Search results for: daily probability model

Authors: Namwinwelbere Dabire, Eugene C. Ezin, Adandedji M. Firmin

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The prediction of hydrological flows (rainfall-depth or rainfall-discharge) is becoming increasingly important in the management of hydrological risks such as floods. In this study, the Long Short-Term Memory (LSTM) network, a state-of-the-art algorithm dedicated to time series, is applied to predict the daily water level of Nokoue Lake in Benin. This paper aims to provide an effective and reliable method enable of reproducing the future daily water level of Nokoue Lake, which is influenced by a combination of two phenomena: rainfall and river flow (runoff from the Ouémé River, the Sô River, the Porto-Novo lagoon, and the Atlantic Ocean). Performance analysis based on the forecasting horizon indicates that LSTM can predict the water level of Nokoué Lake up to a forecast horizon of t+10 days. Performance metrics such as Root Mean Square Error (RMSE), coefficient of correlation (R²), Nash-Sutcliffe Efficiency (NSE), and Mean Absolute Error (MAE) agree on a forecast horizon of up to t+3 days. The values of these metrics remain stable for forecast horizons of t+1 days, t+2 days, and t+3 days. The values of R² and NSE are greater than 0.97 during the training and testing phases in the Nokoué Lake basin. Based on the evaluation indices used to assess the model's performance for the appropriate forecast horizon of water level in the Nokoué Lake basin, the forecast horizon of t+3 days is chosen for predicting future daily water levels.

Keywords: forecasting, long short-term memory cell, recurrent artificial neural network, Nokoué lake

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Authors: Sabyasachi Biswas, Indrajit Ghosh

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The random and heterogeneous behavior of vehicles in India puts up a greater challenge for researchers. Stop-and-go modeling at signalized intersections under heterogeneous traffic conditions has remained one of the most sought-after fields. Vehicles are often caught up in the dilemma zone and are unable to take quick decisions whether to stop or cross the intersection. This hampers the traffic movement and may lead to accidents. The purpose of this work is to develop a stop and go prediction model that depicts the drivers’ decision during the yellow time at signalised intersections. To accomplish this, certain traffic parameters were taken into account to develop surrogate model. This research investigated the Stop and Go behavior of the drivers by collecting data from 4-signalized intersections located in two major Indian cities. Model was developed to predict the drivers’ decision making during the yellow phase of the traffic signal. The parameters used for modeling included distance to stop line, time to stop line, speed, and length of the vehicle. A Kriging base surrogate model has been developed to investigate the drivers’ decision-making behavior in amber phase. It is observed that the proposed approach yields a highly accurate result (97.4 percent) by Gaussian function. It was observed that the accuracy for the crossing probability was 95.45, 90.9 and 86.36.11 percent respectively as predicted by the Kriging models with Gaussian, Exponential and Linear functions.

Keywords: decision-making decision, dilemma zone, surrogate model, Kriging

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Authors: Ainura Tursunalieva, Irene Hudson

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Continuous improvement of both the quality and safety of health care is an important goal in Australia and internationally. The intensive care unit (ICU) receives patients with a wide variety of and severity of illnesses. Accurately identifying patients at risk of developing complications or dying is crucial to increasing healthcare efficiency. Thus, it is essential for clinicians and researchers to have a robust framework capable of evaluating the risk profile of a patient. ICU scoring systems provide such a framework. The Acute Physiology and Chronic Health Evaluation III and the Simplified Acute Physiology Score II are ICU scoring systems frequently used for assessing the severity of acute illness. These scoring systems collect multiple risk factors for each patient including physiological measurements then render the assessment outcomes of individual risk factors into a single numerical value. A higher score is related to a more severe patient condition. Furthermore, the Mortality Probability Model II uses logistic regression based on independent risk factors to predict a patient’s probability of mortality. An important overlooked limitation of SAPS II and MPM II is that they do not, to date, include interaction terms between a patient’s vital signs. This is a prominent oversight as it is likely there is an interplay among vital signs. The co-existence of certain conditions may pose a greater health risk than when these conditions exist independently. One barrier to including such interaction terms in predictive models is the dimensionality issue as it becomes difficult to use variable selection. We propose an innovative scoring system which takes into account a dependence structure among patient’s vital signs, such as systolic and diastolic blood pressures, heart rate, pulse interval, and peripheral oxygen saturation. Copulas will capture the dependence among normally distributed and skewed variables as some of the vital sign distributions are skewed. The estimated dependence parameter will then be incorporated into the traditional scoring systems to adjust the points allocated for the individual vital sign measurements. The same dependence parameter will also be used to create an alternative copula-based model for predicting a patient’s probability of mortality. The new copula-based approach will accommodate not only a patient’s trajectories of vital signs but also the joint dependence probabilities among the vital signs. We hypothesise that this approach will produce more stable assessments and lead to more time efficient and accurate predictions. We will use two data sets: (1) 250 ICU patients admitted once to the Chui Regional Hospital (Kyrgyzstan) and (2) 37 ICU patients’ agitation-sedation profiles collected by the Hunter Medical Research Institute (Australia). Both the traditional scoring approach and our copula-based approach will be evaluated using the Brier score to indicate overall model performance, the concordance (or c) statistic to indicate the discriminative ability (or area under the receiver operating characteristic (ROC) curve), and goodness-of-fit statistics for calibration. We will also report discrimination and calibration values and establish visualization of the copulas and high dimensional regions of risk interrelating two or three vital signs in so-called higher dimensional ROCs.

