Search results for: generalized random graphs

Authors: Shahram Jamali, Samira Hamed

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One of the open issues in Random Early Detection (RED) algorithm is how to set its parameters to reach high performance for the dynamic conditions of the network. Although original RED uses fixed values for its parameters, this paper follows a model-based approach to upgrade performance of the RED algorithm. It models the routers queue behavior by using the Markov model and uses this model to predict future conditions of the queue. This prediction helps the proposed algorithm to make some tunings over RED's parameters and provide efficiency and better performance. Widespread packet level simulations confirm that the proposed algorithm, called Markov-RED, outperforms RED and FARED in terms of queue stability, bottleneck utilization and dropped packets count.

Keywords: active queue management, RED, Markov model, random early detection algorithm

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Authors: Takashi Shimizu, Tomoaki Hashimoto

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A class of implicit systems is known as a more generalized class of systems than a class of explicit systems. To establish a control method for such a generalized class of systems, we adopt model predictive control method which is a kind of optimal feedback control with a performance index that has a moving initial time and terminal time. However, model predictive control method is inapplicable to systems whose all state variables are not exactly known. In other words, model predictive control method is inapplicable to systems with limited measurable states. In fact, it is usual that the state variables of systems are measured through outputs, hence, only limited parts of them can be used directly. It is also usual that output signals are disturbed by process and sensor noises. Hence, it is important to establish a state estimation method for nonlinear implicit systems with taking the process noise and sensor noise into consideration. To this purpose, we apply the model predictive control method and unscented Kalman filter for solving the optimization and estimation problems of nonlinear implicit systems, respectively. The objective of this study is to establish a model predictive control with unscented Kalman filter for nonlinear implicit systems.

Keywords: optimal control, nonlinear systems, state estimation, Kalman filter

Procedia PDF Downloads 173

Authors: M. Aghili, S. Tabarestani, C. Freytes, M. Shojaie, M. Cabrerizo, A. Barreto, N. Rishe, R. E. Curiel, D. Loewenstein, R. Duara, M. Adjouadi

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A major challenge in medical studies, especially those that are longitudinal, is the problem of missing measurements which hinders the effective application of many machine learning algorithms. Furthermore, recent Alzheimer's Disease studies have focused on the delineation of Early Mild Cognitive Impairment (EMCI) and Late Mild Cognitive Impairment (LMCI) from cognitively normal controls (CN) which is essential for developing effective and early treatment methods. To address the aforementioned challenges, this paper explores the potential of using the eXtreme Gradient Boosting (XGBoost) algorithm in handling missing values in multiclass classification. We seek a generalized classification scheme where all prodromal stages of the disease are considered simultaneously in the classification and decision-making processes. Given the large number of subjects (1631) included in this study and in the presence of almost 28% missing values, we investigated the performance of XGBoost on the classification of the four classes of AD, NC, EMCI, and LMCI. Using 10-fold cross validation technique, XGBoost is shown to outperform other state-of-the-art classification algorithms by 3% in terms of accuracy and F-score. Our model achieved an accuracy of 80.52%, a precision of 80.62% and recall of 80.51%, supporting the more natural and promising multiclass classification.

Keywords: eXtreme gradient boosting, missing data, Alzheimer disease, early mild cognitive impairment, late mild cognitive impair, multiclass classification, ADNI, support vector machine, random forest

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Authors: Aleš Florian, Lenka Ševelová

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Complex sensitivity analysis of stresses in a concrete slab of the real type of rigid pavement made from recycled materials is performed. The computational model of the pavement is designed as a spatial (3D) model, is based on a nonlinear variant of the finite element method that respects the structural nonlinearity, enables to model different arrangements of joints, and the entire model can be loaded by the thermal load. Interaction of adjacent slabs in joints and contact of the slab and the subsequent layer are modeled with the help of special contact elements. Four concrete slabs separated by transverse and longitudinal joints and the additional structural layers and soil to the depth of about 3m are modeled. The thickness of individual layers, physical and mechanical properties of materials, characteristics of joints, and the temperature of the upper and lower surface of slabs are supposed to be random variables. The modern simulation technique Updated Latin Hypercube Sampling with 20 simulations is used. For sensitivity analysis the sensitivity coefficient based on the Spearman rank correlation coefficient is utilized. As a result, the estimates of influence of random variability of individual input variables on the random variability of principal stresses s1 and s3 in 53 points on the upper and lower surface of the concrete slabs are obtained.

