Perceptual evaluation

Perceptual evaluation of the voice, commonly and erroneously termed psychoacoustic evaluation, is subjective and is based on comparisons with another voice or with the listener's previous impressions of the same voice. Although it is applied universally, it is terminologically confusing. To increase reliability, continuous training in listening for voice parameters is essential, and frequent tape recordings are needed to facilitate comparisons.     

A simple Markov chain structure for the evolution of credit ratings

We focus on continuous Markov chains as a model to describe the evolution of credit ratings. In this work it is checked whether a simple, tridiagonal type of generator provides a good approximation to a general one. Three different tridiagonal approximations are proposed and their performance is checked against two generators, corresponding to a volatile and a stable period, respectively. Copyright © 2007 John Wiley & Sons, Ltd.     

Multiparametric Evaluation of Dysphonic Severity

SUMMARY: In recent years, the multiparametric approach for evaluating perceptual rating of voice quality has been advocated. This study evaluates the accuracy of predicting perceived overall severity of voice quality with a minimal set of aerodynamic, voice range profile (phonetogram), and acoustic perturbation measures. One hundred and twelve dysphonic persons (93 women and 19 men) with laryngeal pathologies and 41 normal controls (35 women and six men) with normal voices participated in this study. Perceptual severity judgement was carried out by four listeners rating the G (overall grade) parameter of the GRBAS scale. The minimal set of instrumental measures was selected based on the ability of the measure to discriminate between dysphonic and normal voices, and to attain at least a moderate correlation with perceived overall severity. Results indicated that perceived overall severity was best described by maximum phonation time of sustained /a/, peak intraoral pressure of the consonant-vowel /pi/ strings production, voice range profile area, and acoustic jitter. Direct-entry discriminant function analysis revealed that these four voice measures in combination correctly predicted 67.3% of perceived overall severity levels.     

The Acceleration Severity Index in the impact of a vehicle against permanent road equipment support structures

The acceleration Severity Index (ASI), described in European Standard EN12767 (The passive safety of support structures for road equipment. Requirements, classification and the test method) is regarded as the most important indicator of impact on the occupants. The requirements for experiments are described, having in mind that the results depend on many factors. One of them is the selection of a vehicle to be used in the crash test. To perform numerical vehicle crash simulation, the finite-element models of permanent road equipment support structures were developed using the LS Dyna software available. To examine the response of the vehicle upon the impact, the acceleration severity index curves were calculated and visualised in Matlab.     

Estimation of rating classes and default probabilities in credit risk models with dependencies

Let Y = m(X) + ε be a regression model with a dichotomous output Y and a one‐step regression function m . In the literature, estimators for the three parameters of m , that is, the breakpoint θ and the levels a and b , are proposed for independent and identically distributed (i.i.d.) observations. We show that these standard estimators also work in a non‐i.i.d. framework, that is, that they are strongly consistent under mild conditions. For that purpose, we use a linear one‐factor model for the input X and a Bernoulli mixture model for the output Y . The estimators for the split point and the risk levels are applied to a problem arising in credit rating systems. In particular, we divide the range of individuals' creditworthiness into two groups. The first group has a higher probability of default and the second group has a lower one. We also stress connections between the standard estimator for the cutoff θ and concepts prevalent in credit risk modeling, for example, receiver operating characteristic. Copyright © 2014 John Wiley & Sons, Ltd.     

Dynamic rating of European football teams

^** Formerly Knorr-Held. Email: held{at}stat.uni-muenchen.de In this paper we apply and extend recently proposed methodsfor the dynamic analysis of pairwise comparison data to Europeanfootball teams. Our statistical model is based on the cumulativelogistic link model with time-changing parameters for the strengthof each team. We jointly analyse the results from the five topEuropean leagues from 1996 to 2001 and all international matchesbetween teams from these leagues. We introduce weights for internationalmatches and also allow for a different size of the home teamadvantage in the different leagues. We suggest that the resultsfrom such an analysis may be taken as an alternative to theUEFA coefficient, which is currently used to determine the numberof teams from each league to take part in the European footballcontests.     

多标准等级判别模型在信用评级中的应用研究

在对目前我国信用评级方法应用现状分析的基础上,提出改进的多标准等级判别模型.并将该模型应用于商业银行信用风险评估中.通过对银行五级分类贷款样本的实证研究,证实了该判别模型的有效性和先进性.     

Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach

Yang and Qiu proposed and reframed an expected utility–entropy (EU-E) based decision model. Later on, a similar numerical representation for a risky choice was axiomatically developed by Luce et al. under the condition of segregation. Recently, we established a fund rating approach based on the EU-E decision model and Morningstar ratings. In this paper, we apply the approach to US mutual funds and construct portfolios using the best rating funds. Furthermore, we evaluate the performance of the fund ratings based on the EU-E decision model against Morningstar ratings by examining the performance of the three models in portfolio selection. The conclusions show that portfolios constructed using the ratings based on the EU-E models with moderate tradeoff coefficients perform better than those constructed using Morningstar. The conclusion is robust to different rebalancing intervals.     

Modeling of terrain impact caused by tracked vehicles

Analytical models that can predict the terrain impact caused by tracked vehicles on a horizontal plane were developed and tested. The models included a disturbed width model and an impact severity model. Inputs of the terrain impact models included vehicle static properties, vehicle dynamic properties, and terrain properties. The tested vehicles included an M1A1 tank, an M577 Armored Personal Carrier (APC), and an M548 cargo carrier. The models were verified with field tests conducted in Yakima Training Center in Yakima, WA, Fort Riley, KS, and Camp Atterbury, Indiana. The average percentage errors of the disturbed width model for the M1A1, M577, and the M548 were 10.0%, 27.3%, and 8.5%, respectively. The average percentage errors of the impact severity model of the M1A1 and M577 were 25.0% and 21.4%, respectively.