Search results for: model estimation

Authors: Samson Henry Dogo, Allan Clark, Elena Kulinskaya

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The objective in meta-analysis is to combine results from several independent studies in order to create generalization and provide evidence based for decision making. But recent studies show that the magnitude of effect size estimates reported in many areas of research finding changed with year publication and this can impair the results and conclusions of meta-analysis. A number of sequential methods have been proposed for monitoring the effect size estimates in meta-analysis. However they are based on statistical theory applicable to fixed effect model (FEM). For random-effects model (REM), the analysis incorporates the heterogeneity variance, tau-squared and its estimation create complications. In this paper proposed the use of Gombay and Serbian (2005) truncated CUSUM-type test with asymptotically valid critical values for sequential monitoring of REM. Simulation results show that the test does not control the Type I error well, and is not recommended. Further work required to derive an appropriate test in this important area of application.

Keywords: meta-analysis, random-effects model, sequential test, temporal changes in effect sizes

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Authors: Neveen AlQasas, Daniel Johnson

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Membranes for water treatment are an established technology that attracts great attention due to its simplicity and cost effectiveness. However, membranes in operation suffer from the adverse effect of membrane fouling. Bio-fouling is a phenomenon that occurs at the water-membrane interface, and is a dynamic process that is initiated by the adsorption of dissolved organic material, including biomacromolecules, on the membrane surface. After initiation, attachment of microorganisms occurs, followed by biofilm growth. The biofilm blocks the pores of the membrane and consequently results in reducing the water flux. Moreover, the presence of a fouling layer can have a substantial impact on the membrane separation properties. Understanding the mechanism of the initiation phase of biofouling is a key point in eliminating the biofouling on membrane surfaces. The adhesion and attachment of different fouling materials is affected by the surface properties of the membrane materials. Therefore, surface properties of different polymeric materials had been studied in terms of their surface energies and Hansen solubility parameters (HSP). The difference between the combined HSP parameters (HSP distance) allows prediction of the affinity of two materials to each other. The possibilities of measuring the HSP of different polymer films via surface measurements, such as contact angle has been thoroughly investigated. Knowing the HSP of a membrane material and the HSP of a specific foulant, facilitate the estimation of the HSP distance between the two, and therefore the strength of attachment to the surface. Contact angle measurements using fourteen different solvents on five different polymeric films were carried out using the sessile drop method. Solvents were ranked as good or bad solvents using different ranking method and ranking was used to calculate the HSP of each polymeric film. Results clearly indicate the absence of a direct relation between contact angle values of each film and the HSP distance between each polymer film and the solvents used. Therefore, estimating HSP via contact angle alone is not sufficient. However, it was found if the surface tensions and viscosities of the used solvents are taken in to the account in the analysis of the contact angle values, a prediction of the HSP from contact angle measurements is possible. This was carried out via training of a neural network model. The trained neural network model has three inputs, contact angle value, surface tension and viscosity of solvent used. The model is able to predict the HSP distance between the used solvent and the tested polymer (material). The HSP distance prediction is further used to estimate the total and individual HSP parameters of each tested material. The results showed an accuracy of about 90% for all the five studied films

Keywords: surface characterization, hansen solubility parameter estimation, contact angle measurements, artificial neural network model, surface measurements

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Authors: A. B. Bolkhir, A. Elshafie, T. K. Yousif

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This paper highlights the methods of error estimation in finite element analysis (FEA) results. It indicates that the modeling error could be eliminated by performing finite element analysis with successively finer meshes or by extrapolating response predictions from an orderly sequence of relatively low degree of freedom analysis results. In addition, the paper eliminates the round-off error by running the code at a higher precision. The paper provides application in finite element analysis results. It draws a conclusion based on results of application of methods of error estimation.