Keywords: concrete, FEM, pavement, sensitivity, simulation

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Authors: Ionel D. Craiu, Mihai Nedelcu

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Thin-walled cylinders are often used by the offshore industry as columns of floating installations. Based on observed strains, the inverse Finite Element Method (iFEM) may rebuild the deformation of structures. Structural Health Monitoring uses this approach extensively. However, the number of in-situ strain gauges is what determines how accurate it is, and for shell structures with complicated deformation, this number can easily become too high for practical use. Any thin-walled beam member's complicated deformation can be modeled by the Generalized Beam Theory (GBT) as a linear combination of pre-specified cross-section deformation modes. GBT uses bar finite elements as opposed to shell finite elements. This paper proposes an iFEM/GBT formulation for the shape sensing of thin-walled cylinders based on these benefits. This method significantly reduces the number of strain gauges compared to using the traditional inverse-shell finite elements. Using numerical simulations, dent damage detection is achieved by comparing the strain distributions of the undamaged and damaged members. The effect of noise on strain measurements is also investigated.

Keywords: damage detection, generalized beam theory, inverse finite element method, shape sensing

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Authors: Shahrokh Barati

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In this paper, we introduced AIDS disease at first, then proposed dynamic model illustrate its progress, after expression of a short history of nonlinear modeling by polynomial phasing systems, we considered the stability conditions of the systems, which contained a huge amount of researches in order to modeling and control of AIDS in dynamic nonlinear form, in this approach using a frame work of control any polynomial phasing modeling system which have been generalized by part of phasing model of T-S, in order to control the system in better way, the stability conditions were achieved based on polynomial functions, then we focused to design the appropriate controller, firstly we considered the equilibrium points of system and their conditions and in order to examine changes in the parameters, we presented polynomial phase model that was the generalized approach rather than previous Takagi Sugeno models, then with using case we evaluated the equations in both open loop and close loop and with helping the controlling feedback, the close loop equations of system were calculated, to simulate nonlinear model of AIDS disease, we used polynomial phasing controller output that was capable to make the parameters of a nonlinear system to follow a sustainable reference model properly.

Keywords: polynomial fuzzy, AIDS, nonlinear AIDS model, fuzzy control systems

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Authors: A. A. Hussen, I. N. Jleta

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Micro-electromechanical system (MEMS) accelerometers and gyroscopes are suitable for the inertial navigation system (INS) of many applications due to the low price, small dimensions and light weight. The main disadvantage in a comparison with classic sensors is a worse long term stability. The estimation accuracy is mostly affected by the time-dependent growth of inertial sensor errors, especially the stochastic errors. In order to eliminate negative effect of these random errors, they must be accurately modeled. Where the key is the successful implementation that depends on how well the noise statistics of the inertial sensors is selected. In this paper, the Allan variance technique will be used in modeling the stochastic errors of the inertial sensors. By performing a simple operation on the entire length of data, a characteristic curve is obtained whose inspection provides a systematic characterization of various random errors contained in the inertial-sensor output data.

Keywords: Allan variance, accelerometer, gyroscope, stochastic errors

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Authors: Petra Palic, Maruska Vizek

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We provide an in-depth analysis of interdependence of asset returns and volatilities in developed and developing countries. The analysis is split into three parts. In the first part, we use multivariate GARCH model in order to provide stylized facts on cross-market volatility spillovers. In the second part, we use a generalized vector autoregressive methodology developed by Diebold and Yilmaz (2009) in order to estimate separate measures of return spillovers and volatility spillovers among sovereign bond, equity, foreign exchange and commodity markets. In particular, our analysis is focused on cross-market return, and volatility spillovers in 19 developed and developing countries. In order to estimate named spillovers, we use daily data from 2008 to 2017. In the third part of the analysis, we use a generalized vector autoregressive framework in order to estimate total and directional volatility spillovers. We use the same daily data span for one developed and one developing country in order to characterize daily volatility spillovers across stock, bond, foreign exchange and commodities markets.

