Search results for: generalized Hammerstein model

Authors: Omar Sorour, Michael Leahy, Thomas Irvine, Vladimir Koren

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Introduction: Covid encephalitis is a rare yet dangerous complication, particularly affecting the older and immunocompromised. Symptoms range from confusion to delirium, coma, and seizures. Although neurological manifestations have become more well-characterized in COVID patients, little is known about whether priorneurological abnormalities may predispose patients to COVID encephalopathy. Case Description: A 73 y.o. male with a CT and MRI-confirmed stable, prior 9 mm cavernoma in the right frontal lobe and no past history of seizures was hospitalized with generalized weakness, abdominal pain, nausea, and shortness of breath with subsequent COVID pneumonia. Three days after the initial presentation, the patient developed a spontaneous generalized tonic-clonic seizure consistent with presumed COVID encephalitis, along with somnolence and confusion. A day later, the patient had two other seizure episodes. Follow-up EEG suggested an inter-ictal epileptic focus with sharp waves corresponding to roughly the same location as the patient’s pre-existing cavernoma. The patient’s seizures stopped shortly thereafter, while his encephalopathy continued for days. Conclusion: We illustrate that a pre-existing anatomic cortical abnormality may act as a potential nidus for new-onset seizure activity in the context of suggested COVID encephalopathy. Future studies may further demonstrate that manifestations of COVIDencephalopathy in certain patients may be more predictable than initially assumed.

Keywords: cavernoma, covid, encephalopathy, seizures

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Authors: Abdmohammad Mousavi, Mohsen Shams, Mehdi Akbartabar Toori, Ali Mousavizadeh, Mohammad Ali Morowatisharifabad

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Introduction: The effectiveness of Transtheoretical Model constructs on dietary behavior change has been subject to questions by some studies. The objective of this study was to determine the relationship between self–efficacy and decisional balance as mediator variables and transfer obese and overweight women among the stages of behavior change of calorie balanced dietary intake. Method: In this cross-sectional study, 448 obese and overweight 20-44 years old women were selected from three health centers in Yasuj, a city in south west of Iran. Anthropometric data were measured using standard techniques. Demographic, stages of change, self-efficacy and decisional balance data were collected by questionnaires and analyzed using One–Way ANOVA and Generalized Linear Models tests. Results: Demographic and anthropometric variables were not different significantly in different stages of change related to calorie intake except the pre-high school level of education (P=.047, OR=502, 95% CI= .255 ~ .990). Mean scores of Self-efficacy ( F(4.425)= 27.09, P= .000), decisional balance (F(4.394), P= .004), and pros (F(4.430)=5.33, P=000) were different significantly in five stages of change. However, the cons did not show a significant change in this regard (F(4.400)=1.83, P=.123). Discussion: Women movement through the stages of changes for calorie intake behavior can be predicted by self efficacy, decisional balance and pros.

Keywords: transtheoretical model, stages of change, self efficacy, decisional balance, calorie intake, women

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Authors: Yufeng Li, Yinan Ma, Jing Wu, Chengnian Long

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Infrared object detection aims at separating small and dim target from clutter background and its capabilities extend beyond the limits of visible light, making it invaluable in a wide range of applications such as improving safety, security, efficiency, and functionality. However, existing methods are usually sensitive to the noise of the input infrared image, leading to a decrease in target detection accuracy and an increase in the false alarm rate in high-noise environments. To address this issue, an infrared small target detection algorithm called YOLO-IR is proposed in this paper to improve the robustness to high infrared noise. To address the problem that high noise significantly reduces the clarity and reliability of target features in infrared images, we design a soft-threshold coordinate attention mechanism to improve the model’s ability to extract target features and its robustness to noise. Since the noise may overwhelm the local details of the target, resulting in the loss of small target features during depth down-sampling, we propose a deep and shallow feature fusion neck to improve the detection accuracy. In addition, because the generalized Intersection over Union (IoU)-based loss functions may be sensitive to noise and lead to unstable training in high-noise environments, we introduce a Wasserstein-distance based loss function to improve the training of the model. The experimental results show that YOLO-IR achieves a 5.0% improvement in recall and a 6.6% improvement in F1-score over existing state-of-art model.

