Search results for: generalized autoregressive conditional heteroskedasticity model

Authors: Ricardo Daziano

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In the analysis and planning of the mobility ecosystem, preferences for ride-hailing over incumbent street-hailing services need better understanding. In this paper, a seminonparametric discrete choice model that allows for flexible preference heterogeneity is fitted with data from a discrete choice experiment among adult commuters in Montreal, Canada (N=760). Participants chose among Uber, Teo (a local electric ride-hailing service that was in operation when data was collected in 2018), and a standard taxi when presented with information about cost, time (on-trip, waiting, walking), powertrain of the car (gasoline/hybrid) for Uber and taxi, and whether the available electric Teo was a Tesla (which was one of the actual features of the Teo fleet). The fitted flexible model offers several behavioral insights. Waiting time for ride-hailing services is associated with a statistically significant but low marginal disutility. For other time components, including on-ride, and street-hailing waiting and walking the estimates of the value of time show an interesting pattern: whereas in a conditional logit on-ride time reductions are valued higher, in the flexible LML specification means of the value of time follow the expected pattern of waiting and walking creating a higher disutility. At the same time, the LML estimates show the presence of important, multimodal unobserved preference heterogeneity.

Keywords: discrete choice, electric taxis, ridehailing, semiparametrics

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Authors: Yulong Wang, Yuan Yan Tang, Cuiming Zou, Lina Yang

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This paper presents a novel sparse representation method for robust pattern classification. Generalized orthogonal matching pursuit (GOMP) is a recently proposed efficient sparse representation technique. However, GOMP adopts the mean square error (MSE) criterion and assign the same weights to all measurements, including both severely and slightly corrupted ones. To reduce the limitation, we propose an information-theoretic GOMP (ITGOMP) method by exploiting the correntropy induced metric. The results show that ITGOMP can adaptively assign small weights on severely contaminated measurements and large weights on clean ones, respectively. An ITGOMP based classifier is further developed for robust pattern classification. The experiments on public real datasets demonstrate the efficacy of the proposed approach.

Keywords: correntropy induced metric, matching pursuit, pattern classification, sparse representation

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Authors: Phawichsak Prapassornpitaya, Wanida Jinsart

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Daily monitoring PM₁₀ and PM₂.₅ data from 2007 to 2017 were analyzed to provide baseline data for prediction of the air pollution in Bangkok in the period of 2018 -2020. Two statistical models, Autoregressive Integrated Moving Average model (ARIMA) were used to evaluate the trends of pollutions. The prediction concentrations were tested by root means square error (RMSE) and index of agreement (IOA). This evaluation of the traffic PM₂.₅ and PM₁₀ were studied in association with the regulatory control and emission standard changes. The emission factors of particulate matter from diesel vehicles were decreased when applied higher number of euro standard. The trends of ambient air pollutions were expected to decrease. However, the Bangkok smog episode in February 2018 with temperature inversion caused high concentration of PM₂.₅ in the air environment of Bangkok. The impact of traffic pollutants was depended upon the emission sources, temperature variations, and metrological conditions.

Keywords: fine particulate matter, ARIMA, RMSE, Bangkok

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Authors: Fajana Sola Isaac

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In the last two decades, we have witnessed an increased interest in exchange rate pass-through (ERPT) in developing economies and emerging markets. This is perhaps due to the acknowledged significance of the pattern of exchange rate pass-through as a key instrument in monetary policy design, principally in retort to a shock in exchange rate in literature. This paper analyzed Exchange Rate Pass-Through by A Model of Oil Prices and Asymmetric Exchange Rate Fluctuations in Selected African Countries. The study adopted A Non-Linear Autoregressive Distributed Lag approach using yearly data on Algeria, Burundi, Nigeria and South Africa from 1986 to 2022. The paper found asymmetry in exchange rate pass-through in net oil-importing and net oil-exporting countries in the short run during the period under review. An ERPT exhibited a complete pass-through in the short run in the case of net oil-importing countries but an incomplete pass-through in the case of the net oil-exporting countries that were examined. An extended result revealed a significant impact of oil price shock on exchange rate pass-through to domestic price in the long run only for net oil importing countries. The Wald restriction test also confirms the evidence of asymmetric with the role of oil price acting as an accelerator to exchange rate pass-through to domestic price in the countries examined. The study found the outcome to be very useful for gaining expansive knowledge on the external shock impact on ERPT and could be of critical value for national monetary policy decisions on inflation targeting, especially for countries examined and other developing net oil importers and exporters.

