Search results for: the triple jump

Authors: Guebli Abdelkader, Zerf Mohammed, Mekkades Moulay Idriss, BenGoua Ali, Atouti Nouredinne, Habchi Nawel

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The paper aims to show the influence of angles in the results of triple jump. Whereas our background confirms that a series of motions are characterized by complex angles in the properties phase (hop, step, and jump) as a combination of the pushed phase on ultimate phases in the result. For the purpose, our results are obtained from the National Athletics Championship 2013, which was filmed and analysis by the software kinovea. Based on the statistical analysis we confirm: there is a positive relationship between angle of the leg, hip angle, angle of the trunk in the collision during (hop, step, and jump), and there is a negative correlation to the angle of the knee relationship in a collision during.

Keywords: kinematics variables, the triple jump, the finale results, digital achievement

Procedia PDF Downloads 327

Authors: Shih-Kuei Lin

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The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

Procedia PDF Downloads 421

Authors: A. Aleksic-Veljkovic, K. Herodek, M. Bratic, M. Mitic

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The aim of this study was to investigate the relationship between variables of dynamic balance and countermovement jump in young, female gymnasts. A single-group design was used. Forty-seven young, female gymnasts (Mean±SD; age: 8-12 years, height: 42.88±10.38 cm, mass: 35.59±8.15 kg; body mass index: 17.18±1.62 kg/m2; training hours per week: 15-18 h/week) performed measurements of dynamic balance and countermovement jump with and without arm swing. Significant, but small to medium associations were observed between variables of balance and height of the jump in both protocols of the countermovement jump ranging from r = +0.313 to +0.426. No significant associations were observed between variables of dynamic balance and relative power and peak power of countermovement jump with or without arm swings. The data indicate that dynamic balance and leg power imply that balance and power are independent of each other and may have to be tested and trained complementarily in young gymnasts.

Keywords: artistic gymnastics, countermovement jump, jump height, testing

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Authors: Sarah M. Bolger

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There is a clear recognition that humanitarian and development workers are operating more and more frequently in situations of protracted crises, with conflict and violence undermining long-term development efforts. First coined at the World Humanitarian Summit in 2016, the humanitarian-development-peacebuilding nexus – or 'Triple Nexus' - seeks to promote greater cooperation and policy and program coherence amongst organizations working within and across the nexus. However, despite the clear need for such an approach, the Triple Nexus has failed to gain much traction. This is largely due to the lack of conceptual clarity for actors on the ground and the disconnect between the theory of the Triple Nexus and what that means in practice. This paper seeks to identify the key challenges in shifting from the conceptual definition of the Triple Nexus and what that can look like, particularly for multi-mandated organizations, to the operationalization of the Triple Nexus approach. It adopts a case study approach, examining a selection of organizations and programs and their approaches to the Triple Nexus in order to extract key challenges and lessons learned. Finally, key recommendations are provided on how these challenges can be overcome, allowing for the operationalization of the Triple Nexus and ultimately for a more integrated and sustainable approach to humanitarian, development, and peacebuilding work.

Keywords: development, humanitarian, peacebuilding, triple nexus

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Authors: Ali Heidari, Hany Saleem

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The tailwater requirements are important criteria in the design of the stilling basins as energy dissipation of the spillways. The adequate tailwater level that ensures the hydraulic jump inside the basin should be fulfilled by the river's natural water level and the apron depth downstream of the chute. The requirements of the hydraulic jump should mainly be checked for the design flood, however, the drawn jump condition should not be critical in the discharges lesser than the design flood. The tailwater requirement is not met in Almatti dam, built in 2005 in India, and the jump sweep out from the basin, resulting in significant scour in the apron and end sill of the basin. This paper discusses different hydraulic solutions as sustainable solutions for the rehabilitation program. The deep apron alternative is proposed for the fewer bays of the spillway as the most cost-effective, sustainable solution. The apron level of 15 gates out of 26 gates should decrease by 5.4 m compared to the existing design to ensure a safe hydraulic jump up to the discharge of 10,000 m3/s i.e. 30% of the updated PMF.

Keywords: dam, spillway, stilling basin, Almatti

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Authors: Suparman

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This paper addresses the problem of the signal segmentation within a Bayesian framework by using reversible jump MCMC algorithm. The signal is modelled by piecewise constant Moving-Average (MA) model where the numbers of segments, the position of change-point, the order and the coefficient of the MA model for each segment are unknown. The reversible jump MCMC algorithm is then used to generate samples distributed according to the joint posterior distribution of the unknown parameters. These samples allow calculating some interesting features of the posterior distribution. The performance of the methodology is illustrated via several simulation results.

