Search results for: stochastic gradient descent

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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Authors: Jurriaan Gillissen

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This work is concerned with stabilizing the numerical integration of the Navier-Stokes equation (NSE), backwards in time. Applications involve the detection of sources of, e.g., sound, heat, and pollutants. Stable reverse numerical integration of parabolic differential equations is also relevant for image de-blurring. While the literature addresses the reverse integration problem of the advection-diffusion equation, the problem of numerical reverse integration of the NSE has, to our knowledge, not yet been addressed. Owing to the presence of viscosity, the NSE is irreversible, i.e., when going backwards in time, the fluid behaves, as if it had a negative viscosity. As an effect, perturbations from the perfect solution, due to round off errors or discretization errors, grow exponentially in time, and reverse integration of the NSE is inherently unstable, regardless of using an implicit time integration scheme. Consequently, some sort of filtering is required, in order to achieve a stable, numerical, reversed integration. The challenge is to find a filter with a minimal adverse affect on the accuracy of the reversed integration. In the present work, we explore an adjoint gradient method (AGM) to achieve this goal, and we apply this technique to two-dimensional (2D), decaying turbulence. The AGM solves for the initial velocity field u0 at t = 0, that, when integrated forward in time, produces a final velocity field u1 at t = 1, that is as close as is feasibly possible to some specified target field v1. The initial field u0 defines a minimum of a cost-functional J, that measures the distance between u1 and v1. In the minimization procedure, the u0 is updated iteratively along the gradient of J w.r.t. u0, where the gradient is obtained by transporting J backwards in time from t = 1 to t = 0, using the adjoint NSE. The AGM thus effectively replaces the backward integration by multiple forward and backward adjoint integrations. Since the viscosity is negative in the adjoint NSE, each step of the AGM is numerically stable. Nevertheless, when applied to turbulence, the AGM develops instabilities, which limit the backward integration to small times. This is due to the exponential divergence of phase space trajectories in turbulent flow, which produces a multitude of local minima in J, when the integration time is large. As an effect, the AGM may select unphysical, noisy initial conditions. In order to improve this situation, we propose two remedies. First, we replace the integration by a sequence of smaller integrations, i.e., we divide the integration time into segments, where in each segment the target field v1 is taken as the initial field u0 from the previous segment. Second, we add an additional term (regularizer) to J, which is proportional to a high-order Laplacian of u0, and which dampens the gradients of u0. We show that suitable values for the segment size and for the regularizer, allow a stable reverse integration of 2D decaying turbulence, with accurate results for more then O(10) turbulent, integral time scales.

Keywords: time reversed integration, parabolic differential equations, adjoint gradient method, two dimensional turbulence

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Authors: Tomoaki Hashimoto

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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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Authors: Y. T. Tsai, Jin H. Huang

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The sound pressure level (SPL) of the moving-coil loudspeaker (MCL) is often simulated and analyzed using the lumped parameter model. However, the SPL of a MCL cannot be simulated precisely in the high frequency region, because the value of cone effective area is changed due to the geometry variation in different mode shapes, it is also related to affect the acoustic radiation mass and resistance. Herein, the paper presents the inverse method which has a high ability to measure the value of cone effective area in various frequency points, also can estimate the MCL electroacoustic parameters simultaneously. The proposed inverse method comprises the direct problem, adjoint problem, and sensitivity problem in collaboration with nonlinear conjugate gradient method. Estimated values from the inverse method are validated experimentally which compared with the measured SPL curve result. Results presented in this paper not only improve the accuracy of lumped parameter model but also provide the valuable information on loudspeaker cone design.

Keywords: inverse problem, cone effective area, loudspeaker, nonlinear conjugate gradient method

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Authors: Congping Lin

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Intracellular transport in fungi has a number of important roles in, e.g., filamentous fungal growth and cellular metabolism. Two basic mechanisms for intracellular transport are motor-driven trafficking along microtubules (MTs) and diffusion. Mathematical modelling has been actively developed to understand such intracellular transport and provide unique insight into cellular complexity. Based on live-cell imaging data in Ustilago hyphal cells, probabilistic models have been developed to study mechanism underlying spatial organization of molecular motors and organelles. In particular, anther mechanism - stochastic motility of dynein motors along MTs has been found to contribute to half of its accumulation at hyphal tip in order to support early endosome (EE) recycling. The EE trafficking not only facilitates the directed motion of peroxisomes but also enhances their diffusive motion. Considering the importance of spatial organization of early endosomes in supporting peroxisome movement, computational and experimental approaches have been combined to a whole-cell level. Results from this interdisciplinary study promise insights into requirements for other membrane trafficking systems (e.g., in neurons), but also may inform future 'synthetic biology' studies.

