Search results for: asymptotic variance
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1260

Search results for: asymptotic variance

900 Study of Tribological Behaviour of Al6061/Silicon Carbide/Graphite Hybrid Metal Matrix Composite Using Taguchi's Techniques

Authors: Mohamed Zakaulla, A. R. Anwar Khan

Abstract:

Al6061 alloy base matrix, reinforced with particles of silicon carbide (10 wt %) and Graphite powder (1wt%), known as hybrid composites have been fabricated by liquid metallurgy route (stir casting technique) and optimized at different parameters like applied load, sliding speed and sliding distance by taguchi method. A plan of experiment generated through taguchi technique was used to perform experiments based on L27 orthogonal array. The developed ANOVA and regression equations are used to find the optimum coefficient of friction and wear under the influence of applied load, sliding speed and sliding distance. On the basis of “smaller the best” the dry sliding wear resistance was analysed and finally confirmation tests were carried out to verify the experimental results.

Keywords: analysis of variance, dry sliding wear, hybrid composite, orthogonal array, Taguchi technique

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899 Approach Based on Fuzzy C-Means for Band Selection in Hyperspectral Images

Authors: Diego Saqui, José H. Saito, José R. Campos, Lúcio A. de C. Jorge

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Hyperspectral images and remote sensing are important for many applications. A problem in the use of these images is the high volume of data to be processed, stored and transferred. Dimensionality reduction techniques can be used to reduce the volume of data. In this paper, an approach to band selection based on clustering algorithms is presented. This approach allows to reduce the volume of data. The proposed structure is based on Fuzzy C-Means (or K-Means) and NWHFC algorithms. New attributes in relation to other studies in the literature, such as kurtosis and low correlation, are also considered. A comparison of the results of the approach using the Fuzzy C-Means and K-Means with different attributes is performed. The use of both algorithms show similar good results but, particularly when used attributes variance and kurtosis in the clustering process, however applicable in hyperspectral images.

Keywords: band selection, fuzzy c-means, k-means, hyperspectral image

Procedia PDF Downloads 383
898 Estimation of Location and Scale Parameters of Extended Exponential Distribution Based on Record Statistics

Authors: E. Krishna

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An Extended form of exponential distribution using Marshall and Olkin method is introduced.The location scale family of these distributions is considered. For location scale free family, exact expressions for single and product moments of upper record statistics are derived. The mean, variance and covariance of record values are computed for various values of the shape parameter. Using these the BLUE's of location and scale parameters are derived.The variances and covariance of estimates are obtained.Through Monte Carlo simulation the con dence intervals for location and scale parameters are constructed.The Best liner unbiased Predictor (BLUP) of future records are also discussed.

Keywords: BLUE, BLUP, con dence interval, Marshall-Olkin distribution, Monte Carlo simulation, prediction of future records, record statistics

Procedia PDF Downloads 408
897 An Investigation into the Correlation between Music Preferences and Emotional Regulation in Military Cadets

Authors: Chiu-Pin Wei

Abstract:

This research aims to explore the impact of music preferences on the emotional well-being of military academy students, recognizing the potential long-term implications for their high-stress careers post-graduation. Given the significance of positive emotion regulation in military personnel, this study focuses on understanding the types of music preferred by military cadets and analyzing how these preferences correlate with their emotional states. The study employs a quantitative approach, utilizing the Music Category Scale and Mood Scale to collect data. Statistical tools, such as Statistical Product and Service Solutions (SPSS), are employed for inferential analysis, including t-tests for emotional responses to instrumental and vocal music, one-way variance analysis for different demographic factors (grades, genders, and music listening frequencies), and Pearson's correlation to examine the relationship between music preferences and moods of military students.

Keywords: music preference, emotional regulation, military academic students, SPASS

Procedia PDF Downloads 49
896 A Theoretical Overview of Thermoluminescence

Authors: Sadhana Agrawal, Tarkeshwari Verma, Shmbhavi Katyayan

Abstract:

The magnificently accentuating phenomenon of luminescence has gathered a lot of attentions from last few decades. Probably defined as the one involving emission of light from certain kinds of substances on absorbing various energies in the form of external stimulus, the phenomenon claims a versatile pertinence. First observed and reported in an extract of Ligrium Nephriticum by Monards, the phenomenon involves turning of crystal clear water into colorful fluid when comes in contact with the special wood. In words of Sir G.G. Stokes, the phenomenon actually involves three different techniques – absorption, excitation and emission. With variance in external stimulus, the corresponding luminescence phenomenon is obtained. Here, this paper gives a concise discussion of thermoluminescence which is one of the types of luminescence obtained when the external stimulus is given in form of heat energy. A deep insight of thermoluminescence put forward a qualitative analysis of various parameters such as glow curves peaks, trap depth, frequency factors and order of kinetics.

