Search results for: asymmetric garch models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6786

Search results for: asymmetric garch models

6486 Continuum-Based Modelling Approaches for Cell Mechanics

Authors: Yogesh D. Bansod, Jiri Bursa

Abstract:

The quantitative study of cell mechanics is of paramount interest since it regulates the behavior of the living cells in response to the myriad of extracellular and intracellular mechanical stimuli. The novel experimental techniques together with robust computational approaches have given rise to new theories and models, which describe cell mechanics as a combination of biomechanical and biochemical processes. This review paper encapsulates the existing continuum-based computational approaches that have been developed for interpreting the mechanical responses of living cells under different loading and boundary conditions. The salient features and drawbacks of each model are discussed from both structural and biological points of view. This discussion can contribute to the development of even more precise and realistic computational models of cell mechanics based on continuum approaches or on their combination with microstructural approaches, which in turn may provide a better understanding of mechanotransduction in living cells.

Keywords: cell mechanics, computational models, continuum approach, mechanical models

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6485 Evaluation and Compression of Different Language Transformer Models for Semantic Textual Similarity Binary Task Using Minority Language Resources

Authors: Ma. Gracia Corazon Cayanan, Kai Yuen Cheong, Li Sha

Abstract:

Training a language model for a minority language has been a challenging task. The lack of available corpora to train and fine-tune state-of-the-art language models is still a challenge in the area of Natural Language Processing (NLP). Moreover, the need for high computational resources and bulk data limit the attainment of this task. In this paper, we presented the following contributions: (1) we introduce and used a translation pair set of Tagalog and English (TL-EN) in pre-training a language model to a minority language resource; (2) we fine-tuned and evaluated top-ranking and pre-trained semantic textual similarity binary task (STSB) models, to both TL-EN and STS dataset pairs. (3) then, we reduced the size of the model to offset the need for high computational resources. Based on our results, the models that were pre-trained to translation pairs and STS pairs can perform well for STSB task. Also, having it reduced to a smaller dimension has no negative effect on the performance but rather has a notable increase on the similarity scores. Moreover, models that were pre-trained to a similar dataset have a tremendous effect on the model’s performance scores.

Keywords: semantic matching, semantic textual similarity binary task, low resource minority language, fine-tuning, dimension reduction, transformer models

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6484 Optical Vortex in Asymmetric Arcs of Rotating Intensity

Authors: Mona Mihailescu, Rebeca Tudor, Irina A. Paun, Cristian Kusko, Eugen I. Scarlat, Mihai Kusko

Abstract:

Specific intensity distributions in the laser beams are required in many fields: optical communications, material processing, microscopy, optical tweezers. In optical communications, the information embedded in specific beams and the superposition of multiple beams can be used to increase the capacity of the communication channels, employing spatial modulation as an additional degree of freedom, besides already available polarization and wavelength multiplexing. In this regard, optical vortices present interest due to their potential to carry independent data which can be multiplexed at the transmitter and demultiplexed at the receiver. Also, in the literature were studied their combinations: 1) axial or perpendicular superposition of multiple optical vortices or 2) with other laser beam types: Bessel, Airy. Optical vortices, characterized by stationary ring-shape intensity and rotating phase, are achieved using computer generated holograms (CGH) obtained by simulating the interference between a tilted plane wave and a wave passing through a helical phase object. Here, we propose a method to combine information through the reunion of two CGHs. One is obtained using the helical phase distribution, characterized by its topological charge, m. The other is obtained using conical phase distribution, characterized by its radial factor, r0. Each CGH is obtained using plane wave with different tilts: km and kr for CGH generated from helical phase object and from conical phase object, respectively. These reunions of two CGHs are calculated to be phase optical elements, addressed on the liquid crystal display of a spatial light modulator, to optically process the incident beam for investigations of the diffracted intensity pattern in far field. For parallel reunion of two CGHs and high values of the ratio between km and kr, the bright ring from the first diffraction order, specific for optical vortices, is changed in an asymmetric intensity pattern: a number of circle arcs. Both diffraction orders (+1 and -1) are asymmetrical relative to each other. In different planes along the optical axis, it is observed that this asymmetric intensity pattern rotates around its centre: in the +1 diffraction order the rotation is anticlockwise and in the -1 diffraction order, the rotation is clockwise. The relation between m and r0 controls the diameter of the circle arcs and the ratio between km and kr controls the number of arcs. For perpendicular reunion of the two CGHs and low values of the ratio between km and kr, the optical vortices are multiplied and focalized in different planes, depending on the radial parameter. The first diffraction order contains information about both phase objects. It is incident on the phase masks placed at the receiver, computed using the opposite values for topological charge or for the radial parameter and displayed successively. In all, the proposed method is exploited in terms of constructive parameters, for the possibility offered by the combination of different types of beams which can be used in robust optical communications.