Keywords: infrared small target detection, high noise, robustness, soft-threshold coordinate attention, feature fusion

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Authors: Rashmi Dubey

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The study aims at investigating the onset of thermal convection in an inclined porous layer saturated with a non-Newtonian fluid. The layer is infinitely extended and has a finite width confined between two boundaries with constant pressure conditions, where the lower one is maintained at a higher temperature. Over the years, this area of research has attracted many scientists and researchers, for it has a plethora of applications in the fields of sciences and engineering, such as in civil engineering, geothermal sites, petroleum industries, etc.Considering the possibilities in a practical scenario, an inclined porous layer is considered, which can be used to develop a generalized model applicable to any inclination. Using the isobaric boundaries, the hydrodynamic boundary conditions are derived for the power-law model and are used to obtain the basic state flow. The convection in the basic state flow is driven by the thermal buoyancy in the flow system and is carried away further due to hydrodynamic boundaries. A linear stability analysis followed by a normal-mode analysis is done to investigate the onset of convection in the buoyancy-driven flow. The analysis shows that the convective instability is always initiated by the non-traveling modes for the Newtonian fluid, but prevails in the form of oscillatory modes, for up to a certain inclination of the porous layer. However, different behavior is observed for the dilatant and pseudoplastic fluids.

Keywords: thermal convection, linear stability, porous media flow, Inclined porous layer

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Authors: Tsedeke Lambore Gemecho, Ayele Taye Goshu

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The main objective of this study is to identify the determinants of the number of international migrants in a household and to compare regression models for count response. This study is done by collecting data from total of 2288 household heads of 16 randomly sampled districts in Hadiya and Kembata-Tembaro zones of Southern Ethiopia. The Poisson mixed models, as special cases of the generalized linear mixed model, is explored to determine effects of the predictors: age of household head, farm land size, and household size. Two ethnicities Hadiya and Kembata are included in the final model as dummy variables. Stepwise variable selection has indentified four predictors: age of head, farm land size, family size and dummy variable ethnic2 (0=other, 1=Kembata). These predictors are significant at 5% significance level with count response number of migrant. The Poisson mixed model consisting of the four predictors with random effects districts. Area specific random effects are significant with the variance of about 0.5105 and standard deviation of 0.7145. The results show that the number of migrant increases with heads age, family size, and farm land size. In conclusion, there is a significantly high number of international migration per household in the area. Age of household head, family size, and farm land size are determinants that increase the number of international migrant in households. Community-based intervention is needed so as to monitor and regulate the international migration for the benefits of the society.

Keywords: Poisson regression, GLM, number of migrant, Hadiya and Kembata Tembaro zones

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Authors: Alexandre Gurchumelia, Luca Sorriso-Valvo, David Burgess, Khatuna Elbakidze, Oleg Kharshiladze, Diana Kvaratskhelia

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The terrestrial magnetosheath is a highly turbulent medium, with a high level of magnetic1field fluctuations throughout a broad range of scales. These often include an inertial range where a2magnetohydrodynamic turbulent cascade is observed. The multifractal properties of the turbulent3cascade, strictly related to intermittency, are observed here during the transition from quasi-parallel to4quasi-perpendicular magnetic field with respect to the bow-shock normal. The different multifractal5behavior in the two regions is analyzed. A standard coarse-graining technique has been used6to evaluate the generalized dimensions and the corresponding multifractal spectrumf(α). A7p-model fit provided a quantitative measure of multifractality and intermittency, to be compared with8standard indicators: the width of the multifractal spectrum, the peak of the kurtosis, and its scaling9exponent. Results show a clear transition and sharp differences in the intermittency properties for the two regions.

Keywords: magnetos heath, turbulence, multifractal, instabilities

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Authors: S. Levitsky, R. Bergman

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Fluid rheology may have essential impact on sound propagation in a liquid-filled pipe, especially, in a low frequency range. Rheological parameters of liquid are temperature-sensitive, which ultimately results in a temperature dependence of the wave speed and attenuation in the waveguide. The study is devoted to modeling of this effect at sound propagation in an elastic pipe with polymeric liquid, described by generalized Maxwell model with non-zero high-frequency viscosity. It is assumed that relaxation spectrum is distributed according to the Spriggs law; temperature impact on the liquid rheology is described on the basis of the temperature-superposition principle and activation theory. The dispersion equation for the waveguide, considered as a thin-walled tube with polymeric solution, is obtained within a quasi-one-dimensional formulation. Results of the study illustrate the influence of temperature on sound propagation in the system.