Keywords: frequency factor, glow curve peaks, thermoluminescence, trap depth

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895 Measuring Banking Risk

Authors: Mike Tsionas

Abstract:

The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for the estimation of co-variance matrices. An explicit functional form for the utility function is not needed and we show how measures of risk aversion and prudence (downside risk aversion) can be derived and estimated from the model. The model is estimated using data for Eurozone countries and we focus particularly on (i) the use of the modeling approach as an “early warning mechanism”, (ii) the bank- and country-specific estimates of risk aversion and prudence (downside risk aversion), and (iii) the derivation of a generalized measure of risk that relies on loan-price uncertainty.

Keywords: financial stability, banking, expected utility maximization, sub-prime crisis, financial crisis, eurozone, PIIGS

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894 Examining of Tool Wear in Cryogenic Machining of Cobalt-Based Haynes 25 Superalloy

Authors: Murat Sarıkaya, Abdulkadir Güllü

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Haynes 25 alloy (also known as L-605 alloy) is cobalt based super alloy which has widely applications such as aerospace industry, turbine and furnace parts, power generators and heat exchangers and petroleum refining components due to its excellent characteristics. However, the workability of this alloy is more difficult compared to normal steels or even stainless. In present work, an experimental investigation was performed under cryogenic cooling to determine cutting tool wear patterns and obtain optimal cutting parameters in turning of cobalt based superalloy Haynes 25. In experiments, uncoated carbide tool was used and cutting speed (V) and feed rate (f) were considered as test parameters. Tool wear (VBmax) were measured for process performance indicators. Analysis of variance (ANOVA) was performed to determine the importance of machining parameters.

Keywords: cryogenic machining, difficult-to-cut alloy, tool wear, turning

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893 A Study on the Development of Social Participation Activity Scale for the Elderly

Authors: Young-Kwang Lee, Eun-Gu Ji, Min-Joo Kim, Seung-Jae Oh

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The purpose of this study is to develop a social participation activity scale for the elderly. As a result of exploratory factor analysis, confirmatory factor analysis was conducted using maximum likelihood method using bundled items. In conclusion, thirteen items of social participation activity scale seemed appropriate. Finally, convergent validity and discriminant validity were verified on the scale with the fit. The convergent validity was based on the variance extracted value. In other words, the hypothesis that the variables are the same is rejected and the validity is confirmed. This study extensively considered the measurement items of the social participation activity scale used to measure social participation activities of the elderly. In the future, it will be meaningful that it can be used as a tool to verify the effectiveness of services in organizations that provide social welfare services to elderly people such as comprehensive social welfare centers and the elderly comprehensive social welfare centers.

Keywords: elderly, social participation, scale development, validity

Procedia PDF Downloads 162
892 The Effect of Spatial Variability on Axial Pile Design of Closed Ended Piles in Sand

Authors: Cormac Reale, Luke J. Prendergast, Kenneth Gavin

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While significant improvements have been made in axial pile design methods over recent years, the influence of soils natural variability has not been adequately accounted for within them. Soil variability is a crucial parameter to consider as it can account for large variations in pile capacity across the same site. This paper seeks to address this knowledge deficit, by demonstrating how soil spatial variability can be accommodated into existing cone penetration test (CPT) based pile design methods, in the form of layered non-homogeneous random fields. These random fields model the scope of a given property’s variance and define how it varies spatially. A Monte Carlo analysis of the pile will be performed taking into account parameter uncertainty and spatial variability, described using the measured scales of fluctuation. The results will be discussed in light of Eurocode 7 and the effect of spatial averaging on design capacities will be analysed.