Keywords: asymmetrical diffraction orders, computer generated holograms, conical phase distribution, optical vortices, spatial light modulator

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6483 A Comparative Analysis of ARIMA and Threshold Autoregressive Models on Exchange Rate

Authors: Diteboho Xaba, Kolentino Mpeta, Tlotliso Qejoe

Abstract:

This paper assesses the in-sample forecasting of the South African exchange rates comparing a linear ARIMA model and a SETAR model. The study uses a monthly adjusted data of South African exchange rates with 420 observations. Akaike information criterion (AIC) and the Schwarz information criteria (SIC) are used for model selection. Mean absolute error (MAE), root mean squared error (RMSE) and mean absolute percentage error (MAPE) are error metrics used to evaluate forecast capability of the models. The Diebold –Mariano (DM) test is employed in the study to check forecast accuracy in order to distinguish the forecasting performance between the two models (ARIMA and SETAR). The results indicate that both models perform well when modelling and forecasting the exchange rates, but SETAR seemed to outperform ARIMA.

Keywords: ARIMA, error metrices, model selection, SETAR

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6482 A Trend Based Forecasting Framework of the ATA Method and Its Performance on the M3-Competition Data

Authors: H. Taylan Selamlar, I. Yavuz, G. Yapar

Abstract:

It is difficult to make predictions especially about the future and making accurate predictions is not always easy. However, better predictions remain the foundation of all science therefore the development of accurate, robust and reliable forecasting methods is very important. Numerous number of forecasting methods have been proposed and studied in the literature. There are still two dominant major forecasting methods: Box-Jenkins ARIMA and Exponential Smoothing (ES), and still new methods are derived or inspired from them. After more than 50 years of widespread use, exponential smoothing is still one of the most practically relevant forecasting methods available due to their simplicity, robustness and accuracy as automatic forecasting procedures especially in the famous M-Competitions. Despite its success and widespread use in many areas, ES models have some shortcomings that negatively affect the accuracy of forecasts. Therefore, a new forecasting method in this study will be proposed to cope with these shortcomings and it will be called ATA method. This new method is obtained from traditional ES models by modifying the smoothing parameters therefore both methods have similar structural forms and ATA can be easily adapted to all of the individual ES models however ATA has many advantages due to its innovative new weighting scheme. In this paper, the focus is on modeling the trend component and handling seasonality patterns by utilizing classical decomposition. Therefore, ATA method is expanded to higher order ES methods for additive, multiplicative, additive damped and multiplicative damped trend components. The proposed models are called ATA trended models and their predictive performances are compared to their counter ES models on the M3 competition data set since it is still the most recent and comprehensive time-series data collection available. It is shown that the models outperform their counters on almost all settings and when a model selection is carried out amongst these trended models ATA outperforms all of the competitors in the M3- competition for both short term and long term forecasting horizons when the models’ forecasting accuracies are compared based on popular error metrics.

Keywords: accuracy, exponential smoothing, forecasting, initial value

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6481 Analysis of Complex Business Negotiations: Contributions from Agency-Theory

Authors: Jan Van Uden

Abstract:

The paper reviews classical agency-theory and its contributions to the analysis of complex business negotiations and gives an approach for the modification of the basic agency-model in order to examine the negotiation specific dimensions of agency-problems. By illustrating fundamental potentials for the modification of agency-theory in context of business negotiations the paper highlights recent empirical research that investigates agent-based negotiations and inter-team constellations. A general theoretical analysis of complex negotiation would be based on a two-level approach. First, the modification of the basic agency-model in order to illustrate the organizational context of business negotiations (i.e., multi-agent issues, common-agencies, multi-period models and the concept of bounded rationality). Second, the application of the modified agency-model on complex business negotiations to identify agency-problems and relating areas of risk in the negotiation process. The paper is placed on the first level of analysis – the modification. The method builds on the one hand on insights from behavior decision research (BRD) and on the other hand on findings from agency-theory as normative directives to the modification of the basic model. Through neoclassical assumptions concerning the fundamental aspects of agency-relationships in business negotiations (i.e., asymmetric information, self-interest, risk preferences and conflict of interests), agency-theory helps to draw solutions on stated worst-case-scenarios taken from the daily negotiation routine. As agency-theory is the only universal approach able to identify trade-offs between certain aspects of economic cooperation, insights obtained provide a deeper understanding of the forces that shape business negotiation complexity. The need for a modification of the basic model is illustrated by highlighting selected issues of business negotiations from agency-theory perspective: Negotiation Teams require a multi-agent approach under the condition that often decision-makers as superior-agents are part of the team. The diversity of competences and decision-making authority is a phenomenon that overrides the assumptions of classical agency-theory and varies greatly in context of certain forms of business negotiations. Further, the basic model is bound to dyadic relationships preceded by the delegation of decision-making authority and builds on a contractual created (vertical) hierarchy. As a result, horizontal dynamics within the negotiation team playing an important role for negotiation success are therefore not considered in the investigation of agency-problems. Also, the trade-off between short-term relationships within the negotiation sphere and the long-term relationships of the corporate sphere calls for a multi-period perspective taking into account the sphere-specific governance-mechanisms already established (i.e., reward and monitoring systems). Within the analysis, the implementation of bounded rationality is closely related to findings from BRD to assess the impact of negotiation behavior on underlying principal-agent-relationships. As empirical findings show, the disclosure and reservation of information to the agent affect his negotiation behavior as well as final negotiation outcomes. Last, in context of business negotiations, asymmetric information is often intended by decision-makers acting as superior-agents or principals which calls for a bilateral risk-approach to agency-relations.

