality analysis non petrol export with economic growth using final error prediction methods". Goal which needs to find the answer in this research is to know that non petrol export variable affecting to economic growth variable and economic growth variable affecting non petrol export variable. And also to know final prediction error with existence of long term equilibrium between non petrol export with economic growth. Hypothesis proposed is non petrol export having positive effect to economic growth and economic growth have positive effect to non petrol export. Final error prediction with existence of relation between long term equilibrium and non petrol export and economic growth have positive effect, and final error prediction with existence of relation between long term equilibrium with economic growth and non petrol export have positive effect.Based on analysis there's only one direction causality relation between economic growth and non petrol export. From facts above can be concluded that economic growth will bring creation process and expanding strong domestic market because export is not a starting point or initial destination of economic growth but export only a economic growth process


Author(s):  
Dwi Hartini ◽  
Yuni Prihadi Utomo

The purpose of the research is to know whether inflation influences economic growth or economic growth influence inflation and to know the final prediction error of long - term equilibrium relationship between inflation and economic growth.The hypothesis presented in this research is that inflation has negative influence on economic growth and economic growth has negative influence on inflation. It is assumed that the final prediction error of long - term equilibrium relationship between inflation and economic growth has negative influence, and the final prediction error of equilibrium relationship between economic growth and inflation has negative influence.The method used in this research is causality analysis of Final Prediction Error (FPE) by using time series data of 1973 through 2002 taken from the Body of Statistic Center (BPS).It is conducted stationerity and causality test of FPE in this research. This research shows that there is one direction causality in which economic growth influences inflation.


Author(s):  
Suyatno Suyatno

The debate about the role of exports in the development of economic theory has emerged since the 1950s. In the macroeconomic theory, the relationships between export and economic growth and / or national income is an identity because export is a part of national income, but in development economics, heavily concern over matters wether export make prosperity (wealth) or suffering to a nation.Jung and Marshall (1985) examine four viewpoints characterize equally plausible hypothesis of relationships between export and economic growth: (1) export-led growth hypothesis, (2) internally generated export hypothesis, (3) export-reducing growth hypothesis and (4) growth-reducing export hypothesis. The empirical result using real national income and real export data over 1969-1997 suggests that error correction causality tests show bidirectional pattern, but according to the value of error correction term, adjustment coefficient reaction. Granger-causality test (1969) and final prediction error (FPE) show unidirectional causality from real national income to real export. Thus, over the period 1969-1997, Indonesia supported internally generated export hypothesis.


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