Keywords: finite element analysis (FEA), discretization error, round-off error, mesh refinement, richardson extrapolation, monotonic convergence

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Authors: O. Anan, D. Böhning, A. Maruotti

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The purpose of the study is to estimate the elusive target population size under a truncated count model that accounts for heterogeneity. The purposed estimator is based on the generalized Poisson distribution (GPD), which extends the Poisson distribution by adding a dispersion parameter. Thus, it becomes an useful model for capture-recapture data where concurrent events are not homogeneous. In addition, it can account for over-dispersion and under-dispersion. The ratios of neighboring frequency counts are used as a tool for investigating the validity of whether generalized Poisson or Poisson distribution. Since capture-recapture approaches do not provide the zero counts, the estimated parameters can be achieved by modifying the EM-algorithm technique for the zero-truncated generalized Poisson distribution. The properties and the comparative performance of proposed estimator were investigated through simulation studies. Furthermore, some empirical examples are represented insights on the behavior of the estimators.

Keywords: capture, recapture methods, ratio plot, heterogeneous population, zero-truncated count

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Authors: Peng Li, Luan Wang, Haifeng Fei, Renhong Xie, Yibin Rui, Shanhong Guo

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The applications of satellite-based automatic identification system (S-AIS) pave the road for wide-range maritime traffic monitoring and management. But the coverage of satellite’s view includes multiple AIS self-organizing networks, which leads to the collision of AIS signals from different cells. The contribution of this work is to propose an improved multi-channel blind source separation algorithm based on Artificial Bee Colony (ABC) and advanced stochastic optimization to perform separation of the mixed AIS signals. The proposed approach adopts modified ABC algorithm to get an optimized initial separating matrix, which can expedite the initialization bias correction, and utilizes the Adaptive Moment Estimation (Adam) to update the separating matrix by adjusting the learning rate for each parameter dynamically. Simulation results show that the algorithm can speed up convergence and lead to better performance in separation accuracy.

Keywords: satellite-based automatic identification system, blind source separation, artificial bee colony, adaptive moment estimation

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Authors: María-Luisa Pinto-Salamanca, Wilson-Javier Pérez-Holguín

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Reconstruction of contact forces is a fundamental technique for analyzing the properties of a touched object and is essential for regulating the grip force in slip control loops. This is based on the processing of the distribution, intensity, and direction of the forces during the capture of the sensors. Currently, efficient hardware alternatives have been used more frequently in different fields of application, allowing the implementation of computationally complex algorithms, as is the case with tactile signal processing. The use of hardware for smart tactile sensing systems is a research area that promises to improve the processing time and portability requirements of applications such as artificial skin and robotics, among others. The literature review shows that hardware implementations are present today in almost all stages of smart tactile detection systems except in the force reconstruction process, a stage in which they have been less applied. This work presents a hardware implementation of a model-driven reported in the literature for the contact force reconstruction of flat and rigid tactile sensor arrays from normal stress data. From the analysis of a software implementation of such a model, this implementation proposes the parallelization of tasks that facilitate the execution of matrix operations and a two-dimensional optimization function to obtain a vector force by each taxel in the array. This work seeks to take advantage of the parallel hardware characteristics of Field Programmable Gate Arrays, FPGAs, and the possibility of applying appropriate techniques for algorithms parallelization using as a guide the rules of generalization, efficiency, and scalability in the tactile decoding process and considering the low latency, low power consumption, and real-time execution as the main parameters of design. The results show a maximum estimation error of 32% in the tangential forces and 22% in the normal forces with respect to the simulation by the Finite Element Modeling (FEM) technique of Hertzian and non-Hertzian contact events, over sensor arrays of 10×10 taxels of different sizes. The hardware implementation was carried out on an MPSoC XCZU9EG-2FFVB1156 platform of Xilinx® that allows the reconstruction of force vectors following a scalable approach, from the information captured by means of tactile sensor arrays composed of up to 48 × 48 taxels that use various transduction technologies. The proposed implementation demonstrates a reduction in estimation time of x / 180 compared to software implementations. Despite the relatively high values of the estimation errors, the information provided by this implementation on the tangential and normal tractions and the triaxial reconstruction of forces allows to adequately reconstruct the tactile properties of the touched object, which are similar to those obtained in the software implementation and in the two FEM simulations taken as reference. Although errors could be reduced, the proposed implementation is useful for decoding contact forces for portable tactile sensing systems, thus helping to expand electronic skin applications in robotic and biomedical contexts.

