Proceedings of the International Conference on Applied Statistics最新文献

{"title":"A Spatial Econometric Analysis of Health in Romania Augmented with Computer Vision","authors":"F. Jurchiș","doi":"10.2478/icas-2019-0026","DOIUrl":"https://doi.org/10.2478/icas-2019-0026","url":null,"abstract":"Abstract The purpose of this study is to analyze the health status in Romania at regional NUTS3 level together with its influential socio-economic factors. Apart from statistical and classical econometrics which are being used in most studies, a spatial analysis has been conducted in order to determine possible similarities and dissimilarities among regions, accounting for the fact that events taking place in a specific area are interrelated with the events in the neighboring regions. The negative distribution of the dependent variable, life expectancy, involves the use of Quantile Spatial Autoregressive Model which also allows to observe the socio-economic and environmental factor influences in different parts of health status proxy distribution. The analysis has led to the conclusion that greater the gaps between rich and poor, or greater the difference between less versus better educated, the greater the differences in health status and life expectancy are. Hence a need for policies designed to reduce territorial health disparities has been identified across Romania’s counties. Moreover, Computer Vision and Deep Learning techniques have been used in order to showcase data collection for urban green spaces variables given that more than half of the globe population is living in urban areas and urban greenery has a high positive influence on health. Using Deep Learning on this particular matter together with the Quantile Spatial Autoregressive Model is an innovative approach that has the main aim of improving the classical econometric modelling.","PeriodicalId":393626,"journal":{"name":"Proceedings of the International Conference on Applied Statistics","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129245327","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Voluntary employee attrition. Descriptive and predictive analysis","authors":"R. Caplescu, M. Ilie, V. Strat","doi":"10.2478/icas-2019-0013","DOIUrl":"https://doi.org/10.2478/icas-2019-0013","url":null,"abstract":"Abstract Voluntary attrition represents the percent of employees voluntarily leaving a company. Counteracting this phenomenon with hiring new employees has a great negative impact on the company for several reasons. Firstly, it hinders timely delivery of current projects and, consequently, damages reputation and diminishes client portfolio. Secondly, it increases costs by generating the need for many recruitment specialists. Thus, adapting the HR strategy is essential, especially as increasingly more Millennials enter the labor market. The present paper aims at presenting options for studying voluntary attrition and the situations when they can be used. We indicate both descriptive methods (turnover and retention rates, cohort analysis), in order to present tools that any HR manager can easily employ, and predictive methods (logistic regression, survival analysis), which are more accurate and provide more actionable insight towards minimizing attrition, but require data and skills. The results are presented comparatively, highlighting the advantages and disadvantages of each category. Most literature focuses on a single method, thus the main contribution of this article is that it compares several methods, allowing for an informed decision of the HR specialist, depending on the company’s resources, personnel qualification and specific context.","PeriodicalId":393626,"journal":{"name":"Proceedings of the International Conference on Applied Statistics","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121375003","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Possibilities to quantify the road traffic on the national road network and motorways in Romania","authors":"Robert-Adrian Sandu, C. Răcănel, D. Manea, M. Mihai","doi":"10.2478/icas-2019-0036","DOIUrl":"https://doi.org/10.2478/icas-2019-0036","url":null,"abstract":"Abstract As a result of the economic crisis of 2009-2010, the road traffic on the national road network, for the period 2011-2014, decreased considerably. Thus, the evolution coefficients, for the period 2020-2025, registered a trend of decrease in road traffic. Based on the analysis of the results of the automatic traffic records, it was found that the average daily average traffic increased by about 4.7% in 2016 compared to 2015 (the year of the last general circulation census) and is in continuous growth, one of the reasons being removal of car registration tax. In 2015, for the development of evolution coefficients and the rates of evolution of traffic on the national road network, the linear regression method was used which took into account both the evolution of road traffic reported in 1995, 2000, 2005 and 2010, as well as the evolution of road traffic on the traffic counters network for the period 2010-2015. The paper analyzes aspects of the efficiency of the method used until the