Keywords: pass through, exchange rate, ARDL, monetary policy

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Authors: Jose Juan Peña, J. Morales, J. García-Ravelo

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In the search of potential models applied in the theoretical treatment of diatomic molecules, some of them have been constructed by using standard hyperbolic functions as well as from the so-called q-deformed hyperbolic functions (sc q-dhf) for displacing and modifying the shape of the potential under study. In order to transcend the scope of hyperbolic functions, in this work, a kind of generalized q-deformed hyperbolic functions (g q-dhf) is presented. By a suitable transformation, through the q deformation parameter, it is shown that these g q-dhf can be expressed in terms of their corresponding standard ones besides they can be reduced to the sc q-dhf. As a useful application of the proposed approach, and considering a class of exactly solvable multi-parameter exponential-type potentials, some new q-deformed quantum interactions models that can be used as interesting alternative in quantum physics and quantum states are presented. Furthermore, due that quantum potential models are conditioned on the q-dependence of the parameters that characterize to the exponential-type potentials, it is shown that many specific cases of q-deformed potentials are obtained as particular cases from the proposal.

Keywords: diatomic molecules, exponential-type potentials, hyperbolic functions, q-deformed potentials

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Authors: Reni M. Sagayaraj, Anand Gnana S. Selvam, Reynald R. Susainathan

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In this paper, we consider stochastic queueing models for Steady-state behavior of a multi-phase M/M/1 queue in random evolution subject to catastrophe failure. The arrival flow of customers is described by a marked Markovian arrival process. The service times of different type customers have a phase-type distribution with different parameters. To facilitate the investigation of the system we use a generalized phase-type service time distribution. This model contains a repair state, when a catastrophe occurs the system is transferred to the failure state. The paper focuses on the steady-state equation, and observes that, the steady-state behavior of the underlying queueing model along with the average queue size is analyzed.

Keywords: M/G/1 queuing system, multi-phase, random evolution, steady-state equation, catastrophe failure

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Authors: Karima Kimouche

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In this paper, we consider the asymptotic problems in spectral analysis of stationary causal random fields. We impose conditions only involving (conditional) moments, which are easily verifiable for a variety of nonlinear random fields. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to the spectral domain bootstrap are given.

Keywords: spatial nonlinear processes, spectral estimators, GMC condition, bootstrap method

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Authors: Dejene Gizaw Kidane

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This study examines the impact of foreign direct investment on economic growth of Ethiopia using yearly time-series data for 1974 through 2013. Economic growth is proxies by real per capita gross domestic product and foreign direct investment proxies by the inflow of foreign direct investment. Other control variables such as gross domestic saving, trade, government consumption and inflation has been incorporated. In order to fully account for feedbacks, a vector autoregressive model is utilized. The results show that there is a stable, long-run relationship between foreign direct investment and economic growth. The variance decomposition results show that the main sources of Ethiopia economic growth variations are due largely own shocks. The pairwise Granger causality results show that there is a unidirectional causality that runs from FDI to economic growth of Ethiopia. Hence, the researcher therefore recommends that, FDI facilitate economic growth, so the government has to exert much effort in order to attract more FDI into the country.

Keywords: real per capita GDP, FDI, co-integration, VECM, Granger causality

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Authors: Wilmer Osvaldo Martinez, Manuel Dario Hernandez, Juan Manuel Julio

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We propose to assess the performance of k forecast procedures by exploring the distributions of forecast errors and error losses. We argue that non systematic forecast errors minimize when their distributions are symmetric and unimodal, and that forecast accuracy should be assessed through stochastic loss order rather than expected loss order, which is the way it is customarily performed in previous work. Moreover, since forecast performance evaluation can be understood as a one way analysis of variance, we propose to explore loss distributions under two circumstances; when a strict (but unknown) joint stochastic order exists among the losses of all forecast alternatives, and when such order happens among subsets of alternative procedures. In spite of the fact that loss stochastic order is stronger than loss moment order, our proposals are at least as powerful as competing tests, and are robust to the correlation, autocorrelation and heteroskedasticity settings they consider. In addition, since our proposals do not require samples of the same size, their scope is also wider, and provided that they test the whole loss distribution instead of just loss moments, they can also be used to study forecast distributions as well. We illustrate the usefulness of our proposals by evaluating a set of real world forecasts.