Keywords: piecewise, moving-average model, reversible jump MCMC, signal segmentation

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Authors: Pavel Zabrodin

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The drawback of magnesium alloys is poor plasticity, which complicates the forming. Effective way of improving the properties of the cast magnesium alloy AZ31 (3 wt. % Al, 0.8 wt. % Zn, 0.2 wt. % Mn)) is to combine hot extrusion at 350°C and equal-channel angular pressing (ECAP) at 180°C. Because of reduced grain sizes, changes in the nature of the grain boundaries, and enhancement of a texture that favors basal dislocation glide, after this kind of processing, increase yield stress and ductility. For study of the effect of microstructure on the mechanisms for plastic deformation, there is some interest in investigating the mechanical properties of the ultrafinegrained (UFG) Mg alloy at low temperatures, before and after annealing. It found that the amplitude and statistics at the low-temperature jump-like deformation the Mg alloy of dependent on microstructure. Reduction of the average density of dislocations and grain growth during annealing causing a reduction in the amplitude of the jump-like deformation and changes in the distribution of surges in amplitude. It found that the amplitude and statistics at the low-temperature jump-like deformation UFG alloy dependent on temperature of deformation. Plastic deformation of UFG alloy at a temperature of 10 K occurs uniformly - peculiarities is not observed. Increasing of the temperature of deformation from 4,2 to 0,5 K is causing a reduction in the amplitude and increasing the frequency of the jump-like deformation.

Keywords: jump-like deformation, low temperature, plasticity, magnesium alloy

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Authors: Ali Safdari-Vaighani

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Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: basket option, jump diffusion, ‎radial basis function, RBF-PUM

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Authors: Svetlana Missina, Anatoliy Shipilov, Alexandr Vavaev

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The purpose of the present study was to investigate the relationship between sprint and vertical jump performance in elite female football players. Twenty four professional female football players (age, 18.6±3.1 years; height, 168.3±6.3 cm, body mass 61.6±7.4 kg; mean±SD) were tested for 30-m sprint time, 10-m sprint time and vertical countermovement (CMJ) and squat (SJ) jumps height. Participants performed three countermovement jumps and three squat jumps for maximal height on a force platform. Mean values of three trials were used in statistical analysis. The displacement of center of mass (COM) during flight phase (e.g. jump height) was calculated using the vertical velocity of the COM at the moment of take-off. 30-m and 10-m sprint time were measured using OptoGait optical system. The best of three trials were used for analysis. A significant negative correlation was found between 30-m sprint time and CMJ, SJ height (r = -0.85, r = -0.79 respectively), between 10-m sprint time and CMJ, SJ height (r = -0.73, r = -0.8 respectively), and step frequency was significantly related to CMJ peak power (r = -0.57). Our study indicates that there is strong correlation between sprint and jump performance in elite female football players, thus vertical jump test can be considered as a good sprint and agility predictor in female football.

Keywords: agility, female football players, sprint performance, vertical jump height

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Authors: Sameena Tarannum, S. Pranesh

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The effect of linear stability analysis of triple diffusive convection in a vertically oscillating viscoelastic liquid of Oldroyd-B type is studied. The correction Rayleigh number is obtained by using perturbation method which gives prospect to control the convection. The eigenvalue is obtained by using perturbation method by adopting Venezian approach. From the study, it is observed that gravity modulation advances the onset of triple diffusive convection.

Keywords: gravity modulation, Oldroyd-b liquid, triple diffusive convection, venezian approach

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Authors: Suparman

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Piecewise linear regression models are very flexible models for modeling the data. If the piecewise linear regression models are matched against the data, then the parameters are generally not known. This paper studies the problem of parameter estimation of piecewise linear regression models. The method used to estimate the parameters of picewise linear regression models is Bayesian method. But the Bayes estimator can not be found analytically. To overcome these problems, the reversible jump MCMC algorithm is proposed. Reversible jump MCMC algorithm generates the Markov chain converges to the limit distribution of the posterior distribution of the parameters of picewise linear regression models. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of picewise linear regression models.