Keywords: business negotiations, agency-theory, negotiation analysis, interteam negotiations

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6480 Mathematical Modeling of Carotenoids and Polyphenols Content of Faba Beans (Vicia faba L.) during Microwave Treatments

Authors: Ridha Fethi Mechlouch, Ahlem Ayadi, Ammar Ben Brahim

Abstract:

Given the importance of the preservation of polyphenols and carotenoids during thermal processing, we attempted in this study to investigate the variation of these two parameters in faba beans during microwave treatment using different power densities (1; 2; and 3W/g), then to perform a mathematical modeling by using non-linear regression analysis to evaluate the models constants. The variation of the carotenoids and polyphenols ratio of faba beans and the models are tested to validate the experimental results. Exponential models were found to be suitable to describe the variation of caratenoid ratio (R²= 0.945, 0.927 and 0.946) for power densities (1; 2; and 3W/g) respectively, and polyphenol ratio (R²= 0.931, 0.989 and 0.982) for power densities (1; 2; and 3W/g) respectively. The effect of microwave power density Pd(W/g) on the coefficient k of models were also investigated. The coefficient is highly correlated (R² = 1) and can be expressed as a polynomial function.

Keywords: microwave treatment, power density, carotenoid, polyphenol, modeling

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6479 Study on Flexible Diaphragm In-Plane Model of Irregular Multi-Storey Industrial Plant

Authors: Cheng-Hao Jiang, Mu-Xuan Tao

Abstract:

The rigid diaphragm model may cause errors in the calculation of internal forces due to neglecting the in-plane deformation of the diaphragm. This paper thus studies the effects of different diaphragm in-plane models (including in-plane rigid model and in-plane flexible model) on the seismic performance of structures. Taking an actual industrial plant as an example, the seismic performance of the structure is predicted using different floor diaphragm models, and the analysis errors caused by different diaphragm in-plane models including deformation error and internal force error are calculated. Furthermore, the influence of the aspect ratio on the analysis errors is investigated. Finally, the code rationality is evaluated by assessing the analysis errors of the structure models whose floors were determined as rigid according to the code’s criterion. It is found that different floor models may cause great differences in the distribution of structural internal forces, and the current code may underestimate the influence of the floor in-plane effect.

Keywords: industrial plant, diaphragm, calculating error, code rationality

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6478 Investment Adjustments to Exchange Rate Fluctuations Evidence from Manufacturing Firms in Tunisia

Authors: Mourad Zmami Oussema BenSalha

Abstract:

The current research aims to assess empirically the reaction of private investment to exchange rate fluctuations in Tunisia using a sample of 548 firms operating in manufacturing industries between 1997 and 2002. The micro-econometric model we estimate is based on an accelerator-profit specification investment model increased by two variables that measure the variation and the volatility of exchange rates. Estimates using the system the GMM method reveal that the effects of the exchange rate depreciation on investment are negative since it increases the cost of imported capital goods. Turning to the exchange rate volatility, as measured by the GARCH (1,1) model, our findings assign a significant role to the exchange rate uncertainty in explaining the sluggishness of private investment in Tunisia in the full sample of firms. Other estimation attempts based on various sub samples indicate that the elasticities of investment relative to the exchange rate volatility depend upon many firms’ specific characteristics such as the size and the ownership structure.

Keywords: investment, exchange rate volatility, manufacturing firms, system GMM, Tunisia

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6477 Probing Language Models for Multiple Linguistic Information

Authors: Bowen Ding, Yihao Kuang

Abstract:

In recent years, large-scale pre-trained language models have achieved state-of-the-art performance on a variety of natural language processing tasks. The word vectors produced by these language models can be viewed as dense encoded presentations of natural language that in text form. However, it is unknown how much linguistic information is encoded and how. In this paper, we construct several corresponding probing tasks for multiple linguistic information to clarify the encoding capabilities of different language models and performed a visual display. We firstly obtain word presentations in vector form from different language models, including BERT, ELMo, RoBERTa and GPT. Classifiers with a small scale of parameters and unsupervised tasks are then applied on these word vectors to discriminate their capability to encode corresponding linguistic information. The constructed probe tasks contain both semantic and syntactic aspects. The semantic aspect includes the ability of the model to understand semantic entities such as numbers, time, and characters, and the grammatical aspect includes the ability of the language model to understand grammatical structures such as dependency relationships and reference relationships. We also compare encoding capabilities of different layers in the same language model to infer how linguistic information is encoded in the model.

Keywords: language models, probing task, text presentation, linguistic information

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6476 Application Difference between Cox and Logistic Regression Models

Authors: Idrissa Kayijuka

Abstract:

The logistic regression and Cox regression models (proportional hazard model) at present are being employed in the analysis of prospective epidemiologic research looking into risk factors in their application on chronic diseases. However, a theoretical relationship between the two models has been studied. By definition, Cox regression model also called Cox proportional hazard model is a procedure that is used in modeling data regarding time leading up to an event where censored cases exist. Whereas the Logistic regression model is mostly applicable in cases where the independent variables consist of numerical as well as nominal values while the resultant variable is binary (dichotomous). Arguments and findings of many researchers focused on the overview of Cox and Logistic regression models and their different applications in different areas. In this work, the analysis is done on secondary data whose source is SPSS exercise data on BREAST CANCER with a sample size of 1121 women where the main objective is to show the application difference between Cox regression model and logistic regression model based on factors that cause women to die due to breast cancer. Thus we did some analysis manually i.e. on lymph nodes status, and SPSS software helped to analyze the mentioned data. This study found out that there is an application difference between Cox and Logistic regression models which is Cox regression model is used if one wishes to analyze data which also include the follow-up time whereas Logistic regression model analyzes data without follow-up-time. Also, they have measurements of association which is different: hazard ratio and odds ratio for Cox and logistic regression models respectively. A similarity between the two models is that they are both applicable in the prediction of the upshot of a categorical variable i.e. a variable that can accommodate only a restricted number of categories. In conclusion, Cox regression model differs from logistic regression by assessing a rate instead of proportion. The two models can be applied in many other researches since they are suitable methods for analyzing data but the more recommended is the Cox, regression model.