Keywords: forecast evaluation, stochastic order, multiple comparison, non parametric test

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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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Authors: Adel Bougamouza, Boualam Remini, Abd El Hadi Ammari, Feteh Sakhraoui

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The assessment of sediments being carried by a river is importance for planning and designing of various water resources projects. In this study, Artificial Neural Network Techniques are used to estimate the daily suspended sediment concentration for the corresponding daily discharge flow in the upstream of Foum El Gherza dam, Biskra, Algeria. The FFNN, GRNN, and RBNN models are established for estimating current suspended sediment values. Some statistics involving RMSE and R2 were used to evaluate the performance of applied models. The comparison of three AI models showed that the RBNN model performed better than the FFNN and GRNN models with R2 = 0.967 and RMSE= 5.313 mg/l. Therefore, the ANN model had capability to improve nonlinear relationships between discharge flow and suspended sediment with reasonable precision.

Keywords: artificial neural network, Oued Abiod watershed, feedforward network, generalized regression network, radial basis network, sediment concentration

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Authors: Pan Long, Bi Dongjie, Li Xifeng, Xie Yongle

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The near-field synthetic aperture radar (SAR) imaging is an advanced nondestructive testing and evaluation (NDT&E) technique. This paper investigates the complex-valued signal processing related to the near-field SAR imaging system, where the measurement data turns out to be noncircular and improper, meaning that the complex-valued data is correlated to its complex conjugate. Furthermore, we discover that the degree of impropriety of the measurement data and that of the target image can be highly correlated in near-field SAR imaging. Based on these observations, A modified generalized sparse Bayesian learning algorithm is proposed, taking impropriety and noncircularity into account. Numerical results show that the proposed algorithm provides performance gain, with the help of noncircular assumption on the signals.

Keywords: complex-valued signal processing, synthetic aperture radar, 2-D radar imaging, compressive sensing, sparse Bayesian learning

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Authors: Soroush Hooshyar, Mohamadali Masoudian, Natalie Germann

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Many soft materials such as polymer solutions can develop localized bands with different shear rates, which are known as shear bands. Using the generalized bracket approach of nonequilibrium thermodynamics, we recently developed a new two-fluid model to study shear banding for semi-dilute polymer solutions. The two-fluid approach is an appropriate means for describing diffusion processes such as Fickian diffusion and stress-induced migration. In this approach, it is assumed that the local gradients in concentration and, if accounted for, also stress generate a nontrivial velocity difference between the components. Since the differential velocity is treated as a state variable in our model, the implementation of the boundary conditions arising from the derivative diffusive terms is straightforward. Our model is a good candidate for benchmark simulations because of its simplicity. We analyzed its behavior in cylindrical Couette flow, a rectilinear channel flow, and a 4:1 planar contraction flow. The latter problem was solved using the OpenFOAM finite volume package and the impact of shear banding on the lip and salient vortices was investigated. For the other smooth geometries, we employed a standard Chebyshev pseudospectral collocation method. The results showed that the steady-state solution is unique with respect to initial conditions, deformation history, and the value of the diffusivity constant. However, smaller the value of the diffusivity constant is, the more time it takes to reach the steady state.

Keywords: nonequilibrium thermodynamics, planar contraction, polymer solutions, shear banding, two-fluid approach

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Authors: D. Srinivasacharya, Nidhi Humnekar

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The goal of this research is to numerically investigate the convection of nanofluid flow in an inclined porous channel. Brownian motion and thermophoresis effects are accounted for by nanofluid. In addition, the flow in the porous region governs Brinkman’s equation. The perturbed state of the generalized eigenvalue problem is obtained using normal mode analysis, and Chebyshev spectral collocation was used to solve this problem. For various values of the governing parameters, the critical wavenumber and critical Rayleigh number are calculated, and preferred modes are identified.

Keywords: Brinkman model, inclined channel, nanofluid, linear stability, porous media

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Authors: Mohammad Maruf Hasan

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Foreign Direct Investment (FDI) has been increased at a remarkable position around the globe in which emerging economies are getting more FDI compared to industrialized economies. This study aims to examine the determinants of inward FDI flows in Bangladesh. To estimate the long and short-run impact of the FDI determinants for 1996-2020, we employed the Autoregressive-Distributed Lag (ARDL) model. Results show that: (1) macroeconomic determinants, such as economic growth, infrastructure, and market size, have a significant and strong positive effect.(2) Inflation exchange rate shows insignificant effects, while trade openness has mixed (short-run negative, long-run positive) effects on FDI inflows in both the long and short run. (3) Current institutional determinants rule of law has a positive effect on FDI inflows but is statistically insignificant, political stability has a negative, and the rule of law has a considerable beneficial impact on inflows of FDI. (4) The macroeconomic factors have been determined to impact Bangladesh's FDI inflows. Finally, a stable macroeconomic climate is more effective at luring FDI, as this study confirms. From a policy perspective, this study will help the government and policymakers to make a new investment policy.