Keywords: copula, intensive unit scoring system, ROC curves, vital sign dependence

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Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

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Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: synthetic collateralized debt obligation (CDO), credit default swap (CDS), cash flow optimization, probability of default, default correlation, strategies, simulation, simplex

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Authors: Khandoker Akib Mohammad

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While analyzing time-to-event data, it is possible that a certain fraction of subjects will never experience the event of interest, and they are said to be cured. When this feature of survival models is taken into account, the models are commonly referred to as cure models. In the presence of covariates, the conditional survival function of the population can be modelled by using the cure model, which depends on the probability of being uncured (incidence) and the conditional survival function of the uncured subjects (latency), and a combination of logistic regression and Cox proportional hazards (PH) regression is used to model the incidence and latency respectively. In this paper, we have shown the asymptotic normality of the profile likelihood estimator via asymptotic expansion of the profile likelihood and obtain the explicit form of the variance estimator with an implicit function in the profile likelihood. We have also shown the efficient score function based on projection theory and the profile likelihood score function are equal. Our contribution in this paper is that we have expressed the efficient information matrix as the variance of the profile likelihood score function. A simulation study suggests that the estimated standard errors from bootstrap samples (SMCURE package) and the profile likelihood score function (our approach) are providing similar and comparable results. The numerical result of our proposed method is also shown by using the melanoma data from SMCURE R-package, and we compare the results with the output obtained from the SMCURE package.

Keywords: Cox PH model, cure model, efficient score function, EM algorithm, implicit function, profile likelihood

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Authors: Sanjay Kumar Parjapati, Ajai Jain

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This paper presents optimization of makespan for ‘n’ jobs and ‘m’ machines flexible job shop scheduling problem with sequence dependent setup time using genetic algorithm (GA) approach. A restart scheme has also been applied to prevent the premature convergence. Two case studies are taken into consideration. Results are obtained by considering crossover probability (pc = 0.85) and mutation probability (pm = 0.15). Five simulation runs for each case study are taken and minimum value among them is taken as optimal makespan. Results indicate that optimal makespan can be achieved with more than one sequence of jobs in a production order.

Keywords: flexible job shop, genetic algorithm, makespan, sequence dependent setup times

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Authors: Niveen M. Hassan-Abbas

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The COVID-19 pandemic created a range of stressors, among them difficulties related to work conditions, financial changes, lack of childcare, and confinement or isolation due to social distancing. Among families and married individuals, these stressors were often expressed in additional daily hassles, with an influence on mental health. This study examined two moderated mediation models based on Bodenmann’s systemic-transactional stress model. Specifically, the models tested the hypothesis that intra-dyadic stress mediates the association between extra-dyadic stress and mental health, while two measures of family functioning, cohesion, and flexibility, moderate the relationship between extra and intra-dyadic stress. Participants were 480 heterosexual married Palestinians from Israel who completed self-report questionnaires. The results showed partial mediation patterns supporting both models, indicating that family cohesion and flexibility weakened the mediating effect of intra-dyadic stress on the relationship between extra-dyadic stress and mental health. These findings increase our understanding of the variables that affected mental health during the pandemic and suggested that when faced with extra-dyadic stress, married individuals with good family environments are less likely to experience high levels of intra-dyadic stress, which is in turn associated with preserved mental health. Limitations and implications for planning interventions for couples and families during the pandemic are discussed.

Keywords: Palestinian families in Israel, COVID-19 pandemic, family cohesion and flexibility, extra-dyadic stress, intra-dyadic stress, mental health

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Authors: Darrol Stanley, Levan Efremidze, Jannie Rossouw

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We investigate the predictability of the USD/ZAR (South African Rand) exchange rate with sample entropy analytics for the period of 2004-2015. We calculate sample entropy based on the daily data of the exchange rate and conduct empirical implementation of several market timing rules based on these entropy signals. The dynamic investment portfolio based on entropy signals produces better risk adjusted performance than a buy and hold strategy. The returns are estimated on the portfolio values in U.S. dollars. These results are preliminary and do not yet account for reasonable transactions costs, although these are very small in currency markets.

