Search results for: skewed normal distribution
7356 Oblique Radiative Solar Nano-Polymer Gel Coating Heat Transfer and Slip Flow: Manufacturing Simulation
Authors: Anwar Beg, Sireetorn Kuharat, Rashid Mehmood, Rabil Tabassum, Meisam Babaie
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Nano-polymeric solar paints and sol-gels have emerged as a major new development in solar cell/collector coatings offering significant improvements in durability, anti-corrosion and thermal efficiency. They also exhibit substantial viscosity variation with temperature which can be exploited in solar collector designs. Modern manufacturing processes for such nano-rheological materials frequently employ stagnation flow dynamics under high temperature which invokes radiative heat transfer. Motivated by elaborating in further detail the nanoscale heat, mass and momentum characteristics of such sol gels, the present article presents a mathematical and computational study of the steady, two-dimensional, non-aligned thermo-fluid boundary layer transport of copper metal-doped water-based nano-polymeric sol gels under radiative heat flux. To simulate real nano-polymer boundary interface dynamics, thermal slip is analysed at the wall. A temperature-dependent viscosity is also considered. The Tiwari-Das nanofluid model is deployed which features a volume fraction for the nanoparticle concentration. This approach also features a Maxwell-Garnet model for the nanofluid thermal conductivity. The conservation equations for mass, normal and tangential momentum and energy (heat) are normalized via appropriate transformations to generate a multi-degree, ordinary differential, non-linear, coupled boundary value problem. Numerical solutions are obtained via the stable, efficient Runge-Kutta-Fehlberg scheme with shooting quadrature in MATLAB symbolic software. Validation of solutions is achieved with a Variational Iterative Method (VIM) utilizing Langrangian multipliers. The impact of key emerging dimensionless parameters i.e. obliqueness parameter, radiation-conduction Rosseland number (Rd), thermal slip parameter (α), viscosity parameter (m), nanoparticles volume fraction (ϕ) on non-dimensional normal and tangential velocity components, temperature, wall shear stress, local heat flux and streamline distributions is visualized graphically. Shear stress and temperature are boosted with increasing radiative effect whereas local heat flux is reduced. Increasing wall thermal slip parameter depletes temperatures. With greater volume fraction of copper nanoparticles temperature and thermal boundary layer thickness is elevated. Streamlines are found to be skewed markedly towards the left with positive obliqueness parameter.Keywords: non-orthogonal stagnation-point heat transfer, solar nano-polymer coating, MATLAB numerical quadrature, Variational Iterative Method (VIM)
Procedia PDF Downloads 1347355 Correlation between Body Mass Index and Blood Sugar/Serum Lipid Levels in Fourth-Grade Boys in Japan
Authors: Kotomi Yamashita, Hiromi Kawasaki, Satoko Yamasaki, Susumu Fukita, Risako Sakai
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Lifestyle-related diseases develop from the long-term accumulation of health consequences from a poor lifestyle. Thus, schoolchildren, who have not accumulated long-term lifestyle habits, are believed to be at a lower risk for lifestyle-related diseases. However, schoolchildren rarely receive blood tests unless they are under treatment for a serious disease; without such data on their blood, the impacts of their young lifestyle could not be known. Blood data from physical measurements can help in the implementation of more effective health education. Therefore, we examined the correlation between body mass index (BMI) and blood sugar/serum lipid (BS/SL) levels. From 2014 to 2016, we measured the blood data of fourth-grade students living in a city in Japan. The present study reported on the results of 281 fourth-grade boys only (80.3% of total). We analyzed their BS/SL levels by comparing the blood data against the criteria of the National Center for Child Health and Development in Japan. Next, we examined the correlation between BMI and BS/SL levels. IBM SPSS Statistics for Windows, Version 25 was used for analysis. A total of 69 boys (24.6%) were within the normal range for BMI (18.5–24), whereas 193 (71.5%) and 8 boys (2.8%) had lower and higher BMI, respectively. Regarding BS levels, 280 boys were within the normal range (70–90 mg/dl); 1 boy reported a higher value. All the boys were within the normal range for glycated Hemoglobin (HbA1c) (4.6–6.2%). Regarding SL levels, 271 boys were within the normal range (125–230 mg/dl) for total cholesterol (TC), whereas 5 boys (1.8%) had lower and 5 boys (1.8%) had higher levels. A total of 243 boys (92.7%) were within the normal range (36-138mg/dL) for triglycerides (TG), whereas 19 boys (7.3%) had lower and 19 boys (7.3%) had higher levels. Regarding high-density lipoprotein cholesterol (HDL-C), 276 boys (98.2%) were within the normal range (40-mg/dl), whereas 5 boys (1.8%) reported lower values. All but one boy (280, 99.6%) were within the normal range (-170 mg/dl) for low-density lipoprotein cholesterol (LDL-C); the exception (0.4%) had a higher level. BMI and BS didn’t show a correlation. BMI and HbA1c were moderately positively correlated (r = 0.139, p=0.019). We also observed moderate positive correlations between BMI and TG (r = 0.328, p < 0.01), TC (r=0.239, p< 0.01), LDL-C (r = 0.324, p < 0.01), respectively. BMI and HDL-C were low correlated (r = -0.185, p = 0.002). Most of the boys were within the normal range for BS/SL levels. However, some boys exceeded the normal TG range. Fourth graders with a high TG may develop a lifestyle-related disease in the future. Given its relation to TG, food habits should be improved in this group. Our findings suggested a positive correlation between BMI and BS/SL levels. Fourth-grade schoolboys with a high BMI may be at high risk for developing lifestyle-related diseases. Lifestyle improvement may be recommended to lower the BS/SL levels in this group.Keywords: blood sugar level, lifestyle-related diseases, school students, serum lipid level