present and the need to develop coefficients and rates of evolution based on more complex methods, based on several economic and social indicators, including the projected evolution of GDP.","PeriodicalId":393626,"journal":{"name":"Proceedings of the International Conference on Applied Statistics","volume":"136 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127412901","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Seasonal adjustment of tourism data for Romania using JDemetra+","authors":"Tudorel Andrei, Andreea Mirica, Ionela-Roxana Glăvan, Georgiana Andreea Ferariu, Ioan Mincu Radulescu-George","doi":"10.2478/icas-2019-0002","DOIUrl":"https://doi.org/10.2478/icas-2019-0002","url":null,"abstract":"Abstract Tourism statistic data can is an important source for measuring touristic patterns. As this area became more and more dynamic with the globalisation process, business owners, business analysts, policy makers as well as researchers are highly interested in having accurate, reliable and diverse data on tourism in order to perform analysis. Seasonal adjustment presents a real challenge for all researchers that operate with data sources from tourism sector. Usage of time series presents both opportunities and may contribute to improvement of forecasting touristic specifics relaying on demand and supply side of seasonality phenomenon. However, seasonally adjusted data is viewed as major challenge for businesses operating in the touristic sector. The present research focuses on a methodology that includes monthly tourist data arrivals in Romania. The seasonal adjustment process is performed with JDemetra+, both considering and excluding calendar effect. JDemetra+ is the software officially recommended by Eurostat for seasonal adjustment, being tested extensively by many experts in the field, from various organisations. The seasonal adjustment process pointed out promising and qualitative results, as no Easter and trading days effect were present, suggesting effect of calendar omission from the process. Our obtained results showed up significantly better results for the 5 years series span. The similarities for TRAMO-SEATS and X13 obtained results indicate that in order to minimise sensitivity and choose correctly between the two packages, further revisions may be considered. This paper provides an excellent starting point for further research aimed at improving data on tourism. The methodology tested in this research can be further improved and applied on other data regarding tourism.","PeriodicalId":393626,"journal":{"name":"Proceedings of the International Conference on Applied Statistics","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128595305","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Efficiency of SVM classifier with Word2Vec and Doc2Vec models","authors":"Maria Mihaela Truşcǎ","doi":"10.2478/icas-2019-0043","DOIUrl":"https://doi.org/10.2478/icas-2019-0043","url":null,"abstract":"Abstract Support Vector Machine model is one of the most intensive used text data classifiers ever since the moment of its development. However, its performance depends not only on its features but also on data preprocessing and model tuning. The main purpose of this paper is to compare the efficiency of more Support Vector Machine models using both TF-IDF approach and Word2Vec and Doc2Vec neural networks for text data representation. Besides the data vectorization process, I try to enhance the models’ efficiency by identifying which kind of kernel fits better the data or if it is just better to opt for the linear case. My results prove that for the “Reuters 21578” dataset, nonlinear Support Vector Machine is more efficient when the conversion of text data into numerical attributes is realized using Word2Vec models instead of TF-IDF and Doc2Vec representations. When it is considered that data meet linear separability requirements, TF-IDF representation outperforms all other options. Surprisingly, Doc2Vec models have the lowest performance and only in terms of computational cost they provide satisfactory results. This paper proves that while Word2Vec models are truly efficient for text data representation, Doc2Vec neural networks are unable to exceed even TF-IDF index representation. This evidence contradicts the common idea according to which Doc2Vec models should provide a better insight into the training data domain than Word2Vec models and certainly than the TF-IDF index.","PeriodicalId":393626,"journal":{"name":"Proceedings of the International Conference on Applied Statistics","volume":"304 ","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133969443","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Exchangeable models of financial correlations matrices. Bayesian nonparametric models and network derived measures of financial assets","authors":"Sorin Opincariu, S. Ionescu","doi":"10.2478/icas-2019-0032","DOIUrl":"https://doi.org/10.2478/icas-2019-0032","url":null,"abstract":"Abstract De Finetti theorem establishes the conceptual basis of Bayesian inference replacing the independent and identically distributed sampling hypothesis prevalent in frequentist