Keywords: intracellular transport, stochastic process, molecular motors, spatial organization

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Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad

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This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (R, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (R, Q) policy which minimizes the expected system costs .

Keywords: (R, Q) policy, stochastic demand, backorders, limited resource, quantity discounts

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Authors: Abdull Halim Abdull, Nasiman Sapari, Mohammad Haikal Asyraf Bin Anuar

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Although soil thermal properties are required in many areas to improve oil recovery, they are seldom measured on a routine basis. Reasons for this are unclear, but may be related to a lack of suitable instrumentation and entropy theory. We integrate single probe thermal gradient for the radial conduction of a short-duration heat pulse away from a single electrode source, and compared it with the theory for an instantaneously heated line source. By measuring the temperature response at a short distance from the line source, and applying short-duration heat-pulse theory, we can extract all the entropy properties, the thermal diffusivity, heat capacity, and conductivity, from a single heat-pulse measurement. Results of initial experiments carried out on air-dry sand and clay materials indicate that this heat-pulse method yields soil thermal properties that compare well with thermal properties measured by single electrode.

Keywords: entropy, single probe thermal gradient, soil thermal, probe heat

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Authors: Laverne Seales

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When most people think of Panama, they immediately think of the Canal; however, the construction and the people who made it possible are often omitted and seldom acknowledged. The reality is that the construction of this waterway was achieved through forced migration and discriminatory practices toward people of African descent, specifically black people from the Caribbean. From the colonial period to the opening and subsequent operation of the Panama Canal by the United States, this paper goes through the rich layers of Panamanian history to examine the life of Afro-Caribbeans and their descendants in Panama. It also considers the role of the United States in Panama; it explores how the United States in Panama forged a racially complex country that made the integration of Afro-Caribbeans and their descendants difficult. After laying a historical foundation, the exploration of Afro-Caribbean people and Panamanians of Afro-Caribbean descent are analyzed through Afro-Panamanian writer Carlos Guillermo ‘Cubena’ Wilson's novels, short stories, and poetry. This study focuses on how Cubena addresses racism, discrimination, inequality, and social justice issues towards Afro-Caribbeans and their descendants who traveled to Panama to construct the Canal. Content analysis methodology can yield several significant contributions, and analyzing Carlos Guillermo Wilson's literature under this framework allows us to consider social commentary and critique of Panamanian society. It identifies the social issues and concerns of Afro-Caribbeans and people of Afro-Caribbean descent, such as inequality, corruption, racism, political oppression, and cultural identity. Analysis methodology allows us to explore how Cubena's literature engages with questions of cultural identity and belonging in Panamanian society. By examining themes related to race, ethnicity, language, and heritage, this research uncovers the complexities of Panamanian cultural identity, allowing us to interrogate power dynamics and social hierarchies in Panamanian society. Analyzing the portrayal of different social groups, institutions, and power structures helps uncover how power is wielded, contested, and resisted; Cubena's fictional world allows us to see how it functions in Panama. Content analysis methodology also provides for critiquing political systems and governance in Panama. By examining the representation and presentation of political figures, institutions, and events in Cubena's literature, we uncover his commentary on corruption, authoritarianism, governance, and the role of the United States in Panama. Content analysis highlights how Wilson's literature amplifies the voices and experiences of marginalized individuals and communities in Panamanian society. By centering the narratives of Afro-Panamanians and other marginalized groups, this researcher uncovers Cubena's commitment to social justice and inclusion in his writing and helps the reader engage with historical narratives and collective memory in Panama. Overall, analyzing Carlos Guillermo ‘Cubena’ Wilson's literature as a platform for social commentary and critique of Panamanian society using content analysis methodology provides valuable insights into the cultural, social, and political dimensions of Afro-Panamanians during and after the construction of the Panama Canal.

Keywords: Afro-Caribbean, Panama Canal, race, Afro-Panamanian, identity, history

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Authors: Arijit Chakraborty, Anirban Roy

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The Indian peninsula is strategically located in the Asian subcontinent with the Himalayas to the North and Oceans surrounding the other three directions with annual monsoons which takes care of water supply to the rivers. The total river water discharge into the Bay of Bengal and the Arabian Sea is 628 km³/year and 274 km³/year, respectively. Thus huge volumes of fresh water meet saline water, and this mixing of two streams of dissimilar salinity gives rise to tremendous mixing energies which can be harvested for various purposes like energy generation using pressure retarded osmosis or reverse electrodialysis. The present paper concentrates on analyzing the energy of mixing for the rivers in Goa. Goa has 10 rivers of various sizes all which meet the Arabian Sea. In the present work, the 8 rivers and their salinity (NaCl concentrations) have been analyzed along with their seasonal fluctuations. Next, a Gibbs free energy formulation has been implemented to analyze the energy of mixing of the selected rivers. The highest and lowest energies according to the seasonal fluctuations have been evaluated, and this provides two important insights into (i) amount of energy that can be harvested and (ii) decision on the location of such systems.