Keywords: regression, piecewise, Bayesian, reversible Jump MCMC

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Authors: Javad Sarvestan, Zdenek Svoboda

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Force-time (F-T) curvature characteristics are globally referenced as the main indicators of athletic jump performance. Nevertheless, to the best of authors’ knowledge, no investigation tried to deeply study the relationship between F-T curve variables and real-game jump performance among elite volleyball players. To this end, this study was designated to investigate the association between F-T curve variables, including movement timings, force, velocity, power, rate of force development (RFD), modified reactive strength index (RSImod), and net impulse with spike jump height during real-game circumstances. Twelve young elite volleyball players performed 3 countermovement jump (CMJ) and 3 spike jump in real-game circumstances with 1-minute rest intervals to prevent fatigue. Shapiro-Wilk statistical test illustrated the normality of data distribution, and Pearson’s product correlation test portrayed a significant correlation between CMJ height and peak RFD (0.85), average RFD (r=0.81), RSImod (r=0.88) and concentric net impulse (r=0.98), and also significant correlation between spike jump height and peak RFD (0.73), average RFD (r=0.80), RSImod (r=0.62) and concentric net impulse (r=0.71). Multiple regression analysis also reported that these factors have a strong contribution in predicting of CMJ (98%) and spike jump (77%) heights. Outcomes of this study confirm that the RFD, concentric net impulse, and RSImod values could precisely monitor and track the volleyball attackers’ explosive strength, muscular stretch-shortening cycle function efficiency, and ultimate spike jump height. To this effect, volleyball coaches and trainers are advised to have an in-depth focus on their athletes’ progression or the impacts of strength trainings by observing and chasing the F-T curve variables such as RFD, net impulse, and RSImod.

Keywords: net impulse, reactive strength index, rate of force development, stretch-shortening cycle

Procedia PDF Downloads 135

Authors: Suparman

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Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: piecewise regression, bayesian, reversible jump MCMC, segmentation

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Authors: M. Mojaddam, M. Araei, T. Saki Nejad, M. Soltani Howyzeh

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In order to study the effect of different levels of triple super phosphate chemical fertilizer and biological phosphate fertilizer (fertile 2) on some morphological traits of corn this research was carried out in Ahvaz in 2002 as a factorial experiment in randomized complete block design with 4 replications.) The experiment included two factors: first, biological phosphate fertilizer (fertile 2) at three levels of 0, 100, 200 g/ha; second, triple super phosphate chemical fertilizer at three levels of 0, 60, 90 kg/ha of pure phosphorus (P2O5). The obtained results indicated that fertilizer treatments had a significant effect on some morphological traits at 1% probability level. In this regard, P2B2 treatment (100 g/ha biological phosphate fertilizer (fertile 2) and 60 kg/ha triple super phosphate fertilizer) had the greatest plan height, stem diameter, number of leaves and ear length. It seems that in Ahvaz weather conditions, decrease of consumption of triple superphosphate chemical fertilizer to less than a half along with the consumption of biological phosphate fertilizer (fertile 2) is highly important in order to achieve optimal results. Therefore, it can be concluded that biological fertilizers can be used as a suitable substitute for some of the chemical fertilizers in sustainable agricultural systems.

Keywords: biological phosphate fertilizer (fertile 2), triple super phosphate, corn, morphological traits

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Authors: Nur Dayana Khairunnisa Rosli, Seripah Awang Kechil

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Swirling flows with velocity slip are important in nature and industrial processes. The present work considers the effects of velocity slip, temperature jump and suction/injection on the flow and heat transfer of power-law fluids due to a rotating disk in the presence of magnetic field. The system of the partial differential equations is highly non-linear. The number of independent variables is reduced by transforming the system into a system of coupled non-linear ordinary differential equations using similarity transformations. The effects of suction/injection, velocity slip and temperature jump on the flow rates are investigated for various cases of shear thinning and shear thickening power law fluids. The thermal and velocity jump strongly reduce the heat transfer rate and skin friction coefficient. Suction decreases the radial and tangential skin friction coefficient and the rate of heat transfer. It is also observed that the effects are more pronounced in the case of shear thinning fluids as compared to shear thickening fluids.

Keywords: heat transfer, power-law fluids, rotating disk, suction or injection, temperature jump, velocity slip

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Authors: Hong-Ming Chen

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This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.