Keywords: elastic tube, sound propagation, temperature effect, viscoelastic liquid

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Authors: Andre Kadandji, Mouhamadou Fall, Francois Koum Ekalle

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This paper aims to analyze the sound banking through the effects of the damage of the loan portfolio in the Cameroonian banking sector through the Z-score. The approach is to test the effect of other CAMEL indicators and macroeconomics indicators on the relationship between the non-performing loan and the soundness of Cameroonian banks. We use a dynamic panel data, made by 13 banks for the period 2010-2013. The analysis provides a model equations embedded in panel data. For the estimation, we use the generalized method of moments to understand the effects of macroeconomic and CAMEL type variables on the ability of Cameroonian banks to face a shock. We find that the management quality and macroeconomic variables neutralize the effects of the non-performing loan on the banks soundness.

Keywords: loan portfolio, sound banking, Z-score, dynamic panel

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Authors: Yegnanew A. Shiferaw

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Background: commodity price volatility originating from excessive commodity price fluctuation has been a global problem especially after the recent financial crises. Volatility is a measure of risk or uncertainty in financial analysis. It plays a vital role in risk management, portfolio management, and pricing equity. Objectives: the core objective of this paper is to examine the relationship between the prices of agricultural commodities with oil price, gas price, coal price and exchange rate (USD/Rand). In addition, the paper tries to fit an appropriate model that best describes the log return price volatility and estimate Value-at-Risk and expected shortfall. Data and methods: the data used in this study are the daily returns of agricultural commodity prices from 02 January 2007 to 31st October 2016. The data sets consists of the daily returns of agricultural commodity prices namely: white maize, yellow maize, wheat, sunflower, soya, corn, and sorghum. The paper applies the three-state Markov-switching (MS) regression, the standard single-regime GARCH and the two regime Markov-switching GARCH (MS-GARCH) models. Results: to choose the best fit model, the log-likelihood function, Akaike information criterion (AIC), Bayesian information criterion (BIC) and deviance information criterion (DIC) are employed under three distributions for innovations. The results indicate that: (i) the price of agricultural commodities was found to be significantly associated with the price of coal, price of natural gas, price of oil and exchange rate, (ii) for all agricultural commodities except sunflower, k=3 had higher log-likelihood values and lower AIC and BIC values. Thus, the three-state MS regression model outperformed the two-state MS regression model (iii) MS-GARCH(1,1) with generalized error distribution (ged) innovation performs best for white maize and yellow maize; MS-GARCH(1,1) with student-t distribution (std) innovation performs better for sorghum; MS-gjrGARCH(1,1) with ged innovation performs better for wheat, sunflower and soya and MS-GARCH(1,1) with std innovation performs better for corn. In conclusion, this paper provided a practical guide for modelling agricultural commodity prices by MS regression and MS-GARCH processes. This paper can be good as a reference when facing modelling agricultural commodity price problems.

Keywords: commodity prices, MS-GARCH model, MS regression model, South Africa, volatility

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Authors: Zhiguo Shi, Cheng Ning Loong, Jiazeng Shan, Weichao Wu

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This study proposes an equivalent circuit model to simulate the eddy current damping force with shaking table tests and finite element modeling. The model is firstly proposed and applied to a simple eddy current damper, which is modelled in ANSYS, indicating that the proposed model can simulate the eddy current damping force under different types of excitations. Then, a non-contact and friction-free eddy current damper is designed and tested, and the proposed model can reproduce the experimental observations. The excellent agreement between the simulated results and the experimental data validates the accuracy and reliability of the equivalent circuit model. Furthermore, a more complicated model is performed in ANSYS to verify the feasibility of the equivalent circuit model in complex eddy current damper, and the higher-order fractional model and viscous model are adopted for comparison.

Keywords: equivalent circuit model, eddy current damping, finite element model, shake table test

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Authors: Byungchae Kim, Jiwoo Nam

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Aging of weapon systems can cause the failure and degeneration of components which results in increase of operating and support costs. However, whether this aging effect is significantly strong and it influences a lot on national defense spending due to the rapid increase in operating and support (O&S) costs is questionable. To figure out this, we conduct a literature review analyzing the aging effect of US weapon systems. We also conduct an empirical research using a maintenance database of Korean weapon systems, Defense Logistics Integrated Information System (DAIIS). We run regression of various types of O&S cost on weapon system age to investigate the statistical significance of aging effect and use generalized linear model to find relations between the failure of different priced components and the age. Our major finding is although aging effect exists, its impacts on weapon system cost seem to be not too large considering several characteristics of O&S cost elements not relying on the age.