Keywords: determinants, FDI, ARDL, Bangladesh

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Authors: M. A. Ansari, A. Hussain, A. Uddin

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A side weir is a flow diversion structure provided in the side wall of a channel to divert water from the main channel to a branch channel. The trapezoidal labyrinth weir is a special type of weir in which crest length of the weir is increased to pass higher discharge. Experimental and numerical studies related to the coefficient of discharge of trapezoidal labyrinth weir in an open channel have been presented in the present study. Group Method of Data Handling (GMDH) with the transfer function of quadratic polynomial has been used to predict the coefficient of discharge for the side trapezoidal labyrinth weir. A new model is developed for coefficient of discharge of labyrinth weir by regression method. Generalized models for predicting the coefficient of discharge for labyrinth weir using Group Method of Data Handling (GMDH) network have also been developed. The prediction based on GMDH model is more satisfactory than those given by traditional regression equations.

Keywords: discharge coefficient, group method of data handling, open channel, side labyrinth weir

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Authors: Baoubadi Atozou, Koffi Akakpo

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Since the decade 2000, the use of foodstuffs such as corn, wheat, and soybeans in biofuel production has been growing sharply in the United States, Canada, and Europe. Thus, prices for these agricultural products are rising in the world market. These cereals are the most important source of calorific energy for West African Economic and Monetary Union (WAEMU) countries members’ population. These countries are highly dependent on imports of most of these products. Thereby, rising prices can have an important impact on import levels and consequently on food security in these countries. This study aims to analyze the interrelationship between the prices of these commodities and their volatilities, and their effects on imports of these agricultural products by each WAEMU ’country member. The Autoregressive Distributed Lag (ARDL) model, the GARCH Multivariate model, and the Granger Causality Test are used in this investigation. The results show that import levels are highly and significantly sensitive to price changes as well as their volatility. In the short term as well as in the long term, there is a significant relationship between the prices of these products. There is a positive relationship in general between price volatility. And these volatilities have negative effects on the level of imports. The market characteristics affect food security in these countries, especially access to food for vulnerable and low-income populations. The policies makers must adopt viable strategies to increase agricultural production and limit their dependence on imports.

Keywords: price volatility, import of agricultural products, food safety, WAEMU

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Authors: Michalis Linardakis, Vasilis Grammatikopoulos, Athanasios Gregoriadis, Kalliopi Trouli

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Discrete choice models belong to the family of Conjoint analysis that are applied on the preferences of the respondents towards a set of scenarios that describe alternative choices. The scenarios have been pre-designed to cover all the attributes of the alternatives that may affect the choices. In this study, we examine how preschool educators integrate physical activities into their everyday teaching practices through the use of discrete choice models. One of the advantages of discrete choice models compared to other more traditional data collection methods (e.g. questionnaires and interviews that use ratings) is that the respondent is called to select among competitive and realistic alternatives, rather than objectively rate each attribute that the alternatives may have. We present the effort to construct and choose representative attributes that would cover all possible choices of the respondents, and the scenarios that have arisen. For the purposes of the study, we used a sample of 50 preschool educators in Greece that responded to 4 scenarios (from the total of 16 scenarios that the orthogonal design resulted), with each scenario having three alternative teaching practices. Seven attributes of the alternatives were used in the scenarios. For the analysis of the data, we used multinomial logit model with random effects, multinomial probit model and generalized mixed logit model. The conclusions drawn from the estimated parameters of the models are discussed.

Keywords: conjoint analysis, discrete choice models, educational data, multivariate statistical analysis

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Authors: Heba Esaily, Rawhia Eledl, Daila Aboelela, Rasha Noreldin

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Objective: Assess serum level of Transforming growth factor beta 2 (TGF-β2) and Matrilin-3 (MATN3) SNP6 polymorphism in osteoarthritic patients Background: Osteoarthritis (OA) is a musculoskeletal disease characterized by pain and joint stiffness. TGF-β 2 is involved in chondrogenesis and osteogenesis, It has found that MATN3 gene and protein expression was correlated with the extent of tissue damage in OA. Findings suggest that regulation of MATN3 expression is essential for maintenance of the cartilage extracellular matrix microenvironment Subjects and Methods: 72 cases of primary OA (56 with knee OA and 16 with generalized OA were compared with that of 18 healthy controls. Radiographs were scored with the Kellgren-Lawrence scale. Serum TGF-β2 was measured by using (ELISA), levels of marker were correlated to radiographic grading of disease and MATN3 SNP6 polymorphism was determined by (PCR-RFLP). Results: MATN3 SNP6 polymorphism and serum level of TGF-β2 were higher in OA compared with controls. Genotype, NN and N allele frequency were higher in patients with OA compared with controls. NN genotype and N allele frequency were higher in knee osteoarthritis than generalized OA. Significant positive correlation between level of TGFβ2 and radiographic grading in group with knee OA, but no correlation between serum level of TGFβ2 and radiographic grading in generalized OA. Conclusion: MATN3 SNP6 polymorphism and TGF-β2 implicated in the pathogenesis of osteoarthritis. Association of N/N genotype with primary osteoarthritis emphasizes on the need for prospective study include larger sample size to confirm the results of the present study.