statistics with the much easier to justify in practical settings hypothesis of exchangeability. In this paper we make use of the extension of the concept of exchangeability from sequences to arrays arguing that the invariance to ordering is a much more tenable assumption than independent and identically distributed sampling in the financial modeling problems. Making use of the celebrated Aldous-Hoover representation theorem of exchangeable matrix we construct a Bayesian non-parametric model of the financial returns correlation matrices arguing that a Bayesian approach can mitigate many of the known shortcomings of the usual Pearson correlation coefficient. We posit the correlation matrix to be an exchangeable matrix and construct a Bayesian neural network to estimate the functions from the Aldous-Hoover representation theorem. The correlation matrix model is coupled with a Student-t likelihood (accounting for the heavy tails of financial returns). The model is estimated with a Hamiltonian Monte Carlo sampler. The samples are used to construct an ensemble of networks where each edge is weighted by the size of the correlation between two financial instruments. Various centrality measures are being calculated (betweenness, eigenvector) for each network of the ensemble allowing us to obtain a probabilistic view of each financial instrument’s importance. We also construct a minimum spanning tree associated with the mean correlation matrix allowing us to visualize the most important financial instruments from the universe selected.","PeriodicalId":393626,"journal":{"name":"Proceedings of the International Conference on Applied Statistics","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122589483","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The impact of human capital on economic growth in EU-28: a Panel Data perspective","authors":"Elena-Maria Prada, Smaranda Cimpoeru","doi":"10.2478/icas-2019-0034","DOIUrl":"https://doi.org/10.2478/icas-2019-0034","url":null,"abstract":"Abstract This paper investigates the influence of education and human capital on economic growth in European Union countries before Brexit, for a time span of 14 years in the period 2003 - 2016. A panel data regression model was applied taking into account the impact of human capital on the economic growth from the perspective of education levels and human capital movement. Therefore human capital is described by the variables number of researchers, youth not in education, employment or training, the migration changing rates and the labor force for three different education levels (basic, intermediate and advanced). The dependent variable used in the paper as a measurement of economic growth was considered annual growth rate of Gross Domestic Product. The results show that the hypothesis of the importance and impact of human capital on economic growth is supported.","PeriodicalId":393626,"journal":{"name":"Proceedings of the International Conference on Applied Statistics","volume":"49 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124027613","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Model of analysis of the evolution of international economic exchanges","authors":"Constantin Anghelache, G. Anghelache, M. Anghel","doi":"10.2478/icas-2019-0006","DOIUrl":"https://doi.org/10.2478/icas-2019-0006","url":null,"abstract":"Abstract The economic activity of a country is achieved both by domestic activity and by international economic and technical-scientific exchanges. International commercial activity is a necessary one nowadays. This is because there is no state capable of performing an autarchic activity. Regardless of of the technical, scientific, resource, and level of development, any state needs to participate in international economic, technical and scientific exchanges. Through international economic exchanges, the need for resources, means of production, labor resources or goods and services is completed. Also in this economic activity of international exchanges is realized the capitalization of surplus production, goods and services, surplus fixed capital, which is offered for export or as a possibility of cooperation in international projects. Thus, the activity of international exchanges is a necessity for each state. Under the conditions of the European Union, in which Romania is a member, there are a number of facilities and in this respect they are being implemented or are being implemented under the European Directive on trade without borders. In this respect, between the Community countries, in the exchange of goods and services, protection measures such as the import tax are no longer practiced and VAT is no longer charged. The international economic exchanges are a significant role in the final result materialized in the level of gross domestic product achieved in each period of time. The countries that import and do it to supplement domestic needs means that they spend part of the value realized in domestic activity to make imports. The exports are made with surplus goods and services that go to other states. In the European Union there are intra-community economic exchanges, complemented