Keywords: logistic regression model, Cox regression model, survival analysis, hazard ratio

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6475 Comparison of Wake Oscillator Models to Predict Vortex-Induced Vibration of Tall Chimneys

Authors: Saba Rahman, Arvind K. Jain, S. D. Bharti, T. K. Datta

Abstract:

The present study compares the semi-empirical wake-oscillator models that are used to predict vortex-induced vibration of structures. These models include those proposed by Facchinetti, Farshidian, and Dolatabadi, and Skop and Griffin. These models combine a wake oscillator model resembling the Van der Pol oscillator model and a single degree of freedom oscillation model. In order to use these models for estimating the top displacement of chimneys, the first mode vibration of the chimneys is only considered. The modal equation of the chimney constitutes the single degree of freedom model (SDOF). The equations of the wake oscillator model and the SDOF are simultaneously solved using an iterative procedure. The empirical parameters used in the wake-oscillator models are estimated using a newly developed approach, and response is compared with experimental data, which appeared comparable. For carrying out the iterative solution, the ode solver of MATLAB is used. To carry out the comparative study, a tall concrete chimney of height 210m has been chosen with the base diameter as 28m, top diameter as 20m, and thickness as 0.3m. The responses of the chimney are also determined using the linear model proposed by E. Simiu and the deterministic model given in Eurocode. It is observed from the comparative study that the responses predicted by the Facchinetti model and the model proposed by Skop and Griffin are nearly the same, while the model proposed by Fashidian and Dolatabadi predicts a higher response. The linear model without considering the aero-elastic phenomenon provides a less response as compared to the non-linear models. Further, for large damping, the prediction of the response by the Euro code is relatively well compared to those of non-linear models.

Keywords: chimney, deterministic model, van der pol, vortex-induced vibration

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6474 Analysis of Moving Loads on Bridges Using Surrogate Models

Authors: Susmita Panda, Arnab Banerjee, Ajinkya Baxy, Bappaditya Manna

Abstract:

The design of short to medium-span high-speed bridges in critical locations is an essential aspect of vehicle-bridge interaction. Due to dynamic interaction between moving load and bridge, mathematical models or finite element modeling computations become time-consuming. Thus, to reduce the computational effort, a universal approximator using an artificial neural network (ANN) has been used to evaluate the dynamic response of the bridge. The data set generation and training of surrogate models have been conducted over the results obtained from mathematical modeling. Further, the robustness of the surrogate model has been investigated, which showed an error percentage of less than 10% with conventional methods. Additionally, the dependency of the dynamic response of the bridge on various load and bridge parameters has been highlighted through a parametric study.

Keywords: artificial neural network, mode superposition method, moving load analysis, surrogate models

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6473 Applying Multiplicative Weight Update to Skin Cancer Classifiers

Authors: Animish Jain

Abstract:

This study deals with using Multiplicative Weight Update within artificial intelligence and machine learning to create models that can diagnose skin cancer using microscopic images of cancer samples. In this study, the multiplicative weight update method is used to take the predictions of multiple models to try and acquire more accurate results. Logistic Regression, Convolutional Neural Network (CNN), and Support Vector Machine Classifier (SVMC) models are employed within the Multiplicative Weight Update system. These models are trained on pictures of skin cancer from the ISIC-Archive, to look for patterns to label unseen scans as either benign or malignant. These models are utilized in a multiplicative weight update algorithm which takes into account the precision and accuracy of each model through each successive guess to apply weights to their guess. These guesses and weights are then analyzed together to try and obtain the correct predictions. The research hypothesis for this study stated that there would be a significant difference in the accuracy of the three models and the Multiplicative Weight Update system. The SVMC model had an accuracy of 77.88%. The CNN model had an accuracy of 85.30%. The Logistic Regression model had an accuracy of 79.09%. Using Multiplicative Weight Update, the algorithm received an accuracy of 72.27%. The final conclusion that was drawn was that there was a significant difference in the accuracy of the three models and the Multiplicative Weight Update system. The conclusion was made that using a CNN model would be the best option for this problem rather than a Multiplicative Weight Update system. This is due to the possibility that Multiplicative Weight Update is not effective in a binary setting where there are only two possible classifications. In a categorical setting with multiple classes and groupings, a Multiplicative Weight Update system might become more proficient as it takes into account the strengths of multiple different models to classify images into multiple categories rather than only two categories, as shown in this study. This experimentation and computer science project can help to create better algorithms and models for the future of artificial intelligence in the medical imaging field.