Keywords: O&S cost, aging effect, weapon system, GLM

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Authors: M. T. Alodat

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In this paper, we propose a generalization to the Gaussian process regression(GPR) model called the extended skew Gaussian process for regression(ESGPr) model. The ESGPR model works better than the GPR model when the errors are skewed. We derive the predictive distribution for the ESGPR model at a new input. Also we apply the ESGPR model to FOREX data and we find that it fits the Forex data better than the GPR model.

Keywords: extended skew normal distribution, Gaussian process for regression, predictive distribution, ESGPr model

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Authors: Ulrich Wake, Eniman Syamsuddin

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The model for camera model identificaiton is trained using pretrained model ResNet43 and ResNet50. The dataset consists of 500 photos of each phone. Dataset is divided into 1280 photos for training, 320 photos for validation and 400 photos for testing. The model is trained using One Cycle Policy Method and tested using Test-Time Augmentation. Furthermore, the model is trained for 50 epoch using regularization such as drop out and early stopping. The result is 90% accuracy for validation set and above 85% for Test-Time Augmentation using ResNet50. Every model is also trained by slightly updating the pretrained model’s weights

Keywords: ​ One Cycle Policy, ResNet34, ResNet50, Test-Time Agumentation

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Authors: M. Asato, C. Liu, N. Fujima, T. Hoshino, Y. Chen, T. Mohri

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We study the temperature dependence of the interaction energies (IEs) of X (=Ru, Rh) impurities in Pd, due to the Fermi-Dirac (FD) distribution and the thermal vibration effect by the Debye-Grüneisen model. The n-body (n=2~4) IEs among X impurities in Pd, being used to calculate the internal energies in the free energies of the Pd-rich PdX alloys, are determined uniquely and successively from the lower-order to higher-order, by the full-potential Korringa-Kohn-Rostoker Green’s function method (FPKKR), combined with the generalized gradient approximation in the density functional theory. We found that the temperature dependence of IEs due to the FD distribution, being usually neglected, is very important to reproduce the X-concentration dependence of the observed solvus temperatures of the Pd-rich PdX (X=Ru, Rh) alloys.

Keywords: full-potential KKR-green’s function method, Fermi-Dirac distribution, GGA, phase diagram of Pd-rich PdX (X=Ru, Rh) alloys, thermal vibration effect

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Authors: Yang Zhou, Kangfeng Zheng, Wei Ni, Ren Ping Liu

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Software-defined networking (SDN) provides a solution for scalable network framework with decoupled control and data plane. However, this architecture also induces a particular distributed denial-of-service (DDoS) attack that can affect or even overwhelm the SDN network. DDoS attack detection problem has to date been mostly researched as entropy comparison problem. However, this problem lacks the utilization of SDN, and the results are not accurate. In this paper, we propose a DDoS attack detection method, which interprets DDoS detection as a signature matching problem and is formulated as Earth Mover’s Distance (EMD) model. Considering the feasibility and accuracy, we further propose to define the cost function of EMD to be a generalized Kullback-Leibler divergence. Simulation results show that our proposed method can detect DDoS attacks by comparing EMD values with the ones computed in the case without attacks. Moreover, our method can significantly increase the true positive rate of detection.

Keywords: DDoS detection, EMD, relative entropy, SDN

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Authors: Yongxu Fu, Shaolong Wan

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We study the band degeneracy, defectiveness, as well as exceptional points of non-Hermitian systems and materials analytically. We elaborate on the energy bands, the band degeneracy, and the defectiveness of eigenstates under open boundary conditions based on developing a general theory of one-dimensional (1D) non-Hermitian systems. We research the presence of the exceptional points in a generalized non-Hermitian Su-Schrieffer-Heeger model under open boundary conditions. Beyond our general theory, there exist infernal points in 1D non-Hermitian systems, where the energy spectra under open boundary conditions converge on some discrete energy values. We study two 1D non-Hermitian models with the existence of infernal points. We generalize the infernal points to the infernal knots in four-dimensional non-Hermitian systems.

