Use of orthogonal arrays and design of experiment via Taguchi L9 method in probability of default

Dar, Amir Ahmad; Anuradha, N.

doi:10.5267/j.ac.2017.11.001

Cited by 22 publications

(6 citation statements)

References 10 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Note: "The normal plot of the residuals is used in order to verify the assumption that it follows the normal distribution. It was found that the residuals approximately follow straight line" (Dar and Anuradha, 2018).…”

Section: Result Analysis and Discussionmentioning

confidence: 95%

See 1 more Smart Citation

Distance to default and probability of default: an experimental study

Dar

Qadir

2019

J Glob Entrepr Res

View full text Add to dashboard Cite

The distance to default (DD) and the probability of default (PD) are the essential credit risks in the finance world. It provides an estimate of the likelihood that a borrower will be unable to meet its debt obligations. It is crucial to know which parameter effects more on DD and PD so that investor will prevent future risks. Purpose: The purpose of this study is to investigate the effects of four parameters (asset value of firm V, value of debt X, interest rate r and the volatility of asset σ at one period) on DD and PD. Design/methodology/approach: The Black Scholes model is used to estimate the DD and PD. To explore the effects of parameters, the author used Taguchi's L27 orthogonal array, analysis of variance (ANOVA) and analysis of mean (ANOM), and the analysis will carry out using MINITAB software. The effect of parameters will be discussed with the main effect plot and the average response on a response plot showing the best outcomes. Findings: ANOM identified the optimal combination where the DD is a maximum, and the PD is a minimum. The percentage contribution of each input factor on DD and PD was estimated by conducting ANOVA. The above two (DD and PD) exists an inverse relationship. Research limitations/implications: The rank or percentage contribution will vary with change in the data set.

show abstract

Section: Result Analysis and Discussionmentioning

confidence: 95%

“…The parameters that were used in this study are catalyst loading, type of catalyst, nitrogen gas flow rate and catalyst loading. Dar and Anuradha (2018) used Taguchi orthogonal L9 array, ANOM and ANOVA in order to identify which parameter affects more on PD. It was shown that the volatility affects more on PD.…”

Section: Literature Reviewmentioning

confidence: 99%

Distance to default and probability of default: an experimental study

Dar

Qadir

2019

J Glob Entrepr Res

View full text Add to dashboard Cite

show abstract

“…On the basis of range analysis of the weight gain for Populus tomentosa treated by steaming, Table 13 [16]. The range value of steaming time (2.094) was higher than those of steaming temperature (1.782) and moisture content (1.782), this result indicated that the steaming time had the greatest contribution to the weight gain, followed by steaming temperature and moisture content.…”

Section: Resultsmentioning

confidence: 96%

Effects of freezing and steam treatments on the permeability of Populus tomentosa

Chen

Yang

et al. 2021

Materialwissenschaft Werkst

View full text Add to dashboard Cite

In order to improve the material properties of Populus tomentosa, and increase its utilization rate for furniture products. Two modification methods, including freezing and steam treatments were adopted in this work, and special attention was given to the permeability of Populus tomentosa with respects of processing time, temperature and moisture content. According to the experimental results, the optimum modification parameters for Populus tomentosa with freezing treatment are processing temperature of ‐20 °C, time of 2 hours and saturated moisture content; while the optimal modification parameters with steam treatment are as follows: processing temperature of 120 °C, time of 2 hours and saturated moisture content. Based on comparing the weight gain rate at different processing condition, steam treatment has greater influence on the permeability than that of freezing treatment. In general, steam treatment was proposed to be used in the property modification of Populus tomentosa in terms of greater permeability.

show abstract

“…The DOE with Taguchi orthogonal array needs good preparation, intelligent experiment structure, and specialist result interpretation. The Taguchi method became the traditional DOE method [13,14]. It was designed by Dr. Genechi Taguchi (1940 by the Japanese engineer) and came to be known as one of the best plays for scientists and engineers [15].…”

Section: Taguchi Methodsmentioning

confidence: 99%

Thermal Analysis and Optimization of Nano Coated Radiator Tubes Using Computational Fluid Dynamics and Taguchi Method

Pungaiah

Kailasanathan²

2020

Coatings

View full text Add to dashboard Cite

Automotive heat removal levels are of high importance for maximizing fuel consumption. Current radiator designs are constrained by air-side impedance, and a large front field must meet the cooling requirements. The enormous demand for powerful engines in smaller hood areas has caused a lack of heat dissipation in the vehicle radiators. As a prediction, exceptional radiators are modest enough to understand coolness and demonstrate great sensitivity to cooling capacity. The working parameters of the nano-coated tubes are studied using Computational Fluid Dynamics (CFD) and Taguchi methods in this article. The CFD and Taguchi methods are used for the design of experiments to analyse the impact of nano-coated radiator parameters and the parameters having a significant impact on the efficiency of the radiator. The CFD and Taguchi methodology studies show that all of the above-mentioned parameters contribute equally to the rate of heat transfer, effectiveness, and overall heat transfer coefficient of the nanocoated radiator tubes. Experimental findings are examined to assess the adequacy of the proposed method. In this study, the coolant fluid was transmitted at three different mass flow rates, at three different coating thicknesses, and coated on the top surface of the radiator tubes. Thermal analysis is performed for three temperatures as heat input conditioning for CFD. The most important parameter for nanocoated radiator tubes is the orthogonal array, followed by the Signal-to-Noise Ratio (SNRA) and the variance analysis (ANOVA). A proper orthogonal array is then selected and tests are carried out. The findings of ANOVA showed 95% confidence and were confirmed in the most significant parameters. The optimal values of the parameters are obtained with the help of the graphs.

show abstract

Use of orthogonal arrays and design of experiment via Taguchi L9 method in probability of default

Cited by 22 publications

References 10 publications

Distance to default and probability of default: an experimental study

Distance to default and probability of default: an experimental study

Effects of freezing and steam treatments on the permeability of Populus tomentosa

Thermal Analysis and Optimization of Nano Coated Radiator Tubes Using Computational Fluid Dynamics and Taguchi Method

Contact Info

Product

Resources

About