Keywords: Gibbs energy, mixing energy, salinity gradient energy, thermodynamics

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Authors: Abdelli Soulaima, Belhadj Besma

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The paper examines the choice of the central bank toward the movements of the nominal exchange rate and evaluates its effects on the volatility of the output growth and the inflation. The novel hybrid method of the dynamic stochastic general equilibrium called the DSGE-VAR is proposed for analyzing this policy experiment in a small scale open economy in particular Tunisia. The contribution is provided to the empirical literature as we apply the Tunisian data with this model, which is rarely used in this context. Note additionally that the issue of treating the degree of response of the central bank to the exchange rate in Tunisia is special. To ameliorate the estimation, the Bayesian technique is carried out for the sample 1980:q1 to 2011 q4. Our results reveal that the central bank should not react or softly react to the exchange rate. The variance decomposition displayed that the overall inflation volatility is more pronounced with the fixed exchange rate regime for most of the shocks except for the productivity and the interest rate. The output volatility is also higher with this regime with the majority of the shocks exempting the foreign interest rate and the interest rate shocks.

Keywords: DSGE-VAR modeling, exchange rate, monetary policy, Bayesian estimation

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Authors: Kaleb Shiferaw, Berhanu Geberemedhin

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Ethiopian farmers have a long tradition of beekeeping and the country has huge potential for honey production. However traditional mode of production still dominates the sub sector which negatively affect the total production and productivity. A number of studies have been conducted to better understand the working honey production, however, none of them systematically investigate the extent of technical efficiency of the sub-sector. This paper uses Stochastic Frontier production model to quantifying the extent of technical efficiency and identify exogenous determinant of inefficiency. The result showed that consistent with other studies traditional practice dominate small scale honey production in Ethiopia. The finding also revealed that use of purchased inputs such as bee forage and other supplement is very limited among honey producers indicating that natural bee forage is the primary source of bee forage. The immediate consequence of all these is low production and productivity. The number of hives the household owns, whether the household used improved apiculture technologies, availability of natural forest which is the primary sources of nectar for bees and amount of land owned by the households were found to have a significant influence on the amount of honey produced by beekeeper. Our result further showed that the mean technical efficiency of honey producers is 0.79 implying that, on average honey producer produce 80 percent of the maximum output. The implication is that 20 percent of the potential output is lost due to technical inefficiency. Number of hives owned by a honey produces, distance to district town-a proxy to market access, household wealth, and whether the household head has a leadership role in the PA affect the technical efficiency of honey producers. The finding suggest that policies that aim to expand the use of improved hives is expected to increase the honey production at household level. The result also suggest that investment on rural infrastructure would be instrumental in improving technical efficiency of honey producer.

Keywords: small-scale honey producer, Ethiopia, technical efficiency in apiculture, stochastic frontier analysis

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Authors: Augustine Okolie, Johannes Müller, Mirjam Kretzchmar

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We adopt a maximum-likelihood framework to estimate parameters of a stochastic susceptible-infected-recovered (SIR) model with contact tracing on a rooted random tree. Given the number of detectees per index case, our estimator allows to determine the degree distribution of the random tree as well as the tracing probability. Since we do not discover all infectees via contact tracing, this estimation is non-trivial. To keep things simple and stable, we develop an approximation suited for realistic situations (contract tracing probability small, or the probability for the detection of index cases small). In this approximation, the only epidemiological parameter entering the estimator is the basic reproduction number R0. The estimator is tested in a simulation study and applied to covid-19 contact tracing data from India. The simulation study underlines the efficiency of the method. For the empirical covid-19 data, we are able to compare different degree distributions and perform a sensitivity analysis. We find that particularly a power-law and a negative binomial degree distribution meet the data well and that the tracing probability is rather large. The sensitivity analysis shows no strong dependency on the reproduction number.

Keywords: stochastic SIR model on graph, contact tracing, branching process, parameter inference

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Authors: Namita Mittal, Himakshi Shekhawat, Ankit Vidyarthi

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In medical research study, doctors and radiologists face lot of complexities in analysing the brain tumors in Magnetic Resonance (MR) images. Brain tumor detection is difficult due to amorphous tumor shape and overlapping of similar tissues in nearby region. So, radiologists require one such clinically viable solution which helps in automatic segmentation of tumor inside brain MR image. Initially, segmentation methods were used to detect tumor, by dividing the image into segments but causes loss of information. In this paper, a hybrid method is proposed which detect Region of Interest (ROI) on the basis of difference in intensity values and texture values of tumor region using nearby tissues with Gradient Vector Flow (GVF) technique in the identification of ROI. Proposed approach uses both intensity and texture values for identification of abnormal section of the brain MR images. Experimental results show that proposed method outperforms GVF method without any loss of information.