Keywords: artificial intelligence, machine learning, multiplicative weight update, skin cancer

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6472 Chemometric Estimation of Inhibitory Activity of Benzimidazole Derivatives by Linear Least Squares and Artificial Neural Networks Modelling

Authors: Sanja O. Podunavac-Kuzmanović, Strahinja Z. Kovačević, Lidija R. Jevrić, Stela Jokić

Abstract:

The subject of this paper is to correlate antibacterial behavior of benzimidazole derivatives with their molecular characteristics using chemometric QSAR (Quantitative Structure–Activity Relationships) approach. QSAR analysis has been carried out on the inhibitory activity of benzimidazole derivatives against Staphylococcus aureus. The data were processed by linear least squares (LLS) and artificial neural network (ANN) procedures. The LLS mathematical models have been developed as a calibration models for prediction of the inhibitory activity. The quality of the models was validated by leave one out (LOO) technique and by using external data set. High agreement between experimental and predicted inhibitory acivities indicated the good quality of the derived models. These results are part of the CMST COST Action No. CM1306 "Understanding Movement and Mechanism in Molecular Machines".

Keywords: Antibacterial, benzimidazoles, chemometric, QSAR.

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6471 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

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6470 Urinary Volatile Organic Compound Testing in Fast-Track Patients with Suspected Colorectal Cancer

Authors: Godwin Dennison, C. E. Boulind, O. Gould, B. de Lacy Costello, J. Allison, P. White, P. Ewings, A. Wicaksono, N. J. Curtis, A. Pullyblank, D. Jayne, J. A. Covington, N. Ratcliffe, N. K. Francis

Abstract:

Background: Colorectal symptoms are common but only infrequently represent serious pathology, including colorectal cancer (CRC). A large number of invasive tests are presently performed for reassurance. We investigated the feasibility of urinary volatile organic compound (VOC) testing as a potential triage tool in patients fast-tracked for assessment for possible CRC. Methods: A prospective, multi-centre, observational feasibility study was performed across three sites. Patients referred on NHS fast-track pathways for potential CRC provided a urine sample which underwent Gas Chromatography Mass Spectrometry (GC-MS), Field Asymmetric Ion Mobility Spectrometry (FAIMS) and Selected Ion Flow Tube Mass Spectrometry (SIFT-MS) analysis. Patients underwent colonoscopy and/or CT colonography and were grouped as either CRC, adenomatous polyp(s), or controls to explore the diagnostic accuracy of VOC output data supported by an artificial neural network (ANN) model. Results: 558 patients participated with 23 (4.1%) CRC diagnosed. 59% of colonoscopies and 86% of CT colonographies showed no abnormalities. Urinary VOC testing was feasible, acceptable to patients, and applicable within the clinical fast track pathway. GC-MS showed the highest clinical utility for CRC and polyp detection vs. controls (sensitivity=0.878, specificity=0.882, AUROC=0.884). Conclusion: Urinary VOC testing and analysis are feasible within NHS fast-track CRC pathways. Clinically meaningful differences between patients with cancer, polyps, or no pathology were identified therefore suggesting VOC analysis may have future utility as a triage tool. Acknowledgment: Funding: NIHR Research for Patient Benefit grant (ref: PB-PG-0416-20022).

Keywords: colorectal cancer, volatile organic compound, gas chromatography mass spectrometry, field asymmetric ion mobility spectrometry, selected ion flow tube mass spectrometry

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6469 Fusion of MOLA-based DEMs and HiRISE Images for Large-Scale Mars Mapping

Authors: Ahmed F. Elaksher, Islam Omar

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In this project, we used MOLA-based DEMs to orthorectify HiRISE optical images. The MOLA data was interpolated using the kriging interpolation technique. Corresponding tie points were then digitized from both datasets. These points were employed in co-registering both datasets using GIS analysis tools. Different transformation models, including the affine and projective transformation models, were used with different sets and distributions of tie points. Additionally, we evaluated the use of the MOLA elevations in co-registering the MOLA and HiRISE datasets. The planimetric RMSEs achieved for each model are reported. Results suggested the use of 3D-2D transformation models.

Keywords: photogrammetry, Mars, MOLA, HiRISE

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6468 Evaluation of QSRR Models by Sum of Ranking Differences Approach: A Case Study of Prediction of Chromatographic Behavior of Pesticides

Authors: Lidija R. Jevrić, Sanja O. Podunavac-Kuzmanović, Strahinja Z. Kovačević

Abstract:

The present study deals with the selection of the most suitable quantitative structure-retention relationship (QSRR) models which should be used in prediction of the retention behavior of basic, neutral, acidic and phenolic pesticides which belong to different classes: fungicides, herbicides, metabolites, insecticides and plant growth regulators. Sum of ranking differences (SRD) approach can give a different point of view on selection of the most consistent QSRR model. SRD approach can be applied not only for ranking of the QSRR models, but also for detection of similarity or dissimilarity among them. Applying the SRD analysis, the most similar models can be found easily. In this study, selection of the best model was carried out on the basis of the reference ranking (“golden standard”) which was defined as the row average values of logarithm of retention time (logtr) defined by high performance liquid chromatography (HPLC). Also, SRD analysis based on experimental logtr values as reference ranking revealed similar grouping of the established QSRR models already obtained by hierarchical cluster analysis (HCA).

