Search results for: daily probability model

Authors: Matthew Morey, Aron Gottesman

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This paper examines the relationship between mutual fund governance and the activeness of equity mutual funds. Using a fund’s corporate culture as a proxy for its governance and controlling for other variables, we find that funds with the better governance are significantly more active than other funds. Further, we find the probability of finding a highly active fund increases significantly as the governance of the fund improves. We also find some evidence that the probability of finding a closet index fund increases as the governance of the fund declines. These results demonstrate that mutual fund governance should be considered carefully when making mutual fund investment decisions.

Keywords: active, share, mutual funds, economics

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Authors: Ratu Khabiba, Qisha Quarina

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This study aims to analyse the effect of married couples’ assortative educational attainments on the division of economic activities among themselves in the household. This study contributes to the literature on women’s participation in employment, especially among married women, to see whether the traditional values about gender roles in the household still continue to shape the employment participation among married women in Indonesia, despite increasing women’s human capital through education. This study utilizes the Indonesian National Socioeconomic Survey (SUSENAS) 2016 and estimates the results using the multinomial logit model. Our results show that compared to high-educated educational homogamy couples, educational heterogamy couples, especially hypergamy, have a higher probability of being a single-worker type. Moreover, the high-educated educational homogamy couples have the highest probability of being a dual-worker type. Thus, we found evidence that the traditional values of gender role segregation seem to still play a significant role in married women’s employment decision in Indonesia, particularly for couples’ with educational heterogamy and low-educated educational homogamy couples.

Keywords: assortative education, dual-worker, hypergamy, homogamy, traditional values, women labor participation

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Authors: Benmansour Nassima, Benmansour Souheyla

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The appropriate integration of reward processing and decision making provided by the environment is vital for behavioural success and individuals’ well being in everyday life. Functional neurological investigation has already provided an inclusive image on affective and emotional (motivational) processing in the healthy human brain and has recently focused its interest also on the assessment of brain function in anxious and depressed individuals. This article offers an overview on the theoretical approaches that relate emotion and decision-making, and spotlights investigation with anxious or depressed individuals to reveal how emotions can interfere with decision-making. This research aims at incorporating the emotional structure based on response and stimulation with a Bayesian approach to decision-making in terms of probability and value processing. It seeks to show how studies of individuals with emotional dysfunctions bear out that alterations of decision-making can be considered in terms of altered probability and value subtraction. The utmost objective is to critically determine if the probabilistic representation of belief affords could be a critical approach to scrutinize alterations in probability and value representation in subjective with anxiety and depression, and draw round the general implications of this approach.

Keywords: decision-making, motivation, alteration, reward processing, response selection

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Authors: André Python

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To this day, terrorism persists as a worldwide threat, exemplified by the recent deadly attacks in January 2015 in Paris and the ongoing massacres perpetrated by ISIS in Iraq and Syria. In response to this threat, states deploy various counterterrorism measures, the cost of which could be reduced through effective preventive measures. In order to increase the efficiency of preventive measures, policy-makers may benefit from accurate predictive models that are able to capture the complex spatial dynamics of terrorism occurring at a local scale. Despite empirical research carried out at country-level that has confirmed theories explaining the diffusion processes of terrorism across space and time, scholars have failed to assess diffusion’s theories on a local scale. Moreover, since scholars have not made the most of recent statistical modelling approaches, they have been unable to build up predictive models accurate in both space and time. In an effort to address these shortcomings, this research suggests a novel approach to systematically assess the theories of terrorism’s diffusion on a local scale and provide a predictive model of the local spatial dynamics of terrorism worldwide. With a focus on the lethal terrorist events that occurred after 9/11, this paper addresses the following question: why and how does lethal terrorism diffuse in space and time? Based on geolocalised data on worldwide terrorist attacks and covariates gathered from 2002 to 2013, a binomial spatio-temporal point process is used to model the probability of terrorist attacks on a sphere (the world), the surface of which is discretised in the form of Delaunay triangles and refined in areas of specific interest. Within a Bayesian framework, the model is fitted through an integrated nested Laplace approximation - a recent fitting approach that computes fast and accurate estimates of posterior marginals. Hence, for each location in the world, the model provides a probability of encountering a lethal terrorist attack and measures of volatility, which inform on the model’s predictability. Diffusion processes are visualised through interactive maps that highlight space-time variations in the probability and volatility of encountering a lethal attack from 2002 to 2013. Based on the previous twelve years of observation, the location and lethality of terrorist events in 2014 are statistically accurately predicted. Throughout the global scope of this research, local diffusion processes such as escalation and relocation are systematically examined: the former process describes an expansion from high concentration areas of lethal terrorist events (hotspots) to neighbouring areas, while the latter is characterised by changes in the location of hotspots. By controlling for the effect of geographical, economical and demographic variables, the results of the model suggest that the diffusion processes of lethal terrorism are jointly driven by contagious and non-contagious factors that operate on a local scale – as predicted by theories of diffusion. Moreover, by providing a quantitative measure of predictability, the model prevents policy-makers from making decisions based on highly uncertain predictions. Ultimately, this research may provide important complementary tools to enhance the efficiency of policies that aim to prevent and combat terrorism.