Keywords: pile axial design, reliability, spatial variability, CPT

Procedia PDF Downloads 233
891 Response Surface Methodology for the Optimization of Paddy Husker by Medium Brown Rice Peeling Machine 6 Rubber Type

Authors: S. Bangphan, P. Bangphan, C. Ketsombun, T. Sammana

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Optimization of response surface methodology (RSM) was employed to study the effects of three factor (rubber of clearance, spindle of speed, and rice of moisture) in brown rice peeling machine of the optimal good rice yield (99.67, average of three repeats). The optimized composition derived from RSM regression was analyzed using Regression analysis and Analysis of Variance (ANOVA). At a significant level α=0.05, the values of Regression coefficient, R2 adjust were 96.55% and standard deviation were 1.05056. The independent variables are initial rubber of clearance, spindle of speed and rice of moisture parameters namely. The investigating responses are final rubber clearance, spindle of speed and moisture of rice.

Keywords: brown rice, response surface methodology (RSM), peeling machine, optimization, paddy husker

Procedia PDF Downloads 556
890 Distance Education: Using a Digital Platform to Improve Struggling University Students' Mathematical Skills

Authors: Robert Vanderburg, Nicholas Gibson

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Objectives: There has been an increased focus in education students’ mathematics skills in the last two years. Universities have, specifically, had problems teaching students struggling with mathematics. This paper focuses on the ability of a digital platform to significantly improve mathematics skills for struggling students. Methods: 32 students who demonstrated low scores on a mathematics test were selected to take part in a one-month tutorial program using a digital mathematics portal. Students were provided feedback for questions posted on the portal and a fortnightly tutorial session. Results: A pre-test post-test design was analyzed using a one-way analysis of variance (ANOVA). The analysis suggested that students improved skills in algebra, geometry, statistics, probability, ratios, fractions, and probability. Conclusion: Distance university students can improve their mathematics skills using a digital platform.

Keywords: digital education, distance education, higher education, mathematics education

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889 Cyclostationary Gaussian Linearization for Analyzing Nonlinear System Response Under Sinusoidal Signal and White Noise Excitation

Authors: R. J. Chang

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A cyclostationary Gaussian linearization method is formulated for investigating the time average response of nonlinear system under sinusoidal signal and white noise excitation. The quantitative measure of cyclostationary mean, variance, spectrum of mean amplitude, and mean power spectral density of noise is analyzed. The qualitative response behavior of stochastic jump and bifurcation are investigated. The validity of the present approach in predicting the quantitative and qualitative statistical responses is supported by utilizing Monte Carlo simulations. The present analysis without imposing restrictive analytical conditions can be directly derived by solving non-linear algebraic equations. The analytical solution gives reliable quantitative and qualitative prediction of mean and noise response for the Duffing system subjected to both sinusoidal signal and white noise excitation.

Keywords: cyclostationary, duffing system, Gaussian linearization, sinusoidal, white noise

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888 The Effect of Nitrogen Fertilizer Use Efficiency in Corn Yield and Yield Components in Cultivars KSC 704

Authors: Elham Bagherzadeh, Mohammad Fadaee, Rouhollah Keykhosravi

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In order to survey the nitrogen use efficiency in corn, the experimental plot in a randomized complete block design 2014 agricultural farm was Islamic Azad University of Karaj. The main factor was four levels of nitrogen fertilizer (respectively control, 150, 200 and 250 kg nitrogen fertilizer) and subplots consisted two levels of superabsorbent polymer Stockosorb (use, do not use). Analysis of variance is showed that different nitrogen levels and different superabsorbent of levels statistically significant. Comparisons average also showed there is a significant difference between use and non-use of superabsorbent. The results showed the interactions nitrogen and SAP by one percent level has a significant and effect on Fresh weight per plant, plant dry weight, biological yield, harvest index, cob diameter, cob dry weight, leaf width, leaf area were at the level of five percent statistical significant effect on Ear weight and grain yield.