Keywords: currency trading, entropy, market timing, risk factor model

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Authors: Chatrabhuti Pipop, Visessri Supattra, Charinpanitkul Tawatchai

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Durian is one of the top agricultural products exported by Thailand. There is the massive market potential for the durian industry. While the global demand for Thai durians, especially the demand from China, is very high, Thailand's durian supply is far from satisfying strong demand. Poor agricultural practices result in low yields and poor quality of fruit. Most irrigation systems currently used by the farmers are fixed schedule or fixed rates that ignore actual weather conditions and crop water requirements. In addition, the technologies emerging are too difficult and complex and prices are too high for the farmers to adopt and afford. Many farmers leave the durian trees to grow naturally. With improper irrigation and nutrient management system, durians are vulnerable to a variety of issues, including stunted growth, not flowering, diseases, and death. Technical development or research for durian is much needed to support the wellbeing of the farmers and the economic development of the country. However, there are a limited number of studies or development projects for durian because durian is a perennial crop requiring a long time to obtain the results to report. This study, therefore, aims to address the problem of durian production by developing an autonomous and precision irrigation system. The system is designed and equipped with an industrial programmable controller, a weather station, and a digital flow meter. Daily water requirements are computed based on weather data such as rainfall and evapotranspiration for daily irrigation with variable flow rates. A prediction model is also designed as a part of the system to enhance the irrigation schedule. Before the system was installed in the field, a simulation model was built and tested in a laboratory setting to ensure its accuracy. Water consumption was measured daily before and after the experiment for further analysis. With this system, the crop water requirement is precisely estimated and optimized based on the data from the weather station. Durian will be irrigated at the right amount and at the right time, offering the opportunity for higher yield and higher income to the farmers.

Keywords: Durian, precision irrigation, precision agriculture, smart farm

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Authors: M. Marsadek, A. Mohamed

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Power system security analysis is the most time demanding process due to large number of possible contingencies that need to be analyzed.  In a power system, any contingency resulting in security violation such as line overload or low voltage may occur for a number of reasons at any time.  To efficiently rank a contingency, both probability and the extent of security violation must be considered so as not to underestimate the risk associated with the contingency. This paper proposed a contingency ranking method that take into account the probabilistic nature of power system and the severity of contingency by using a newly developed method based on risk factor.  The proposed technique is implemented on IEEE 24-bus system.

Keywords: line overload, low voltage, probability, risk factor, severity

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Authors: C. C. Okafor, T. M. Ezeh

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The effect of addition of sweet potato leaves in replacement of wheat offal in the production of broiler chicks feed was studied. 72 day-old marshal strain chicks were used and brooded for two weeks with a normal commercial feed in Nigeria called top feed and weighed separately at the end of the two weeks, complete randomized design (CRD) was used. The weighed broiler chicks were randomly allocated to four dietary treatments. Each treatment was replicated to twice with eighteen birds per replicate. The four dietary treatment identified as T1, T2, T3 and T4. T1 served as control diet with 21% crude protein content, while T2 was prepared with Enzyme and in T3 and T4, wheat offal was replaced with sweet potato leaves and in T4 with inclusion of enzyme. Growth performance was studied using the following daily feed intake, daily weight gain and feed efficiency. The result in daily weight gain showed that chicks fed with T2 feed had the highest weight gain (93.75) while chicks fed with T3 had the least weight gain of (34.5 gm). In daily feed intake chicks fed with T4 fed more (53.06 gm) than chicks fed with T2 (51.08 gm). In feed efficiency T3 had the highest value of 30% while the T2 had the least efficiency of 22%. There was no significant difference (P≥ 0.05) in all the three parameter tested. Sweet potato leaves can replace wheat offal in broiler feed production without any adverse effect on the growth performance.

Keywords: broiler, diet, dietary, potato leaves, wheat offal

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Authors: Suhera M. Aburawi, Habiba A. El Jaafari, Soad A. Treesh, Abdulssalam M. Abu-Aisha, Faisal S. Alwaer, Reda A. Eltubuly, Medeha Elghedamsi

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Introduction: Infertility is a source of psychological, and sometimes social, stress on parents who desire to have children. Formaldehyde is used chiefly as disinfectant, preservative and in the chemical synthesis. The medical uses of formaldehyde are limited, but focused especially on laboratory use. Selenium is an essential trace mineral element for human; it is essential for sperm function and male fertility. Selenium deficiency has been linked to reproductive problems in animals. Objectives: To investigate the prophylactic and curative effect of selenium on male infertility induced by formaldehyde using male albino mice. Method: Forty male albino mice were used, weight 25-30 gm. Five groups of male mice (n=8) were used. Group 1 was daily administered water for injection (5ml/kg) for five days, group 2 was daily administered selenium (100 μg/kg) for five days, group 3 was daily administered formaldehyde (30mg/kg) for five days, group 4 (prophylaxis) was daily administered a combination of formaldehyde and selenium for five days, while group 5 (curative) was daily administered formaldehyde for five days followed by daily administration of selenium for the next five days. Intraperitoneal administration was adopted. At the end of the administration, seminal fluid was collected from vas deferens. Sperm count, morphology and motility were scored; histopathological screening of genital system was carried out. SPSS was applied for comparing groups. Results and conclusion: It was found that formaldehyde toxicity did not change the sperm count and percentage of motile sperm; unhealthy sperm was increased, while healthy sperm was decreased. Formaldehyde produces degeneration/damage to the male mice genital system. Selenium alone produce an increase in sperm count, volume of seminal fluid and the percentage of motile sperm. Selenium has prophylactic and curative effects against formaldehyde-induce genital system toxicity. Future work is recommended to find out if selenium protective effect is through antioxidant or other mechanisms.