Keywords: diffusion process, terrorism, spatial dynamics, spatio-temporal modeling

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Authors: João Filipe Papel, Tatsuji Munaka

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With society's aging and the number of elderly with dementia rising, researchers have been actively studying how to support the elderly in the early stages of dementia with the objective of allowing them to have a better life quality and as much as possible independence. To make this possible, most researchers in this field are using the Internet Of Things to monitor the elderly activities and assist them in performing them. The most common sensor used to monitor the elderly activities is the Camera sensor due to its easy installation and configuration. The other commonly used sensor is the sound sensor. However, we need to consider privacy when using these sensors. This research aims to develop a system capable of predicting the early stages of dementia based on monitoring and controlling the elderly activities of daily living. To make this system possible, some issues need to be addressed. First, the issue related to elderly privacy when trying to detect their Activities of Daily Living. Privacy when performing detection and monitoring Activities of Daily Living it's a serious concern. One of the purposes of this research is to achieve this detection and monitoring without putting the privacy of the elderly at risk. To make this possible, the study focuses on using an approach based on using Magnet Sensors to collect binary data. The second is to use the data collected by monitoring Activities of Daily Living to predict the early stages of Dementia. To make this possible, the research team suggests developing a proprietary ontology combined with both data-driven and knowledge-driven.

Keywords: dementia, activity recognition, magnet sensors, ontology, data driven and knowledge driven, IoT, activities of daily living

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Authors: V. S. S. Kumar, V. Ramya

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In the modern electronic warfare, the signal scenario is changing at a rapid pace with the introduction of Low Probability of Intercept (LPI) radars. In the modern battlefield, radar system faces serious threats from passive intercept receivers such as Electronic Attack (EA) and Anti-Radiation Missiles (ARMs). To perform necessary target detection and tracking and simultaneously hide themselves from enemy attack, radar systems should be LPI. These LPI radars use a variety of complex signal modulation schemes together with pulse compression with the aid of advancement in signal processing capabilities of the radar such that the radar performs target detection and tracking while simultaneously hiding enemy from attack such as EA etc., thus posing a major challenge to the ES/ELINT receivers. Today an increasing number of LPI radars are being introduced into the modern platforms and weapon systems so these LPI radars created a requirement for the armed forces to develop new techniques, strategies and equipment to counter them. This paper presents various modulation techniques used in generation of LPI signals and development of Time Frequency Algorithms to analyse those signals.

Keywords: anti-radiation missiles, cross terms, electronic attack, electronic intelligence, electronic warfare, intercept receiver, low probability of intercept

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Authors: Kazuo Kiguchi, Kouta Ikegami

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In the case of physically weak persons, not only motor abilities, but also sensory abilities are sometimes deteriorated. The concept of perception-assist has been proposed to assist the sensory ability of the physically weak persons with a power-assist robot. Since upper-limb motion is very important in daily living, perception-assist for upper-limb motion has been proposed to assist upper-limb motion in daily living. A virtual tunnel was applied to modify the user’s upper-limb motion if it was necessary. In this paper, effective shape of the virtual tunnel which is applied in the perception-assist for upper-limb motion is proposed. Not only the position of the grasped tool but also the angle of the grasped tool are modified if it is necessary. Therefore, the upper-limb motion in daily living can be effectively modified to realize certain proper daily motion. The effectiveness of the proposed virtual tunnel was evaluated by performing the experiments.