Procedia PDF Downloads 1387354 Kinetic Model to Interpret Whistler Waves in Multicomponent Non-Maxwellian Space Plasmas
Authors: Warda Nasir, M. N. S. Qureshi
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Whistler waves are right handed circularly polarized waves and are frequently observed in space plasmas. The Low frequency branch of the Whistler waves having frequencies nearly around 100 Hz, known as Lion roars, are frequently observed in magnetosheath. Another feature of the magnetosheath is the observations of flat top electron distributions with single as well as two electron populations. In the past, lion roars were studied by employing kinetic model using classical bi-Maxwellian distribution function, however, could not be justified both on quantitatively as well as qualitatively grounds. We studied Whistler waves by employing kinetic model using non-Maxwellian distribution function such as the generalized (r,q) distribution function which is the generalized form of kappa and Maxwellian distribution functions by employing kinetic theory with single or two electron populations. We compare our results with the Cluster observations and found good quantitative and qualitative agreement between them. At times when lion roars are observed (not observed) in the data and bi-Maxwellian could not provide the sufficient growth (damping) rates, we showed that when generalized (r,q) distribution function is employed, the resulted growth (damping) rates exactly match the observations.Keywords: kinetic model, whistler waves, non-maxwellian distribution function, space plasmas
Procedia PDF Downloads 3147353 The Role of the State Budget: An Evaluation of Public Expenditures and Taxes in Turkey
Authors: Erdal Eroğlu, Özhan Çetinkaya
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The purpose of this paper is to show how state plays a regulatory role in the relations of distribution by analyzing tax and expenditure in Turkey. This paper has two main arguments. First, state intervenes in economic and social life via budget policies and steers the relations of distribution within the scope of the reproduction of the capital accumulation and legitimacy. Secondly, a great amount of public expenditure benefits capital owners while state gains its tax income mainly from low and middle income groups.Keywords: distribution, public expenditure, state budget, taxes
Procedia PDF Downloads 5317352 ZBTB17 Gene rs10927875 Polymorphism in Slovak Patients with Dilated Cardiomyopathy
Authors: I. Boroňová, J. Bernasovská, J. Kmec, E. Petrejčíková
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Dilated cardiomyopathy (DCM) is a severe cardiovascular disorder characterized by progressive systolic dysfunction due to cardiac chamber dilatation and inefficient myocardial contractility often leading to chronic heart failure. Recently, a genome-wide association studies (GWASs) on DCM indicate that the ZBTB17 gene rs10927875 single nucleotide polymorphism is associated with DCM. The aim of the study was to identify the distribution of ZBTB17 gene rs10927875 polymorphism in 50 Slovak patients with DCM and 80 healthy control subjects using the Custom Taqman®SNP Genotyping assays. Risk factors detected at baseline in each group included age, sex, body mass index, smoking status, diabetes and blood pressure. The mean age of patients with DCM was 52.9±6.3 years; the mean age of individuals in control group was 50.3±8.9 years. The distribution of investigated genotypes of rs10927875 polymorphism within ZBTB17 gene in the cohort of Slovak patients with DCM was as follows: CC (38.8%), CT (55.1%), TT (6.1%), in controls: CC (43.8%), CT (51.2%), TT (5.0%). The risk allele T was more common among the patients with dilated cardiomyopathy than in normal controls (33.7% versus 30.6%). The differences in genotype or allele frequencies of ZBTB17 gene rs10927875 polymorphism were not statistically significant (p=0.6908; p=0.6098). The results of this study suggest that ZBTB17 gene rs10927875 polymorphism may be a risk factor for susceptibility to DCM in Slovak patients with DCM. Studies of numerous files and additional functional investigations are needed to fully understand the roles of genetic associations.Keywords: ZBTB17 gene, rs10927875 polymorphism, dilated cardiomyopathy, cardiovascular disorder
Procedia PDF Downloads 4057351 Optimal Protection Coordination in Distribution Systems with Distributed Generations
Authors: Abdorreza Rabiee, Shahla Mohammad Hoseini Mirzaei
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The advantages of distributed generations (DGs) based on renewable energy sources (RESs) leads to high penetration level of DGs in distribution network. With incorporation of DGs in distribution systems, the system reliability and security, as well as voltage profile, is improved. However, the protection of such systems is still challenging. In this paper, at first, the related papers are reviewed and then a practical scheme is proposed for coordination of OCRs in distribution system with DGs. The coordination problem is formulated as a nonlinear programming (NLP) optimization problem with the object function of minimizing total operating time of OCRs. The proposed method is studied based on a simple test system. The optimization problem is solved by General Algebraic Modeling System (GAMS) to calculate the optimal time dial setting (TDS) and also pickup current setting of OCRs. The results show the effectiveness of the proposed method and its applicability.Keywords: distributed generation, DG, distribution network, over current relay, OCR, protection coordination, pickup current, time dial setting, TDS
Procedia PDF Downloads 1387350 Population Size Estimation Based on the GPD
Authors: O. Anan, D. Böhning, A. Maruotti
