Sharif Digital Repository

today's financial markets such as stock market are more attractive and important position and wealth are considered income and therefore attracts many people have. But the other hand, activity in these markets requires a high risk of admission. The point that is important is that the risk of investing in these markets can be predicted to some extent with the trend of stocks and securities can be controlled. Time series trend of stock prices and non-static characters is excited. But analysis of such behavior is impossible, i.e., reliance on sophisticated tools and of course accept the possibility of an error can be predicted price to pay. Synthetic models of artificial intelligence today, due... 

Error concealment is one of the effective ways to alleviate the effect of packet loss in video communication over error-prone environments. In order to estimate lost macro-blocks, we have employed Bayesian estimation as an efficient and robust framework. Gaussian process regression has been used as the modeling approach through this framework. Considering luminance component as Gaussian process,a minimum mean squared error estimation of the lost macro-block is obtained. This estimator, as a function of the existing data, is only determined by the covariance matrix defined over them. Therefore,the main step in Gaussian process regression, is construction of the convenient covariance matrix... 

Obtaining particulate matter (PM) concentration is very important in epidemiological studies. Measurement at the ground levels has been used as an accurate method to obtain PM levels. However, these measurements are more indicative of a small area around the stations than a whole region. Usually, limited space coverage and irregular distribution of air quality stations at the ground level is a restriction in the studies of air pollution and its effect on human health and environment. In this regard satellite measurements have been used for indirect estimation of PM concentration at ground levels. However, the correlation between satellite measurements and ground based data is affected by... 

The present study was aimed at investigating the relationship between reading comprehension ability as probably the most vital language skill especially in academic contexts (Farrell, 2009) and critical thinking as one of the most debated issues among scholars in modern education (Ku, 2009; Rudd, 2006). To this end, 200 male and female university students studying English Translation and Literature were chosen as the participants who sat for two tests. The first was a reading section of a retired TOEFL test provided by educational testing service in which the participants' scores were regarded as their reading comprehension ability. The second was the California Critical Thinking Skills... 

Forecasting model of water consumption amounts could be used in order to manage water resources for future condition of city. In this thesis, a model for forecasting water demand for Tehran has been presented by evaluating regression models and intelligent models. In this study, uncertainties which are connected to climate and population changes are taken into account. The considered variables include minimum, maximum and medium temperature, precipitation and solar radiation. Considering objectives of this thesis and various forecasting methods and their advantages and regional conditions of Tehran, in addition to regression analysis, perceptron neural network, probabilistic neural network... 

The purpose of this research is analyzing designed experiments which their response variable is in form of multichannel profiles. For this purpose, a number of experiments with multichannel profile response variable designed at first. Then by random effect model, output data calculated. Experiments output data dimension reduced using principal component analysis and its extensions. After that, regression analysis used to analyze results of dimensionality reduction data in order to estimate coefficients of potentially effective variables in response. At the end, coefficients of effective variables classified with a hierarchical classification method in order to discover change and its root... 

This is the first attempt at process modeling in terms of predictive control using a hierachical method based on regression analysis and artificial neural networks(ANNs).This hierachical use leads to the reliability improvement of neural model of process in prediction (extrapolation and interpolation) of process output. such an outlook makes it possible to predict the proper input settings which achieved a desired process output by designing various senarios for process set up. This approach was applied in Tile industry for spray dring process and in order to indicate the achieved improvement,three models:(i) regression model of process using multiple linear regression,(ii)Neural model of... 

In some statistical process control applications, quality of a process or product 1s characterized by a relationship between a response variable and one or more explanatory variables which is referred to as profile by researchers. In some applications such as calibration, this relationship is characterized by a simple linear regression. However, in some situations, more complicated models are needed. It seems that there is a little attention to monitoring of profiles with binary response variables. Furthermore, the extensive applications of binary response variables in real industrial worlds make it necessary to concentrate on this kind of profiles. In this ... 

Fatigue is one of the most common failure modes that reduce the structural integrity of asphalt pavements. Dynamic tests are used as fatigue performance indicators for asphalt mixture. However, these tests are expensive and require special equipment and set up. At this research, the main goal is to develop a fuzzy model which is more efficient than the existing regression model for prediction of the fatigue life. A database from the available data from various research was compiled. For each model, a comparison between Fuzzy and regression output by actual outputs was done and it was seen that the fuzzy modeling can predict fatigue life very closely. Finally, the required software for this... 

Nowadays, credit risk is recognized as the most significant factor of bankruptcy in banking industry. Incorrect selection and unsuitable appropriation of financial resources to customers cause this risk. On the other hand, the detection of company operating and financial difficulties is a subject which has been fundamentally discussed in financial ratio analysis. As a result, this study tries to analyze existence and relationship between financial ratios of recipients and their reimbursement ability by evaluation of their conditions in awarding them credit. Furthermore, according to the credit risk context, some of financial ratios are selected and their values are obtained as the input... 

This research conducted to achieve a pragmatic approach for the demand forecasting of ICU beds which is the one of most important services are provided by hospitals and medical centers and always has been challenging associated with capacity planning in many countries. Attaining such a method, ICU patients identified and categorized according to patients age and duration of hospitalization period. Then, as a case study, demanded ICU beds in Iran's hospitals predicted for three time horizons in 2021, 2031 and 2041 by use of regression model to forecast the population of identified patient categories which was extracted from Iran's demographic data in a 30-year period. The results indicated... 