Keywords: motion modification, power-assist robots, perception-assist, upper-limb motion

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Authors: Suk-Hyun Yu, Heeyong Kwon

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Recently PM-10 has become a social and global issue. It is one of major air pollutants which affect human health. Therefore, it needs to be forecasted rapidly and precisely. However, PM-10 comes from various emission sources, and its level of concentration is largely dependent on meteorological and geographical factors of local and global region, so the forecasting of PM-10 concentration is very difficult. Neural network model can be used in the case. But, there are few cases of high concentration PM-10. It makes the learning of the neural network model difficult. In this paper, we suggest a simple input balancing method when the data distribution is uneven. It is based on the probability of appearance of the data. Experimental results show that the input balancing makes the neural networks’ learning easy and improves the forecasting rates.

Keywords: artificial intelligence, air quality prediction, neural networks, pattern recognition, PM-10

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Authors: Terence Soule, Tami Al Ghamdi

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To study how the partial knowledge transfer may affect the Genetic Algorithm (GA) performance, we model the Transfer Learning (TL) process using GA as the model solver. The objective of the TL is to transfer the knowledge from one problem to another related problem. This process imitates how humans think in their daily life. In this paper, we proposed to study a case where the knowledge transferred from the S problem has less information than what the T problem needs. We sampled the transferred population using different strategies of TL. The results showed transfer part of the knowledge is helpful and speeds the GA process of finding a solution to the problem.

Keywords: transfer learning, partial transfer, evolutionary computation, genetic algorithm

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Authors: Rami El-Hajj Mohamad, Mahmoud Skafi, Ali Massoud Haidar

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Several meteorological parameters were used for the prediction of monthly average daily global solar radiation on horizontal using recurrent neural networks (RNNs). Climatological data and measures, mainly air temperature, humidity, sunshine duration, and wind speed between 1995 and 2007 were used to design and validate a feed forward and recurrent neural network based prediction systems. In this paper we present our reference system based on a feed-forward multilayer perceptron (MLP) as well as the proposed approach based on an RNN model. The obtained results were promising and comparable to those obtained by other existing empirical and neural models. The experimental results showed the advantage of RNNs over simple MLPs when we deal with time series solar radiation predictions based on daily climatological data.

Keywords: recurrent neural networks, global solar radiation, multi-layer perceptron, gradient, root mean square error

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Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed

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In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.

Keywords: value-at-risk, risk management, islamic finance, GARCH models

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Authors: Yuzhi Cai

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This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

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Authors: Benga Ebouele, Thomas Tengen

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Implementing either periodic or continuous inventory review model within most manufacturing-companies-supply chains as a management tool may incur higher costs. These high costs affect the system flexibility which in turn affects the level of service required to satisfy customers. However, these effects are not clearly understood because the parameters of both inventory review policies (protection demand interval, order quantity, etc.) are not designed to be fully utilized under different and uncertain conditions such as poor manufacturing, supplies and delivery performance. Coming up with a hybrid model which may combine in some sense the feature of both continuous and a periodic inventory review models should be useful. Therefore, there is a need to build and evaluate such hybrid model on the annual total cost, stock out probability and system’s flexibility in order to search for the most cost effective inventory review model. This work also seeks to find the optimal sets of parameters of inventory management under stochastic condition so as to optimise each policy independently. The results reveal that a continuous inventory system always incurs lesser cost than a periodic (R, S) inventory system, but this difference tends to decrease as time goes by. Although the hybrid inventory is the only one that can yield lesser cost over time, it is not always desirable but also natural to use it in order to help the system to meet high performance specification.