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The purpose of the study is to estimate the elusive target population size under a truncated count model that accounts for heterogeneity. The purposed estimator is based on the generalized Poisson distribution (GPD), which extends the Poisson distribution by adding a dispersion parameter. Thus, it becomes an useful model for capture-recapture data where concurrent events are not homogeneous. In addition, it can account for over-dispersion and under-dispersion. The ratios of neighboring frequency counts are used as a tool for investigating the validity of whether generalized Poisson or Poisson distribution. Since capture-recapture approaches do not provide the zero counts, the estimated parameters can be achieved by modifying the EM-algorithm technique for the zero-truncated generalized Poisson distribution. The properties and the comparative performance of proposed estimator were investigated through simulation studies. Furthermore, some empirical examples are represented insights on the behavior of the estimators.Keywords: capture, recapture methods, ratio plot, heterogeneous population, zero-truncated count
Procedia PDF Downloads 4357349 Effects of Dividend Policy on Firm Profitability and Growth in Light of Present Economic Conditions
Authors: Madani Chahinaz
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This study aims to shed light on the impact of dividend policy on corporate profitability and its relationship to growth, considering the economic developments taking place. The study was conducted on a sample of seven companies for the period from 2014 to 2020, based on a set of determinants to select variables affecting dividend distribution, where the descriptive analytical approach relied upon using graphical data models. The study concluded that companies that follow a well-studied dividend distribution policy enjoy higher profitability rates, which contributes to enhancing their growth in light of the economic developments taking place. There is also no statistically significant relationship between the variables of total asset growth and fixed asset growth and profitability. The study also concluded that there is statistical significance for the relationship between the sales volume growth variable, the self-financing ratio variable, and dividend distribution at a significance level of 0.05, as the random effects model was able to explain 68% of the changes in dividend distribution policy.Keywords: dividend distribution policy, profitability, growth, self-financing ratio
Procedia PDF Downloads 97348 DEMs: A Multivariate Comparison Approach
Authors: Juan Francisco Reinoso Gordo, Francisco Javier Ariza-López, José Rodríguez Avi, Domingo Barrera Rosillo
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The evaluation of the quality of a data product is based on the comparison of the product with a reference of greater accuracy. In the case of MDE data products, quality assessment usually focuses on positional accuracy and few studies consider other terrain characteristics, such as slope and orientation. The proposal that is made consists of evaluating the similarity of two DEMs (a product and a reference), through the joint analysis of the distribution functions of the variables of interest, for example, elevations, slopes and orientations. This is a multivariable approach that focuses on distribution functions, not on single parameters such as mean values or dispersions (e.g. root mean squared error or variance). This is considered to be a more holistic approach. The use of the Kolmogorov-Smirnov test is proposed due to its non-parametric nature, since the distributions of the variables of interest cannot always be adequately modeled by parametric models (e.g. the Normal distribution model). In addition, its application to the multivariate case is carried out jointly by means of a single test on the convolution of the distribution functions of the variables considered, which avoids the use of corrections such as Bonferroni when several statistics hypothesis tests are carried out together. In this work, two DEM products have been considered, DEM02 with a resolution of 2x2 meters and DEM05 with a resolution of 5x5 meters, both generated by the National Geographic Institute of Spain. DEM02 is considered as the reference and DEM05 as the product to be evaluated. In addition, the slope and aspect derived models have been calculated by GIS operations on the two DEM datasets. Through sample simulation processes, the adequate behavior of the Kolmogorov-Smirnov statistical test has been verified when the null hypothesis is true, which allows calibrating the value of the statistic for the desired significance value (e.g. 5%). Once the process has been calibrated, the same process can be applied to compare the similarity of different DEM data sets (e.g. the DEM05 versus the DEM02). In summary, an innovative alternative for the comparison of DEM data sets based on a multinomial non-parametric perspective has been proposed by means of a single Kolmogorov-Smirnov test. This new approach could be extended to other DEM features of interest (e.g. curvature, etc.) and to more than three variablesKeywords: data quality, DEM, kolmogorov-smirnov test, multivariate DEM comparison
Procedia PDF Downloads 1157347 Optimization of Black-Litterman Model for Portfolio Assets Allocation
Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha
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Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion
Procedia PDF Downloads 2607346 Contribution of Culture on Divorce Prevention in Indonesia on "New Normal" Era: Study at Batak, Malay and Minangkabau Tribes
Authors: Ikhwanuddin Harahap