Keywords: infertility, formaldehyde, selenium, male mice

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Authors: Alebachew Halefom, Navsal Kumar, Arunava Poddar

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The purpose of this work is to specify the parameter values, the base flow index (BFI), and to rank the methods that should be used for base flow separation. Three different digital graphical approaches are chosen and used in this study for the purpose of comparison. The daily time series discharge data were collected from the site for a period of 30 years (1986 up to 2015) and were used to evaluate the algorithms. In order to separate the base flow and the surface runoff, daily recorded streamflow (m³/s) data were used to calibrate procedures and get parameter values for the basin. Additionally, the performance of the model was assessed by the use of the standard error (SE), the coefficient of determination (R²), and the flow duration curve (FDC) and baseflow indexes. The findings indicate that, in general, each strategy can be used worldwide to differentiate base flow; however, the Sliding Interval Method (SIM) performs significantly better than the other two techniques in this basin. The average base flow index was calculated to be 0.72 using the local minimum method, 0.76 using the fixed interval method, and 0.78 using the sliding interval method, respectively.

Keywords: baseflow index, digital graphical methods, streamflow, Emba Madre Watershed

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Authors: A. L. Agarwal, D. A. Mahajan

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Construction industry tumbled along with other industry/sectors during recent economic crash. Construction business could not regain thereafter and still pass through slowdown phase, resulted many real estate as well as infrastructure projects not completed on schedule and within budget. There are many theories, tools, techniques with software packages available in the market to analyze construction schedule. This study focuses on the construction project schedule and uncertainties associated with construction activities. The infrastructure construction project has been considered for the analysis of uncertainty on project activities affecting project duration and analysis is done using @RISK software. Different simulation results arising from three probability distribution functions are compiled to benefit construction project managers to plan more realistic schedule of various construction activities as well as project completion to document in the contract and avoid compensations or claims arising out of missing the planned schedule.

Keywords: construction project, distributions, project schedule, uncertainty

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Authors: Hamdi Amroun, Yacine Benziani, Mehdi Ammi

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In this paper, we propose an approach of detecting the behavior of the viewers of a TV program in a non-controlled environment. The experiment we propose is based on the use of three types of connected objects (smartphone, smart watch, and a connected remote control). 23 participants were observed while watching their TV programs during three phases: before, during and after watching a TV program. Their behaviors were detected using an approach based on The Dempster Shafer Theory (DST) in two phases. The first phase is to approximate dynamically the mass functions using an approach based on the correlation coefficient. The second phase is to calculate the approximate mass functions. To approximate the mass functions, two approaches have been tested: the first approach was to divide each features data space into cells; each one has a specific probability distribution over the behaviors. The probability distributions were computed statistically (estimated by empirical distribution). The second approach was to predict the TV-viewing behaviors through the use of classifiers algorithms and add uncertainty to the prediction based on the uncertainty of the model. Results showed that mixing the fusion rule with the computation of the initial approximate mass functions using a classifier led to an overall of 96%, 95% and 96% success rate for the first, second and third TV-viewing phase respectively. The results were also compared to those found in the literature. This study aims to anticipate certain actions in order to maintain the attention of TV viewers towards the proposed TV programs with usual connected objects, taking into account the various uncertainties that can be generated.

Keywords: Iot, TV-viewing behaviors identification, automatic classification, unconstrained environment

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Authors: Shutchapol Chopvitayakun

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Nowadays, especially for the last 5 years, mobile devices, mobile applications and mobile users, through the deployment of wireless communication and mobile phone cellular network, all these components are growing significantly bigger and stronger. They are being integrated into each other to create multiple purposes and pervasive deployments into every business and non-business sector such as education, medicine, traveling, finance, real estate and many more. Objective of this study was to develop a mobile application for seniors or last-year students who enroll the internship program at each tertiary school (undergraduate school) and do onsite practice at real field sties, real organizations and real workspaces. During the internship session, all students as the interns are required to exercise, drilling and training onsite with specific locations and specific tasks or may be some assignments from their supervisor. Their work spaces are both private and government corporates and enterprises. This mobile application is developed under schema of a transactional processing system that enables users to keep daily work or practice log, monitor true working locations and ability to follow daily tasks of each trainee. Moreover, it provides useful guidance from each intern’s advisor, in case of emergency. Finally, it can summarize all transactional data then calculate each internship cumulated hours from the field practice session for each individual intern.