Keywords: chemometrics, chromatography, pesticides, sum of ranking differences

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6467 Dual Language Immersion Models in Theory and Practice

Authors: S. Gordon

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Dual language immersion is growing fast in language teaching today. This study provides an overview and evaluation of the different models of Dual language immersion programs in US K-12 schools. First, the paper provides a brief current literature review on the theory of Dual Language Immersion (DLI) in Second Language Acquisition (SLA) studies. Second, examples of several types of DLI language teaching models in US K-12 public schools are presented (including 50/50 models, 90/10 models, etc.). Third, we focus on the unique example of DLI education in the state of Utah, a successful, growing program in K-12 schools that includes: French, Chinese, Spanish, and Portuguese. The project investigates the theory and practice particularly of the case of public elementary and secondary school children that study half their school day in the L1 and the other half in the chosen L2, from kindergarten (age 5-6) through high school (age 17-18). Finally, the project takes the observations of Utah French DLI elementary through secondary programs as a case study. To conclude, we look at the principal challenges, pedagogical objectives and outcomes, and important implications for other US states and other countries (such as France currently) that are in the process of developing similar language learning programs.

Keywords: dual language immersion, second language acquisition, language teaching, pedagogy, teaching, French

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6466 Fixed-Bed Column Studies of Green Malachite Removal by Use of Alginate-Encapsulated Aluminium Pillared Clay

Authors: Lazhar mouloud, Chemat Zoubida, Ouhoumna Faiza

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The main objective of this study, concerns the modeling of breakthrough curves obtained in the adsorption column of malachite green into alginate-encapsulated aluminium pillared clay in fixed bed according to various operating parameters such as the initial concentration, the feed rate and the height fixed bed, applying mathematical models namely: the model of Bohart and Adams, Wolborska, Bed Depth Service Time, Clark and Yoon-Nelson. These models allow us to express the different parameters controlling the performance of the dynamic adsorption system. The results have shown that all models were found suitable for describing the whole or a definite part of the dynamic behavior of the column with respect to the flow rate, the inlet dye concentration and the height of fixed bed.

Keywords: adsorption column, malachite green, pillared clays, alginate, modeling, mathematic models, encapsulation.

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6465 An Improvement of a Dynamic Model of the Secondary Sedimentation Tank and Field Validation

Authors: Zahir Bakiri, Saci Nacefa

Abstract:

In this paper a comparison in made between two models, with and without dispersion term, and focused on the characterization of the movement of the sludge blanket in the secondary sedimentation tank using the solid flux theory and the velocity settling. This allowed us develop a one-dimensional models, with and without dispersion based on a thorough experimental study carried out in situ and the application of online data which are the mass load flow, transfer concentration, and influent characteristic. On the other hand, in the proposed model, the new settling velocity law (double-exponential function) used is based on the Vesilind function.

Keywords: wastewater, activated sludge, sedimentation, settling velocity, settling models

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6464 Fuglede-Putnam Theorem for ∗-Class A Operators

Authors: Mohammed Husein Mohammad Rashid

Abstract:

For a bounded linear operator T acting on a complex infinite dimensional Hilbert space ℋ, we say that T is ∗-class A operator (abbreviation T∈A*) if |T²|≥ |T*|². In this article, we prove the following assertions:(i) we establish some conditions which imply the normality of ∗-class A; (ii) we consider ∗-class A operator T ∈ ℬ(ℋ) with reducing kernel such that TX = XS for some X ∈ ℬ(K, ℋ) and prove the Fuglede-Putnam type theorem when adjoint of S ∈ ℬ(K) is dominant operators; (iii) furthermore, we extend the asymmetric Putnam-Fuglede theorem the class of ∗-class A operators.

Keywords: fuglede-putnam theorem, normal operators, ∗-class a operators, dominant operators

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6463 Analysing the Influence of COVID-19 on Major Agricultural Commodity Prices in South Africa

Authors: D. Mokatsanyane, J. Jansen Van Rensburg

Abstract:

This paper analyses the influence and impact of COVID-19 on major agricultural commodity prices in South Africa. According to a World Bank report, the agricultural sector in South Africa has been unable to reduce the domestic food crisis that has been occurring over the past years, hence the increased rate of poverty, which is currently at 55.5 percent as of April 2020. Despite the significance of this sector, empirical findings concluded that the agricultural sector now accounts for 1.88 percent of South Africa's gross domestic product (GDP). Suggesting that the agricultural sector's contribution to the economy has diminished. Despite the low contribution to GDP, this primary sector continues to play an essential role in the economy. Over the past years, multiple factors have contributed to the soaring commodities prices, namely, climate shocks, biofuel demand, demand and supply shocks, the exchange rate, speculation in commodity derivative markets, trade restrictions, and economic growth. The COVID-19 outbursts have currently disturbed the supply and demand of staple crops. To address the disruption, the government has exempted the agricultural sector from closure and restrictions on movement. The spread of COVID-19 has caused turmoil all around the world, but mostly in developing countries. According to Statistic South Africa, South Africa's economy decreased by seven percent in 2020. Consequently, this has arguably made the agricultural sector the most affected sector since slumped economic growth negatively impacts food security, trade, farm livelihood, and greenhouse gas emissions. South Africa is sensitive to the fruitfulness of global food chains. Restrictions in trade, reinforced sanitary control systems, and border controls have influenced food availability and prices internationally. The main objective of this study is to evaluate the behavior of agricultural commodity prices pre-and during-COVID to determine the impact of volatility drivers on these crops. Historical secondary data of spot prices for the top five major commodities, namely white maize, yellow maize, wheat, soybeans, and sunflower seeds, are analysed from 01 January 2017 to 1 September 2021. The timeframe was chosen to capture price fluctuations between pre-COVID-19 (01 January 2017 to 23 March 2020) and during-COVID-19 (24 March 2020 to 01 September 2021). The Generalised Autoregressive Conditional Heteroscedasticity (GARCH) statistical model will be used to measure the influence of price fluctuations. The results reveal that the commodity market has been experiencing volatility at different points. Extremely high volatility is represented during the first quarter of 2020. During this period, there was high uncertainty, and grain prices were very volatile. Despite the influence of COVID-19 on agricultural prices, the demand for these commodities is still existing and decent. During COVID-19, analysis indicates that prices were low and less volatile during the pandemic. The prices and returns of these commodities were low during COVID-19 because of the government's actions to respond to the virus's spread, which collapsed the market demand for food commodities.