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This paper investigates the contribution of culture to divorce prevention in Indonesia in the "new normal" era, especially in Batak, Malay and Minangkabau tribes. This research is qualitative with an anthropological approach. Data were collected by interview and observation techniques. Checking the validity of the data is done by triangulation technique, and the data is analyzed by content analysis. The results of the research showed that culture has a strategic role in preventing divorce. In Batak, Malay and Minangkabau-as, major ethnic groups in Indonesian cultures, have a set of norms and dogmas conveyed at the wedding party, namely “marriage must be eternal and if divorced by death.” In addition, cultural figures actively become arbiters in resolving family conflicts, such as Harajaon in Batak, Datuk in Malay and Mamak in Minangkabau. Cultural dogmas and cultural figures play a very important role in preventing divorce.Keywords: culture, divorce, prevention, contribution, new normal, era
Procedia PDF Downloads 1687345 Numerical Solution of Manning's Equation in Rectangular Channels
Authors: Abdulrahman Abdulrahman
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When the Manning equation is used, a unique value of normal depth in the uniform flow exists for a given channel geometry, discharge, roughness, and slope. Depending on the value of normal depth relative to the critical depth, the flow type (supercritical or subcritical) for a given characteristic of channel conditions is determined whether or not flow is uniform. There is no general solution of Manning's equation for determining the flow depth for a given flow rate, because the area of cross section and the hydraulic radius produce a complicated function of depth. The familiar solution of normal depth for a rectangular channel involves 1) a trial-and-error solution; 2) constructing a non-dimensional graph; 3) preparing tables involving non-dimensional parameters. Author in this paper has derived semi-analytical solution to Manning's equation for determining the flow depth given the flow rate in rectangular open channel. The solution was derived by expressing Manning's equation in non-dimensional form, then expanding this form using Maclaurin's series. In order to simplify the solution, terms containing power up to 4 have been considered. The resulted equation is a quartic equation with a standard form, where its solution was obtained by resolving this into two quadratic factors. The proposed solution for Manning's equation is valid over a large range of parameters, and its maximum error is within -1.586%.Keywords: channel design, civil engineering, hydraulic engineering, open channel flow, Manning's equation, normal depth, uniform flow
Procedia PDF Downloads 2217344 Distribution Patterns of Trace Metals in Soils of Gbongan-Odeyinka-Orileowu Area, Southwestern Nigeria
Authors: T. A. Adesiyan, J. A. Adekoya A. Akinlua, N. Torto
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One hundred and eighty six in situ soil samples of the B–horizon were collected around Gbongan–Odeyinka-Orileowu area, southwestern Nigeria, delineated by longitude 4°15l and 4°30l and latitude 7°14l and 7°31 for a reconnaissance geochemical soil survey. The objective was to determine the distribution pattern of some trace metals in the area with a view to discovering any indication of metallic mineralization. The samples were air–dried and sieved to obtain the minus 230 µ fractions which were used for pH determinations and subjected to hot aqua regia acid digestion. The solutions obtained were analyzed for Ag, As, Au, Cd, Co, Cr, Cu, Fe, Mn, Ni, Pb, Sn, and Zn using atomic absorption spectrometric methods. The resulting data were subjected to simple statistical treatment and used in preparing distribution maps of the elements. With these, the spatial distributions of the elements in the area were discussed. The pH of the soils range from 4.70 to 7.59 and this reflects the geochemical distribution patterns of trace metals in the area. The spatial distribution maps of the elements showed similarity in the distributions of Co, Cr, Fe, Ni, Mn and Pb. This suggests close associations between these elements none of which showed any significant anomaly in the study. The associations might be due to the scavenging actions of Fe–Mn oxides on the elements. Only Ag, Au and Sn on one hand and Zn on the other hand showed significant anomalies, which are thought to be due to mineralization and anthropogenic activities respectively.Keywords: distribution, metals, Gbongan, Nigeria, mineralization anthropogenic
Procedia PDF Downloads 3227343 The Grain Size Distribution of Sandy Soils in Libya
Authors: Massoud Farag Abouklaish
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The main aim of the present study is to investigate and classify the particle size distribution of sandy soils in Libya. More than fifty soil samples collected from many regions in North, West and South of Libya. Laboratory sieve analysis tests performed on disturbed soil samples to determine grain size distribution. As well as to provide an indicator of general engineering behavior and good understanding, test results are presented and analysed. In addition, conclusions, recommendations are made.Keywords: Libya, grain size, sandy soils, sieve analysis tests
Procedia PDF Downloads 6127342 Effects of Compensation on Distribution System Technical Losses
Authors: B. Kekezoglu, C. Kocatepe, O. Arikan, Y. Hacialiefendioglu, G. Ucar
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One of the significant problems of energy systems is to supply economic and efficient energy to consumers. Therefore studies has been continued to reduce technical losses in the network. In this paper, the technical losses analyzed for a portion of European side of Istanbul MV distribution network for different compensation scenarios by considering real system and load data and results are presented. Investigated system is modeled with CYME Power Engineering Software and optimal capacity placement has been proposed to minimize losses.Keywords: distribution system, optimal capacitor placement, reactive power compensation, technical losses
Procedia PDF Downloads 6747341 Effect of Load Ratio on Probability Distribution of Fatigue Crack Propagation Life in Magnesium Alloys