Keywords: corn, nitrogen, comparison, biological yield

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887 Mathematical Modelling of Spatial Distribution of Covid-19 Outbreak Using Diffusion Equation

Authors: Kayode Oshinubi, Brice Kammegne, Jacques Demongeot

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The use of mathematical tools like Partial Differential Equations and Ordinary Differential Equations have become very important to predict the evolution of a viral disease in a population in order to take preventive and curative measures. In December 2019, a novel variety of Coronavirus (SARS-CoV-2) was identified in Wuhan, Hubei Province, China causing a severe and potentially fatal respiratory syndrome, i.e., COVID-19. Since then, it has become a pandemic declared by World Health Organization (WHO) on March 11, 2020 which has spread around the globe. A reaction-diffusion system is a mathematical model that describes the evolution of a phenomenon subjected to two processes: a reaction process in which different substances are transformed, and a diffusion process that causes a distribution in space. This article provides a mathematical study of the Susceptible, Exposed, Infected, Recovered, and Vaccinated population model of the COVID-19 pandemic by the bias of reaction-diffusion equations. Both local and global asymptotic stability conditions for disease-free and endemic equilibria are determined using the Lyapunov function are considered and the endemic equilibrium point exists and is stable if it satisfies Routh–Hurwitz criteria. Also, adequate conditions for the existence and uniqueness of the solution of the model have been proved. We showed the spatial distribution of the model compartments when the basic reproduction rate $\mathcal{R}_0 < 1$ and $\mathcal{R}_0 > 1$ and sensitivity analysis is performed in order to determine the most sensitive parameters in the proposed model. We demonstrate the model's effectiveness by performing numerical simulations. We investigate the impact of vaccination and the significance of spatial distribution parameters in the spread of COVID-19. The findings indicate that reducing contact with an infected person and increasing the proportion of susceptible people who receive high-efficacy vaccination will lessen the burden of COVID-19 in the population. To the public health policymakers, we offered a better understanding of the COVID-19 management.

Keywords: COVID-19, SEIRV epidemic model, reaction-diffusion equation, basic reproduction number, vaccination, spatial distribution

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886 Adsorption of Xylene Cyanol FF onto Activated Carbon from Brachystegia Eurycoma Seed Hulls: Determination of the Optimal Conditions by Statistical Design of Experiments

Authors: F. G Okibe, C. E Gimba, V. O Ajibola, I. G Ndukwe, E. D. Paul

Abstract:

A full factorial experimental design technique at two levels and four factors (24) was used to optimize the adsorption at 615 nm of Xylene Cyanol ff in aqueous solutions onto activated carbon prepared from brachystegia eurycoma seed hulls by chemical carbonization method. The effect of pH (3 and 5), initial dye concentration (20 and 60 mg/l), adsorbent dosage (0.01 and 0.05 g), and contact time (30 and 60 min) on removal efficiency of the adsorbent for the dye were investigated at 298K. From the analysis of variance, response surface and cube plot, adsorbent dosage was observed to be the most significant factor affecting the adsorption process. However, from the interaction between the variables studied, the optimum removal efficiency was 96.80 % achieved with adsorbent dosage of 0.05 g, contact time 45 minutes, pH 3, and initial dye concentration 60 mg/l.

Keywords: factorial experimental design, adsorption, optimization, brachystegia eurycoma, xylene cyanol ff

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885 Mechanisms in Regulating Language Practices in Electronics Engineering: A Program Plan for Outcomes-Based Education

Authors: Analiza Acuña-Villacorte

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The underlying principle behind the harmonization in international education does not solely aim for the comparability but also the compatibility of outputs produced. The international standard in the different professions particularly in engineering defines the required graduate attributes to attain suitable qualifications and recognitions. This study described the language practices of the Electronics Engineering students of Bulacan State University, Philippines who will be deployed for their internship program. The purpose of the study was achieved by determining the language proficiency of the students in terms of speaking, listening, reading, and writing, and checking the adherence of the University to the commitment of intensifying community building for the Association of Southeast Asian Nation Vision 2020. The analysis of variance of the variables defined the significance between the causal variables and dependent variables. Thus, this study identified the mechanism that would regulate language practices in the Electronics Engineering program.

Keywords: communicative competence, language practices, mechanisms, outcomes-based education

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884 An Accelerated Stochastic Gradient Method with Momentum

Authors: Liang Liu, Xiaopeng Luo

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In this paper, we propose an accelerated stochastic gradient method with momentum. The momentum term is the weighted average of generated gradients, and the weights decay inverse proportionally with the iteration times. Stochastic gradient descent with momentum (SGDM) uses weights that decay exponentially with the iteration times to generate the momentum term. Using exponential decay weights, variants of SGDM with inexplicable and complicated formats have been proposed to achieve better performance. However, the momentum update rules of our method are as simple as that of SGDM. We provide theoretical convergence analyses, which show both the exponential decay weights and our inverse proportional decay weights can limit the variance of the parameter moving directly to a region. Experimental results show that our method works well with many practical problems and outperforms SGDM.