Keywords: Matrilin-3, transforming growth factor beta 2, primary osteoarthritis, knee osteoarthritis

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Authors: Lina Wu, Ye Li

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An equivalent relation between a harmonic form and a closed co-closed form is established on a complete non-compact manifold. This equivalence has been generalized for a differential k-form ω from Lq spaces to non-Lq spaces when q=2 in the context of p-balanced growth where p=2. Especially for a simple differential k-form on a complete non-compact manifold, the equivalent relation has been verified with the extended scope of q for from finite q-energy in Lq spaces to infinite q-energy in non-Lq spaces when with 2-balanced growth. Generalized Hadamard Theorem, Cauchy-Schwarz Inequality, and Calculus skills including Integration by Parts as well as Convergent Series have been applied as estimation techniques to evaluate growth rates for a differential form. In particular, energy growth rates as indicated by an appropriate power range in a selected test function lead to a balance between a harmonic differential form and a closed co-closed differential form. Research ideas and computational methods in this paper could provide an innovative way in the study of broadening Lq spaces to non-Lq spaces with a wide variety of infinite energy growth for a differential form.

Keywords: closed forms, co-closed forms, harmonic forms, L^q spaces, p-balanced growth, simple differential k-forms

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Authors: A. D. Zikiryahodjaev, L. V. Bolotina, A. S. Sukhotko

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Purpose. To evaluate the expediency and timeliness of performance of surgical treatment as a component of multi-therapy treatment of patients with stage IV breast cancers. Materials and Methods. This investigation comparatively analyzed the results of complex treatment with or without surgery in patients with metastatic breast cancer. We analyzed retrospectively treatment experience of 196 patients with generalized breast cancer in the department of oncology and breast reconstructive surgery of P.A. Herzen Moscow Cancer Research Institute from 2000 to 2012. The average age was (58±1,1) years. Invasive ductul carcinoma was verified in128 patients (65,3%), invasive lobular carcinoma-33 (16,8%), complex form - 19 (9,7%). Complex palliative care involving drug and radiation therapies was performed in two patient groups. The first group includes 124 patients who underwent surgical intervention as complex treatment, the second group includes 72 patients with only medical therapy. Standard systemic therapy was given to all patients. Results. Overall, 3-and 5-year survival in fist group was 43,8 and 21%, in second - 15,1 and 9,3% respectively [p=0,00002 log-rank]. Median survival in patients with surgical treatment composed 32 months, in patients with only systemic therapy-21. The factors having influencing an influence on the prognosis and the quality of life outcomes for of patients with generalized breast cancer were are also studied: hormone-dependent tumor, Her2/neu hyper-expression, reproductive function status (age, menopause existence). Conclusion.Removing primary breast tumor in patients with generalized breast cancer improve long-term outcomes. Three- and five-year survival increased by 28,7 and 16,3% respectively, and median survival–for 11 months. These patients may benefit from resection of the breast tumor. One explanation for the effect of this resection is that reducing the tumor load influences metastatic growth.

Keywords: breast cancer, combination therapy, factors of prognosis, primary tumor

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Authors: Godwin Chigozie Okpara

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This paper using standard GARCH, EGARCH, and TARCH models on day of the week return series (of 246 days) from the Nigerian Stock market estimated the model variants’ VaR. An asymmetric return distribution and fat-tail phenomenon in financial time series were considered by estimating the models with normal, student t and generalized error distributions. The analysis based on Akaike Information Criterion suggests that the EGARCH model with student t innovation distribution can furnish more accurate estimate of VaR. In the light of this, we apply the likelihood ratio tests of proportional failure rates to VaR derived from EGARCH model in order to determine the short and long positions VaR performances. The result shows that as alpha ranges from 0.05 to 0.005 for short positions, the failure rate significantly exceeds the prescribed quintiles while it however shows no significant difference between the failure rate and the prescribed quantiles for long positions. This suggests that investors and portfolio managers in the Nigeria stock market have long trading position or can buy assets with concern on when the asset prices will fall. Precisely, the VaR estimates for the long position range from -4.7% for 95 percent confidence level to -10.3% for 99.5 percent confidence level.