Keywords: non-hermitian, degeneracy, defectiveness, exceptional points, infernal points

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Authors: Le Kang

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According to the nature of the university, as a free and responsible academic community, USR is based on a different foundation —academic responsibility, so the Pyramid and the IC Model of CSR could not fully explain the most distinguished feature of USR. This paper sought to put forward a new model— Ferris Wheel Model, to illustrate the nature of USR and the process of achievement. The Ferris Wheel Model of USR shows the university creates a balanced, fairness and neutrality systemic structure to afford social responsibilities; that makes the organization could obtain a synergistic effect to achieve more extensive interests of stakeholders and wider social responsibilities.

Keywords: USR, achievement model, ferris wheel model, social responsibilities

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Authors: Irtaza M. Syed, Kaamran Raahemifar

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This paper presents a model predictive control (MPC) of a utility interactive three phase inverter (TPI) for a photovoltaic (PV) system at commercial level. The proposed model uses phase locked loop (PLL) to synchronize TPI with the power electric grid (PEG) and performs MPC control in a dq reference frame. TPI model consists of boost converter (BC), maximum power point tracking (MPPT) control, and a three leg voltage source inverter (VSI). Operational model of VSI is used to synthesize sinusoidal current and track the reference. Model is validated using a 35.7 kW PV system in Matlab/Simulink. Implementation and results show simplicity and accuracy, as well as reliability of the model.

Keywords: model predictive control, three phase voltage source inverter, PV system, Matlab/simulink

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Authors: R. Bhattu Babajee, Marie Sandrine Estelle Benoit

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The past decades have witnessed a considerable institutional shift towards Central Bank Independence across economies of the world. The motivation behind such a change is the acceptance that increased central bank autonomy has the power of alleviating inflation bias. Hence, studying whether Central Bank Independence acts as a significant factor behind the price stability in the African economies or whether this macroeconomic aim in these countries result from other economic, political or social factors is a pertinent issue. The main research objective of this paper is to assess the relationship between central bank autonomy and inflation in African economies where inflation has proved to be a serious problem. In this optic, we shall measure the degree of CBI in Africa by computing the turnover rates of central banks governors thereby studying whether decisions made by African central banks are affected by external forces. The purpose of this study is to investigate empirically the association between Central Bank Independence (CBI) and inflation for 10 African economies over a period of 17 years, from 1995 to 2012. The sample includes Botswana, Egypt, Ghana, Kenya, Madagascar, Mauritius, Mozambique, Nigeria, South Africa, and Uganda. In contrast to empirical research, we have not been using the usual static panel model for it is associated with potential mis specification arising from the absence of dynamics. To this issue a dynamic panel data model which integrates several control variables has been used. Firstly, the analysis includes dynamic terms to explain the tenacity of inflation. Given the confirmation of inflation inertia, that is very likely in African countries there exists the need for including lagged inflation in the empirical model. Secondly, due to known reverse causality between Central Bank Independence and inflation, the system generalized method of moments (GMM) is employed. With GMM estimators, the presence of unknown forms of heteroskedasticity is admissible as well as auto correlation in the error term. Thirdly, control variables have been used to enhance the efficiency of the model. The main finding of this paper is that central bank independence is negatively associated with inflation even after including control variables.

Keywords: central bank independence, inflation, macroeconomic variables, price stability

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Authors: Amreth Chandrasehar

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Machine Learning (ML) Models are developed and run in production to solve various use cases that help organizations to be more efficient and help drive the business. But this comes at a massive development cost and lost business opportunities. According to the Gartner report, 85% of data science projects fail, and one of the factors impacting this is not paying attention to Model Observability. Model Observability helps the developers and operators to pinpoint the model performance issues data drift and help identify root cause of issues. This paper focuses on providing insights into incorporating model observability in model development and operationalizing it in production.

Keywords: model observability, monitoring, drift detection, ML observability platform

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Authors: S. A. Sadegh Zadeh, C. Kambhampati

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Mathematical and computational modellings are the necessary tools for reviewing, analysing, and predicting processes and events in the wide spectrum range of scientific fields. Therefore, in a field as rapidly developing as neuroscience, the combination of these two modellings can have a significant role in helping to guide the direction the field takes. The paper combined mathematical and computational modelling to prove a weakness in a very precious model in neuroscience. This paper is intended to analyse all-or-none principle in Hodgkin-Huxley mathematical model. By implementation the computational model of Hodgkin-Huxley model and applying the concept of all-or-none principle, an investigation on this mathematical model has been performed. The results clearly showed that the mathematical model of Hodgkin-Huxley does not observe this fundamental law in neurophysiology to generating action potentials. This study shows that further mathematical studies on the Hodgkin-Huxley model are needed in order to create a model without this weakness.