Keywords: brain tumor, GVF, intensity, MR images, segmentation, texture

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Authors: Epaminondas G. Kyriakidis, Theodosis D. Dimitrakos, Constantinos C. Karamatsoukis

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The vehicle routing problem (VRP) is a well-known problem in Operations Research and has been widely studied during the last fifty-five years. The context of the VRP is that of delivering or collecting products to or from customers who are scattered in a geographical area and have placed orders for these products. A vehicle or a fleet of vehicles start their routes from a depot and visit the customers in order to satisfy their demands. Special attention has been given to the capacitated VRP in which the vehicles have limited carrying capacity for the goods that are delivered or collected. In the present work, we present a specific capacitated stochastic vehicle routing problem which has many realistic applications. We develop and analyze a mathematical model for a specific vehicle routing problem in which a vehicle starts its route from a depot and visits N customers according to a particular sequence in order to collect from them two similar but not identical products. We name these products, product 1 and product 2. Each customer possesses items either of product 1 or product 2 with known probabilities. The number of the items of product 1 or product 2 that each customer possesses is a discrete random variable with known distribution. The actual quantity and the actual type of product that each customer possesses are revealed only when the vehicle arrives at the customer’s site. It is assumed that the vehicle has two compartments. We name these compartments, compartment 1 and compartment 2. It is assumed that compartment 1 is suitable for loading product 1 and compartment 2 is suitable for loading product 2. However, it is permitted to load items of product 1 into compartment 2 and items of product 2 into compartment 1. These actions cause costs that are due to extra labor. The vehicle is allowed during its route to return to the depot to unload the items of both products. The travel costs between consecutive customers and the travel costs between the customers and the depot are known. The objective is to find the optimal routing strategy, i.e. the routing strategy that minimizes the total expected cost among all possible strategies for servicing all customers. It is possible to develop a suitable dynamic programming algorithm for the determination of the optimal routing strategy. It is also possible to prove that the optimal routing strategy has a specific threshold-type strategy. Specifically, it is shown that for each customer the optimal actions are characterized by some critical integers. This structural result enables us to design a special-purpose dynamic programming algorithm that operates only over these strategies having this structural property. Extensive numerical results provide strong evidence that the special-purpose dynamic programming algorithm is considerably more efficient than the initial dynamic programming algorithm. Furthermore, if we consider the same problem without the assumption that the customers are ordered, numerical experiments indicate that the optimal routing strategy can be computed if N is smaller or equal to eight.

Keywords: dynamic programming, similar products, stochastic demands, stochastic preferences, vehicle routing problem

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Authors: Shabnam Najafi, Metin Turkay

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Network design problem (NDP) is used to determine the set of optimal values for certain pre-specified decision variables such as capacity expansion of nodes and links by optimizing various system performance measures including safety, congestion, and accessibility. The designed transportation network should improve objective functions defined for the system by considering the route choice behaviors of network users at the same time. The NDP studies mostly investigated the random demand and route selection constraints separately due to computational challenges. In this work, we consider both random demand and route selection constraints simultaneously. This work presents a nonlinear stochastic model for land use and road network design problem to address the development of different functional zones in urban areas by considering both cost function and air pollution. This model minimizes cost function and air pollution simultaneously with random demand and stochastic route selection constraint that aims to optimize network performance via road capacity expansion. The Bureau of Public Roads (BPR) link impedance function is used to determine the travel time function in each link. We consider a city with origin and destination nodes which can be residential or employment or both. There are set of existing paths between origin-destination (O-D) pairs. Case of increasing employed population is analyzed to determine amount of roads and origin zones simultaneously. Minimizing travel and expansion cost of routes and origin zones in one side and minimizing CO emission in the other side is considered in this analysis at the same time. In this work demand between O-D pairs is random and also the network flow pattern is subject to stochastic user equilibrium, specifically logit route choice model. Considering both demand and route choice, random is more applicable to design urban network programs. Epsilon-constraint is one of the methods to solve both linear and nonlinear multi-objective problems. In this work epsilon-constraint method is used to solve the problem. The problem was solved by keeping first objective (cost function) as the objective function of the problem and second objective as a constraint that should be less than an epsilon, where epsilon is an upper bound of the emission function. The value of epsilon should change from the worst to the best value of the emission function to generate the family of solutions representing Pareto set. A numerical example with 2 origin zones and 2 destination zones and 7 links is solved by GAMS and the set of Pareto points is obtained. There are 15 efficient solutions. According to these solutions as cost function value increases, emission function value decreases and vice versa.