Keywords: downside risk, value-at-risk, failure rate, kupiec LR tests, GARCH models

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Authors: Adeola Adenikinju, Olusanya E. Olubusoye, Lateef O. Akinpelu, Dilinna L. Nwobi

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Since the enactment of the Fiscal Responsibility Act (2007), the Federal Government of Nigeria (FGN) has made public its fiscal budget and the subsequent implementation report. A critical review of these documents shows significant variations in the five macroeconomic variables which are inputs in each Presidential budget; oil Production target (mbpd), oil price ($), Foreign exchange rate(N/$), and Gross Domestic Product growth rate (%) and inflation rate (%). This results in underperformance of the Federal budget expected output in terms of non-oil and oil revenue aggregates. This paper evaluates first the existing variance between budgeted and actuals, then the relationship and causality between the determinants of Federal fiscal budget assumptions, and finally the determinants of FGN’s Gross Oil Revenue. The paper employed the use of descriptive statistics, the Autoregressive distributed lag (ARDL) model, and a Profit oil probabilistic model to achieve these objectives. This model permits for both the static and dynamic effect(s) of the independent variable(s) on the dependent variable, unlike a static model that accounts for static or fixed effect(s) only. It offers a technique for checking the existence of a long-run relationship between variables, unlike other tests of cointegration, such as the Engle-Granger and Johansen tests, which consider only non-stationary series that are integrated of the same order. Finally, even with small sample size, the ARDL model is known to generate a valid result, for it is the dependent variable and is the explanatory variable. The results showed that there is a long-run relationship between oil revenue as a proxy for budget performance and its determinants; oil price, produced oil quantity, and foreign exchange rate. There is a short-run relationship between oil revenue and its determinants; oil price, produced oil quantity, and foreign exchange rate. There is a long-run relationship between non-oil revenue and its determinants; inflation rate, GDP growth rate, and foreign exchange rate. The grangers’ causality test results show that there is a mono-directional causality between oil revenue and its determinants. The Federal budget assumptions only explain 68% of oil revenue and 62% of non-oil revenue. There is a mono-directional causality between non-oil revenue and its determinants. The Profit oil Model describes production sharing contracts, joint ventures, and modified carrying arrangements as the greatest contributors to FGN’s gross oil revenue. This provides empirical justification for the selected macroeconomic variables used in the Federal budget design and performance evaluation. The research recommends other variables, debt and money supply, be included in the Federal budget design to explain the Federal budget revenue performance further.

Keywords: ARDL, budget performance, oil price, oil quantity, oil revenue

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Authors: V. Mantey, N. Findlay, I. Maddox

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The quality and quantity of global satellite data have been increasing exponentially in recent years as spaceborne systems become more affordable and the sensors themselves become more sophisticated. This is a valuable resource for many applications, including disaster management and relief. However, while more information can be valuable, the volume of data available is impossible to manually examine. Therefore, the question becomes how to extract as much information as possible from the data with limited manpower. Buildings are a key feature of interest in satellite imagery with applications including telecommunications, population models, and disaster relief. Machine learning tools are fast becoming one of the key resources to solve this problem, and models have been developed to detect buildings in optical satellite imagery. However, by and large, most models focus on affluent regions where buildings are generally larger and constructed further apart. This work is focused on the more difficult problem of detection in populated regions. The primary challenge with detecting small buildings in densely populated regions is both the spatial and spectral resolution of the optical sensor. Densely packed buildings with similar construction materials will be difficult to separate due to a similarity in color and because the physical separation between structures is either non-existent or smaller than the spatial resolution. This study finds that training models until they are overfitting the input sample can perform better in these areas than a more robust, generalized model. An overfitted model takes less time to fine-tune from a generalized pre-trained model and requires fewer input data. The model developed for this study has also been fine-tuned using existing, open-source, building vector datasets. This is particularly valuable in the context of disaster relief, where information is required in a very short time span. Leveraging existing datasets means that little to no manpower or time is required to collect data in the region of interest. The training period itself is also shorter for smaller datasets. Requiring less data means that only a few quality areas are necessary, and so any weaknesses or underpopulated regions in the data can be skipped over in favor of areas with higher quality vectors. In this study, a landcover classification model was developed in conjunction with the building detection tool to provide a secondary source to quality check the detected buildings. This has greatly reduced the false positive rate. The proposed methodologies have been implemented and integrated into a configurable production environment and have been employed for a number of large-scale commercial projects, including continent-wide DEM production, where the extracted building footprints are being used to enhance digital elevation models. Overfitted machine learning models are often considered too specific to have any predictive capacity. However, this study demonstrates that, in cases where input data is scarce, overfitted models can be judiciously applied to solve time-sensitive problems.