Keywords: exponential decay rate weight, gradient descent, inverse proportional decay rate weight, momentum

Procedia PDF Downloads 148
883 Economic Growth Relations to Domestic and International Air Passenger Transport in Brazil

Authors: Manoela Cabo da Silva, Elton Fernandes, Ricardo Pacheco, Heloisa Pires

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This study examined cointegration and causal relationships between economic growth and regular domestic and international passenger air transport in Brazil. Total passengers embarked and disembarked were used as a proxy for air transport activity and gross domestic product (GDP) as a proxy for economic development. The test spanned the period from 2000 to 2015 for domestic passenger traffic and from 1995 to 2015 for international traffic. The results confirm the hypothesis that there is cointegration between passenger traffic series and economic development, showing a bi-directional Granger causal relationship between domestic traffic and economic development and unidirectional influence by economic growth on international passenger air transport demand. Variance decomposition of the series showed that domestic air transport was far more important than international transport to promoting economic development in Brazil.

Keywords: air passenger transport, cointegration, economic growth, GDP, Granger causality

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882 The Perspective of Using Maiden Name: A Sample of Konya-Turkey

Authors: Manar Aslan, Ayfer Karaaslan

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Purpose: The aim of this study was to determine the attitude towards the use of the maiden name of the Turkish people. Methods: For the study group who lives in the center of Konya/Turkey and people aged 16-65 years, as the sample identified 1,000 people with simple random between the months of February to May 2013. The survey created by the researchers, for investigating the perception of using the maiden name of the people of Konya consists of 25 questions with demographic characteristics. For statistical analysis of the obtained data made using SPSS 20, chi-square test and one-way analysis of variance methods of frequency, average, were evaluated as percentage distribution. Results: The traditional view of Konya increasing age increases, decreases the desire to use her maiden name. So look favorably than younger generations to use maiden name. In parallel with the level of educational levels are increasing utilization rates maiden name. Thus, individuals with higher levels of education are more positive look at the use of her maiden name. Looking at the marital status; compared to individuals with a single against the use of her maiden name of individuals who are married are more negative attitude.

Keywords: Maiden name, public viewpoint, utilization, women

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881 The Dark Triad’s Moral Labyrinth: Differentiating Cognitive Processes Involved in Machiavellianism and Psychopathy

Authors: Megan E. Davies

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With the intention of identifying cognitive processes uniquely involved in the dark triad personality traits of psychopathy, Machiavellianism, and narcissism, this study aimed to determine further potential differences and parameters of individual traits by explaining a statistically significant amount of variance between the constructs of manipulativeness, impulsiveness, grit, and need for cognition within the dark triad. Applying a cross-sectional design, N = 96 participants self-reported using the MACH-IV, SRP-III, NFC-S, and Grit Scale for Perseverance and Passion for Long-Term Goals. Hierarchical regression analyses showed that only manipulativeness predicted Machiavellianism, whereas manipulativeness and impulsiveness were found to have predictive qualities for psychopathy. Overall, these results found areas of discrepancy and overlap between manipulation and impulsivity regarding psychopathy and Machiavellianism. Additionally, this study serves to preliminarily eliminate the Need for Cognition and grit as predictive variables for Machiavellianism and psychopathy.

Keywords: Machiavellianism, psychopathy, manipulation, impulsiveness, need for cognition, grit, dark triad

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880 The Persistence of Abnormal Return on Assets: An Exploratory Analysis of the Differences between Industries and Differences between Firms by Country and Sector