Keywords: all-or-none, computational modelling, mathematical model, transmembrane voltage, action potential

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Authors: N. Alhazmi

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Knowing the thermodynamics properties of hydrocarbons is vital when it comes to analyzing the related chemical reaction outcomes and understanding the reaction process, especially in terms of petrochemical industrial applications, combustions, and catalytic reactions. However, measuring the thermodynamics properties experimentally is time-consuming and costly. In this paper, Gaussian process regression (GPR) has been used to directly predict the main thermodynamic properties - standard enthalpy of formation, standard entropy, and heat capacity -for more than 360 cyclic and non-cyclic alkanes, alkenes, and alkynes. A simple workflow has been proposed that can be applied to directly predict the main properties of any hydrocarbon by knowing its descriptors and chemical structure and can be generalized to predict the main properties of any material. The model was evaluated by calculating the statistical error R², which was more than 0.9794 for all the predicted properties.

Keywords: thermodynamic, Gaussian process regression, hydrocarbons, regression, supervised learning, entropy, enthalpy, heat capacity

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Authors: Qijiao He

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MicroElectrical-Mechanical System (MEMS) is one of the most rapidly developing frontier research field both in theory study and applied technology. Micro-channel is a very important link component of MEMS. With the research and development of MEMS, the size of the micro-devices and the micro-channels becomes further smaller. Compared with the macroscale flow, the flow characteristics of gas in the micro-channel have changed, and the rarefaction effect appears obviously. However, for the rarefied gas and microscale flow, Navier-Stokes-Fourier (NSF) equations are no longer appropriate due to the breakup of the continuum hypothesis. A Nonlinear Coupled Constitutive Model (NCCM) has been derived from the Boltzmann equation to describe the characteristics of both continuum and rarefied gas flows. We apply the present scheme to simulate continuum and rarefied gas flows in a micro-channel structure. And for comparison, we apply other widely used methods which based on particle simulation or direct solution of distribution function, such as Direct simulation of Monte Carlo (DSMC), Unified Gas-Kinetic Scheme (UGKS) and Lattice Boltzmann Method (LBM), to simulate the flows. The results show that the present solution is in better agreement with the experimental data and the DSMC, UGKS and LBM results than the NSF results in rarefied cases but is in good agreement with the NSF results in continuum cases. And some characteristics of both continuum and rarefied gas flows are observed and analyzed.

Keywords: continuum and rarefied gas flows, discontinuous Galerkin method, generalized hydrodynamic equations, numerical simulation

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Authors: Muleya Nqobile, Winston Garira

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We presented a compartmental deterministic multi-scale model which encompass internal plant defensive mechanism and pathogen interaction, then we consider nesting the model into the epidemiological model. The objective was to improve our understanding of the transmission dynamics of within host and between host of Guignardia citricapa Kiely. The inflow of infected class was scaled down to individual level while the outflow was scaled up to average population level. Conceptual model and mathematical model were constructed to display a theoretical framework which can be used for predicting or identify disease pattern.

Keywords: epidemiological model, mathematical modelling, multi-scale modelling, immunological model

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Authors: Maryam Ghoreishi, Christian Larsen

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In this paper, we investigate the effect of stochastic inputs on problem of joint optimal pricing and lot-sizing decisions where the inventory cycle is divided into advance and spot sales periods. During the advance sales period, customer can make reservations while customer with reservations can cancel their order. However, during the spot sales period customers receive the order as soon as the order is placed, but they cannot make any reservation or cancellation during that period. We assume that the inter arrival times during the advance sales and spot sales period are exponentially distributed where the arrival rate is decreasing function of price. Moreover, we assume that the number of cancelled reservations is binomially distributed. In addition, we assume that deterioration process follows an exponential distribution. We investigate two cases. First, we consider two-state case where we find the optimal price during the spot sales period and the optimal price during the advance sales period. Next, we develop a generalized case where we extend two-state case also to allow dynamic prices during the spot sales period. We apply the Markov decision theory in order to find the optimal solutions. In addition, for the generalized case, we apply the policy iteration algorithm in order to find the optimal prices, the optimal lot-size and maximum advance sales amount.