Authors: Seon Soon Choi
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It is necessary to predict a fatigue crack propagation life for estimation of structural integrity. Because of an uncertainty and a randomness of a structural behavior, it is also required to analyze stochastic characteristics of the fatigue crack propagation life at a specified fatigue crack size. The essential purpose of this study is to present the good probability distribution fit for the fatigue crack propagation life at a specified fatigue crack size in magnesium alloys under various fatigue load ratio conditions. To investigate a stochastic crack growth behavior, fatigue crack propagation experiments are performed in laboratory air under several conditions of fatigue load ratio using AZ31. By Anderson-Darling test, a goodness-of-fit test for probability distribution of the fatigue crack propagation life is performed and the good probability distribution fit for the fatigue crack propagation life is presented. The effect of load ratio on variability of fatigue crack propagation life is also investigated.Keywords: fatigue crack propagation life, load ratio, magnesium alloys, probability distribution
Procedia PDF Downloads 6497340 2D Numerical Modeling for Induced Current Distribution in Soil under Lightning Impulse Discharge
Authors: Fawwaz Eniola Fajingbesi, Nur Shahida Midia, Elsheikh M. A. Elsheikh, Siti Hajar Yusoff
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Empirical analysis of lightning related phenomena in real time is extremely dangerous due to the relatively high electric discharge involved. Hence, design and optimization of efficient grounding systems depending on real time empirical methods are impeded. Using numerical methods, the dynamics of complex systems could be modeled hence solved as sets of linear and non-linear systems . In this work, the induced current distribution as lightning strike traverses the soil have been numerically modeled in a 2D axial-symmetry and solved using finite element method (FEM) in COMSOL Multiphysics 5.2 AC/DC module. Stratified and non- stratified electrode system were considered in the solved model and soil conductivity (σ) varied between 10 – 58 mS/m. The result discussed therein were the electric field distribution, current distribution and soil ionization phenomena. It can be concluded that the electric field and current distribution is influenced by the injected electric potential and the non-linearity in soil conductivity. The result from numerical calculation also agrees with previously laboratory scale empirical results.Keywords: current distribution, grounding systems, lightning discharge, numerical model, soil conductivity, soil ionization
Procedia PDF Downloads 3127339 VaR or TCE: Explaining the Preferences of Regulators
Authors: Silvia Faroni, Olivier Le Courtois, Krzysztof Ostaszewski
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While a lot of research concentrates on the merits of VaR and TCE, which are the two most classic risk indicators used by financial institutions, little has been written on explaining why regulators favor the choice of VaR or TCE in their set of rules. In this paper, we investigate the preferences of regulators with the aim of understanding why, for instance, a VaR with a given confidence level is ultimately retained. Further, this paper provides equivalence rules that explain how a given choice of VaR can be equivalent to a given choice of TCE. Then, we introduce a new risk indicator that extends TCE by providing a more versatile weighting of the constituents of probability distribution tails. All of our results are illustrated using the generalized Pareto distribution.Keywords: generalized pareto distribution, generalized tail conditional expectation, regulator preferences, risk measure
Procedia PDF Downloads 1697338 Gaussian Probability Density for Forest Fire Detection Using Satellite Imagery
Authors: S. Benkraouda, Z. Djelloul-Khedda, B. Yagoubi
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we present a method for early detection of forest fires from a thermal infrared satellite image, using the image matrix of the probability of belonging. The principle of the method is to compare a theoretical mathematical model to an experimental model. We considered that each line of the image matrix, as an embodiment of a non-stationary random process. Since the distribution of pixels in the satellite image is statistically dependent, we divided these lines into small stationary and ergodic intervals to characterize the image by an adequate mathematical model. A standard deviation was chosen to generate random variables, so each interval behaves naturally like white Gaussian noise. The latter has been selected as the mathematical model that represents a set of very majority pixels, which we can be considered as the image background. Before modeling the image, we made a few pretreatments, then the parameters of the theoretical Gaussian model were extracted from the modeled image, these settings will be used to calculate the probability of each interval of the modeled image to belong to the theoretical Gaussian model. The high intensities pixels are regarded as foreign elements to it, so they will have a low probability, and the pixels that belong to the background image will have a high probability. Finally, we did present the reverse of the matrix of probabilities of these intervals for a better fire detection.Keywords: forest fire, forest fire detection, satellite image, normal distribution, theoretical gaussian model, thermal infrared matrix image
Procedia PDF Downloads 1427337 Downside Risk Analysis of the Nigerian Stock Market: A Value at Risk Approach
Authors: Godwin Chigozie Okpara