Keywords: epsilon-constraint, multi-objective, network design, stochastic

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Authors: Mehmet Izzettin Yilmazer, Emin Cadirli

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Zn-7wt.%Al-2.96wt.%Cu eutectic alloy was directionally solidified upwards with different temperature gradients (from 6.70 K/mm to 10.67 K/mm) at a constant growth rate (16.4 Km/s) and also different growth rate (from 8.3 micron/s to 166 micron/s) at a constant temperature gradient (10.67 K/mm) using a Bridgman–type growth apparatus.The values of eutectic spacing were measured from longitudinal and transverse sections of the samples. The dependency of microstructures on the G and V were determined with linear regression analysis and experimental equations were found as λl=8.953xVexp-0.49, λt=5.942xVexp-0.42 and λl=0.008xGexp-1.23, λt=0.024xGexp-0.93. The measurements of microhardness of directionally solidified samples were obtained by using a microhardness test device. The dependence of microhardness HV on temperature gradient and growth rate were analyzed. The dependency of microhardness on the G and V were also determined with linear regression analysis as HVl=110.66xVexp0.02, HVt=111.94xVexp0.02 and HVl=69.66xGexp0.17, HVt=68.86xGexp0.18. The experimental results show that the microhardness of the directionally solidified Zn-Al-Cu alloy increases with increasing the growth rate. The results obtained in this work were compared with the previous similar experimental results.

Keywords: directional solidification, eutectic alloys, microstructure, microhardness

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Authors: Zhen Cao, Yu Zhu, Junxue Fu

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Immunoassay, i.e., antigen-antibody reaction, is crucial for disease diagnostics. To achieve the adequate signal of the antigen protein detection, a large amount of sample and long incubation time is needed. However, the amount of protein is usually small at the early stage, which makes it difficult to detect. Unlike cells and DNAs, no valid chemical method exists for protein amplification. Thus, an alternative way to improve the signal is through particle manipulation techniques to concentrate proteins, among which dielectrophoresis (DEP) is an effective one. DEP is a technique that concentrates particles to the designated region through a force created by the gradient in a non-uniform electric field. Since DEP force is proportional to the cube of particle size and square of electric field gradient, it is relatively easy to capture larger particles such as cells. For smaller ones like proteins, a super high gradient is then required. In this work, three-dimensional Ag/SiO2 nanorods arrays, fabricated by an easy physical vapor deposition technique called as oblique angle deposition, have been integrated with a DEP device and created the field gradient as high as of 2.6×10²⁴ V²/m³. The nanorods based DEP device is able to enrich bovine serum albumin (BSA) protein by 1800-fold and the rate has reached 180-fold/s when only applying 5 V electric potential. Based on the above nanorods integrated DEP platform, an immunoassay of mouse immunoglobulin G (IgG) proteins has been performed. Briefly, specific antibodies are immobilized onto nanorods, then IgG proteins are concentrated and captured, and finally, the signal from fluorescence-labelled antibodies are detected. The limit of detection (LoD) is measured as 275.3 fg/mL (~1.8 fM), which is a 20,000-fold enhancement compared with identical assays performed on blank glass plates. Further, prostate-specific antigen (PSA), which is a cancer biomarker for diagnosis of prostate cancer after radical prostatectomy, is also quantified with a LoD as low as 2.6 pg/mL. The time to signal saturation has been significantly reduced to one minute. In summary, together with an easy nanorod fabrication and integration method, this nanorods based DEP platform has demonstrated highly sensitive immunoassay performance and thus poses great potentials in applications for early point-of-care diagnostics.

Keywords: dielectrophoresis, immunoassay, oblique angle deposition, protein concentration

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

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Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R²).

Keywords: time series modelling, stochastic processes, ARIMA model, Karkheh river

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Authors: Shantosa Yudha Siswanto, Julianto Arief Ismail, Rachmat Harryanto

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The research was conducted with the aim to know the effect of slope steepness on organic carbon and soil erodibility as erosion factor. This research was conducted from September to December 2011 in the Raharja and Cinanjung Village, Tanjungsari, Sumedang District, West Java, Indonesia. The study was carried out using physiographic free survey method, which is a survey based on land physiographic appearance. Soil sampling was carried out into transect on the similarity slope without calculating the point of observation range. Soil sampling was carried onto three classes of slope as follows: 8–15%, 15–25% and 25–40%. Each was consisted of three slope position i.e. top slope, middle slope and down slope and four samples of soil were taken from each of them, hence it resulted in 36 points of observation. The results of this study indicate that gradient of slope have some significant contribution in every sample. Middle slope with gradient 26-40% has the highest potential erosion occurrence. It has organic C content (0.84%) and the highest erodibility value (0.1092).