Keywords: cross-market spillovers, sovereign bond markets, equity markets, value at risk (VAR)

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Authors: Alena Zemanová, Jan Zeman, Michal Šejnoha

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The polymer foil used for manufacturing of laminated glass members behaves in a viscoelastic manner with temperature dependence. This contribution aims at incorporating the time/temperature-dependent behavior of interlayer to our earlier elastic finite element model for laminated glass beams. The model is based on a refined beam theory: each layer behaves according to the finite-strain shear deformable formulation by Reissner and the adjacent layers are connected via the Lagrange multipliers ensuring the inter-layer compatibility of a laminated unit. The time/temperature-dependent behavior of the interlayer is accounted for by the generalized Maxwell model and by the time-temperature superposition principle due to the Williams, Landel, and Ferry. The resulting system is solved by the Newton method with consistent linearization and the viscoelastic response is determined incrementally by the exponential algorithm. By comparing the model predictions against available experimental data, we demonstrate that the proposed formulation is reliable and accurately reproduces the behavior of the laminated glass units.

Keywords: finite element method, finite-strain Reissner model, Lagrange multipliers, generalized Maxwell model, laminated glass, Newton method, Williams-Landel-Ferry equation

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Authors: Shabnam Najafi, Metin Turkay

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

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

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Authors: Hadush Kidane Meresa

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The hydrological extremes frequency analysis is the foundation for the hydraulic engineering design, flood protection, drought management and water resources management and planning to utilize the available water resource to meet the desired objectives of different organizations and sectors in a country. This spatial variation of the statistical characteristics of the extreme flood and drought events are key practice for regional flood and drought analysis and mitigation management. For different hydro-climate of the regions, where the data set is short, scarcity, poor quality and insufficient, the regionalization methods are applied to transfer at-site data to a region. This study aims in regional high and low flow frequency analysis for Poland River Basins. Due to high frequent occurring of hydrological extremes in the region and rapid water resources development in this basin have caused serious concerns over the flood and drought magnitude and frequencies of the river in Poland. The magnitude and frequency result of high and low flows in the basin is needed for flood and drought planning, management and protection at present and future. Hydrological homogeneous high and low flow regions are formed by the cluster analysis of site characteristics, using the hierarchical and C- mean clustering and PCA method. Statistical tests for regional homogeneity are utilized, by Discordancy and Heterogeneity measure tests. In compliance with results of the tests, the region river basin has been divided into ten homogeneous regions. In this study, frequency analysis of high and low flows using AM for high flow and 7-day minimum low flow series is conducted using six statistical distributions. The use of L-moment and LL-moment method showed a homogeneous region over entire province with Generalized logistic (GLOG), Generalized extreme value (GEV), Pearson type III (P-III), Generalized Pareto (GPAR), Weibull (WEI) and Power (PR) distributions as the regional drought and flood frequency distributions. The 95% percentile and Flow duration curves of 1, 7, 10, 30 days have been plotted for 10 stations. However, the cluster analysis performed two regions in west and east of the province where L-moment and LL-moment method demonstrated the homogeneity of the regions and GLOG and Pearson Type III (PIII) distributions as regional frequency distributions for each region, respectively. The spatial variation and regional frequency distribution of flood and drought characteristics for 10 best catchment from the whole region was selected and beside the main variable (streamflow: high and low) we used variables which are more related to physiographic and drainage characteristics for identify and delineate homogeneous pools and to derive best regression models for ungauged sites. Those are mean annual rainfall, seasonal flow, average slope, NDVI, aspect, flow length, flow direction, maximum soil moisture, elevation, and drainage order. The regional high-flow or low-flow relationship among one streamflow characteristics with (AM or 7-day mean annual low flows) some basin characteristics is developed using Generalized Linear Mixed Model (GLMM) and Generalized Least Square (GLS) regression model, providing a simple and effective method for estimation of flood and drought of desired return periods for ungauged catchments.