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This paper using standard GARCH, EGARCH, and TARCH models on day of the week return series (of 246 days) from the Nigerian Stock market estimated the model variants’ VaR. An asymmetric return distribution and fat-tail phenomenon in financial time series were considered by estimating the models with normal, student t and generalized error distributions. The analysis based on Akaike Information Criterion suggests that the EGARCH model with student t innovation distribution can furnish more accurate estimate of VaR. In the light of this, we apply the likelihood ratio tests of proportional failure rates to VaR derived from EGARCH model in order to determine the short and long positions VaR performances. The result shows that as alpha ranges from 0.05 to 0.005 for short positions, the failure rate significantly exceeds the prescribed quintiles while it however shows no significant difference between the failure rate and the prescribed quantiles for long positions. This suggests that investors and portfolio managers in the Nigeria stock market have long trading position or can buy assets with concern on when the asset prices will fall. Precisely, the VaR estimates for the long position range from -4.7% for 95 percent confidence level to -10.3% for 99.5 percent confidence level.Keywords: downside risk, value-at-risk, failure rate, kupiec LR tests, GARCH models
Procedia PDF Downloads 4437336 Application of Raman Spectroscopy for Ovarian Cancer Detection: Comparative Analysis of Fresh, Formalin-Fixed, and Paraffin-Embedded Samples
Authors: Zeinab Farhat, Nicolas Errien, Romuald Wernert, Véronique Verriele, Frédéric Amiard, Philippe Daniel
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Ovarian cancer, also known as the silent killer, is the fifth most common cancer among women worldwide, and its death rate is higher than that of other gynecological cancers. The low survival rate of women with high-grade serous ovarian carcinoma highlights the critical need for the development of new methods for early detection and diagnosis of the disease. The aim of this study was to evaluate if Raman spectroscopy combined with chemometric methods such as Principal Component Analysis (PCA) could differentiate between cancerous and normal tissues from different types of samples, such as paraffin embedding, chemical deparaffinized, formalin-fixed and fresh samples of the same normal and malignant ovarian tissue. The method was applied specifically to two critical spectral regions: the signature region (860-1000 〖cm〗^(-1)) and the high-frequency region (2800-3100 〖cm〗^(-1) ). The mean spectra of paraffin-embedded in normal and malignant tissues showed almost similar intensity. On the other hand, the mean spectra of normal and cancer tissues from chemical deparaffinized, formalin-fixed, and fresh samples show significant intensity differences. These spectral differences reflect variations in the molecular composition of the tissues, particularly lipids and proteins. PCA, which was applied to distinguish between cancer and normal tissues, was performed on whole spectra and on selected regions—the PCA score plot of paraffin-embedded shows considerable overlap between the two groups. However, the PCA score of chemicals deparaffinized, formalin-fixed, and fresh samples showed a good discrimination of tissue types. Our findings were validated by analyses of a set of samples whose status (normal and cancerous) was not previously known. The results of this study suggest that Raman Spectroscopy associated with PCA methods has the capacity to provide clinically significant differentiation between normal and cancerous ovarian tissues.Keywords: Raman spectroscopy, ovarian cancer, signal processing, Principal Component Analysis, classification
Procedia PDF Downloads 257335 Application of Analytical Method for Placement of DG Unit for Loss Reduction in Distribution Systems
Authors: G. V. Siva Krishna Rao, B. Srinivasa Rao
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The main aim of the paper is to implement a technique using distributed generation in distribution systems to reduce the distribution system losses and to improve voltage profiles. The fuzzy logic technique is used to select the proper location of DG and an analytical method is proposed to calculate the size of DG unit at any power factor. The optimal sizes of DG units are compared with optimal sizes obtained using the genetic algorithm. The suggested method is programmed under Matlab software and is tested on IEEE 33 bus system and the results are presented.Keywords: DG Units, sizing of DG units, analytical methods, optimum size
Procedia PDF Downloads 4747334 Researching Servant Leadership Behaviors of Sport Managers
Authors: Betul Altinok
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The aim of this study is researching servant leadership behaviors of sports managers. For this purpose, Servant Leadership behaviors of Sport Managers (N=69) working as Dean, School Principal and Head of Department in Sport Sciences Faculties, Physical Education and Sport Schools and Departments educating Physical Education and Sport investigated via questionnaires applied to academicians (N=1185) working in these institutions. Servant Leadership Questionnaire sent via e-mail to all Academicians working in Physical Education and Sport educating Faculties, Schools of Universities and Departments in Turkey. 