Authors: José Luis Gallizo, Pilar Gargallo, Ramon Saladrigues, Manuel Salvador

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This study offers an exploratory statistical analysis of the persistence of annual profits across a sample of firms from different European Union (EU) countries. To this end, a hierarchical Bayesian dynamic model has been used which enables the annual behaviour of those profits to be broken down into a permanent structural and a transitory component, while also distinguishing between general effects affecting the industry as a whole to which each firm belongs and specific effects affecting each firm in particular. This breakdown enables the relative importance of those fundamental components to be more accurately evaluated by country and sector. Furthermore, Bayesian approach allows for testing different hypotheses about the homogeneity of the behaviour of the above components with respect to the sector and the country where the firm develops its activity. The data analysed come from a sample of 23,293 firms in EU countries selected from the AMADEUS data-base. The period analysed ran from 1999 to 2007 and 21 sectors were analysed, chosen in such a way that there was a sufficiently large number of firms in each country sector combination for the industry effects to be estimated accurately enough for meaningful comparisons to be made by sector and country. The analysis has been conducted by sector and by country from a Bayesian perspective, thus making the study more flexible and realistic since the estimates obtained do not depend on asymptotic results. In general terms, the study finds that, although the industry effects are significant, more important are the firm specific effects. That importance varies depending on the sector or the country in which the firm carries out its activity. The influence of firm effects accounts for around 81% of total variation and display a significantly lower degree of persistence, with adjustment speeds oscillating around 34%. However, this pattern is not homogeneous but depends on the sector and country analysed. Industry effects depends also on sector and country analysed have a more marginal importance, being significantly more persistent, with adjustment speeds oscillating around 7-8% with this degree of persistence being very similar for most of sectors and countries analysed.

Keywords: dynamic models, Bayesian inference, MCMC, abnormal returns, persistence of profits, return on assets

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879 Role of Support, Experience and Education in Livelihood Resilience

Authors: Madhuri, H. R. Tewari, P. K. Bhowmick

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The study attempts to find out the role of the community and the government support, flood experience, flood education, and education of the male-headed households in their livelihood resilience. The study is based on a randomly drawn sample of 472 households from the river basins of Ganga and Kosi in the district of Bhagalpur, Bihar. Structural equation modeling (SEM) and analysis of variance (ANOVA) methods are used to analyze the data. The findings of the study reveal that the role(s) of the community support though is found to be more significant in comparison to the government supports for its stand by position in rescue and livelihood resilience of the affected households whereas the government support arrives late and in far less quantity than what is required. However, the government's support is equally vital due its control over resources, which essentially needed in rescue and rehabilitation of the affected households. The study unravels the strategic value of households' indigenous knowledge and their flood experience in livelihood resilience.

Keywords: flood education, flood experience, livelihood resilience, community support, government support

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878 Sorption of Congo Red from Aqueous Solution by Surfactant-Modified Bentonite: Kinetic and Factorial Design Study

Authors: B. Guezzen, M. A. Didi, B. Medjahed

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An organoclay (HDTMA-B) was prepared from sodium bentonite (Na-B). The starting material was modified using the hexadecyltrimethylammonium ion (HDTMA+) in the amounts corresponding to 100 % of the CEC value. Batch experiments were carried out in order to model and optimize the sorption of Congo red dye from aqueous solution. The pseudo-first order and pseudo-second order kinetic models have been developed to predict the rate constant and the sorption capacity at equilibrium with the effect of temperature, the solid/solution ratio and the initial dye concentration. The equilibrium time was reached within 60 min. At room temperature (20 °C), optimum dye sorption of 49.4 mg/g (98.9%) was achieved at pH 6.6, sorbent dosage of 1g/L and initial dye concentration of 50 mg/L, using surfactant modified bentonite. The optimization of adsorption parameters mentioned above on dye removal was carried out using Box-Behnken design. The sorption parameters were analyzed statistically by means of variance analysis by using the Statgraphics Centurion XVI software.

Keywords: adsorption, dye, factorial design, kinetic, organo-bentonite

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877 Copula Markov Switching Multifractal Models for Forecasting Value-at-Risk

Authors: Giriraj Achari, Malay Bhattacharyya

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

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

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876 Population Diversity of Dalmatian Pyrethrum Based on Pyrethrin Content and Composition