Keywords: building detection, disaster relief, mask-RCNN, satellite mapping

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Authors: R. Vigneswaran, S. Thilakanathan

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Variable time-stepping algorithms for solving dynamical systems performed poorly for long time computations which pass close to a fixed point. To overcome this difficulty, several authors considered phase space error controls for numerical simulation of dynamical systems. In one generalized phase space error control, a step-size selection scheme was proposed, which allows this error control to be incorporated into the standard adaptive algorithm as an extra constraint at negligible extra computational cost. For this generalized error control, it was already analyzed the forward Euler method applied to the linear system whose coefficient matrix has real and negative eigenvalues. In this paper, this result was extended to the linear system whose coefficient matrix has complex eigenvalues with negative real parts. Some theoretical results were obtained and numerical experiments were carried out to support the theoretical results.

Keywords: adaptivity, fixed point, long time simulations, stability, linear system

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Authors: Abhijith Asok

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This paper presents a generalized approach for the simple linear data transformation, Y=bX, through an integration of multidimensional coordinate geometry, vector space theory and polygonal geometry. The scaling is performed by adding an additional ’Dummy Dimension’ to the n-dimensional data, which helps plot two dimensional component-wise straight lines on pairs of dimensions. The end result is a set of scaled extensions of observations in any of the 2n spatial divisions, where n is the total number of applicable dimensions/dataset variables, created by shifting the n-dimensional plane along the ’Dummy Axis’. The derived scaling factor was found to be dependent on the coordinates of the common point of origin for diverging straight lines and the plane of extension, chosen on and perpendicular to the ’Dummy Axis’, respectively. This result indicates the geometrical interpretation of a linear data transformation and hence, opportunities for a more informed choice of the factor ’b’, based on a better choice of these coordinate values. The paper follows on to identify the effect of this transformation on certain popular distance metrics, wherein for many, the distance metric retained the same scaling factor as that of the features.

Keywords: data transformation, dummy dimension, linear transformation, scaling

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Authors: Ruijia Hu, Susanna T.Y. Tong

Abstract:

Light detection and ranging (LiDAR) and four-channel red, green, blue, and near-infrared (RGBI) remote sensed imageries allow an accurate quantification and contiguous measurement of vegetation characteristics and forest structures. This information facilitates the generation of habitat structure variables for forest species distribution modelling. However, applications of remote sensing data, especially the combination of structural and spectral information, to support evidence-based decisions in forest managements and conservation practices at local scale are not widely adopted. In this study, we examined the habitat requirements of pileated woodpecker (Dryocopus pileatus) (PW) in Hamilton County, Ohio, using ecologically relevant forest structural and vegetation characteristics derived from LiDAR and RGBI data. We hypothesized that the habitat of PW is shaped by vegetation characteristics that are directly associated with the availability of food, hiding and nesting resources, the spatial arrangement of habitat patches within home range, as well as proximity to water sources. We used 186 PW presence or absence locations to model their presence and absence in generalized additive model (GAM) at two scales, representing foraging and home range size, respectively. The results confirm PW’s preference for tall and large mature stands with structural complexity, typical of late-successional or old-growth forests. Besides, the crown size of dead trees shows a positive relationship with PW occurrence, therefore indicating the importance of declining living trees or early-stage dead trees within PW home range. These locations are preferred by PW for nest cavity excavation as it attempts to balance the ease of excavation and tree security. In addition, we found that PW can adjust its travel distance to the nearest water resource, suggesting that habitat fragmentation can have certain impacts on PW. Based on our findings, we recommend that forest managers should use different priorities to manage nesting, roosting, and feeding habitats. Particularly, when devising forest management and hazard tree removal plans, one needs to consider retaining enough cavity trees within high-quality PW habitat. By mapping PW habitat suitability for the study area, we highlight the importance of riparian corridor in facilitating PW to adjust to the fragmented urban landscape. Indeed, habitat improvement for PW in the study area could be achieved by conserving riparian corridors and promoting riparian forest succession along major rivers in Hamilton County.