406 survey which is responded and accurately completed by Academicians were evaluated. In this study, Servant Leadership Questionnaire developed and conducted validity and reliability analysis by Barbuto and Wheeler (2006) used to investigate sports managers servant leadership behaviors. Scale translated into Turkish then validity and reliability analysis were conducted. After measurement model of servant leadership questionnaire verified, Shapiro Wilk normality test was applied to obtained data to determine whether has got a normal distribution or not, depending on gender, job title, profession time, department and evaluated manager. Results of practiced normality test showed that data has not got a normal distribution (nonparametric). After normality test, Mann Whitney-U test applied at 0.05 value for determining whether there is a difference between servant leadership scores according to gender and Kruskal Wallis Test applied at 0.05 value for determining whether there is a difference between servant leadership scores according to job title, profession time, department and evaluated manager. Test results showed that there were not differences between Altruistic Calling (p>0.05), Emotional Healing (p>0.05), Wisdom (p>0.05), Persuasive Mapping (p>0.05) and (p>0.05), Organizational Stewardship sub-dimensions according to gender. Test results showed that there were not differences between Altruistic Calling (p>0.05), Emotional Healing (p>0.05), Wisdom (p>0.05), Persuasive Mapping (p>0.05) and (p>0.05), Organizational Stewardship sub-dimensions according to job title, profession time, department and evaluated manager. In the light of study results, it can be said that applied survey is objective and unfurls evaluated managers servant leadership behaviors. Empirical and practical contribution of this study is to test sports managers servant leadership behaviors in Turkey for the very first time.Keywords: academicians, management, servant leadership, sport
Procedia PDF Downloads 3107333 Confidence Envelopes for Parametric Model Selection Inference and Post-Model Selection Inference
Authors: I. M. L. Nadeesha Jayaweera, Adao Alex Trindade
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In choosing a candidate model in likelihood-based modeling via an information criterion, the practitioner is often faced with the difficult task of deciding just how far up the ranked list to look. Motivated by this pragmatic necessity, we construct an uncertainty band for a generalized (model selection) information criterion (GIC), defined as a criterion for which the limit in probability is identical to that of the normalized log-likelihood. This includes common special cases such as AIC & BIC. The method starts from the asymptotic normality of the GIC for the joint distribution of the candidate models in an independent and identically distributed (IID) data framework and proceeds by deriving the (asymptotically) exact distribution of the minimum. The calculation of an upper quantile for its distribution then involves the computation of multivariate Gaussian integrals, which is amenable to efficient implementation via the R package "mvtnorm". The performance of the methodology is tested on simulated data by checking the coverage probability of nominal upper quantiles and compared to the bootstrap. Both methods give coverages close to nominal for large samples, but the bootstrap is two orders of magnitude slower. The methodology is subsequently extended to two other commonly used model structures: regression and time series. In the regression case, we derive the corresponding asymptotically exact distribution of the minimum GIC invoking Lindeberg-Feller type conditions for triangular arrays and are thus able to similarly calculate upper quantiles for its distribution via multivariate Gaussian integration. The bootstrap once again provides a default competing procedure, and we find that similar comparison performance metrics hold as for the IID case. The time series case is complicated by far more intricate asymptotic regime for the joint distribution of the model GIC statistics. Under a Gaussian likelihood, the default in most packages, one needs to derive the limiting distribution of a normalized quadratic form for a realization from a stationary series. Under conditions on the process satisfied by ARMA models, a multivariate normal limit is once again achieved. The bootstrap can, however, be employed for its computation, whence we are once again in the multivariate Gaussian integration paradigm for upper quantile evaluation. Comparisons of this bootstrap-aided semi-exact method with the full-blown bootstrap once again reveal a similar performance but faster computation speeds. One of the most difficult problems in contemporary statistical methodological research is to be able to account for the extra variability introduced by model selection uncertainty, the so-called post-model selection inference (PMSI). We explore ways in which the GIC uncertainty band can be inverted to make inferences on the parameters. This is being attempted in the IID case by pivoting the CDF of the asymptotically exact distribution of the minimum GIC. For inference one parameter at a time and a small number of candidate models, this works well, whence the attained PMSI confidence intervals are wider than the MLE-based Wald, as expected.Keywords: model selection inference, generalized information criteria, post model selection, Asymptotic Theory
Procedia PDF Downloads 897332 The Generalized Pareto Distribution as a Model for Sequential Order Statistics
Authors: Mahdy Esmailian, Mahdi Doostparast, Ahmad Parsian
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In this article, sequential order statistics (SOS) censoring type II samples coming from the generalized Pareto distribution are considered. Maximum likelihood (ML) estimators of the unknown parameters are derived on the basis of the available multiple SOS data. Necessary conditions for existence and uniqueness of the derived ML estimates are given. Due to complexity in the proposed likelihood function, a useful re-parametrization is suggested. For illustrative purposes, a Monte Carlo simulation study is conducted and an illustrative example is analysed.Keywords: bayesian estimation, generalized pareto distribution, maximum likelihood estimation, sequential order statistics
Procedia PDF Downloads 5097331 Proposed Fault Detection Scheme on Low Voltage Distribution Feeders
Authors: Adewusi Adeoluwawale, Oronti Iyabosola Busola, Akinola Iretiayo, Komolafe Olusola Aderibigbe