Keywords: optimization, interest rate model, jump process, deterministic

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Authors: Álvaro de Pedro Múñez, Óscar García García, Tania Álvarez Yates, Virginia Serrano Gómez

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This study aimed to analyze professional basketball player´s neuromuscular behaviour. The main goal was to describe the neuromuscular performance of elite male basketball players and to analyze the validity and reliability of different tests. The tests used were Squat Jump (SJ), Countermovement Free), and 5m, 10m, and 20m sprint tests. All these tests were carried out during the preseason. 100 professional basketball players participated in this study; we used 2 classification variables: performance level (Leb Gold, BBL, and BCL), as well as position (Bigs and Guards). The application of the Kolmogorov-Smirnov test, in conjunction with the Lilliefors test, showed that the sample distribution was normal, linear, and homoscedastic. The relative reliability analysis was carried out by calculating the Intraclass Correlation Index (ICC). We found all variables to have a high validity and reliability. The coefficient of variation (CV) was calculated for raw data and after log-transformed and used as an absolute reliability indicator. The intraclass correlation coefficients (ICC) and coefficient of variation (CV) for the various tests are the following. For the Countermovement Jump (CMJ), the right leg showed an ICC of 0.94 (CV: 7.8%), and the left leg had an ICC of 0.84 (CV: 11.2%). For the sprint tests, the 5m sprint demonstrated excellent reliability with an intraclass correlation coefficient (ICC) of 0.81 and a coefficient of variation (CV) of 3.2%. The 10m sprint exhibited an ICC of 0.91 and a CV of 1.0%, while the 20m sprint achieved the highest reliability with an ICC of 0.92 and a CV of 0.8%. Regarding jump performance, the Squat Jump (SJ) displayed an ICC of 0.96 with a CV of 2.8%, and the Countermovement Jump (CMJ) showed a slightly lower but still strong reliability with an ICC of 0.93 and a CV of 6.7%. Lastly, the "CMJ free" test exhibited an ICC of 0.97 (CV: 5.2%). The tests demonstrated high reliability, with ICC values ranging from 0.81 to 0.97. The 5m, 10m, and 20m sprints, as well as the CMJ and SJ tests, showed strong consistency, particularly the 10m and 20m sprints (ICC 0.91-0.92). Coefficients of variation were low, indicating precise and stable measurements suitable for performance assessment.

Keywords: neuromuscular performance, basketball players, validity and reliability, intraclass correlation coefficient, vertical jump, sprint tests

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Authors: Rida B. Arieby, Hameed N. Hameed

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In this work, tensile tests on high density polyethylene have been carried out under various constant strain rate and strain rate jump tests. The dependency of the true stress and specially the variation of volume strain have been investigated, the volume strain due to the phenomena of damage was determined in real time during the tests by an optical extensometer called Videotraction. A modified constitutive equations, including strain rate and damage effects, are proposed, such a model is based on a non-equilibrium thermodynamic approach called (DNLR). The ability of the model to predict the complex nonlinear response of this polymer is examined by comparing the model simulation with the available experimental data, which demonstrate that this model can represent the deformation behavior of the polymer reasonably well.

Keywords: strain rate jump tests, volume strain, high density polyethylene, large strain, thermodynamics approach

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Authors: Anthony Khawaja, Jacques Prioux, Ghassan Maalouf, Rawad El Hage

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The regular practice of physical activities characterized by significant mechanical stresses stimulates bone formation and improves bone mineral density (BMD) in the most solicited sites. The purpose of this study was to explore the relationships between maximum power and bone variables in a group of young adult men. Identification of new determinants of BMD, bone mineral content (BMC) and hip geometric indices in young adult men, would allow screening and early management of future cases of osteopenia and osteoporosis. Fifty-three young adult men (18 – 35yr) voluntarily participated in this study. Weight and height were measured, and body mass index was calculated. Body composition, BMC and BMD were determined for each individual by Dual-energy X-ray absorptiometry (DXA; GE Healthcare, Madison, WI) at whole body (WB), lumbar spine (L1-L4), total hip (TH), and femoral neck (FN). FN cross-sectional area (CSA), strength index (SI), buckling ratio (BR), FN section modulus (Z), cross-sectional moment of inertia (CSMI) and L1-L4 TBS were also evaluated by DXA. The vertical jump was evaluated using a field test (sargent test). Two main parameters were retained: vertical jump performance (cm) and power (w). The subjects performed three jumps with 2 minutes of recovery between jumps. The highest vertical jump was selected. Maximum power (P max, in watts) was calculated. Maximum power was positively correlated to WB BMD (r = 0.41; p < 0.01), WB BMC (r = 0.65; p < 0.001), L1-L4 BMC (r = 0.54; p < 0.001), FN BMC (r = 0.35; p < 0.01), TH BMC (r = 0.50; p < 0.001), CSMI (r = 0.50; p < 0.001), CSA (r = 0.33; p < 0.05). Vertical jump was positively correlated to WB BMC (r = 0.31; p < 0.05), L1-L4 BMC (r = 0.40; p < 0.01), CSMI (r = 0.29; p < 0.05). The current study suggests that maximum power is a positive determinant of BMD, BMC and hip geometric indices in young adult men. In addition, it shows also that maximum power is a stronger positive determinant of bone variables than vertical jump in this population. Implementing strategies to increase maximum power in young adult men may be useful for preventing osteoporotic fractures later in life.

