92 research outputs found

    Improving the Reliability of Causal Discovery from Small Data Sets using the Argumentation Framework

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    We address the problem of reliability of independence-based causal discovery algorithms that results from unreliable statistical independence tests. We model the problem as a knowledge base containing a set of independences that are related through the well-known Pearl\u27s axioms. Statistical tests on finite data sets may result in errors in these tests and inconsistencies in the knowledge base. Our approach uses an instance of the class of defeasible logics called argumentation, augmented with a preference function that is used to reason and possibly correct errors in these tests, thereby resolving the corresponding inconsistencies. This results in a more robust conditional independence test, called argumentative independence test. We evaluated our approach on data sets sampled from randomly generated causal models as well as real-world data sets. Our experiments show a clear advantage of argumentative over purely statistical tests, with improvements in accuracy of up to 17%, measured as the ratio of independence tests correct as evaluated on data. We also conducted experiments to measure the impact of these improvements on the problem of causal structure discovery. Comparisons of the networks output by the PC algorithm using argumentative tests versus using purely statistical ones show significant improvements of up to 15%

    The effect of the PSI in the relationship between sovereign and bank credit risk: Evidence from the Euro Area

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    This study examines the nexus between sovereigns and banks during a crisis with a focus on the effects of PSI, the voluntary exchange program of Greek sovereign bonds with private sector involvement. The effectiveness of the program is evaluated through its impact on credit default swaps of 8 Eurozone countries and 21 banks, using daily data from 2009 to 2014. Using linear and nonlinear causality analyses, it is found that the link between sovereign and bank risk weakened after PSI, while the persistence and magnitude of lead-lag interactions also declined in the same period. A difference-in-difference model confirms this result. The findings are also robust to second moment filtering, with GARCH-BEKK residuals indicating the presence of significant albeit declining nonlinear causal effects. The empirical evidence suggests that sovereign debt restructuring initiatives, such as PSI, could be an effective policy measure to ease off pressure on the nexus between banks and their sovereigns

    Interfacial bonding in metal-matrix composites reinforced with metal-coated diamonds

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    Diamond reinforced metal-matrix composites (MMCs) are utilised for cutting, drilling, grinding and polishing a variety of materials, in many cases being the most efficient and economic choice. The increased cost of synthetic diamond abrasives has led to constant search for ways to extent diamond tool life. This has been realised by introducing chemical reactions at the interfaces in order to develop chemical bridges between diamonds and metals that prolong the retention of crystals at the operating surfaces of the tools. Alloying the matrix with carbide forming metals is a way to introduce interfacial reactivity, but involves problems with concentrating the alloying element at the interfacial region and may cause alteration of the wear resistance characteristics of the binder, which may be an undesirable effect. A recent development and alternative method to alloying is the coating of the diamonds with carbide forming metals, offering unique advantages. Although metal-coated diamonds are commercially available, the effectiveness of their usage and the understanding of interfacial phenomena occurring in composites reinforced with such abrasives still remain unexplored. The work carried out in this research has examined the interfacial bonding in diamond MMCs reinforced with metal-coated crystals. The work described in this thesis included a preliminary study on diamond/metal reactivity serving the need to identify the mode and intensity at which synthetic diamonds and elemental metals interact at various conditions. This was achieved by examining the changes occurring to diamond surfaces when crystals were heated in the presence of various elemental metals. The latter were brought in contact with the diamonds either in the form of loose or hot-pressed metallic powders or in the form of thin metal coatings deposited onto the crystals by vapour deposition methods. Results showed that metals, depending on their electronic configuration, either catalyse the graphitisation of diamond surfaces and dissolve carbon or react at the diamond surfaces to form carbide crystallites. Dissolution of the diamond occurred by formation of oriented hexagonal/triangular and rectangular pits on octahedral {111} and cubic {100} surfaces respectively. Intensity of interactions strongly depended on heating temperature and time. Metal coatings were found to efficiently react with the diamonds only after annealing at temperatures of the order of 1000°C subsequent to the deposition. The diamond impregnated MMCs investigated in this research were reinforced with various types of metal-coated and metal-powder encapsulated diamonds of the carbide forming metals of Ti, Cr and W. The tested composites included two types of metal-matrices that of standard plain cobalt as well as some selected alloyed matrices typically employed in practice. Interfacial bonding characterisation and assessment of the potential capability of the metal-coatings to offer enhanced diamond retention has been made by determining the mechanical properties of the composites and by conducting extensive microscopic analysis of the developed fracture surfaces. The results suggested that incorporating metal-coated crystals could be beneficial in improving the diamond retention, provided that consolidation temperature is sufficiently high to favour diamond/metal reactions. Results showed improvements in mechanical properties to be achieved when reinforcing with the coated diamonds compared to non-coated grit. The characteristics of the interactions at the diamond surfaces in the composites conformed to the findings of the preliminary study on the fundamentals of diamond/metals interactions. Reactions on crystal surfaces took place at the locations where prior dissolution of the diamond had occurred. Metal coatings were found to provide excellent protection to the diamonds against catalysed dissolution by aggressive binders. Thin coatings suffered from loss of continuity in systems were the coating metal atoms were readily soluble in the metal-matrix. This was avoided with thicker coatings that also appeared to provide a supplementary mechanical effect in addition to the chemical bonding in improving the retention of the diamond crystals. Encapsulation of diamond with carbide forming metals was a hybrid method between alloying the metal-matrix and coating the crystals. Although encapsulation provided sufficient levels of chemical interactions, it was shown that diamonds could not be efficiently protected from aggressive binders. In addition, composites impregnated with powder-encapsulated diamonds suffered from inadequate sintering of the carbide forming metal zones surrounding the crystals when consolidation was performed at relatively low temperatures which was reflected in inferior mechanical properties