Keywords: inventory control, pricing, Markov decision theory, advance sales system

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Authors: M. S. Khurram, S. A. Memon, S. Khan

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Bed voidage behavior among different flow regimes for Geldart A, B, and D particles (fluid catalytic cracking catalyst (FCC), particle A and glass beads) of diameter range 57-872 μm, apparent density 1470-3092 kg/m³, and bulk density range 890-1773 kg/m³ were investigated in a gas-solid circulating fluidized bed of 0.1 m-i.d. and 2.56 m-height of plexi-glass. Effects of variables (gas velocity, particle properties, and static bed height) were analyzed on bed voidage. The axial voidage profile showed a typical trend along the riser: a dense bed at the lower part followed by a transition in the splash zone and a lean phase in the freeboard. Bed expansion and dense bed voidage increased with an increase of gas velocity as usual. From experimental results, a generalized model relationship based on inverse fluidization number for dense bed voidage from bubbling to fast fluidization regimes was presented.

Keywords: axial voidage, circulating fluidized bed, splash zone, static bed

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Authors: Giriraj Achari, Malay Bhattacharyya

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In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.

Keywords: Copula, Markov Switching, multifractal, value-at-risk

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Authors: Jaouadi Imen, Ben Djemaa Raoudha, Ben Abdallah Hanene

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The access to relevant information that is adapted to users’ needs, preferences and environment is a challenge in many applications running. That causes an appearance of context-aware systems. To facilitate the development of this class of applications, it is necessary that these applications share a common context meta-model. In this article, we will present our context meta-model that is defined using the OMG Meta Object facility (MOF). This meta-model is based on the analysis and synthesis of context concepts proposed in literature.

Keywords: context, meta-model, MOF, awareness system

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Authors: Kahlil Fredrick Cui, Marissa Pastor

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Earthquakes are complex phenomena, exhibiting complex correlations in space, time, and magnitude. Recently, the concept of complex networks has been used to shed light on the statistical and dynamical characteristics of regional seismicity. In this work, we study the relationships and interactions of seismic regions in Chile, Japan, and the Philippines through weighted and directed complex network analysis. Geographical areas are digitized into cells of fixed dimensions which in turn become the nodes of the network when an earthquake has occurred therein. Nodes are linked if a correlation exists between them as determined and measured by a correlation metric. The networks are found to be scale-free, exhibiting power-law behavior in the distributions of their different centrality measures: the in- and out-degree and the in- and out-strength. The evidence is also found of preferential interaction between seismically active regions through their degree-degree correlations suggesting that seismicity is dictated by the activity of a few active regions. The importance of a seismic region to the overall seismicity is measured using a generalized centrality metric taken to be an indicator of its activity or passivity. The spatial distribution of earthquake activity indicates the areas where strong earthquakes have occurred in the past while the passivity distribution points toward the likely locations an earthquake would occur whenever another one happens elsewhere. Finally, we propose a method that would project the location of the next possible earthquake using the generalized centralities coupled with correlations calculated between the latest earthquakes and a geographical point in the future.

Keywords: complex networks, correlations, earthquake, hazard assessment

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Authors: Jean Berger, Mohamed Barkaoui

Abstract:

Discrete search path planning in time-constrained uncertain environment relying upon imperfect sensors is known to be hard, and current problem-solving techniques proposed so far to compute near real-time efficient path plans are mainly bounded to provide a few move solutions. A new information-theoretic –based open-loop decision model explicitly incorporating false alarm sensor readings, to solve a single agent military logistics search-and-delivery path planning problem with anticipated feedback is presented. The decision model consists in minimizing expected entropy considering anticipated possible observation outcomes over a given time horizon. The model captures uncertainty associated with observation events for all possible scenarios. Entropy represents a measure of uncertainty about the searched target location. Feedback information resulting from possible sensor observations outcomes along the projected path plan is exploited to update anticipated unit target occupancy beliefs. For the first time, a compact belief update formulation is generalized to explicitly include false positive observation events that may occur during plan execution. A novel genetic algorithm is then proposed to efficiently solve search path planning, providing near-optimal solutions for practical realistic problem instances. Given the run-time performance of the algorithm, natural extension to a closed-loop environment to progressively integrate real visit outcomes on a rolling time horizon can be easily envisioned. Computational results show the value of the approach in comparison to alternate heuristics.

Keywords: search path planning, false alarm, search-and-delivery, entropy, genetic algorithm

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