Statistics & Computer Science
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Item Determining and Comparing Multivariate Distributions: An Application to AORD and GSPC with their related financial markets(2016) Chandrasekara, N.V.; Mammadov, M.; Tilakaratne, C.D.Many real world applications are associated with more than one variable and hence, identifying multivariate distributions associated with real world problems portrays great importance today. Many studies can be found in the literature in this aspect and most of them are associated with two variables/dimensions and the maximum dimension of multivariate distribution found in the literature is four. Different optimization techniques have been used by researchers to find multivariate distributions in their studies. Numerical methods can be identified as more preferable than analytical methods when the dimension of the problem is high. The main objective of this study is to identify the multivariate distribution associated with the return series of Australian all ordinary index (AORD) and those of the related financial markets and compare it with the multivariate distribution of return series of the US GSPC index and its related financial markets. No research were found in the literature which were aimed at finding aforesaid multivariate distribution and comparisons. Moreover no evidence found for identifying a multivariate distribution with six dimensions. Five financial markets: Amex oil index, Amex gold index, world cocoa index, exchange rate of Australian dollar to United States dollar and US GSPC index were found to be associated with AORD. Hence the attempt was to derive the multivariate distribution of return series of AORD and these five return series and therefore the optimization problem of the study is a six dimension problem which associated with forty three parameters need to be estimated. A local optimization technique and a global optimization technique were used to estimate the parameters of the multivariate distribution. Results exhibit that the parameter estimates obtained from the global optimization technique are better than the parameter estimates obtained from the local optimization technique. The multivariate distribution of return series of AORD and related financial markets is central, less peaked and have fat tails. A comparison was done with another multivariate distribution of a return series of a leading stock market index: GSPC and return series of its associated financial markets and found that both distributions are alike in shape. Two periods were identified in the AORD series and found that the shape of the multivariate distribution of one period is similar to the shape of the multivariate distribution of full data set while the shape of the multivariate distribution of the other period is dissimilar to that of full data set.Item An Application of 5-fold Cross Validation on a Binary Logistic Regression Model(2016) Attanayake, A.M.C.H; Jayasundara, D.D.M.; Peiris, T.S.G.Abstract Internal validation techniques can be used to check the predictive ability of the developed models. The most common internal validation techniques are split sample methods, cross validation methods and bootstrapping methods. The split sample methods are inefficient with the small size of data sets. The bootstrapping methods are efficient with the knowledge of computer programming languages. The cross validation methods are not very popular in practice. Therefore, in this study 5-fold cross validation method of cross validation techniques is applied to validate the predictive ability of a binary logistic regression model. The binary logistic regression model was fitted on a data set of UCI machine learning repository. Results of the cross validation reveal that low value of optimism and high value of c-statistic in the fitted regression model indicate an acceptable discrimination power of the developed model.Item Identifying Factors affecting the severity of Asthma(European International Journal of Science and Technology, 2013) Peramuna, P.R.N.L.; Chandrasekara, N.V.; Jayasundara, D.D.M.Item Impact of Mothers' Migration on Children's Education(Proceedings of the 69th Annual Session of the Sri Lanka Association for Advancement of Science -SLASS, 2013) Dissanayake, P.L.; Chandrasekara, N.V.; Jayasundara, D.D.M.Item Human Perception of Haptic Force Direction(IROS 2006 IEEE/RSJ International Conference, 2006) Elhajj, I.; Weerasinghe, K.G.H.D.; Dika, A.; Hansen, R.In this paper we investigate the accuracy of human perception of haptic force direction applied to the hand. Haptic interfaces are commonly used in many applications and understanding the limitations of human perception would facilitate the design of these interfaces and the associated applications. The literature contains work related to force perception; however, none of which address the issue of the accuracy of haptic force direction perception. We discuss the design and implementation of the experiment used to evaluate the accuracy. Also presented are results related to training effects, fatigue and accuracy across angular regionsItem Analysis of key management