Keywords: flood , drought, frequency, magnitude, regionalization, stochastic, ungauged, Poland

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Authors: Omar Sorour, Michael Leahy, Thomas Irvine, Vladimir Koren

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Introduction: Covid encephalitis is a rare yet dangerous complication, particularly affecting the older and immunocompromised. Symptoms range from confusion to delirium, coma, and seizures. Although neurological manifestations have become more well-characterized in COVID patients, little is known about whether priorneurological abnormalities may predispose patients to COVID encephalopathy. Case Description: A 73 y.o. male with a CT and MRI-confirmed stable, prior 9 mm cavernoma in the right frontal lobe and no past history of seizures was hospitalized with generalized weakness, abdominal pain, nausea, and shortness of breath with subsequent COVID pneumonia. Three days after the initial presentation, the patient developed a spontaneous generalized tonic-clonic seizure consistent with presumed COVID encephalitis, along with somnolence and confusion. A day later, the patient had two other seizure episodes. Follow-up EEG suggested an inter-ictal epileptic focus with sharp waves corresponding to roughly the same location as the patient’s pre-existing cavernoma. The patient’s seizures stopped shortly thereafter, while his encephalopathy continued for days. Conclusion: We illustrate that a pre-existing anatomic cortical abnormality may act as a potential nidus for new-onset seizure activity in the context of suggested COVID encephalopathy. Future studies may further demonstrate that manifestations of COVIDencephalopathy in certain patients may be more predictable than initially assumed.

Keywords: cavernoma, covid, encephalopathy, seizures

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Authors: Marina Yurievna Aleksandrova

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Research of the Holocaust retains value not only for history but also for sociology and psychology. One of the most important fields of study is how people were coping during and after this traumatic event. The aim of this paper is to identify the main contexts of the topic of love and to determine which contexts are more characteristic for different groups of victims of the Holocaust (gender, nationality, age). In this research, transcripts of interviews with Holocaust victims that were collected during 1946 for the "Voices of the Holocaust" project were used as data. Main contexts were analyzed with methods of network analysis and latent semantic analysis and classified by gender, age, and nationality with random forest. The results show that love is articulated and described significantly differently for male and female informants, nationality is shown results with lower values of quality metrics, as well as the age.

Keywords: Holocaust, latent semantic analysis, network analysis, text-mining, random forest

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Authors: Wenjie Qin, Kewei Lv

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In 1996, Boneh and Venkatesan proposed the Hidden Number Problem (HNP) and proved the most significant bits (MSB) of computational Diffie-Hellman key exchange scheme and related schemes are unpredictable bits. They also gave a method which is a lattice rounding technique to solve HNP in non-uniform model. In this paper, we put forward a new concept that is Schnorr-MSB-HNP. We also reduce the problem of solving Schnorr signature private key with a few consecutive most significant bits of random nonce (used at each signature generation) to Schnorr-MSB-HNP, then we use the rounding technique to solve the Schnorr-MSB-HNP. We have come to the conclusion that if there is a ‘miraculous box’ which inputs the random nonce and outputs 2loglogq (q is a prime number) most significant bits of nonce, the signature private key will be obtained by choosing 2logq signature messages randomly. Thus we get an attack on the Schnorr signature private key.

Keywords: rounding technique, most significant bits, Schnorr signature algorithm, nonce, Schnorr-MSB-HNP

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Authors: Neha Ahirwar

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In the contemporary digital era, the rise of credit card fraud poses a significant threat to both financial institutions and consumers. As fraudulent activities become more sophisticated, there is an escalating demand for robust and effective fraud detection mechanisms. Advanced machine learning algorithms have become crucial tools in addressing this challenge. This paper conducts a thorough examination of the design and evaluation of a credit card fraud detection system, utilizing four prominent machine learning algorithms: random forest, logistic regression, decision tree, and XGBoost. The surge in digital transactions has opened avenues for fraudsters to exploit vulnerabilities within payment systems. Consequently, there is an urgent need for proactive and adaptable fraud detection systems. This study addresses this imperative by exploring the efficacy of machine learning algorithms in identifying fraudulent credit card transactions. The selection of random forest, logistic regression, decision tree, and XGBoost for scrutiny in this study is based on their documented effectiveness in diverse domains, particularly in credit card fraud detection. These algorithms are renowned for their capability to model intricate patterns and provide accurate predictions. Each algorithm is implemented and evaluated for its performance in a controlled environment, utilizing a diverse dataset comprising both genuine and fraudulent credit card transactions.