Keywords: demand and lead time randomness, hybrid Inventory model, optimization, supply chain

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Authors: Roberta Martino, Viviana Ventre

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From a theoretical point of view, the relationship between the risk associated with an investment and the expected value are directly proportional, in the sense that the market allows a greater result to those who are willing to take a greater risk. However, empirical evidence proves that this relationship is distorted in the minds of investors and is perceived exactly the opposite. To deepen and understand the discrepancy between the actual actions of the investor and the theoretical predictions, this paper analyzes the essential parameters used for the valuation of financial assets with greater attention to two elements: probability and the passage of time. Although these may seem at first glance to be two distinct elements, they are closely related. In particular, the error in the theoretical description of the relationship between risk and return lies in the failure to consider the impatience that is generated in the decision-maker when events that have not yet happened occur in the decision-making context. In this context, probability loses its objective meaning and in relation to the psychological aspects of the investor, it can only be understood as the degree of confidence that the investor has in the occurrence or non-occurrence of an event. Moreover, the concept of objective probability does not consider the inter-temporality that characterizes financial activities and does not consider the condition of limited cognitive capacity of the decision maker. Cognitive psychology has made it possible to understand that the mind acts with a compromise between quality and effort when faced with very complex choices. To evaluate an event that has not yet happened, it is necessary to imagine that it happens in your head. This projection into the future requires a cognitive effort and is what differentiates choices under conditions of risk and choices under conditions of uncertainty. In fact, since the receipt of the outcome in choices under risk conditions is imminent, the mechanism of self-projection into the future is not necessary to imagine the consequence of the choice and the decision makers dwell on the objective analysis of possibilities. Financial activities, on the other hand, develop over time and the objective probability is too static to consider the anticipatory emotions that the self-projection mechanism generates in the investor. Assuming that uncertainty is inherent in valuations of events that have not yet occurred, the focus must shift from risk management to uncertainty management. Only in this way the intertemporal dimension of the decision-making environment and the haste generated by the financial market can be cautioned and considered. The work considers an extension of the prospectus theory with the temporal component with the aim of providing a description of the attitude towards risk with respect to the passage of time.

Keywords: impatience, risk aversion, subjective probability, uncertainty

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Authors: Rahul Kumar

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Background: Under-FiveMortality Rate(U5MR)ofanationiswidelyacceptedandlong-standing indicators of well-beingofherchildren.They measuredtheprobability of dying before theageoffive(expressedper1000livebirths).TheU5MRisanappropriate indicator of the cumulative exposure totheriskofdeathduringthefirstfiveyearsoflife, and accepted globalindicator ofthehealthandsocioeconomicstatusofagiven population.Itisalsousefulforassessing theimpactofvariousintervention programmes aimed at improving child survival.Under-fivemortalitytrendsconstitutealeadingindicatorofthelevel ofchildhealthandoveralldevelopmentincountries. Objectives: The first aim of our research is to study the level, trends, and Pattern of Under-five mortality using different sources of data. The second objective is to examine the survival pattern of Under-five mortality by different background characteristics. Data Source and Methodology: SRS and NFHS data have been used forobservingthelevelandtrendofUnder-Five mortality rate. Kaplan Meier Estimate has been used to understand the survival Pattern of Under-five mortality. Result: WefindthatallmostallthestatesmadesomeprogressbyreducingU5MRin recent decades.During1992-93highestU5MR(per thousand live birth) was observed in Assam(142)followed by up(141),Odisha(131),MP(130),andBihar(127.5).While the least U5MR(perthousandlive birth)wasobservedinRajasthan(102). The highestU5MR(per thousandlive birth)isobservedinUP(78.1), followed by MP(64.9)and Chhattisgarh(63.7)which are far away from the national level(50). Among them, Uttarakhand(46.7)hadleastU5MR(perthousandlivebirth), followed by Odisha(48.6). TheU5MR(perthousandlivebirth)ofcombinedhighfocusstateis63.7whichisfar away fromthenationallevel(50). Weidentified thatthesurvivalprobability ofunder-fivechildrenfromadolescentmotherislessin comparisontootherchildrenbornby differentagegroupofmothers. thatduringneonatalperiodusually male mortality exceedsthefemale mortality butthisdifferentialreversedinthepostneonatalperiod. Astheirageincreasesand approachingtofiveyears,weidentifiedthatthesurvivalprobability ofbothsexdecreasesbut female’s survival probabilitydecrement is more than male as their ageincreases. The poorer children’s survival probability is minimum. Children using improved toilet facility has more survival probability throughout thefiveyearsthan who uses unimproved. The survival probability of children under five who got Full ANCis more than the survival probability of children under five who doesn’t get any ANC. Conclusions: Improvement of maternal education is an urgent need to improve their health seeking behavior and thus the health of their children. Awareness on reproductive health and environmental sanitation should be strengthened.