in wireless sensor networks(IEEE EIT?07, 2007) Dustin, M.; Shankarappa, J.; Petrowski, M.; Weerasinghe, K.G.H.D.; Fu, H.A multitude of wireless sensor networks exist today in various fields, each having a specific objective in mind. Based on the objectives for each network, the security concerns can be different, dependent on such factors as the level of secrecy of the data being captured, the amount of computation done to the captured data, and the criticality of the data being available when needed. This paper aims to identify the various types of WSNs in existence today, review some of the key management schemes proposed by the community, and map each type of WSN to a set of these key management schemes that would be ideal to handle the security requirements for that network. Through our research, we aide in solving the question as to whether or not there exists any specific security concerns which are prevalent in a majority of WSNs in use today.Item Data centric adaptive in-network aggregation for wireless sensor networks(IEEE/ASME International Conference, 2007) Weerasinghe, K.G.H.D.; Elhajj, I.; Krsteva, A.; Najm, M.A.This paper presents and evaluates a data centric adaptive in-network aggregation algorithm for wireless sensor networks. In-Network data aggregation is used in wireless sensor networks to reduce the power consumption of sensor nodes. The accuracy of the aggregated results is highly sensitive to delays in the measurements. All existing methods use fixed time limit to accept delayed information for aggregation. The proposed method dynamically calculates the delay limit by using the historical behavior of each sensor. The presented simulation results illustrate the advantage of the developed algorithm.Item Preventing Cooperative Black Hole Attacks in Mobile Ad Hoc Networks: Simulation Implementation and Evaluation(International Journal of Software Engineering and Its Applications, 2008) Weerasinghe, K.G.H.D.; Fu, H.A black hole attack is a severe attack that can be easily employed against routing in mobile ad hoc networks. A black hole is a malicious node that falsely replies for any route requests without having active route to specified destination and drops all the receiving packets. If these malicious nodes work together as a group then the damage will be very serious. This type of attack is called cooperative black hole attack. In [9], we proposed a solution to identifying and preventing the cooperative black hole attack. Our solution discovers the secure route between source and destination by identifying and isolating cooperative black hole nodes. In this paper, via simulation, we evaluate the proposed solution and compare it with other existing solutions in terms of throughput, packet loss percentage, average end-toend delay and route request overhead. The experiments show that (1) the AODV greatly suffers from cooperative black holes in terms of throughput and packet losses, and (2) our solution proposed in [9] presents good performance in terms of better throughput rate and minimum packet loss percentage over other solutions, and (3) our solution proposed in [9] can accurately prevent the cooperative black hole attacks.Item Anonymous service access for Vehicular Ad hoc Networks(Information Assurance and Security (IAS), 2010 Sixth International Conference, 2011) Weerasinghe, K.G.H.D.; Fu, H.; Leng, S.Communications through road side units in Vehicular Ad hoc Networks (VANETs) can be used to track the location of vehicles, which makes serious threat on users' privacy. In this paper, we propose and evaluate a novel location privacy enhancement protocol for VANETs. Firstly, we propose an Anonymous Online Service Access (AOSA) protocol. Secondly, we analytically evaluate the anonymity and the unlinkability of the proposed protocol. Finally, a series of simulation studies are conducted to evaluate the performance of our protocol in the real VANET environments such as Manhattan and Urban scenarios. According to analytical evaluation and simulations, our protocol provides higher level of anonymity and location privacy for on-line service access applications. Simulation results further show that our protocol is feasible and produces better performance in real VANET environments by producing higher success ratio and smaller delay.Item An Enhanced Multi-Channel MAC for the IEEE 1609.4 Based Vehicular Ad Hoc Networks(INFOCOM IEEE Conference on Computer Communications Workshops, 2010) Wang, Q.; Leng, S.; Fu, H.; Zang, Y.; Weerasinghe, K.G.H.D.This paper proposes a multi-channel MAC scheme for Vehicular Ad Hoc Networks (VANETs), which dynamically adjusts the intervals of Control Channel (CCH) and Service Channels (SCHs). Markov modeling is conducted to optimize the intervals based on the traffic condition. The scheme also introduces a multi-channel coordination mechanism to provide the contention-free access in SCHs. Theoretical analysis and simulation results show that the proposed scheme is able to help IEEE 1690.4 MAC improve the saturation throughput of SCHs significantly, while maintaining the prioritized transmission of critical safety information on the CCH.