Keywords: efficient credit card fraud detection, random forest, logistic regression, XGBoost, decision tree

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Authors: M. Nekri, A. Khelladi

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The world wide web network is a network with a complex topology, the main properties of which are the distribution of degrees in power law, A low clustering coefficient and a weak average distance. Modeling the web as a graph allows locating the information in little time and consequently offering a help in the construction of the research engine. Here, we present a model based on the already existing probabilistic graphs with all the aforesaid characteristics. This work will consist in studying the web in order to know its structuring thus it will enable us to modelize it more easily and propose a possible algorithm for its exploration.

Keywords: clustering coefficient, preferential attachment, small world, web community

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Authors: Kwabena Asare, Ezekiel N. N. Nortey, Felix O. Mettle

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Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model.

Keywords: extreme value theory, expected shortfall, generalized pareto distribution, peak over threshold, value at risk

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Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie

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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: earnings management, generalized linear regression, neural networks multi-layer perceptron, Tehran stock exchange

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Authors: Yaping Zhao, Yimin Zhang

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In the present paper, the stationary random vibration of a uniform cantilever beam is investigated. Two types of damping mechanism, i.e. the external and internal viscous dampings, are taken into account simultaneously. The excitation form is the support motion, and it is ideal white. Because two type of damping mechanism are considered concurrently, the product of the modal damping ratio and the natural frequency is not a constant anymore. As a result, the infinite definite integral encountered in the process of computing the mean square response is more complex than that in the existing literature. One signal progress of this work is to have calculated these definite integrals accurately. The precise solution of the mean square response is thus obtained in the infinite series form finally. Numerical examples are supplied and the numerical outcomes acquired confirm the validity of the theoretical analyses.

Keywords: random vibration, cantilever beam, mean square response, white noise

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Authors: Sajjad Asefi, Hossein Afrakhte

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This paper presents the evaluation of reliability indices of an electrical distribution system using Monte Carlo simulation technique accounting Time To Switch (TTS) for each section. In this paper, the distribution system has been assumed by accounting random repair time omission. For simplicity, we have assumed the reliability analysis to be based on exponential law. Each segment has a specified rate of failure (λ) and repair time (r) which will give us the mean up time and mean down time of each section in distribution system. After calculating the modified mean up time (MUT) in years, mean down time (MDT) in hours and unavailability (U) in h/year, TTS have been added to the time which the system is not available, i.e. MDT. In this paper, we have assumed the TTS to be a random variable with Log-Normal distribution.

Keywords: distribution system, Monte Carlo simulation, reliability, repair time, time to switch (TTS)

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Authors: Najrullah Khan, Athar Ali Khan

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The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.

Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation

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Authors: M. Uysal, M. Yilmaz, I. Tiryakioğlu

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Digital Terrain Model (DTM) is a digital numerical representation of the Earth's surface. DTMs have been applied to a diverse field of tasks, such as urban planning, military, glacier mapping, disaster management. In the expression of the Earth' surface as a mathematical model, an infinite number of point measurements are needed. Because of the impossibility of this case, the points at regular intervals are measured to characterize the Earth's surface and DTM of the Earth is generated. Hitherto, the classical measurement techniques and photogrammetry method have widespread use in the construction of DTM. At present, RADAR, LiDAR, and stereo satellite images are also used for the construction of DTM. In recent years, especially because of its superiorities, Airborne Light Detection and Ranging (LiDAR) has an increased use in DTM applications. A 3D point cloud is created with LiDAR technology by obtaining numerous point data. However recently, by the development in image mapping methods, the use of unmanned aerial vehicles (UAV) for photogrammetric data acquisition has increased DTM generation from image-based point cloud. The accuracy of the DTM depends on various factors such as data collection method, the distribution of elevation points, the point density, properties of the surface and interpolation methods. In this study, the random data reduction method is compared for DTMs generated from image based point cloud data. The original image based point cloud data set (100%) is reduced to a series of subsets by using random algorithm, representing the 75, 50, 25 and 5% of the original image based point cloud data set. Over the ANS campus of Afyon Kocatepe University as the test area, DTM constructed from the original image based point cloud data set is compared with DTMs interpolated from reduced data sets by Kriging interpolation method. The results show that the random data reduction method can be used to reduce the image based point cloud datasets to 50% density level while still maintaining the quality of DTM.