Keywords: slope steepness, erosion, erodibility, erosion factor

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Authors: Z. Mortezaie, H. Hassanpour, S. Asadi Amiri

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Captured images may suffer from Gaussian blur due to poor lens focus or camera motion. Unsharp masking is a simple and effective technique to boost the image contrast and to improve digital images suffering from Gaussian blur. The technique is based on sharpening object edges by appending the scaled high-frequency components of the image to the original. The quality of the enhanced image is highly dependent on the characteristics of both the high-frequency components and the scaling/gain factor. Since the quality of an image may not be the same throughout, we propose an adaptive unsharp masking method in this paper. In this method, the gain factor is computed, considering the gradient variations, for individual pixels of the image. Subjective and objective image quality assessments are used to compare the performance of the proposed method both with the classic and the recently developed unsharp masking methods. The experimental results show that the proposed method has a better performance in comparison to the other existing methods.

Keywords: unsharp masking, blur image, sub-region gradient, image enhancement

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Authors: Soofiyan Atar, Adil Shaikh, Sahil Rajpurkar, Pragnesh Bhalala, Aniket Desai, Irfan Siddavatam

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Deep reinforcement learning (deep RL) algorithms leverage the symbolic power of complex controllers by automating it by mapping sensory inputs to low-level actions. Deep RL eliminates the complex robot dynamics with minimal engineering. Deep RL provides high-risk involvement by directly implementing it in real-world scenarios and also high sensitivity towards hyperparameters. Tuning of hyperparameters on a pneumatic quadruped robot becomes very expensive through trial-and-error learning. This paper presents an automated learning control for a pneumatic quadruped robot using sample efficient deep Q learning, enabling minimal tuning and very few trials to learn the neural network. Long training hours may degrade the pneumatic cylinder due to jerk actions originated through stochastic weights. We applied this method to the pneumatic quadruped robot, which resulted in a hopping gait. In our process, we eliminated the use of a simulator and acquired a stable gait. This approach evolves so that the resultant gait matures more sturdy towards any stochastic changes in the environment. We further show that our algorithm performed very well as compared to programmed gait using robot dynamics.

Keywords: model-based reinforcement learning, gait stability, supervised learning, pneumatic quadruped

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Authors: Yuan Zheng

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3D model-based vehicle matching provides a new way for vehicle recognition, localization and tracking. Its key is to construct an evaluation function, also called fitness function, to measure the degree of vehicle matching. The existing fitness functions often poorly perform when the clutter and occlusion exist in traffic scenarios. In this paper, we present a practical and efficient fitness function. Unlike the existing evaluation functions, the proposed fitness function is to study the vehicle matching problem from both local and global perspectives, which exploits the pixel gradient information as well as the silhouette information. In view of the discrepancy between 3D vehicle model and real vehicle, a weighting strategy is introduced to differently treat the fitting of the model’s wireframes. Additionally, a normalization operation for the model’s projection is performed to improve the accuracy of the matching. Experimental results on real traffic videos reveal that the proposed fitness function is efficient and robust to the cluttered background and partial occlusion.

Keywords: 3D-2D matching, fitness function, 3D vehicle model, local image gradient, silhouette information

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Authors: Yuanhao Gao, Ping Lin, Kees Weijer

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An optimal control system model is proposed for the cell flow in the process of chick embryo gastrulation in this paper. The target is to determine the cellular interaction forces which are hard to measure. This paper will take an approach to investigate the forces with the idea of the inverse problem. By choosing the forces as the control variable and regarding the cell flow as Stokes fluid, an objective functional will be established to match the numerical result of cell velocity with the experimental data. So that the forces could be determined by minimizing the objective functional. The Lagrange multiplier method is utilized to derive the state and adjoint equations consisting the optimal control system, which specifies the first-order necessary conditions. Finite element method is used to discretize and approximate equations. A conjugate gradient algorithm is given for solving the minimum solution of the system and determine the forces.

Keywords: optimal control model, Stokes equation, conjugate gradient method, finite element method, chick embryo gastrulation

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Authors: Christelle Tchoupé Makougoum

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In the context of agriculture, differences across localities in term of climate change can create systematic variation among farmers technical efficiency. Failure to account for climate variability could lead to wrong conclusions about farmers’ technical efficiency and also it could bias the ranking of farmers according to their managerial performance. The literature on agricultural productivity has given little attention to this issue whereas it is necessary for establishing to what extent climate affects farmers efficiency. This article contributes to the preview literature by two ways. First, it proposed a new econometric model that accounting for the climate change influences on technical efficiency in the specific area of agriculture. Second it estimates the inefficiency due to climate change and the real managerial performance of Malian farmers. Using the Mali’s data from agricultural census and CRU TS3 climatic database we implemented an adjusted stochastic frontier methodology to account for the impact of environmental factors. The results yield three main findings. First, instability in temperatures and rainfall decreases technical efficiency on average. Second, the climate change modifies the classification of the farmers according to their efficiency scores. Thirdly it is noted that, although climate changes are partly responsible for the deviation from the border, the capacity of farmers to combine inputs into the optimal proportion is more to undermine. The study concluded that improving farmer efficiency should include fostering their resilience to climate change.