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The complex and radial structure of the low voltage distribution network (415V) makes it vulnerable to faults which are due to system and the environmental related factors. Besides these, the protective scheme employed on the low voltage network which is the fuse cannot be monitored remotely such that in the event of sustained fault, the utility will have to rely solely on the complaint brought by customers for loss of supply and this tends to increase the length of outages. A microcontroller based fault detection scheme is hereby developed to detect low voltage and high voltage fault conditions which are common faults on this network. Voltages below 198V and above 242V on the distribution feeders are classified and detected as low voltage and high voltages respectively. Results shows that the developed scheme produced a good response time in the detection of these faults.Keywords: fault detection, low voltage distribution feeders, outage times, sustained faults
Procedia PDF Downloads 5437330 Evaluation of Nutrition Supplement on Body Composition during Catch-Up Growth, in a Pre-Clinical Model of Growth Restriction
Authors: Bindya Jacob
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The aim of the present study was to assess the quality of catchup growth induced by Oral Nutrition Supplement (ONS), in animal model of growth restriction due to under nutrition. Quality of catch-up growth was assessed by proportion of lean body mass (LBM) and fat mass (FM). Young SD rats were food restricted at 70% of normal caloric intake for 4 weeks; and re-fed at 120% of normal caloric intake for 4 weeks. Refeeding diet had 50% calories from animal diet and 50% from ONS formulated for optimal growth. After refeeding, the quantity and quality of catch-up growth were measured including weight, length, LBM and FM. During nutrient restriction, body weight and length of animals was reduced compared to healthy controls. Both LBM and FM were significantly lower than healthy controls (p < 0.001). Refeeding with ONS resulted in increase of weight and length, with significant catch-up growth compared to baseline (p < 0.001). Detailed examination of body composition showed that the catch-up in body weight was due to proportionate increase of LBM and FM, resulting in a final body composition similar to healthy controls. This data supports the use of well-designed ONS for recovery from growth restriction due to under nutrition, and return to normal growth trajectory characterized by normal ratio of lean and fat mass.Keywords: catch up growth, body composition, nutrient restriction, healthy growth
Procedia PDF Downloads 4387329 Sales Patterns Clustering Analysis on Seasonal Product Sales Data
Authors: Soojin Kim, Jiwon Yang, Sungzoon Cho
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As a seasonal product is only in demand for a short time, inventory management is critical to profits. Both markdowns and stockouts decrease the return on perishable products; therefore, researchers have been interested in the distribution of seasonal products with the aim of maximizing profits. In this study, we propose a data-driven seasonal product sales pattern analysis method for individual retail outlets based on observed sales data clustering; the proposed method helps in determining distribution strategies.Keywords: clustering, distribution, sales pattern, seasonal product
Procedia PDF Downloads 5957328 Network Coding with Buffer Scheme in Multicast for Broadband Wireless Network
Authors: Gunasekaran Raja, Ramkumar Jayaraman, Rajakumar Arul, Kottilingam Kottursamy
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Broadband Wireless Network (BWN) is the promising technology nowadays due to the increased number of smartphones. Buffering scheme using network coding considers the reliability and proper degree distribution in Worldwide interoperability for Microwave Access (WiMAX) multi-hop network. Using network coding, a secure way of transmission is performed which helps in improving throughput and reduces the packet loss in the multicast network. At the outset, improved network coding is proposed in multicast wireless mesh network. Considering the problem of performance overhead, degree distribution makes a decision while performing buffer in the encoding / decoding process. Consequently, BuS (Buffer Scheme) based on network coding is proposed in the multi-hop network. Here the encoding process introduces buffer for temporary storage to transmit packets with proper degree distribution. The simulation results depend on the number of packets received in the encoding/decoding with proper degree distribution using buffering scheme.Keywords: encoding and decoding, buffer, network coding, degree distribution, broadband wireless networks, multicast
Procedia PDF Downloads 4107327 Velocity Distribution in Density Currents Flowing over Rough Beds
Authors: Reza Nasrollahpour, Mohamad Hidayat Bin Jamal, Zulhilmi Bin Ismail
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Density currents are generated when the fluid of one density is released into another fluid with a different density. These currents occur in a variety of natural and man-made environments, and this emphasises the importance of studying them. In most practical cases, the density currents flow over the surfaces which are not plane; however, there have been limited investigations in this regard. This study uses laboratory experiments to analyse the influence of bottom roughness on the velocity distribution within these dense underflows. The currents are analysed over a plane surface and three different configurations of beam-roughened beds. The velocity profiles are collected using Acoustic Doppler Velocimetry technique, and the distribution of velocity within these currents is formulated for the tested beds. The results indicate that the empirical power and Gaussian relations can describe the velocity distribution in the inner and outer regions of the profiles, respectively. Moreover, it is found that the bottom roughness is the primary controlling parameter in the inner region.Keywords: density currents, velocity profiles, Acoustic Doppler Velocimeter, bed roughness
Procedia PDF Downloads 185