Keywords: internship, mobile application, Android OS, smart phone devices, mobile transactional processing system, guidance and monitoring, tertiary education, senior students, model view controller (MVC)

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Authors: Kavita Bodke

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Structural health monitoring (SHM) is experiencing growth, necessitating the development of distinct methodologies to address its expanding scope effectively. In this study, we developed automatic structure damage identification, which incorporates three unique types of a building’s structural integrity. The first pertains to the presence of fractures within the structure, the second relates to the issue of dampness within the structure, and the third involves corrosion inside the structure. This study employs image classification techniques to discern between intact and impaired structures within structural data. The aim of this research is to find automatic damage detection with the probability of each damage class being present in one image. Based on this probability, we know which class has a higher probability or is more affected than the other classes. Utilizing photographs captured by a mobile camera serves as the input for an image classification system. Image classification was employed in our study to perform multi-class and multi-label classification. The objective was to categorize structural data based on the presence of cracks, moisture, and corrosion. In the context of multi-class image classification, our study employed three distinct methodologies: Random Forest, Multilayer Perceptron, and CNN. For the task of multi-label image classification, the models employed were Rasnet, Xceptionet, and Inception.

Keywords: SHM, CNN, deep learning, multi-class classification, multi-label classification

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Authors: Dolly Kumari, H. Lhungdim

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Maternal health is one of the crucial health indicators for any country. 5th goal of Millennium Development Goals is also emphasising on improvement of maternal health. Soon after Independence government of India realizing the importance of maternal and child health care services, and took steps to strengthen in 1st and 2nd five year plans. In past decade the other health indicator which is life expectancy at birth has been observed remarkable improvement. But still maternal mortality is high in India and in some states it is observe much higher than national average. Government of India pour lots of fund and initiate National Rural Health Mission (NRHM) in 2005 to improve maternal health in country by providing affordable and accessible health care services. Accredited Social Heath Activist (ASHA) is one of the key components of the NRHM. Mainly ASHAs are selected female aged 25-45 years from village itself and accountable for the monitoring of maternal health care for the same village. ASHA are trained to works as an interface between the community and public health system. This study tries to assess the role of ASHA in utilizing maternal health care services and to see the level of awareness about benefits given under JSY scheme and utilization of those benefits by eligible women. For the study concurrent evaluation data from National Rural health Mission (NRHM), initiated by government of India in 2005 has been used. This study is based on 78205 currently married women from 70 different districts of India. Descriptive statistics, chi2 test and binary logistic regression have been used for analysis. The probability of institutional delivery increases by 2.03 times (p<0.001) while if ASHA arranged or helped in arranging transport facility the probability of institutional delivery is increased by 1.67 times (p<0.01) than if she is not arranging transport facility. Further if ASHA facilitated to get JSY card to the pregnant women probability of going for full ANC is increases by 1.36 times (p<0.05) than reference. However if ASHA discuses about institutional delivery and approaches to get register than probability of getting TT injection is 1.88 and 1.64 times (p<0.01) higher than that if she did not discus. Further, Probability of benefits from JSY schemes is 1.25 times (p<0.001) higher among women who get married after 18 years. The probability of benefits from JSY schemes is 1.25 times (p<0.001) higher among women who get married after 18 year of age than before 18 years, it is also 1.28 times (p<0.001) and 1.32 times (p<0.001) higher among women have 1 to 8 year of schooling and with 9 and above years of schooling respectively than the women who never attended school. Those women who are working have 1.13 times (p<0.001) higher probability of getting benefits from JSY scheme than not working women. Surprisingly women belongs to wealthiest quintile are .53times (P<0.001) less aware about JSY scheme. Results conclude that work done by ASHA has great influence on maternal health care utilization in India. But results also show that still substantial numbers of needed population are far from utilization of these services. Place of delivery is significantly influenced by referral and transport facility arranged by ASHA.

Keywords: institutional delivery, JSY beneficiaries, referral faculty, public health

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Authors: José de Jesús Rivero Oliva, Jesús Salomón Llanes, Manuel Perdomo Ojeda, Antonio Torres Valle

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Combinatorial explosion is a common problem to both predominant methods for solving fault trees: Minimal Cut Set (MCS) approach and Binary Decision Diagram (BDD). High memory consumption impedes the complete solution of very complex fault trees. Only approximated non-conservative solutions are possible in these cases using truncation or other simplification techniques. The paper proposes a method (CSolv+) for solving complex fault trees, without any possibility of combinatorial explosion. Each individual MCS is immediately discarded after its contribution to the basic events importance measures and the Top gate Upper Bound Probability (TUBP) has been accounted. An estimation of the Top gate Exact Probability (TEP) is also provided. Therefore, running in a computer cluster, CSolv+ will guarantee the complete solution of complex fault trees. It was successfully applied to 40 fault trees from the Aralia fault trees database, performing the evaluation of the top gate probability, the 1000 Significant MCSs (SMCS), and the Fussell-Vesely, RRW and RAW importance measures for all basic events. The high complexity fault tree nus9601 was solved with truncation probabilities from 10-²¹ to 10-²⁷ just to limit the execution time. The solution corresponding to 10-²⁷ evaluated 3.530.592.796 MCSs in 3 hours and 15 minutes.