Keywords: agriculture, climate change, stochastic production function, technical efficiency

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Authors: Katarzyna Zięba, Hajnalka Szentgyörgyi, Paweł Miśkowiec, Agnieszka Moos-Matysik

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Bees are effective pollinators of plants using by humans. However, there is a concern about the fate different species due to their recently decline. Pollution of the environment is described in the literature as one of the causes of this phenomenon. Due to human activities, heavy metals and aromatic hydrocarbons can occur in bee organisms in high concentrations. The presented study aims to provide information on how pollution affects bee quality, taking into account, also the biological differences between various groups of bees. Understanding the consequences of environmental pollution on bees can help to create and promote bee friendly habitats and actions. The analyses were carried out using two contamination gradients with 5 sites on each. The first, mainly heavy metal polluted gradient is stretching approx. 30km from the Bukowno Zinc smelter near Olkusz in the Lesser Poland Voivodship, to the north. The second cuts through the agglomeration of Kraków up to the southern borders of the Ojców National Park. The gradient near Olkusz is a well-described pollution gradient contaminated mainly by zinc, lead, and cadmium. The second gradient cut through the agglomeration of Kraków and end below the Ojców National Park. On each gradient, two bee species were installed: red mason bees (Osmia bicornis) and honey bees (Apis mellifera). Red mason bee is a polylectic, solitary bee species, widely distributed in Poland. Honey bees are a highly social species of bees, with clearly defined casts and roles in the colony. Before installing the bees in the field, samples of imagos of red mason bees and samples of pollen and imagos from each honey bee colony were analysed for zinc, lead cadmium, polycyclic and monocyclic hydrocarbons levels. After collecting the bees from the field, samples of bees and pollen samples for each site were prepared for heavy metal, monocyclic hydrocarbon, and polycyclic hydrocarbon analysis. Analyses of aromatic hydrocarbons were performed with gas chromatography coupled with a headspace sampler (HP 7694E) and mass spectrometer (MS) as detector. Monocyclic compounds were injected into column with headspace sampler while polycyclic ones with manual injector (after solid-liquid extraction with hexane). The heavy metal content (zinc, lead and cadmium) was assessed with flame atomic absorption spectroscopy (FAAS AAnalyst 300 Perkin Elmer spectrometer) according to the methods for honey and bee products described in the literature. Pollution levels found in bee bodies and imago body masses in both species, and proportion of sex in case of red mason bees were correlated with pollution levels found in pollen for each site and colony or trap nest. An attempt to pinpoint the most important form of contamination regarding bee health was also be undertaken based on the achieved results.

Keywords: heavy metals, aromatic hydrocarbons, bees, pollution

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Authors: Rosa Tsegaye Aga, Xuan Jiang, Pavel Vazquez Faci, Siqing Liu, Simon Rayner, Endalkachew Alemu, Markos Abebe

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Tuberculosis (TB) is a major cause of disease globally. In most cases, TB is treatable and curable, but only with the proper treatment. There is a time when drug-resistant TB occurs when bacteria become resistant to the drugs that are used to treat TB. Current strategies to identify drug-resistant TB bacteria are laboratory-based, and it takes a longer time to identify the drug-resistant bacteria and treat the patient accordingly. But machine learning (ML) and data science approaches can offer new approaches to the problem. In this study, we propose to develop an ML-based model to predict the antibiotic resistance phenotypes of TB isolates in minutes and give the right treatment to the patient immediately. The study has been using the whole genome sequence (WGS) of TB isolates as training data that have been extracted from the NCBI repository and contain different countries’ samples to build the ML models. The reason that different countries’ samples have been included is to generalize the large group of TB isolates from different regions in the world. This supports the model to train different behaviors of the TB bacteria and makes the model robust. The model training has been considering three pieces of information that have been extracted from the WGS data to train the model. These are all variants that have been found within the candidate genes (F1), predetermined resistance-associated variants (F2), and only resistance-associated gene information for the particular drug. Two major datasets have been constructed using these three information. F1 and F2 information have been considered as two independent datasets, and the third information is used as a class to label the two datasets. Five machine learning algorithms have been considered to train the model. These are Support Vector Machine (SVM), Random forest (RF), Logistic regression (LR), Gradient Boosting, and Ada boost algorithms. The models have been trained on the datasets F1, F2, and F1F2 that is the F1 and the F2 dataset merged. Additionally, an ensemble approach has been used to train the model. The ensemble approach has been considered to run F1 and F2 datasets on gradient boosting algorithm and use the output as one dataset that is called F1F2 ensemble dataset and train a model using this dataset on the five algorithms. As the experiment shows, the ensemble approach model that has been trained on the Gradient Boosting algorithm outperformed the rest of the models. In conclusion, this study suggests the ensemble approach, that is, the RF + Gradient boosting model, to predict the antibiotic resistance phenotypes of TB isolates by outperforming the rest of the models.