Keywords: under-five mortality, survival pattern, ANC, trend

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Authors: A. GuhaRay, C. V. S. P. Kiranmayi, S. Rudraraju

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The present study considers the effect of variation of different geotechnical random variables in the design of stone column-foundation systems for assessing the bearing capacity and consolidation settlement of highly compressible soil. The soil and stone column properties, spacing, diameter and arrangement of stone columns are considered as the random variables. Probability of failure (P_f) is computed for a target degree of consolidation and a target safe load by Monte Carlo Simulation (MCS). The study shows that the variation in coefficient of radial consolidation (c_r) and cohesion of soil (c_s) are two most important factors influencing Pf. If the coefficient of variation (COV) of c_r exceeds 20%, P_f exceeds 0.001, which is unsafe following the guidelines of US Army Corps of Engineers. The bearing capacity also exceeds its safe value for COV of c_s > 30%. It is also observed that as the spacing between the stone column increases, the probability of reaching a target degree of consolidation decreases. Accordingly, design guidelines, considering both consolidation and bearing capacity of improved ground, are proposed for different spacing and diameter of stone columns and geotechnical random variables.

Keywords: bearing capacity, consolidation, geotechnical random variables, probability of failure, stone columns

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Authors: Akshat Kumar, Vidushi

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This paper identifies 27 KOIs, 26 of which are currently classified as candidates and one as false positives that have a high probability of being confirmed. For this purpose, 11 machine learning algorithms were implemented on the cumulative kepler dataset sourced from the NASA exoplanet archive; it was observed that the best-performing model was HistGradientBoosting and XGBoost with a test accuracy of 93.5%, and the lowest-performing model was Gaussian NB with a test accuracy of 54%, to test model performance F1, cross-validation score and RUC curve was calculated. Based on the learned models, the significant characteristics for confirm exoplanets were identified, putting emphasis on the object’s transit and stellar properties; these characteristics were namely koi_count, koi_prad, koi_period, koi_dor, koi_ror, and koi_smass, which were later considered to filter out the potential KOIs. The paper also calculates the Earth similarity index based on the planetary radius and equilibrium temperature for each KOI identified to aid in their classification.

Keywords: Kepler objects of interest, exoplanets, space exploration, machine learning, earth similarity index, transit photometry

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Authors: Nitaya Buntao

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This paper considers the problems of interval estimation for rainfall mean of the lognormal distribution and the delta-lognormal distribution in Northeastern Thailand. We present here the modified generalized pivotal approach (MGPA) compared to the modified method of variance estimates recovery (MMOVER). The performance of each method is examined in term of coverage probabilities and average lengths by Monte Carlo simulation. An extensive simulation study indicates that the MMOVER performs better than the MGPA approach in terms of the coverage probability; it results in highly accurate coverage probability.

Keywords: rainfall mean, interval estimation, lognormal distribution, delta-lognormal distribution

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Authors: B. S. Fatoyinbo, D. Stretch, O. T. Amoo, D. Allopi

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This study extends the use of the Drainage Area Regionalization (DAR) method in generating synthetic data and calibrating PyTOPKAPI stream yield for an ungauged basin at a daily time scale. The generation of runoff in determining a river yield has been subjected to various topographic and spatial meteorological variables, which integers form the Catchment Characteristics Model (CCM). Many of the conventional CCM models adapted in Africa have been challenged with a paucity of adequate, relevance and accurate data to parameterize and validate the potential. The purpose of generating synthetic flow is to test a hydrological model, which will not suffer from the impact of very low flows or very high flows, thus allowing to check whether the model is structurally sound enough or not. The employed physically-based, watershed-scale hydrologic model (PyTOPKAPI) was parameterized with GIS-pre-processing parameters and remote sensing hydro-meteorological variables. The validation with mean annual runoff ratio proposes a decent graphical understanding between observed and the simulated discharge. The Nash-Sutcliffe efficiency and coefficient of determination (R²) values of 0.704 and 0.739 proves strong model efficiency. Given the current climate variability impact, water planner can now assert a tool for flow quantification and sustainable planning purposes.