Keywords: system reliability analysis, probabilistic risk assessment, fault tree analysis, basic events importance measures

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Authors: Rashmi Gupta

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Rewarding stimuli capture attention involuntarily as a result of an association process that develops quickly during value learning, referred to as the reward or value-driven attentional capture. It is essential to compare reward with punishment processing to get a full picture of value-based modulation in visual attention processing. Hence, the present study manipulated both valence/value (reward as well as punishment) and motivational salience (probability of an outcome: high vs. low) together. Series of experiments were conducted, and there were two phases in each experiment. In phase 1, participants were required to learn to associate specific face stimuli with a high or low probability of winning or losing points. In the second phase, these conditioned stimuli then served as a distractor or prime in a speeded letter search task. Faces with high versus low outcome probability, regardless of valence, slowed the search for targets (specifically the left visual field target) and suggesting that the costs to performance on non-emotional cognitive tasks were only driven by motivational salience (high vs. loss) associated with the stimuli rather than the valence (gain vs. loss). It also suggests that the processing of motivationally salient stimuli is right-hemisphere biased. Together, results of these studies strengthen the notion that our visual attention system is more sensitive to affected by motivational saliency rather than valence, which termed here as motivational-driven attentional capture.

Keywords: attention, distractors, motivational salience, valence

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Authors: Abdulbaset Saad, Adel Younis, Zuomin Dong

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For design optimization with high-dimensional expensive problems, an effective and efficient optimization methodology is desired. This work proposes a series of modification to the Differential Evolution (DE) algorithm for solving computation Intensive Black-Box Problems. The proposed methodology is called Radial Basis Meta-Model Algorithm Assisted Differential Evolutionary (RBF-DE), which is a global optimization algorithm based on the meta-modeling techniques. A meta-modeling assisted DE is proposed to solve computationally expensive optimization problems. The Radial Basis Function (RBF) model is used as a surrogate model to approximate the expensive objective function, while DE employs a mechanism to dynamically select the best performing combination of parameters such as differential rate, cross over probability, and population size. The proposed algorithm is tested on benchmark functions and real life practical applications and problems. The test results demonstrate that the proposed algorithm is promising and performs well compared to other optimization algorithms. The proposed algorithm is capable of converging to acceptable and good solutions in terms of accuracy, number of evaluations, and time needed to converge.

Keywords: differential evolution, engineering design, expensive computations, meta-modeling, radial basis function, optimization

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Authors: Patarapan Odton

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This study investigates demographic and socio-economic factors of breastfeeding practice, including exclusively breastfeeding among children in Thailand using the Multiple Indicator Cluster Survey (MICS3 and MICS4). Logistic regression models were used to examine the determinants of initial breastfeeding, exclusively breastfeeding, and predominant breastfeeding, using data from women and children section of the survey. For initial breastfeeding, women live in rural area were more likely to start breastfeeding within one day of birth rather than who live in urban area in both round of the surveys. In year 2012, there were significantly higher probabilities of women in rural area started breastfeeding within one hour of birth compare to urban area. Women in southern Thailand have higher probabilities of start breastfeeding within one hour and one day than women in Bangkok and central region. During the year 2005-2006, children aged less than 5 years old lived in rural area have been breastfed higher than children in urban area. Children live in the northeast region were more likely to have been breastfed than the other regions. Only the second wealth quintile group was significant higher probability of ever been breastfed than the poorest group. The findings in the second round of the survey are different from the year 2005-06. In 2012, there was no difference in probability of ever been breastfed among children live in urban and rural area, children in Bangkok and central region were less probability of ever been breastfed than the others.

Keywords: Breastfeeding, Exclusive Breastfeeding, Predominant Breastfeeding, Urban-Rural Difference

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Authors: Ivan Balachin, Geanette Polanco, Jiang Xingliang, Hu Qin

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The problem of global warming raised up interest towards renewable energy sources. To reduce cost of wind energy is a challenge. Before building of wind park conditions such as: average wind speed, direction, time for each wind, probability of icing, must be considered in the design phase. Operation values used on the setting of control systems also will depend on mentioned variables. Here it is proposed a procedure to be include in the evaluation of the performance of a wind turbine, based on the amplitude of wind changes, the number of changes and their duration. A generic study case based on actual data is presented. Data analysing techniques were applied to model the power required for yaw system based on amplitude and data amount of wind changes. A theoretical model between time, amplitude of wind changes and angular speed of nacelle rotation was identified.