Keywords: commodities market, commodity prices, generalised autoregressive conditional heteroscedasticity (GARCH), Price volatility, SAFEX

Procedia PDF Downloads 152
6462 Mapping Poverty in the Philippines: Insights from Satellite Data and Spatial Econometrics

Authors: Htet Khaing Lin

Abstract:

This study explores the relationship between a diverse set of variables, encompassing both environmental and socio-economic factors, and poverty levels in the Philippines for the years 2012, 2015, and 2018. Employing Ordinary Least Squares (OLS), Spatial Lag Models (SLM), and Spatial Error Models (SEM), this study delves into the dynamics of key indicators, including daytime and nighttime land surface temperature, cropland surface, urban land surface, rainfall, population size, normalized difference water, vegetation, and drought indices. The findings reveal consistent patterns and unexpected correlations, highlighting the need for nuanced policies that address the multifaceted challenges arising from the interplay of environmental and socio-economic factors.

Keywords: poverty analysis, OLS, spatial lag models, spatial error models, Philippines, google earth engine, satellite data, environmental dynamics, socio-economic factors

Procedia PDF Downloads 78
6461 Geopotential Models Evaluation in Algeria Using Stochastic Method, GPS/Leveling and Topographic Data

Authors: M. A. Meslem

Abstract:

For precise geoid determination, we use a reference field to subtract long and medium wavelength of the gravity field from observations data when we use the remove-compute-restore technique. Therefore, a comparison study between considered models should be made in order to select the optimal reference gravity field to be used. In this context, two recent global geopotential models have been selected to perform this comparison study over Northern Algeria. The Earth Gravitational Model (EGM2008) and the Global Gravity Model (GECO) conceived with a combination of the first model with anomalous potential derived from a GOCE satellite-only global model. Free air gravity anomalies in the area under study have been used to compute residual data using both gravity field models and a Digital Terrain Model (DTM) to subtract the residual terrain effect from the gravity observations. Residual data were used to generate local empirical covariance functions and their fitting to the closed form in order to compare their statistical behaviors according to both cases. Finally, height anomalies were computed from both geopotential models and compared to a set of GPS levelled points on benchmarks using least squares adjustment. The result described in details in this paper regarding these two models has pointed out a slight advantage of GECO global model globally through error degree variances comparison and ground-truth evaluation.

Keywords: quasigeoid, gravity aomalies, covariance, GGM

Procedia PDF Downloads 126
6460 Piezotronic Effect on Electrical Characteristics of Zinc Oxide Varistors

Authors: Nadine Raidl, Benjamin Kaufmann, Michael Hofstätter, Peter Supancic

Abstract:

If polycrystalline ZnO is properly doped and sintered under very specific conditions, it shows unique electrical properties, which are indispensable for today’s electronic industries, where it is used as the number one overvoltage protection material. Under a critical voltage, the polycrystalline bulk exhibits high electrical resistance but becomes suddenly up to twelve magnitudes more conductive if this voltage limit is exceeded (i.e., varistor effect). It is known that these peerless properties have their origin in the grain boundaries of the material. Electric charge is accumulated in the boundaries, causing a depletion layer in their vicinity and forming potential barriers (so-called Double Schottky Barriers, or DSB) which are responsible for the highly non-linear conductivity. Since ZnO is a piezoelectric material, mechanical stresses induce polarisation charges that modify the DSB heights and as a result the global electrical characteristics (i.e., piezotronic effect). In this work, a finite element method was used to simulate emerging stresses on individual grains in the bulk. Besides, experimental efforts were made to testify a coherent model that could explain this influence. Electron back scattering diffraction was used to identify grain orientations. With the help of wet chemical etching, grain polarization was determined. Micro lock-in infrared thermography (MLIRT) was applied to detect current paths through the material, and a micro 4-point probes method system (M4PPS) was employed to investigate current-voltage characteristics between single grains. Bulk samples were tested under uniaxial pressure. It was found that the conductivity can increase by up to three orders of magnitude with increasing stress. Through in-situ MLIRT, it could be shown that this effect is caused by the activation of additional current paths in the material. Further, compressive tests were performed on miniaturized samples with grain paths containing solely one or two grain boundaries. The tests evinced both an increase of the conductivity, as observed for the bulk, as well as a decreased conductivity. This phenomenon has been predicted theoretically and can be explained by piezotronically induced surface charges that have an impact on the DSB at the grain boundaries. Depending on grain orientation and stress direction, DSB can be raised or lowered. Also, the experiments revealed that the conductivity within one single specimen can increase and decrease, depending on the current direction. This novel finding indicates the existence of asymmetric Double Schottky Barriers, which was furthermore proved by complementary methods. MLIRT studies showed that the intensity of heat generation within individual current paths is dependent on the direction of the stimulating current. M4PPS was used to study the relationship between the I-V characteristics of single grain boundaries and grain orientation and revealed asymmetric behavior for very specific orientation configurations. A new model for the Double Schottky Barrier, taking into account the natural asymmetry and explaining the experimental results, will be given.