Keywords: contact forces reconstruction, forces estimation, tactile sensor array, hardware implementation

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Authors: Han-Taw Chen, Chung-Hou Lai, Tzu-Hsiang Lin, Ge-Jang He

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This study applies the inverse method and three-dimensional CFD commercial software in conjunction with the experimental temperature data to investigate the heat transfer and fluid flow characteristics of the plate-fin heat sink in a closed rectangular enclosure for various values of fin height. The inverse method with the finite difference method and the experimental temperature data is applied to determine the heat transfer coefficient. The k-ε turbulence model is used to obtain the heat transfer and fluid flow characteristics within the fins. To validate the accuracy of the results obtained, the comparison of the average heat transfer coefficient is made. The calculated temperature at selected measurement locations on the plate-fin is also compared with experimental data.

Keywords: inverse method, FLUENT, k-ε model, heat transfer characteristics, plate-fin heat sink

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Authors: Adeniyi G. Adeogun, Bolaji F. Sule, Adebayo W. Salami, Michael O. Daramola

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Estimation of water yield and water balance in a river catchment is critical to the sustainable management of water resources at watershed level in any country. Therefore, in the present study, Soil and Water Assessment Tool (SWAT) interfaced with Geographical Information System (GIS) was applied as a tool to predict water balance and water yield of a catchment area in Nigeria. The catchment area, which was 12,992km2, is located upstream Jebba hydropower dam in North central part of Nigeria. In this study, data on the observed flow were collected and compared with simulated flow using SWAT. The correlation between the two data sets was evaluated using statistical measures, such as, Nasch-Sucliffe Efficiency (NSE) and coefficient of determination (R2). The model output shows a good agreement between the observed flow and simulated flow as indicated by NSE and R2, which were greater than 0.7 for both calibration and validation period. A total of 42,733 mm of water was predicted by the calibrated model as the water yield potential of the basin for a simulation period 1985 to 2010. This interesting performance obtained with SWAT model suggests that SWAT model could be a promising tool to predict water balance and water yield in sustainable management of water resources. In addition, SWAT could be applied to other water resources in other basins in Nigeria as a decision support tool for sustainable water management in Nigeria.

Keywords: GIS, modeling, sensitivity analysis, SWAT, water yield, watershed level

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Authors: Citra Pertiwi, Muhammad Fikruzzaman Rahawarin

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Government of Indonesia had committed to increasing its national defense the budget up to 1,5 percent of GDP. However, the budget increase does not necessarily allocate efficiently and effectively. Using Data Envelopment Analysis (DEA), the operational units of Indonesian Armed Forces are considered as a proxy to measure those two aspects. The bootstrap technique is being used as well to reduce uncertainty in the estimation. Additionally, technological change is being measured as a nonstationary component. Nearly half of the units are being estimated as fully efficient, with less than a third is considered as effective. Longer and larger sets of data might increase the robustness of the estimation in the future.

Keywords: bootstrap, effectiveness, efficiency, DEA, military, Malmquist, technological change

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Authors: S. Sabatino, V. Calderaro, V. Galdi, G. Graber, L. Ippolito