Keywords: bone variables, maximum power, osteopenia, osteoporosis, vertical jump, young adult men

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Authors: Wajih Abbassi, Zouhaier Ben Khelifa

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The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

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Authors: Sherry Robinson, Hans Anton Stubberud

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Entrepreneurship can take many forms. Traditional entrepreneurs seek profits and growth for the businesses they start themselves. Intrapreneurs act entrepreneurially within a business they do not own. Social entrepreneurs have goals other than (but not excluding) profit and growth as they seek to solve social problems or protect the environment. This type of entrepreneur often focuses on the triple bottom line, which includes a concern for people and the planet as well as profit. Ecopreneurs in particular are driven by their desire to create and promote environmentally sustainable products and processes. All of these entrepreneurs need an entrepreneurial orientation in order to survive and thrive. The three most common elements of an entrepreneurial orientation are (1) creativity and innovation, (2) the willingness to take risks and (3) the proactiveness to put ideas into action. This study describes an interdisciplinary entrepreneurship course integrating topics regarding the triple bottom line with those relevant to an entrepreneurial orientation. The results show that students significantly increased their skill levels in many areas, including soft skills such as communicating and working in teams, as well as designing innovative products and taking calculated risk.

Keywords: creativity, entrepreneurship education, sustainability, triple bottom line

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Authors: Che Hsiu Chen, Su Yun Chen, Hon Wen Cheng

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Traditional core stability, core endurance, and balance exercises on a stable surface with isometric muscle actions, low loads, and multiple repetitions, which may not improvements the swimming and running economy performance. However, the effects of high intensity core muscle exercise training on jump height, sprint, and aerobic fitness remain unclear. The purpose of this study was to examine whether high intensity core muscle exercises training could improve sport performances in dancers. Thirty healthy university dancer students (28 women and 2 men; age 20.0 years, height 159.4 cm, body mass 52.7 kg) were voluntarily participated in this study, and each participant underwent five suspension exercises (e.g., hip abduction in plank alternative, hamstring curl, 45-degree row, lunge and oblique crunch). Each type of exercise was performed for 30-second, with 30-second of rest between exercises, two times per week for eight weeks and each exercise session was increased by 10-second every week. We measured agility, explosive force, anaerobic and cardiovascular fitness in dancer performance before and after eight weeks of training. The results showed that the 8-week high intensity core muscle training would significantly increase T-test agility (7.78%), explosive force of acceleration (3.35%), vertical jump height (8.10%), jump power (6.95%), lower extremity anaerobic ability (7.10%) and oxygen uptake efficiency slope (4.15%). Therefore, it can be concluded that eight weeks of high intensity core muscle exercises training can improve not only agility, sprint ability, vertical jump ability, anaerobic and but also cardiovascular fitness measures as well.

Keywords: balance, jump height, sprint, maximal oxygen uptake

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Authors: Suparman Suparman

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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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Authors: Salah Alrabeei, Mohammad Yousuf

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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: integral differential equations, jump–diffusion model, American options, rational approximation

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Authors: Kiran Abdullah, Yanli Chen

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An amphiphilic mixed (phthalocyaninato) (porphyrinato) europium triple-decker complex Eu₂(Pc)₂(TPyP) has been synthesized and characterized. Introducing electron-withdrawing pyridyl substituents onto the meso-position of porphyrin ring in the triple-decker to ensure the sufficient hydrophilicity and suitable HOMO and LUMO energy levels and thus successfully realize amphiphilic ambipolar organic semiconductor. Importantly, high sensitive, reproducible p-type and n-type responses towards NH₃ andNO₂ respectively, based on the self-assembled film of the Eu₂(Pc)₂(TPyP) fabricated by a simple solution-based Quasi–Langmuir–Shäfer (QLS) method, have been first revealed. The good conductivity and crystallinity for the QLS film of Eu₂(Pc)₂(TPyP) render it excellent sensing property. This complex is sensitive to both electron-donating NH₃ gas in 5–30 ppm range and electron-accepting NO₂ gas 400–900 ppb range. Due to uniform nano particles there exist effective intermolecular interaction between triple decker molecules. This is the best result of Phthalocyanine–based chemical sensors at room temperature. Furthermore, the responses of the QLS film are all linearly correlated to both NH₃ and NO₂ with excellent sensitivity of 0.04% ppm⁻¹ and 31.9 % ppm⁻¹, respectively, indicating the great potential of semiconducting tetrapyrrole rare earth triple-decker compounds in the field of chemical sensors.