Keywords: Asymmetric Double Schottky Barrier, piezotronic, varistor, zinc oxide

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6459 Plant Identification Using Convolution Neural Network and Vision Transformer-Based Models

Authors: Virender Singh, Mathew Rees, Simon Hampton, Sivaram Annadurai

Abstract:

Plant identification is a challenging task that aims to identify the family, genus, and species according to plant morphological features. Automated deep learning-based computer vision algorithms are widely used for identifying plants and can help users narrow down the possibilities. However, numerous morphological similarities between and within species render correct classification difficult. In this paper, we tested custom convolution neural network (CNN) and vision transformer (ViT) based models using the PyTorch framework to classify plants. We used a large dataset of 88,000 provided by the Royal Horticultural Society (RHS) and a smaller dataset of 16,000 images from the PlantClef 2015 dataset for classifying plants at genus and species levels, respectively. Our results show that for classifying plants at the genus level, ViT models perform better compared to CNN-based models ResNet50 and ResNet-RS-420 and other state-of-the-art CNN-based models suggested in previous studies on a similar dataset. ViT model achieved top accuracy of 83.3% for classifying plants at the genus level. For classifying plants at the species level, ViT models perform better compared to CNN-based models ResNet50 and ResNet-RS-420, with a top accuracy of 92.5%. We show that the correct set of augmentation techniques plays an important role in classification success. In conclusion, these results could help end users, professionals and the general public alike in identifying plants quicker and with improved accuracy.

Keywords: plant identification, CNN, image processing, vision transformer, classification

Procedia PDF Downloads 78
6458 Sensitivity and Uncertainty Analysis of One Dimensional Shape Memory Alloy Constitutive Models

Authors: A. B. M. Rezaul Islam, Ernur Karadogan

Abstract:

Shape memory alloys (SMAs) are known for their shape memory effect and pseudoelasticity behavior. Their thermomechanical behaviors are modeled by numerous researchers using microscopic thermodynamic and macroscopic phenomenological point of view. Tanaka, Liang-Rogers and Ivshin-Pence models are some of the most popular SMA macroscopic phenomenological constitutive models. They describe SMA behavior in terms of stress, strain and temperature. These models involve material parameters and they have associated uncertainty present in them. At different operating temperatures, the uncertainty propagates to the output when the material is subjected to loading followed by unloading. The propagation of uncertainty while utilizing these models in real-life application can result in performance discrepancies or failure at extreme conditions. To resolve this, we used probabilistic approach to perform the sensitivity and uncertainty analysis of Tanaka, Liang-Rogers, and Ivshin-Pence models. Sobol and extended Fourier Amplitude Sensitivity Testing (eFAST) methods have been used to perform the sensitivity analysis for simulated isothermal loading/unloading at various operating temperatures. As per the results, it is evident that the models vary due to the change in operating temperature and loading condition. The average and stress-dependent sensitivity indices present the most significant parameters at several temperatures. This work highlights the sensitivity and uncertainty analysis results and shows comparison of them at different temperatures and loading conditions for all these models. The analysis presented will aid in designing engineering applications by eliminating the probability of model failure due to the uncertainty in the input parameters. Thus, it is recommended to have a proper understanding of sensitive parameters and the uncertainty propagation at several operating temperatures and loading conditions as per Tanaka, Liang-Rogers, and Ivshin-Pence model.

Keywords: constitutive models, FAST sensitivity analysis, sensitivity analysis, sobol, shape memory alloy, uncertainty analysis

Procedia PDF Downloads 124
6457 Measuring Environmental Efficiency of Energy in OPEC Countries

Authors: Bahram Fathi, Seyedhossein Sajadifar, Naser Khiabani

Abstract:

Data envelopment analysis (DEA) has recently gained popularity in energy efficiency analysis. A common feature of the previously proposed DEA models for measuring energy efficiency performance is that they treat energy consumption as an input within a production framework without considering undesirable outputs. However, energy use results in the generation of undesirable outputs as byproducts of producing desirable outputs. Within a joint production framework of both desirable and undesirable outputs, this paper presents several DEA-type linear programming models for measuring energy efficiency performance. In addition to considering undesirable outputs, our models treat different energy sources as different inputs so that changes in energy mix could be accounted for in evaluating energy efficiency. The proposed models are applied to measure the energy efficiency performances of 12 OPEC countries and the results obtained are presented.

Keywords: energy efficiency, undesirable outputs, data envelopment analysis

Procedia PDF Downloads 715