Due to water resources restriction and increase in water demand, optimum use of existing available resources is more essential. This needs accurate prediction of streamflow with lag time from one to several months. In recent decades identification of long term climate variables as predictors of hydrological process has made considerable evolution in climatic predictions and several studies have been made in this field. In this research streamflow volume of Dez Dam in dry season (April to August) has been predicted by using multiple regression models and considering seasonal rainfall data, climate indices and ocean-atmospheric variables including surface temperature of adjacent seas and... 

Vehicle Kilometers of Travel (VKT) as one of the most important indicators of travel behavior, express the total kilometers traveled by all vehicles on city networks. Due to the expansion of urbanization and, consequently, the growth of cities, the need for awareness of citizen’s travel behavior and planning for it, is felt in more cities. Spatial transfer of a model which refers to transfer a model from on region (context) to another one, helps different regions to benefit from the results of modeling with a relatively low expense.The main purpose of the research was evaluating spatial transferability of models developed to estimate VKT in three metropolitan cities of Iran which are... 

Marine risers are tubular components, which are used to transfer fluids between seabed and floating platform. They may have a great share in cost of oil and gas production systems. One of the risers used in deep-water, is Steel Catenary Riser which is an economic alternative. However, amongst issues in designing this type of risers, high stress level in floating platform connection point and seabed touch- down zone is notable which is created due to platform movements, currents and wave loading and finally, leads to fatigue life reduction. Using buoyancy modules which are attached to risers is one of stress levels reduction solutions in hotspot points. In this study, considering the Caspian... 

Air pollution caused by industrialization is the problem which adversely affects human life. Among air pollutants suspended particles, especially particles smaller than 10 microns (PM10), for their high concentration in air in large cities are the major index as air pollutant. Due to their small size, PM10 can penetrate into the aspiration organs causing harmful effects. The objective of this work is to develop an Artificial Neural Network (ANN) model for prediction of short-term concentration of PM10 in the city of Tehran. Complex mechanism of reactions, numerous types of pollutant materials produced from transportation and industrial activities, variety of sources, difficulties in data... 

The derivatives of 5-Hydroxy-3(2H)-pyridazinone show inhibitory effects on hepatitis C virus. The aim of the present work was modeling and prediction of inhibitory effects of these derivatives (Log(1/EC50)) on this disease. In this research, a data set of 119 molecules of 5-Hydroxy-3(2H)-pyridazinone derivatives that have inhibitory effect on hepatitis C virus was selected. The MLR model was generated using SPSS package. Five important descriptors were selected applying stepwise variable selection technique. These descriptors selected through 1207 descriptors that were calculated for all molecules in data set. Best model with high R2 and F values and low RMSE was selected for the... 

Prevalence of Multiple Drug Resistant Tuberculosis and use of Yersinia-Pestis in bioterrorism warrants synthesis of new antimicrobial agents. Although Pyrazoline derivatives were first synthesized as antimicrobial drugs, but they also had Mono Amine Oxidase inhibitory effects. In this Quantitative Structure – Activity Relationship (QSAR) study, MAO-I activity of pyrazoline derivatives were evaluated. By applying semi-empirical quantum calculations at AM1 level, optimum 3D geometry of 32 molecules were obtained.After descriptor generation, Principal Component Analysis (PCA) was performed to fiind out 5 outliers. After omitting outliers and sorting molecules according to IC50 values, Stepwise... 

An event must be modeled in a way that either reflects a comprehensive perspective for the event or acts in an especial part of that event, roperly. The main aim of this thesis is to control. Therefore the models will be accepted whenever the suggested mathematical models can move towards controller final target, desirably.This thesis proposes a linear mathematical model, five nonlinear models and a simple model based upon Convolution, Fuzzy Regression and Neural Networks techniques for Acquired Immune Deficiency Syndrome (AIDS), respectively. The proposed models were achieved through studying 300 HIV+ Patients who were under Highly Active Antiretroviral Therapy (HAART) approach in Iranian... 

Are the returns of the mineral companies in Tehran Stock Exchange affected by the changes in the commodity price at the Iran Mercantile Exchange? By implementing a Multi-Factor Model we will calculate the firms’ value elasticity to the commodity price changes. We try to explain the estimated elasticities on the basis of the firm’s fundamental variables using a discounted cash flow valuation model. An unbalanced panel data estimation is employed for this purpose. Afterwards, we will suggest a novel model on the ground of the assumption that the commodity prices and firm values follow the Geometric Brownian Motion. The result of the model is that the elasticity can be explained by commodity... 

Since early civilizations underground water pipes have played a major role on promoting human being life style. Today, centuries after designing water mains equipment, utilizing a water distribution and sewage collection system is matter of great necessity in modern metropolises. In current research the pilot area is located in the city center .the major motivation for opting such area was extraordinary breakage rate which was unseen on other city areas and nearby cities. Data pertaining to four commonly used pipe material were collected. Preliminary data quality analysis was conducted to detect distinct contradictions. On basis of collected data, breakage rate plots were depicted for each...