Authors: Filip Varga, Nina Jeran, Martina Biosic, Zlatko Satovic, Martina Grdisa

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Dalmatian pyrethrum (Tanacetum cinerariifolium /Trevir./ Sch. Bip.), a species endemic to the eastern Adriatic coastline, is the source of natural insecticide pyrethrin. Pyrethrin is a mixture of six compounds (pyrethrin I and II, cinerin I and II, jasmolin I and II) that exhibits high insecticidal activity with no detrimental effects to the environment. A recently optimized matrix-solid phase dispersion method (MSPD), using florisil as the sorbent, acetone-ethyl acetate (1:1, v/v) as the elution solvent, and sodium sulfate anhydrous as the drying agent was utilized to extract the pyrethrins from 10 wild populations (20 individuals per population) distributed along the Croatian coast. All six components in the extracts were qualitatively and quantitatively determined by high-performance liquid chromatography with a diode array detector (HPLC-DAD). Pearson’s correlation index was calculated between pyrethrin compounds, and differences between the populations using the analysis of variance were tested. Additionally, the correlation of each pyrethrin component with spatio-ecological variables (bioclimate, soil properties, elevation, solar radiation, and distance from the coastline) was calculated. Total pyrethrin content ranged from 0.10% to 1.35% of dry flower weight, averaging 0.58% across all individuals. Analysis of variance revealed significant differences between populations based on all six pyrethrin compounds and total pyrethrin content. On average, the lowest total pyrethrin content was found in the population from Pelješac peninsula (0.22% of dry flower weight) in which total pyrethrin content lower than 0.18% was detected in 55% of the individuals. The highest average total pyrethrin content was observed in the population from island Zlarin (0.87% of dry flower weight), in which total pyrethrin content higher than 1.00% was recorded in only 30% of the individuals. Pyrethrin I/pyrethrin II ratio as a measure of extract quality ranged from 0.21 (population from the island Čiovo) to 5.88 (population from island Mali Lošinj) with an average of 1.77 across all individuals. By far, the lowest quality of extracts was found in the population from Mt. Biokovo (pyrethrin I/II ratio lower than 0.72 in 40% of individuals) due to the high pyrethrin II content typical for this population. Pearson’s correlation index revealed a highly significant positive correlation between pyrethrin I content and total pyrethrin content and a strong negative correlation between pyrethrin I and pyrethrin II. The results of this research clearly indicate high intra- and interpopulation diversity of Dalmatian pyrethrum with regards to pyrethrin content and composition. The information obtained has potential use in plant genetic resources conservation and biodiversity monitoring. Possibly the largest potential lies in designing breeding programs aimed at increasing pyrethrin content in commercial breeding lines and reintroduction in agriculture in Croatia. Acknowledgment: This work has been fully supported by the Croatian Science Foundation under the project ‘Genetic background of Dalmatian pyrethrum (Tanacetum cinerariifolium /Trevir/ Sch. Bip.) insecticidal potential’ - (PyrDiv) (IP-06-2016-9034).

Keywords: Dalmatian pyrethrum, HPLC, MSPD, pyrethrin

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875 Immobilization of Lipase Enzyme by Low Cost Material: A Statistical Approach

Authors: Md. Z. Alam, Devi R. Asih, Md. N. Salleh

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Immobilization of lipase enzyme produced from palm oil mill effluent (POME) by the activated carbon (AC) among the low cost support materials was optimized. The results indicated that immobilization of 94% was achieved by AC as the most suitable support material. A sequential optimization strategy based on a statistical experimental design, including one-factor-at-a-time (OFAT) method was used to determine the equilibrium time. Three components influencing lipase immobilization were optimized by the response surface methodology (RSM) based on the face-centered central composite design (FCCCD). On the statistical analysis of the results, the optimum enzyme concentration loading, agitation rate and carbon active dosage were found to be 30 U/ml, 300 rpm and 8 g/L respectively, with a maximum immobilization activity of 3732.9 U/g-AC after 2 hrs of immobilization. Analysis of variance (ANOVA) showed a high regression coefficient (R2) of 0.999, which indicated a satisfactory fit of the model with the experimental data. The parameters were statistically significant at p<0.05.

Keywords: activated carbon, POME based lipase, immobilization, adsorption

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874 Causal Estimation for the Left-Truncation Adjusted Time-Varying Covariates under the Semiparametric Transformation Models of a Survival Time