Keywords: DTM, Unmanned Aerial Vehicle (UAV), uniform, random, kriging

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Authors: Thomas Chinwe Urama, Patrick Oseloka Ezepue, Peters Chimezie Nnanwa

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This paper investigates the universal financial dynamics in two dominant stock markets in Sub-Saharan Africa, through an in-depth analysis of the cross-correlation matrix of price returns in Nigerian Stock Market (NSM) and Johannesburg Stock Exchange (JSE), for the period 2009 to 2013. The strength of correlations between stocks is known to be higher in JSE than that of the NSM. Particularly important for modelling Nigerian derivatives in the future, the interactions of other stocks with the oil sector are weak, whereas the banking sector has strong positive interactions with the other sectors in the stock exchange. For the JSE, it is the oil sector and beverages that have greater sectorial correlations, instead of the banks which have the weaker correlation with other sectors in the stock exchange.

Keywords: random matrix theory, cross-correlations, emerging markets, option pricing, eigenvalues eigenvectors, inverse participation ratios and implied volatility

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Authors: CarlyWill Sloan

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Racial disparities in criminal justice outcomes are well-documented. However, there is little evidence on the extent to which racial bias by prosecutors is responsible for these disparities. This paper tests for racial bias in conviction by prosecutors. To identify effects, this paper leverages as good as random variation in prosecutor race using detailed administrative data on the case assignment process and case outcomes in New York County, New York. This paper shows that the assignment of an opposite-race prosecutor leads to a 5 percentage point (~ 8 percent) increase in the likelihood of conviction for property crimes. There is no evidence of effects for other types of crimes. Additional results indicate decreased dismissals by opposite-race prosecutors likely drive my property crime estimates.

Keywords: criminal justice, discrimination, prosecutors, racial disparities

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Authors: Robert Caulk

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A generalized framework for adaptive machine learning deployments in algorithmic trading is introduced, tested, and released as open-source code. The presented software aims to test the hypothesis that recent data contains enough information to form a probabilistically favorable short-term price prediction. Further, the framework contains various adaptive machine learning techniques that are geared toward generating profit during strong trends and minimizing losses during trend changes. Results demonstrate that this adaptive machine learning approach is capable of capturing trends and generating profit. The presentation also discusses the importance of defining the parameter space associated with the dynamic training data-set and using the parameter space to identify and remove outliers from prediction data points. Meanwhile, the generalized architecture enables common users to exploit the powerful machinery while focusing on high-level feature engineering and model testing. The presentation also highlights common strengths and weaknesses associated with the presented technique and presents a broad range of well-tested starting points for feature set construction, target setting, and statistical methods for enforcing risk management and maintaining probabilistically favorable entry and exit points. The presentation also describes the end-to-end data processing tools associated with FreqAI, including automatic data fetching, data aggregation, feature engineering, safe and robust data pre-processing, outlier detection, custom machine learning and statistical tools, data post-processing, and adaptive training backtest emulation, and deployment of adaptive training in live environments. Finally, the generalized user interface is also discussed in the presentation. Feature engineering is simplified so that users can seed their feature sets with common indicator libraries (e.g. TA-lib, pandas-ta). The user also feeds data expansion parameters to fill out a large feature set for the model, which can contain as many as 10,000+ features. The presentation describes the various object-oriented programming techniques employed to make FreqAI agnostic to third-party libraries and external data sources. In other words, the back-end is constructed in such a way that users can leverage a broad range of common regression libraries (Catboost, LightGBM, Sklearn, etc) as well as common Neural Network libraries (TensorFlow, PyTorch) without worrying about the logistical complexities associated with data handling and API interactions. The presentation finishes by drawing conclusions about the most important parameters associated with a live deployment of the adaptive learning framework and provides the road map for future development in FreqAI.

Keywords: machine learning, market trend detection, open-source, adaptive learning, parameter space exploration

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Authors: Po-Wen Chen, Jin-Yu Wu, Md. Manirul Ali, Yang Peng, Chen-Te Chang, Der-Jun Jan

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Dynamics of cathode spot has become a major part of vacuum arc discharge with its high academic interest and wide application potential. In this article, using a three-dimensional statistical model, we simulate the distribution of the ignition probability of a new cathode spot occurring in different magnetic pressure on old cathode spot surface and at different arcing time. This model for the ignition probability of a new cathode spot was proposed in two typical situations, one by the pure isotropic random walk in the absence of an external magnetic field, other by the retrograde motion in external magnetic field, in parallel with the cathode surface. We mainly focus on developed relationship between the ignition probability density distribution of a new cathode spot and the external magnetic field.