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Climate change is a rapidly growing global threat caused mainly by increased emissions of carbon dioxide (CO₂) into the atmosphere. These emissions come from multiple sources, including industry, power generation, and the transport sector. The need to tackle climate change and reduce CO₂ emissions is indisputable. A crucial solution to achieving decarbonization in the transport sector is the adoption of electric vehicles (EVs). These vehicles use lithium (Li-Ion) batteries as an energy source, making them extremely efficient and with low direct emissions. However, Li-Ion batteries are not without problems, including the risk of overheating and performance degradation. To ensure its safety and longevity, it is essential to use a battery management system (BMS). The BMS constantly monitors battery status, adjusts temperature and cell balance, ensuring optimal performance and preventing dangerous situations. From the monitoring carried out, it is also able to optimally manage the battery to increase its life. Among the parameters monitored by the BMS, the main ones are State of Charge (SoC), State of Health (SoH), and State of Power (SoP). The evaluation of these parameters can be carried out in two ways: offline, using benchtop batteries tested in the laboratory, or online, using batteries installed in moving vehicles. Online estimation is the preferred approach, as it relies on capturing real-time data from batteries while operating in real-life situations, such as in everyday EV use. Actual battery usage conditions are highly variable. Moving vehicles are exposed to a wide range of factors, including temperature variations, different driving styles, and complex charge/discharge cycles. This variability is difficult to replicate in a controlled laboratory environment and can greatly affect performance and battery life. Online estimation captures this variety of conditions, providing a more accurate assessment of battery behavior in real-world situations. In this article, a hybrid approach based on a neural network and a statistical method for real-time estimation of SoC, SoH, and SoP parameters of interest is proposed. These parameters are estimated from the analysis of a one-day driving profile of an electric vehicle, assumed to be divided into the following four phases: (i) Partial discharge (SoC 100% - SoC 50%), (ii) Partial discharge (SoC 50% - SoC 80%), (iii) Deep Discharge (SoC 80% - SoC 30%) (iv) Full charge (SoC 30% - SoC 100%). The neural network predicts the values of ohmic resistance and incremental capacity, while the statistical method is used to estimate the parameters of interest. This reduces the complexity of the model and improves its prediction accuracy. The effectiveness of the proposed model is evaluated by analyzing its performance in terms of square mean error (RMSE) and percentage error (MAPE) and comparing it with the reference method found in the literature.

Keywords: electric vehicle, Li-Ion battery, BMS, state-of-charge, state-of-health, state-of-power, artificial neural networks

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Authors: Rajesh Singh, Kailash Kale

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In this paper, the Binomial process type occurrence of software failures is considered and failure intensity has been characterized by one parameter Rayleigh class Software Reliability Growth Model (SRGM). The proposed SRGM is mathematical function of parameters namely; total number of failures i.e. η-0 and scale parameter i.e. η-1. It is assumed that very little or no information is available about both these parameters and then considering non-informative priors for both these parameters, the Bayes estimators for the parameters η-0 and η-1 have been obtained under square error loss function. The proposed Bayes estimators are compared with their corresponding maximum likelihood estimators on the basis of risk efficiencies obtained by Monte Carlo simulation technique. It is concluded that both the proposed Bayes estimators of total number of failures and scale parameter perform well for proper choice of execution time.

Keywords: binomial process, non-informative prior, maximum likelihood estimator (MLE), rayleigh class, software reliability growth model (SRGM)

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Authors: Mechlouch Ridha Fethi

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This paper presents a recent mathematical model in political sciences concerning democracy. The model is represented by a logarithmic equation linking the Relative Index of Democracy (RID) to Participation Ratio (PR). Firstly the meanings of the different parameters of the model were presented; and the variation curve of the RID according to PR with different critical areas was discussed. Secondly, the model was applied to a virtual group where we show that the model can be applied depending on the gender. Thirdly, it was observed that the model can be extended to different language models of democracy and that little use to assess the state of democracy for some International organizations like UNO.

Keywords: democracy, mathematic, modelization, quantification

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Authors: Lo Kar Yin, Law Ka Mei

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Architectural, engineering, construction and operations (AECO) industry practitioners have been well adapting to the dynamic construction market from the fundamental training of its discipline. As further triggered by the pandemic since 2019, great steps are taken in virtual environment and the best collaboration is strived with project teams without boundaries. With adoption of Building Information Modeling-based approach and qualitative analysis, this paper is to review quantity take-off and cost estimation process through modeling techniques in liaison with suppliers, fabricators, subcontractors, contractors, designers, consultants and services providers in the construction industry value chain for automatic project cost budgeting, project cost control and cost evaluation on design options of in-situ reinforced-concrete construction and Modular Integrated Construction (MiC) at design stage, variation of works and cash flow/spending analysis at construction stage as far as practicable, with a view to sharing the findings for enhancing mutual trust and co-operation among AECO industry practitioners. It is to foster development through a common prototype of design and build project delivery method in NEC Engineering and Construction Contract (ECC) Options A and C.