Keywords: field data processing, regression determination, wind turbine performance, wind turbine placing, yaw system losses

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Authors: Kathaleeya Chanda, Panupong Chanplin, Suppara Charoenpoom

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This purposes of the development of creative instruction model through digital media are to: 1) enable learners to learn from instruction media application; 2) help learners implementing instruction media correctly and appropriately; and 3) facilitate learners to apply technology for searching information and practicing skills to implement technology creatively. The sample group consists of 130 cases of secondary students studying in Bo Kluea School, Bo Kluea Nuea Sub-district, Bo Kluea District, Nan Province. The probability sampling was selected through the simple random sampling and the statistics used in this research are percentage, mean, standard deviation and one group pretest – posttest design. The findings are summarized as follows: The congruence index of instruction media for occupation and technology subjects is appropriate. By comparing between learning achievements before implementing the instruction media and learning achievements after implementing the instruction media, it is found that the posttest achievements are higher than the pretest achievements with statistical significance at the level of .05. For the learning achievements from instruction media implementation, pretest mean is 16.24 while posttest mean is 26.28. Besides, pretest and posttest results are compared and differences of mean are tested, the test results show that the posttest achievements are higher than the pretest achievements with statistical significance at the level of .05. This can be interpreted that the learners achieve better learning progress.

Keywords: teaching learning model, digital media, creative instruction model, Bo Kluea school

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Authors: Manoel Pereira, Alvaro Veiga, Camila Epprecht, Renato Costa

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This paper introduces an empirical version of the Esscher transform for risk-neutral option pricing. Traditional parametric methods require the formulation of an explicit risk-neutral model and are operational only for a few probability distributions for the returns of the underlying. In our proposal, we make only mild assumptions on the pricing kernel and there is no need for the formulation of the risk-neutral model for the returns. First, we simulate sample paths for the returns under the physical distribution. Then, based on the empirical Esscher transform, the sample is reweighted, giving rise to a risk-neutralized sample from which derivative prices can be obtained by a weighted sum of the options pay-offs in each path. We compare our proposal with some traditional parametric pricing methods in four experiments with artificial and real data.

Keywords: esscher transform, generalized autoregressive Conditional Heteroscedastic (GARCH), nonparametric option pricing

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Authors: Behnaz Moradijamei, Michael Higgins

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Identifying community structure is a critical task in analyzing social media data sets often modeled by networks. Statistical models such as the stochastic block model have proven to explain the structure of communities in real-world network data. In this work, we develop a goodness-of-fit test to examine community structure's existence by using a distinguishing property in networks: cyclic structures are more prevalent within communities than across them. To better understand how communities are shaped by the cyclic structure of the network rather than just the number of edges, we introduce a novel method for deciding on the existence of communities. We utilize these structures by using renewal non-backtracking random walk (RNBRW) to the existing goodness-of-fit test. RNBRW is an important variant of random walk in which the walk is prohibited from returning back to a node in exactly two steps and terminates and restarts once it completes a cycle. We investigate the use of RNBRW to improve the performance of existing goodness-of-fit tests for community detection algorithms based on the spectral properties of the adjacency matrix. Our proposed test on community structure is based on the probability distribution of eigenvalues of the normalized retracing probability matrix derived by RNBRW. We attempt to make the best use of asymptotic results on such a distribution when there is no community structure, i.e., asymptotic distribution under the null hypothesis. Moreover, we provide a theoretical foundation for our statistic by obtaining the true mean and a tight lower bound for RNBRW edge weights variance.

Keywords: hypothesis testing, RNBRW, network inference, community structure

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Authors: Yih-Wenn Laih

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In recent times, the dependence and co-movement among international financial markets have become stronger than in the past, as evidenced by commentaries in the news media and the financial sections of newspapers. Studying the co-movement between returns in financial markets is an important issue for portfolio management and risk management. The realization of co-movement helps investors to identify the opportunities for international portfolio management in terms of asset allocation and pricing. Since the election of the new Prime Minister, Shinzo Abe, in November 2012, the yen has weakened against the US dollar from the 80 to the 120 level. The policies, known as “Abenomics,” are to encourage private investment through a more aggressive mix of monetary and fiscal policy. Given the close economic relations and competitions among Asia markets, it is interesting to discover the co-movement relations, affected by the depreciation of yen, between stock market of Japan and 5 major Asia stock markets, including China, Hong Kong, Korea, Singapore, and Taiwan. Specifically, we devote ourselves to measure the co-movement of stock markets between Japan and each one of the 5 Asia stock markets in terms of rank correlation coefficients. To compute the coefficients, return series of each stock market is first fitted by a skewed-t GARCH (generalized autoregressive conditional heteroscedasticity) model. Secondly, to measure the dependence structure between matched stock markets, we employ the symmetrized Joe-Clayton (SJC) copula to calculate the probability density function of paired skewed-t distributions. The joint probability density function is then utilized as the scoring scheme to optimize the sequence alignment by dynamic programming method. Finally, we compute the rank correlation coefficients (Kendall's  and Spearman's ) between matched stock markets based on their aligned sequences. We collect empirical data of 6 stock indexes from Taiwan Economic Journal. The data is sampled at a daily frequency covering the period from January 1, 2013 to July 31, 2015. The empirical distributions of returns indicate fatter tails than the normal distribution. Therefore, the skewed-t distribution and SJC copula are appropriate for characterizing the data. According to the computed Kendall’s τ, Korea has the strongest co-movement relation with Japan, followed by Taiwan, China, and Singapore; the weakest is Hong Kong. On the other hand, the Spearman’s ρ reveals that the strength of co-movement between markets with Japan in decreasing order are Korea, China, Taiwan, Singapore, and Hong Kong. We explore the effects of “Abenomics” on Asia stock markets by measuring the co-movement relation between Japan and five major Asia stock markets in terms of rank correlation coefficients. The matched markets are aligned by a hybrid method consisting of GARCH, copula and sequence alignment. Empirical experiments indicate that Korea has the strongest co-movement relation with Japan. The strength of China and Taiwan are better than Singapore. The Hong Kong market has the weakest co-movement relation with Japan.