Keywords: cathode spot, vacuum arc discharge, transverse magnetic field, random walk

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Authors: Hyeongbok Kim, Lingling Zhao, Xiaohong Su, Junjie Wang

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The Bernoulli filter is a precise Bayesian filter for single target tracking based on the random finite set theory. The standard Bernoulli filter often underestimates the number of targets. This study proposes a Gaussian particle flow (GPF) Bernoulli filter employing particle flow to migrate particles from prior to posterior positions to improve the performance of the standard Bernoulli filter. By employing the particle flow filter, the computational speed of the Bernoulli filters is significantly improved. In addition, the GPF Bernoulli filter provides a more accurate estimation compared with that of the standard Bernoulli filter. Simulation results confirm the improved tracking performance and computational speed in two- and three-dimensional scenarios compared with other algorithms.

Keywords: Bernoulli filter, particle filter, particle flow filter, random finite sets, target tracking

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Authors: Partha Protim Majumder, Sajeeb Das, Sharun Akter Khushbu

Abstract:

Bengali is widely spoken in the world, but Bengali speech recognition has not received much attention. Here, we are conducting the toughest task because it must be performed in a noisy place in our study. Another challenge we overcome is dealing with speeches and collecting data on third genders, and our approach is to recognize the gender in speeches. All of the Bangla speech samples used in this study were short and were taken from real-life situations. We employed the male, female, and third-gender categories of speech. In this study, we derive the feature from the spoken word. We used MFCC(1-20), ZCR,rolloff,spec_cen, RMSE, and chroma_stft. Here, we used the algorithms Gboost, Random Forest, K-Nearest Neighbors (KNN), Decision Tree, Naive Bayes, and Logistic Regression (LR) to assess the performance of recognition metrics, and we got the highest performance from random forest in recognizing the gender of the speeches.

Keywords: MFCC, ZCR, Bengali, LR, RMSE, roll-off, Gboost

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Authors: Asmaa M. Hussein, Amr Wassal, Ahmed Farouk Al-Sadek, A. F. Abd El-Rahman

Abstract:

In this study, a multivariate analysis of potato spectroscopic data was presented to detect the presence of brown rot disease or not. Near-Infrared (NIR) spectroscopy (1,350-2,500 nm) combined with multivariate analysis was used as a rapid, non-destructive technique for the detection of brown rot disease in potatoes. Spectral measurements were performed in 565 samples, which were chosen randomly at the infection place in the potato slice. In this study, 254 infected and 311 uninfected (brown rot-free) samples were analyzed using different advanced statistical analysis techniques. The discrimination performance of different multivariate analysis techniques, including classification, pre-processing, and dimension reduction, were compared. Applying a random forest algorithm classifier with different pre-processing techniques to raw spectra had the best performance as the total classification accuracy of 98.7% was achieved in discriminating infected potatoes from control.

Keywords: Brown rot disease, NIR spectroscopy, potato, random forest

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Authors: Simeon E. H. Davies

Abstract:

This study investigated whether selected metabolic responses and the perception of effort varied during four different walk protocols where speed increased progressively 3, 4, 5, 6, and 7 km/hr (progressive treadmill walk (PTW); and progressive land walk (PLW); or where the participant adjusted to random changes of speed e.g. 6, 3, 7, 4, and 5 km/hr during a randomized treadmill walk (RTW); and a randomized land walk (RLW). Mean stature and mass of the seven participants was 1.75m and 70kg respectively, with a mean body fat of 15%. Metabolic measures including heart rate, relative oxygen uptake, ventilation, increased in a linear fashion up to 6 km/hr, however at 7 km/hr there was a significant increase in metabolic response notably during the PLW, and to a similar, although lesser extent in RLW, probably as a consequence of the loss of kinetic energy when turning at each cone in order to maintain the speed during each shuttle. Respiration frequency appeared to be a more sensitive indicator of physical exertion, exhibiting a rapid elevation at 5 km/hr. The perception of effort during each mode and at each speed was largely congruent during each walk protocol.

Keywords: exertion, metabolic, progressive, random, walking

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