    Prediction of protein secondary structure by mining structural fragment database

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    A new method for predicting protein secondary structure from amino acid sequence has been developed. The method is based on multiple sequence alignment of the query sequence with all other sequences with known structure from the protein data bank (PDB) by using BLAST. The fragments of the alignments belonging to proteins from the PBD are then used for further analysis. We have studied various schemes of assigning weights for matching segments and calculated normalized scores to predict one of the three secondary structures: α-helix, β-sheet, or coil. We applied several artificial intelligence techniques: decision trees (DT), neural networks (NN) and support vector machines (SVM) to improve the accuracy of predictions and found that SVM gave the best performance. Preliminary data show that combining the fragment mining approach with GOR V (Kloczkowski et al, Proteins 49 (2002) 154–166) for regions of low sequence similarity improves the prediction accuracy

    Interdependence between Sovereign and Bank CDS Spreads in Eurozone during the European Debt Crisis - The PSI Effect

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    This paper examines the changes in the interdependence between sovereign and bank credit risk, that were noticed, after the announcement of the voluntary exchange program of Greek bonds, with the participation of the private sector (Private Sector Involvement - PSI). More precisely, we investigate the progress of the credit default swaps (CDS) of eight eurozone countries and of twenty-one banking institutions, for the period of January 2009 to May 2014. We divide the sample into two sub-periods, based on the announcement of the program. We apply Hsiao's methodology (1981), in order to ascertain the causality which is observed between the CDS series and potential changes in their relationship, due to the implementation of the PSI. We identify limited causality relations between countries and banks of the sample examined, in the second sub-period, while the size of the interaction is reduced in the same period. After developing a Difference-in-Difference model, we confirm the weakening of causal relationships between the CDS series studied, for the period, after the announcement of the PSI. Our results suggest that the implementation of the PSI has contributed to the limitation of the interdependence between the CDS spreads of the sovereigns and banks in the period that follows

    SaferWheels study on powered two-wheeler and bicycle accidents in the EU - Final report