Keywords: deadwood detection, generalized additive model, individual tree crown delineation, LiDAR, pileated woodpecker, RGBI aerial imagery, species distribution models

Procedia PDF Downloads 61

Authors: Hounyèmè Romuald, Mama Daouda, Argillier Christine

Abstract:

The present study focused on the use of benthic macrofauna to define the reference state of an anthropized lagoon (Nokoué-Benin) from the responses of relevant metrics to proxies. The approach used is a combination of a joint species distribution model and Bayesian networks. The joint species distribution model was used to select the relevant metrics and generate posterior probabilities that were then converted into posterior response probabilities for each of the quality classes (pressure levels), which will constitute the conditional probability tables allowing the establishment of the probabilistic graph representing the different causal relationships between metrics and pressure proxies. For the definition of the reference thresholds, the predicted responses for low-pressure levels were read via probability density diagrams. Observations collected during high and low water periods spanning 03 consecutive years (2004-2006), sampling 33 macroinvertebrate taxa present at all seasons and sampling points, and measurements of 14 environmental parameters were used as application data. The study demonstrated reliable inferences, selection of 07 relevant metrics and definition of quality thresholds for each environmental parameter. The relevance of the metrics as well as the reference thresholds for ecological assessment despite the small sample size, suggests the potential for wider applicability of the approach for aquatic ecosystem monitoring and assessment programs in developing countries generally characterized by a lack of monitoring data.

Keywords: pressure proxies, bayesian inference, bioindicators, acadjas, functional traits

Procedia PDF Downloads 87

Authors: Antoinette Maarawi, Zoe Anxionnaz-Minvielle, Pierre Coste, Nathalie Di Miceli Raimondi, Michel Cabassud

Abstract:

Milli-structured heat exchanger/reactors have been recently widely used, especially in the chemical industry, due to their enhanced performances in heat and mass transfer compared to conventional apparatuses. In our work, the ‘DeanHex’ heat exchanger/reactor with a 2D-meandering channel is investigated both experimentally and numerically. The square cross-sectioned channel has a hydraulic diameter of 2mm. The aim of our study is to model local physico-chemical phenomena (heat and mass transfer, axial dispersion, etc.) for a liquid-liquid two-phase flow in our lab-scale meandering channel, which represents the central part of the heat exchanger/reactor design. The numerical approach of the reactor is based on a 1D model for the flow channel encapsulated in a 3D model for the surrounding solid, using COMSOL Multiphysics V5.5. The use of the 1D approach to model the milli-channel reduces significantly the calculation time compared to 3D approaches, which are generally focused on local effects. Our 1D/3D approach intends to bridge the gap between the simulation at a small scale and the simulation at the reactor scale at a reasonable CPU cost. The heat transfer process between the 1D milli-channel and its 3D surrounding is modeled. The feasibility of this 1D/3D coupling was verified by comparing simulation results to experimental ones originated from two previous works. Temperature profiles along the channel axis obtained by simulation fit the experimental profiles for both cases. The next step is to integrate the liquid-liquid mass transfer model and to validate it with our experimental results. The hydrodynamics of the liquid-liquid two-phase system is modeled using the ‘mixture model approach’. The mass transfer behavior is represented by an overall volumetric mass transfer coefficient ‘kLa’ correlation obtained from our experimental results in the millimetric size meandering channel. The present work is a first step towards the scale-up of our ‘DeanHex’ expecting future industrialization of such equipment. Therefore, a generalized scaled-up model of the reactor comprising all the transfer processes will be built in order to predict the performance of the reactor in terms of conversion rate and energy efficiency at an industrial scale.

Keywords: liquid-liquid mass transfer, milli-structured reactor, 1D/3D model, process intensification

Procedia PDF Downloads 134

Authors: Jan Henrik Wosnitza

Abstract:

The logistic regression has developed into a standard approach for estimating conditional probabilities in a wide range of applications including credit risk prediction. The article at hand contributes to the current literature on logistic regression fourfold: First, it is demonstrated that the binary logistic regression automatically meets its model assumptions under very general conditions. This result explains, at least in part, the logistic regression's popularity. Second, the requirement of homoscedasticity in the context of binary logistic regression is theoretically substantiated. The variances among the groups of defaulted and non-defaulted obligors have to be the same across the level of the aggregated default indicators in order to achieve linear logits. Third, this article sheds some light on the question why nonlinear logits might be superior to linear logits in case of a small amount of data. Fourth, an innovative methodology for estimating correlations between obligor-specific log-odds is proposed. In order to crystallize the key ideas, this paper focuses on the example of credit risk prediction. However, the results presented in this paper can easily be transferred to any other field of application.

Keywords: correlation, credit risk estimation, default correlation, homoscedasticity, logistic regression, nonlinear logistic regression

Procedia PDF Downloads 433