Keywords: catchment characteristics model, GIS, synthetic data, ungauged basin

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Authors: Syed Ahzam Tariq, Atharva Modi

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This paper presents a probabilistic analysis of the safety of water tube boilers using fault tree analysis (FTA). A fault tree has been constructed by considering all possible areas where a malfunction could lead to a boiler accident. Boiler accidents are relatively rare, causing a scarcity of data. The fuzzy approach is employed to perform a quantitative analysis, wherein theories of fuzzy logic are employed in conjunction with expert elicitation to calculate failure probabilities. The Fuzzy Fault Tree Analysis (FFTA) provides a scientific and contingent method to forecast and prevent accidents.

Keywords: fault tree analysis water tube boiler, fuzzy probability score, failure probability

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Authors: Rakiya Abba

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This paper investigates the effect of the money supply, exchange and interest rate on economic growth in Nigeria through the application of Augmented Dickey-Fuller technique in testing the unit root property of the series and Granger causality test of causation between GDP, money supply, the exchange, and interest rate. The results of unit root suggest that all the variables in the model are stationary at 1, 5 and 10 percent level of significance, and the results of Causality suggest that money supply and exchange granger cause IR, the result further reveals two – way causation existed between M2 and EXR while IR granger cause GDP the null hypothesis is rejected and GDP does not granger cause IR as indicated by their probability values of 0.4805 and confirmed by F-statistics values of 0.75483. The results revealed that M2 and EXR do not granger causes GDP, the null hypothesis is accepted at 75percent 18percent respectively as indicated by their probability values of 0.7472 and 0.1830 respectively; also, GDP does not granger cause M2 and EXR. The Johansen cointegration result indicates that despite GDP does not granger cause M2, IR, and EXR, but there existed 1 cointegrating equation, implying the existence of long-run relationship between GDP, M2 IR, and EXR. A major policy implication of this result is that economic growth is function of and money supply and exchange rate, effective monetary policies should direct on manipulating instruments and importance should be placed on justification for adopting a particular policy be rationalized in order to increase growth in economy

Keywords: economic growth, money supply, interest rate, exchange rate, causality

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Authors: Huimin Liu, Li Xiang, Yue Liu, Jing Wang

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Background: As one of typical case for the developing countries who are stepping into the aging times globally, more and more older people in China might face the problem of which they could not maintain normal life due to the functional disability. While the government take efforts to build long-term care system and further carry out related policies for the core concept, there is still lack of strong evidence to evaluating the profile of disability states in the elderly population and its transition rate. It has been proved that disability is a dynamic condition of the person rather than irreversible so it means possible to intervene timely on them who might be in a risk of severe disability. Objective: The aim of this study was to depict the picture of the disability transferring status of the older people in China, and then find out individual characteristics that change the state of disability to provide theory basis for disability prevention and early intervention among elderly people. Methods: Data for this study came from the 2011 baseline survey and the 2013 follow-up survey of the China Health and Retirement Longitudinal Study (CHARLS). Normal ADL function, 1~2 ADLs disability,3 or above ADLs disability and death were defined from state 1 to state 4. Multi-state Markov model was applied and the four-state homogeneous model with discrete states and discrete times from two visits follow-up data was constructed to explore factors for various progressive stages. We modeled the effect of explanatory variables on the rates of transition by using a proportional intensities model with covariate, such as gender. Result: In the total sample, state 2 constituent ratio is nearly about 17.0%, while state 3 proportion is blow the former, accounting for 8.5%. Moreover, ADL disability statistics difference is not obvious between two years. About half of the state 2 in 2011 improved to become normal in 2013 even though they get elder. However, state 3 transferred into the proportion of death increased obviously, closed to the proportion back to state 2 or normal functions. From the estimated intensities, we see the older people are eleven times as likely to develop at 1~2 ADLs disability than dying. After disability onset (state 2), progression to state 3 is 30% more likely than recovery. Once in state 3, a mean of 0.76 years is spent before death or recovery. In this model, a typical person in state 2 has a probability of 0.5 of disability-free one year from now while the moderate disabled or above has a probability of 0.14 being dead. Conclusion: On the long-term care cost considerations, preventive programs for delay the disability progression of the elderly could be adopted based on the current disabled state and main factors of each stage. And in general terms, those focusing elderly individuals who are moderate or above disabled should go first.