Keywords: machine learning, MTB, WGS, drug resistant TB

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Authors: Varun Joshi, Manish K. Rathod

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The latent heat thermal energy storage system is a thrust area of research due to exuberant thermal energy storage potential. The thermal performance of PCM is significantly augmented by installation of the high thermal conductivity fins. The objective of the present study is to obtain optimum size and location of the fins to enhance diffusion heat transfer without altering overall melting time. Hence, the constructal theory is employed to eliminate, resize, and re-position the fins. A numerical code based on conjugate heat transfer coupled enthalpy porosity approached is developed to solve Navier-Stoke and energy equation.The numerical results show that the constructal fin design has enhanced the thermal performance along with the increase in the overall volume of PCM when compared to conventional. The overall volume of PCM is found to be increased by half of total of volume of fins. The elimination and repositioning the fins at high temperature gradient from low temperature gradient is found to be vital.

Keywords: constructal theory, enthalpy porosity approach, phase change materials, fins

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Authors: U. Amin, A. Talib, S. A. Qureshi, M. J. Hossain, G. Ahmad

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The choice evaluation between oil-immersed and dry-type transformers is often controlled by cost, location, and application. This paper compares the electrical performance of liquid- filled and dry-type transformers, which will assist the customer to choose the right and efficient ones for particular applications. An accurate assessment of the time-average flux density, electric field intensity and voltage distribution in an oil-insulated and a dry-type transformer have been computed and investigated. The detailed transformer modeling and analysis has been carried out to determine electrical parameter distributions. The models of oil-immersed and dry-type transformers are developed and solved by using the finite element method (FEM) to compare the electrical parameters. The effects of non-uniform and non-coherent voltage gradient, flux density and electric field distribution on the power losses and insulation properties of transformers are studied in detail. The results show that, for the same voltage and kilo-volt-ampere (kVA) rating, oil-immersed transformers have better insulation properties and less hysteresis losses than the dry-type.

Keywords: finite element method, flux density, transformer, voltage gradient

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Authors: Saumya Srivastava, Rina Maiti

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In order to achieve a better performance of vehicle detection in a complex environment, we present an efficient approach for a multi-vehicle detection system using an adaptive sliding window technique. For a given frame, image segmentation is carried out to establish the region of interest. Gradient computation followed by thresholding, denoising, and morphological operations is performed to extract the binary search image. Near-region field and far-region field are defined to generate hypotheses using the adaptive sliding window technique on the resultant binary search image. For each vehicle candidate, features are extracted using a histogram of oriented gradients, and a pre-trained support vector machine is applied for hypothesis verification. Later, the Kalman filter is used for tracking the vanishing point. The experimental results show that the method is robust and effective on various roads and driving scenarios. The algorithm was tested on highways and urban roads in India.

Keywords: gradient, vehicle detection, histograms of oriented gradients, support vector machine

Procedia PDF Downloads 103

Authors: Joelle Fong

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Older persons are at greatest risk of becoming frail. As survival to the age of 80 and beyond continues to increase, the health and frailty of older Americans has garnered much recent attention among policy makers and healthcare administrators. This paper examines patterns in old-age frailty within a multistate actuarial model that characterizes the stochastic process of biological ageing. Using aggregate population-level U.S. mortality data, we implement a stochastic aging model to examine cohort trends and gender differences in frailty distributions for older Americans born 1865 – 1894. The stochastic ageing model, which draws from the fields of actuarial science and gerontology, is well-established in the literature. The implications for public health insurance programs are also discussed. Our results suggest that, on average, women tend to be frailer than men at older ages and reveal useful insights about the magnitude of the male-female differential at critical age points. Specifically, we note that the frailty statuses of males and females are actually quite comparable from ages 65 to 80. Beyond age 80, however, the frailty levels start to diverge considerably implying that women are moving quicker into worse states of health than men. Tracking average frailty by gender over 30 successive birth cohorts, we also find that frailty levels for both genders follow a distinct peak-and-trough pattern. For instance, frailty among 85-year old American survivors increased in years 1954-1963, decreased in years 1964-1971, and again started to increase in years 1972-1979. A number of factors may have accounted for these cohort differences including differences in cohort life histories, differences in disease prevalence, differences in lifestyle and behavior, differential access to medical advances, as well as changes in environmental risk factors over time. We conclude with a discussion on the implications of our findings on spending for long-term care programs within the broader health insurance system.

Keywords: actuarial modeling, cohort analysis, frail elderly, health

Procedia PDF Downloads 225