Keywords: ambipolar semiconductor, gas sensing, mixed (phthalocyaninato) (porphyrinato) rare earth complex, Self-assemblies

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Authors: Mahmoud E. Mohamed, Ahmed F. Shalash, Hanan A. Kamal

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In communication systems, frequency jump is a serious problem caused by the oscillators used. Kalman filters are used to detect that jump, Despite the tradeoff between the noise level and the speed of the detection. In this paper, An improvement is introduced in the Kalman filter, Through a nonlinear change in the bandwidth of the filter. Simulation results show a considerable improvement in the filter speed with a very low noise level. Additionally, The effect on the response to false alarms is also presented and false alarm rate show improvement.

Keywords: Kalman filter, innovation, false detection, improvement

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Authors: The Nan Chang, Ping-Tang Yu, Jyun-Ming Lin

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A triple band circularly polarized antenna covering 1.17, 1.22, and 1.57 GHz is presented. To extend to the triple-band operation, we need to add one more ring while maintaining the mechanism to independently control each ring. The inset-part in the feeding scheme is used to excite the band at 1.22 GHz, while the proximate-part of the feeding scheme is used to excite not only the band at 1.57 GHz but also the band at 1.17 GHz. This is achieved by up-vertically coupled with one ring to radiate at 1.57 GHz and down-vertically coupled another ring to radiate at 1.17 GHz. It is also noted that the inset-part in our feeding scheme is by horizontal coupling. Furthermore, to increase the gain at all three bands, three air-layers are added to make the total height of the antenna be 7.8 mm. The total thickness of the three air-layers is 3 mm. The gains of the three bands are all greater than 5 dBiC after adding the air-layers.

Keywords: circular polarization, global position system, high gain, triband antenna

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Authors: Soheil Mohtaram, Wu Weidong, Yashar Aryanfar

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This research investigates the points with heat recovery potential in a triple-pressure cogeneration combined cycle power plant and determines the amount of waste heat that can be recovered. A modified cycle arrangement is then adopted for accessing thermal potentials. Modeling the energy system is followed by thermodynamic and energetic evaluation, and then the price of the manufactured products is also determined using the Total Revenue Requirement (TRR) method and term economic analysis. The results of optimization are then presented in a Pareto chart diagram by implementing a new model with dual objective functions, which include power cost and produce heat. This model can be utilized to identify the optimal operating point for such power plants based on electricity and heat prices in different regions.

Keywords: heat loss, recycling, unused energy, efficient production, optimization, triple-pressure cogeneration

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Authors: A. Bayaga

Abstract:

This research provides a technical account of estimating Transition Probability using Time-homogeneous Markov Jump Process applying by South African HIV/AIDS data from the Statistics South Africa. It employs Maximum Likelihood Estimator (MLE) model to explore the possible influence of Transition Probability of mortality cases in which case the data was based on actual Statistics South Africa. This was conducted via an integrated demographic and epidemiological model of South African HIV/AIDS epidemic. The model was fitted to age-specific HIV prevalence data and recorded death data using MLE model. Though the previous model results suggest HIV in South Africa has declined and AIDS mortality rates have declined since 2002 – 2013, in contrast, our results differ evidently with the generally accepted HIV models (Spectrum/EPP and ASSA2008) in South Africa. However, there is the need for supplementary research to be conducted to enhance the demographic parameters in the model and as well apply it to each of the nine (9) provinces of South Africa.

Keywords: AIDS mortality rates, epidemiological model, time-homogeneous markov jump process, transition probability, statistics South Africa

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Authors: Ashima Anurag Sharma

Abstract:

Optical fiber based networks can deliver performance that can support the increasing demands for high speed connections. One of the new technologies that have emerged in recent years is Passive Optical Networks. This research paper is targeted to show the simultaneous delivery of triple play service (data, voice, and video). The comparison between various data rates is presented. It is demonstrated that as we increase the data rate, number of users to be decreases due to increase in bit error rate.

Keywords: BER, PON, TDMPON, GPON, CWDM, OLT, ONT

Procedia PDF Downloads 529