Keywords: Markov model, elderly people, disability, transition intensity

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Authors: A. T. Kassem

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Fires areconsidered a common hazardous action that any building may face. Most buildings’ structural elements are designed, taking into consideration precautions for fire safety, using deterministic design approaches. Public and highly important buildings are commonly designed considering standard fire rating and, in many cases, contain large compartments with central domes. Real fire scenarios are not commonly brought into action in structural design of buildings because of complexities in both scenarios and analysis tools. This paper presents a modern approach towards analysis of spherical domes in real fire condition via implementation of building information modelling, and adopting a probabilistic approach. BIMhas been implemented to bridge the gap between various software packages enabling them to function interactively to model both real fire and corresponding structural response. Ventilation controlled fires scenarios have been modeled using both “Revit” and “Pyrosim”. Monte Carlo simulation has been adopted to engage the probabilistic analysis approach in dealing with various parameters. Conclusions regarding failure probability and fire endurance, in addition to the effects of various parameters, have been extracted.

Keywords: concrete, spherical domes, ventilation controlled fires, BIM, monte carlo simulation, pyrosim, revit

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Authors: Mahdi Rahimi, Mohammad Mahdi Mojahedian, Mohammad Reza Aref

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In this paper, a cellular communication scenario with a transmitter and an authorized user is considered to analyze its secrecy in the face of eavesdroppers and the interferences propagated unintentionally through the communication network. It is also assumed that some D2D pairs and eavesdroppers are randomly located in the cell. Assuming hardware impairment, perfect connection probability is analytically calculated, and upper bound is provided for the secrecy outage probability. In addition, a method based on random activation of D2Ds is proposed to improve network security. Finally, the analytical results are verified by simulations.

Keywords: physical layer security, stochastic geometry, device-to-device, hardware impairment

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Authors: Piyush Swami, Bijaya Ketan Panigrahi, Sneh Anand, Manvir Bhatia, Tapan Gandhi

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Visual inspection of electroencephalogram (EEG) signals to detect epileptic signals is very challenging and time-consuming task even for any expert neurophysiologist. This problem is most challenging in under-developed and developing countries due to shortage of skilled neurophysiologists. In the past, notable research efforts have gone in trying to automate the seizure detection process. However, due to high false alarm detections and complexity of the models developed so far, have vastly delimited their practical implementation. In this paper, we present a novel scheme for epileptic seizure detection using empirical mode decomposition technique. The intrinsic mode functions obtained were then used to calculate the standard deviations. This was followed by probability density based classifier to discriminate between non-ictal and ictal patterns in EEG signals. The model presented here demonstrated very high classification rates ( > 97%) without compromising the statistical performance. The computation timings for each testing phase were also very low ( < 0.029 s) which makes this model ideal for practical applications.

Keywords: electroencephalogram (EEG), epilepsy, ictal patterns, empirical mode decomposition

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Authors: Violeta Damjanovic-Behrendt

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This paper presents an approach for optimal cyber security decisions to protect instances of a federated Internet of Things (IoT) platform in the cloud. The presented solution implements the repeated Stackelberg Security Game (SSG) and a model called Stochastic Human behaviour model with AttRactiveness and Probability weighting (SHARP). SHARP employs the Subjective Utility Quantal Response (SUQR) for formulating a subjective utility function, which is based on the evaluations of alternative solutions during decision-making. We augment the repeated SSG (including SHARP and SUQR) with a reinforced learning algorithm called Naïve Q-Learning. Naïve Q-Learning belongs to the category of active and model-free Machine Learning (ML) techniques in which the agent (either the defender or the attacker) attempts to find an optimal security solution. In this way, we combine GT and ML algorithms for discovering optimal cyber security policies. The proposed security optimization components will be validated in a collaborative cloud platform that is based on the Industrial Internet Reference Architecture (IIRA) and its recently published security model.