Authors: Yemane Hailu Fissuh, Zhongzhan Zhang

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In biomedical researches and randomized clinical trials, the most commonly interested outcomes are time-to-event so-called survival data. The importance of robust models in this context is to compare the effect of randomly controlled experimental groups that have a sense of causality. Causal estimation is the scientific concept of comparing the pragmatic effect of treatments conditional to the given covariates rather than assessing the simple association of response and predictors. Hence, the causal effect based semiparametric transformation model was proposed to estimate the effect of treatment with the presence of possibly time-varying covariates. Due to its high flexibility and robustness, the semiparametric transformation model which shall be applied in this paper has been given much more attention for estimation of a causal effect in modeling left-truncated and right censored survival data. Despite its wide applications and popularity in estimating unknown parameters, the maximum likelihood estimation technique is quite complex and burdensome in estimating unknown parameters and unspecified transformation function in the presence of possibly time-varying covariates. Thus, to ease the complexity we proposed the modified estimating equations. After intuitive estimation procedures, the consistency and asymptotic properties of the estimators were derived and the characteristics of the estimators in the finite sample performance of the proposed model were illustrated via simulation studies and Stanford heart transplant real data example. To sum up the study, the bias of covariates was adjusted via estimating the density function for truncation variable which was also incorporated in the model as a covariate in order to relax the independence assumption of failure time and truncation time. Moreover, the expectation-maximization (EM) algorithm was described for the estimation of iterative unknown parameters and unspecified transformation function. In addition, the causal effect was derived by the ratio of the cumulative hazard function of active and passive experiments after adjusting for bias raised in the model due to the truncation variable.

Keywords: causal estimation, EM algorithm, semiparametric transformation models, time-to-event outcomes, time-varying covariate

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873 Learning Motivation Factors for Pre-Cadets in Armed Forces Academies Preparatory School, Ministry of Defense

Authors: Prachya Kamonphet

Abstract:

The purposes of this research were to study the learning motivation factors for Pre-cadets in Armed Forces Academies Preparatory School, Ministry of Defense. The subjects were 320 Pre-cadets (from all 3-year classes of Pre-cadets, the academic year 2015). The research instruments were questionnaires. The collected data were analyzed by means of Descriptive Statistic and One-Way Analysis of Variance. The results of this study were as follows: The relation between the Pre-cadets’ average grade and the motivation in studying was significance.In the aspect of the environment related to Pre-cadets’ families and the motivation in studying.In the aspect of the environment related to Pre-cadets’ studying, it was found that teaching method, learning place, educational media, relationship between teachers and Pre-cadets, relationship between Pre-cadets and their friends, and relationship between Pre-cadets and the commanders were significant.

Keywords: learning motivation factors, learning motivation, armed forces academies preparatory school, learning

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872 Quantifying Freeway Capacity Reductions by Rainfall Intensities Based on Stochastic Nature of Flow Breakdown

Authors: Hoyoung Lee, Dong-Kyu Kim, Seung-Young Kho, R. Eddie Wilson

Abstract:

This study quantifies a decrement in freeway capacity during rainfall. Traffic and rainfall data were gathered from Highway Agencies and Wunderground weather service. Three inter-urban freeway sections and its nearest weather stations were selected as experimental sites. Capacity analysis found reductions of maximum and mean pre-breakdown flow rates due to rainfall. The Kruskal-Wallis test also provided some evidence to suggest that the variance in the pre-breakdown flow rate is statistically insignificant. Potential application of this study lies in the operation of real time traffic management schemes such as Variable Speed Limits (VSL), Hard Shoulder Running (HSR), and Ramp Metering System (RMS), where speed or flow limits could be set based on a number of factors, including rainfall events and their intensities.

Keywords: capacity randomness, flow breakdown, freeway capacity, rainfall

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871 The Effect of Emotional Support towards Quality of Work Life on Balinese Working Women

Authors: I. Ketut Yoga Adityawira, Putu Ayu Novia Viorica, Komang Rahayu Indrawati

Abstract:

In addition to work and take care of the family, Balinese women also have a role to participate in social activities in Bali. So this will have an impact on the quality of work life of Balinese women. One way to reduce the impact of the fulfillment of the role of Balinese women namely through emotional support. The aim of this research is to find out the effect of emotional support towards the quality of work life on Balinese working women. Data were retrieved by quasi-experimental method with pretest-posttest design. Data were analyzed by Analysis of Variance (ANOVA) through SPSS 17.0 for Windows. The number of subjects in this research is 30 people with the criteria: Balinese Women, aged 27 to 55 years old, have a minimum of two years experience of work and has been married. The analysis showed that there is no effect of emotional support towards the quality of work life on Balinese working women, with information there is no significant of probability value p = 0.304 (p > 0.05).

Keywords: Balinese women, emotional support, quality of work life, working women

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