by extra-community international economic relations. The authors have studied this aspect and have found that intra-community economic relations have developed more intensively than non-EU economic relations over the last period. In other respects, states are grouped into two categories, ie states with surplus international economic relations, ie states that export more than imports and the second group, countries with activities in the international deficient relations, which imports more than just exports. Comparison between exports and imports results in net exports that may be a surplus or deficit. Romania has always been a deficit country since 1990 and it has to be analyzed in the sense that, due to the difference in favor of imports, part of the gross domestic product made in Romania diminishes with this deficit. The authors, by analyzing this data, highlight how the activity of international economic exchanges has evolved.","PeriodicalId":393626,"journal":{"name":"Proceedings of the International Conference on Applied Statistics","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124293219","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The economic impact of migration in the Era of Globalization","authors":"Diana Valentina Lupoiu, Cristi Raceanu","doi":"10.2478/icas-2019-0027","DOIUrl":"https://doi.org/10.2478/icas-2019-0027","url":null,"abstract":"Abstract The phenomenon of globalization has greatly influenced migration in recent years in the European Union. In this article we aim to analyze the benefits of migration in the economy by emphasizing the impact of remittances on the economic development of a country. Remittances are considered as an external source of important, stable funds that help the economic development of a country. We identify also the macroeconomic determinants of remittances. For the statistical and econometric analysis of these factors, we have chosen to use the Panel Data Regression for the countries of the European Union. To analyze the benefits of remittances, the most appropriate macroeconomic indicator is GDP. So in the first part of the article we will present the impact of globalization and migration on remittances, and in the second part we will highlight the economic growth through the presence of remittances. This article examines the role of migrants as a particular segment of the market and as a resource for development. All aspects to be analyzed will outline an overview of population emigration and factors that influence the development of the economy at a time when globalization is on the rise.","PeriodicalId":393626,"journal":{"name":"Proceedings of the International Conference on Applied Statistics","volume":"79 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122526507","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Relationship between VAT Revenue and Intermediate Consumption - A VAR Approach","authors":"Victor Ogneru, O. Popescu, Stelian Stancu","doi":"10.2478/icas-2019-0031","DOIUrl":"https://doi.org/10.2478/icas-2019-0031","url":null,"abstract":"Abstract The paper analyzes the relationship between value added tax revenue and intermediate consumption in the case of Romania in the period January 2007 – September 2018 (quarterly data), using an unrestricted Vector Autoregression Model based on the rate of dynamic taxation’s level (in terms of value added tax revenue) and the rate of dynamic intermediate consumption. In literature, is questioned only the relationship between tax revenue and gross domestic product. Our study emphasizes the link between tax revenue and parts of the own tax base. The relationship is questioned in both directions, namely with respect to the manner in which value added tax affect intermediate consumption and in terms of the influence of intermediate consumption on value added tax revenue in the case of Romania. Given that a significant part of the corporate taxpayers have left the value added tax regime, intermediate consumption is considered instead of final consumption. The analysis is focused on a specific relationship in order to assess the general impact of indirect taxation on production capacity of the undertakings. Our findings reveal that there is not a direct relationship between intermediate consumption and value added tax revenue at the level of Romania despite a such relationship at the EU-28 level. Moreover, in the case of Romania a high volatility of intermediate consumption was found. Both the breakage between tax revenue and his tax base, and volatility of the tax base suggest an influence of hidden economy. For future concerns about tax policy development, a specific model for estimating and forecasting value added tax revenue should be developed for Romania. On the other hand, based on the findings of this study, a model can be developed to assess the impact of the hidden economy on the value added tax revenue.","PeriodicalId":393626,"journal":{"name":"Proceedings of the International Conference on Applied Statistics","volume":"120 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134242278","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}