Keywords: security, internet of things, cloud computing, stackelberg game, machine learning, naive q-learning

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Authors: Ana Breda, Catarina Cruz

Abstract:

Daily, we face unpredictable events, often attributed to chance, as there is no justification for such an occurrence. Chance, understood as a source of uncertainty, is present in several aspects of human life, such as weather forecasts, dice rolling, and lottery. Surprisingly, humans and some animals can quickly adjust their behavior to handle efficiently doubly stochastic processes (random events with two layers of randomness, like unpredictable weather affecting dice rolling). This adjustment ability suggests that the human brain has built-in mechanisms for perceiving, understanding, and responding to simple probabilities. It also explains why current trends in mathematics education include probability concepts in official curriculum programs, starting from the third year of primary education onwards. In the first years of schooling, children learn to use a certain type of (specific) vocabulary, such as never, always, rarely, perhaps, likely, and unlikely, to help them to perceive and understand the probability of some events. These are keywords of crucial importance for their perception and understanding of probabilities. The development of the probabilistic concepts comes from facts and cause-effect sequences resulting from the subject's actions, as well as the notion of chance and intuitive estimates based on everyday experiences. As part of a junior summer school program, which took place at a Portuguese university, a non-formal learning experiment was carried out with 18 children in the 5th and 6th grades. This experience was designed to be implemented in a dynamic of a serious ice-breaking game, to assess their levels of probabilistic, critical, and creative thinking in understanding impossible, certain, equally probable, likely, and unlikely events, and also to gain insight into how the non-formal learning context influenced their achievements. The criteria used to evaluate probabilistic thinking included the creative ability to conceive events classified in the specified categories, the ability to properly justify the categorization, the ability to critically assess the events classified by other children, and the ability to make predictions based on a given probability. The data analysis employs a qualitative, descriptive, and interpretative-methods approach based on students' written productions, audio recordings, and researchers' field notes. This methodology allowed us to conclude that such an approach is an appropriate and helpful formative assessment tool. The promising results of this initial exploratory study require a future research study with children from these levels of education, from different regions, attending public or private schools, to validate and expand our findings.

Keywords: critical and creative thinking, non-formal mathematics learning, probabilistic thinking, serious game

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Authors: Tasir Khan, Yejuan Wang

Abstract:

The study of extreme rainfall events is very important for flood management in river basins and the design of water conservancy infrastructure. Evaluation of quantiles of annual maximum rainfall (AMRF) is required in different environmental fields, agriculture operations, renewable energy sources, climatology, and the design of different structures. Therefore, the annual maximum rainfall (AMRF) was performed at different stations in Pakistan. Multiple probability distributions, log normal (LN), generalized extreme value (GEV), Gumbel (max), and Pearson type3 (P3) were used to find out the most appropriate distributions in different stations. The L moments method was used to evaluate the distribution parameters. Anderson darling test, Kolmogorov- Smirnov test, and chi-square test showed that two distributions, namely GUM (max) and LN, were the best appropriate distributions. The quantile estimate of a multi-parameter PD offers extreme rainfall through a specific location and is therefore important for decision-makers and planners who design and construct different structures. This result provides an indication of these multi-parameter distribution consequences for the study of sites and peak flow prediction and the design of hydrological maps. Therefore, this discovery can support hydraulic structure and flood management.

Keywords: RAMSE, multiple frequency analysis, annual maximum rainfall, L-moments

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Authors: S. Phanyaem

Abstract:

This paper presents the confidence intervals for the effect size base on bootstrap resampling method. The meta-analytic confidence interval for effect size is proposed that are easy to compute. A Monte Carlo simulation study was conducted to compare the performance of the proposed confidence intervals with the existing confidence intervals. The best confidence interval method will have a coverage probability close to 0.95. Simulation results have shown that our proposed confidence intervals perform well in terms of coverage probability and expected length.

Keywords: effect size, confidence interval, bootstrap method, resampling

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Authors: Mehdi Moeinaddini, Zohreh Asadi-Shekari, Muhammad Zaly Shah, Amran Hamzah

Abstract:

Currently, planners try to have more green travel options to decrease economic, social and environmental problems. Therefore, this study tries to find significant urban travel factors to be used to increase the usage of alternative urban travel modes. This paper attempts to identify the relationship between prominent urban mobility indicators and daily trips by public transport in 30 cities from various parts of the world. Different travel modes, infrastructures and cost indicators were evaluated in this research as mobility indicators. The results of multi-linear regression analysis indicate that there is a significant relationship between mobility indicators and the daily usage of public transport.

Keywords: green travel modes, urban travel indicators, daily trips by public transport, multi-linear regression analysis

Procedia PDF Downloads 540