Keywords: co-movement, depreciation of Yen, rank correlation, stock market

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Authors: Vera Jancurova

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The financial theory is dominated by the believe that weekday effect has disappeared from current markets. The purpose of this article is to study anomalies, especially weekday effect, at real markets that disrupt the efficiency of financial markets. The research is based on the analyses of historical daily exchange rates of significant world indices to determine the presence of weekday effects on financial markets. The methodology used for the study is based on the analyzes of daily averages of particular indexes for different time periods. Average daily gains were analyzed for their whole time interval and then for particular five and ten years periods with the aim to detect the presence on current financial markets. The results confirm the presence of weekday effect at the most significant indices - for example: Nasdaq, S & P 500, FTSE 100 and the Hang Seng. It was confirmed that in the last ten years, the weekend effect disappeared from financial markets. However in last year’s the indicators show that weekday effect is coming back. The study shows that weekday effect has to be taken into consideration on financial markets, especially in the past years.

Keywords: indices, anomalies, behavioral finance, weekday effect

Procedia PDF Downloads 339

Authors: Ann Enright

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More than ever, animal shelters need to identify ways to reduce the number of animals entering shelter facilities and the incidence of euthanasia. Managing animal overpopulation using euthanasia can have detrimental health and emotional consequences for the shelter staff involved. There are also community expectations with moral and financial implications to consider. To achieve the goals of reducing animal intake and the incidence of euthanasia, shelter best practice involves combining programs, procedures and partnerships to increase live release rates (LRR), reduce the incidence of disease, length of stay (LOS) and shelter intake whilst overall remaining financially viable. Analysing daily processes, tracking outcomes and implementing simple strategies enabled shelter staff to more effectively focus their efforts and achieve amazing results. The objective of this retrospective study was to assess the effect of implementing the capacity for care (C4C) management model. Data focusing on the average daily number of animals on site for a two year period (2016 – 2017) was exported from a shelter management system, Customer Logic (CL) Vet to Excel for manipulation and comparison. Following the implementation of C4C practices the average daily number of animals on site was reduced by >50%, (2016 average 103 compared to 2017 average 49), average LOS reduced by 50% from 8 weeks to 4 weeks and incidence of disease reduced from ≥ 70% to less than 2% of the cats on site at the completion of the study. The total number of stray cats entering the shelter due to council contracts reduced by 50% (486 to 248). Improved cat outcomes were attributed to strategies that increased adoptions and reduced euthanasia of poorly socialized cats, including foster programs. To continue to achieve improvements in LRR and LOS, strategies to decrease intake further would be beneficial, for example, targeted sterilisation programs. In conclusion, the study highlighted the benefits of using C4C as a management tool, delivering a significant reduction in animal intake and euthanasia with positive emotional, financial and community outcomes.

Keywords: animal welfare, capacity for care, cat, euthanasia, length of stay, managed intake, shelter

Procedia PDF Downloads 139

Authors: Pymaneh Bairami Rad

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The present work was planned with the aim to study the histological changes that might occur in the sciatic nerve of adult male albino rat following antimony trioxide exposure and to throw more light on the protective role of vitamin "E" on the peripheral neurotoxicity induced by this environmental toxin Sixty adult male albino rats, weighing 183 - 235 grams, were utilized in this work. The animals were divided into 3 groups; each of 20 rats: animals of group I served as control, animals of group II received antimony trioxide daily for 12 successive weeks , animals of group III received antimony trioxide and vitamin "E" daily for the same duration. Antimony trioxide was given in a daily dose of 500 mg/ kg body weight which represents 1/40 of the known LD50 and vitamin "E" was administered in a daily dose of 300 mg/kg body weight. Both antimony trioxide and vitamin "E" were given to the animals by gastric intubation. This research revealed many histological changes in the sciatic nerve, following exposure to antimony trioxide, including Wallerian degeneration in most myelinated nerve fibers with pleomorphic destruction, fragmentation, loss of normal lamination and rupture of myelin sheaths. The axoplasms of these nerve fibers were irregular, degenerated and contained myelin fragments with loss of neurofibrils. Obvious increase in endoneurium was also observed. Concomitant administration of vitamin "E" with antimony trioxide resulted in marked improvement in the histological changes observed in the sciatic nerve.

Keywords: neurotoxicity, antimony, vitamin e, anatomy, histology

Procedia PDF Downloads 436