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    Road Safety remains a major societal issue within the European Union. In 2014, some 26,000 people died and more than 203,500 were seriously injured on the roads of Europe, i.e. the equivalent of a medium town. However, although there are variations between Member States, road fatalities have been falling throughout the EU. Over the last 20 years, most Member States have achieved an overall reduction, some more than 50%. During this period, research on road safety and accident prevention has predominantly focused on protecting car occupants, with significant results. However, at the same time the number of fatalities and injuries among other categories of road users has not fallen to the same extent, indeed, in some cases, they have risen. The “Vulnerable Road Users” (VRUs) in particular are a priority and represent a real challenge for researchers working on road safety and accident prevention. Accidents involving VRUs comprised approximately 48% of all fatalities in the EU during 2014, with Powered Two-Wheelers (PTWs) comprising 18% and cyclists comprising 8% of the total numbers of fatalities. The Commission adopted in July 2010 its Policy Orientations on Road Safety for 2010-2020. One of the strategic objectifies identified by the Commission is to improve the safety of Vulnerable Road Users. With this category of road users, motorcycle and moped users require specific attention given the trend in the number of accidents involving them and their important share of fatalities and serious injuries. The SaferWheels study was therefore conducted to investigate accident causation for traffic accidents involving powered two-wheelers and bicycles in the European Union. The objective of the study was to gather PTW and bicycle accident data from in-depth crash investigations, obtain accident causation and medical data for those crashes, and to store the information according to an appropriate and efficient protocol enabling a causation-oriented analysis. The expected outcomes were: - Collection of accident data for at least 500 accidents of which approximately 80% would involve Powered Two–Wheelers and the remainder bicycles. Equal numbers of cases were to be gathered in six countries; France, Greece, Italy, the Netherlands, Poland and the UK. - In-depth investigation and reporting for each of the accidents on the basis of the data collected. - Description of the main accident typologies and accident factors. - Proposal of most cost-effective measures to prevent PTW and bicycle accidents

    The development of a multidisciplinary system to understand causal factors in road crashes

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    The persistent lack of crash causation data to help inform and monitor road and vehicle safety policy is a major obstacle. Data are needed to assess the performance of road and vehicle safety stakeholders and is needed to support the development of further actions. A recent analysis conducted by the European Transport Safety Council identified that there was no single system in place that could meet all of the needs and that there were major gaps including in-depth crash causation information. This paper describes the process of developing a data collection and analysis system designed to fill these gaps. A project team with members from 7 countries was set up to devise appropriate variable lists to collect crash causation information under the following topic levels: accident, road environment, vehicle, and road user, using two quite different sets of resources: retrospective detailed police reports (n=1300) and prospective, independent, on-scene accident research investigations (n=1000). Data categorisation and human factors analysis methods based on Cognitive Reliability and Error Analysis Method (Hollnagel, 1998) were developed to enable the causal factors to be recorded, linked and understood. A harmonised, prospective “on-scene” method for recording the root causes and critical events of road crashes was developed. Where appropriate, this includes interviewing road users in collaboration with more routine accident investigation techniques. The typical level of detail recorded is a minimum of 150 variables for each accident. The project will enable multidisciplinary information on the circumstances of crashes to be interpreted to provide information on the causal factors. This has major applications in the areas of active safety systems, infrastructure and road safety, as well as for tailoring behavioural interventions. There is no direct model available internationally that uses such a systems based approach

    The development of a multidisciplinary system to understand causal factors in road crashes

    Get PDF
    The persistent lack of crash causation data to help inform and monitor road and vehicle safety policy is a major obstacle. Data are needed to assess the performance of road and vehicle safety stakeholders and is needed to support the development of further actions. A recent analysis conducted by the European Transport Safety Council identified that there was no single system in place that could meet all of the needs and that there were major gaps including in-depth crash causation information. This paper describes the process of developing a data collection and analysis system designed to fill these gaps. A project team with members from 7 countries was set up to devise appropriate variable lists to collect crash causation information under the following topic levels: accident, road environment, vehicle, and road user, using two quite different sets of resources: retrospective detailed police reports (n=1300) and prospective, independent, on-scene accident research investigations (n=1000). Data categorisation and human factors analysis methods based on Cognitive Reliability and Error Analysis Method (Hollnagel, 1998) were developed to enable the causal factors to be recorded, linked and understood. A harmonised, prospective “on-scene” method for recording the root causes and critical events of road crashes was developed. Where appropriate, this includes interviewing road users in collaboration with more routine accident investigation techniques. The typical level of detail recorded is a minimum of 150 variables for each accident. The project will enable multidisciplinary information on the circumstances of crashes to be interpreted to provide information on the causal factors. This has major applications in the areas of active safety systems, infrastructure and road safety, as well as for tailoring behavioural interventions. There is no direct model available internationally that uses such a systems based approach
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