Keywords: building information modeling, cost estimation, quantity take-off, modeling techniques

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Authors: Moses Emetere, Marvel Akinyemi, S. E. Sanni

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At the moment, AERONET or AMMA database shows a large volume of data loss. With only about 47% data set available to the scientist, it is evident that accurate nowcast or forecast cannot be guaranteed. The calibration constants of most radiosonde or weather stations are not compatible with the atmospheric conditions of the West African climate. A dispersion model was developed to incorporate salient mathematical representations like a Unified number. The Unified number was derived to describe the turbulence of the aerosols transport in the frictional layer of the lower atmosphere. Fourteen years data set from Multi-angle Imaging SpectroRadiometer (MISR) was tested using the dispersion model. A yearly estimation of the atmospheric constants over Ouagadougou using the model was obtained with about 87.5% accuracy. It further revealed that the average atmospheric constant for Ouagadougou-Niger is a_1 = 0.626, a_2 = 0.7999 and the tuning constants is n_1 = 0.09835 and n_2 = 0.266. Also, the yearly atmospheric constants affirmed the lower atmosphere of Ouagadougou is very dynamic. Hence, it is recommended that radiosonde and weather station manufacturers should constantly review the atmospheric constant over a geographical location to enable about eighty percent data retrieval.

Keywords: aerosols retention, aerosols loading, statistics, analytical technique

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Authors: M. P. Tripathi, Priti Tiwari

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Soil and Water Assessment Tool (SWAT) is a distributed parameter continuous time model and was tested on daily and fortnightly basis for a small agricultural watershed (Dhangaon) of Chhattisgarh state in India. The SWAT model recently interfaced with ArcGIS and called as ArcSWAT. The watershed and sub-watershed boundaries, drainage networks, slope and texture maps were generated in the environment of ArcGIS of ArcSWAT. Supervised classification method was used for land use/cover classification from satellite imageries of the years 2009 and 2012. Manning's roughness coefficient 'n' for overland flow and channel flow and Fraction of Field Capacity (FFC) were calibrated for monsoon season of the years 2009 and 2010. The model was validated on a daily basis for the years 2011 and 2012 by using the observed daily rainfall and temperature data. Calibration and validation results revealed that the model was predicting the daily surface runoff and sediment yield satisfactorily. Sensitivity analysis showed that the annual sediment yield was inversely proportional to the overland and channel 'n' values whereas; annual runoff and sediment yields were directly proportional to the FFC. The model was also tested (calibrated and validated) for the fortnightly runoff and sediment yield for the year 2009-10 and 2011-12, respectively. Simulated values of fortnightly runoff and sediment yield for the calibration and validation years compared well with their observed counterparts. The calibration and validation results revealed that the ArcSWAT model could be used for identification of critical sub-watershed and for developing management scenarios for the Dhangaon watershed. Further, the model should be tested for simulating the surface runoff and sediment yield using generated rainfall and temperature before applying it for developing the management scenario for the critical or priority sub-watersheds.

Keywords: watershed, hydrologic and water quality, ArcSWAT model, remote sensing, GIS, runoff and sediment yield

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Authors: Xiaohua Zhu, Lingling Ma, Yongguang Zhao

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Leaf Area Index (LAI) is a key structural characteristic of crops and plays a significant role in precision agricultural management and farmland ecosystem modeling. However, LAI retrieved from different resolution data contain a scaling bias due to the spatial heterogeneity and model non-linearity, that is, there is scale effect during multi-scale LAI estimate. In this article, a typical farmland in semi-arid regions of Chinese Inner Mongolia is taken as the study area, based on the combination of PROSPECT model and SAIL model, a multiple dimensional Look-Up-Table (LUT) is generated for multiple crops LAI estimation from unmanned aerial vehicle (UAV) hyperspectral data. Based on Taylor expansion method and computational geometry model, a scale transfer model considering both difference between inter- and intra-class is constructed for scale effect analysis of LAI inversion over inhomogeneous surface. The results indicate that, (1) the LUT method based on classification and parameter sensitive analysis is useful for LAI retrieval of corn, potato, sunflower and melon on the typical farmland, with correlation coefficient R2 of 0.82 and root mean square error RMSE of 0.43m2/m-2. (2) The scale effect of LAI is becoming obvious with the decrease of image resolution, and maximum scale bias is more than 45%. (3) The scale effect of inter-classes is higher than that of intra-class, which can be corrected efficiently by the scale transfer model established based Taylor expansion and Computational geometry. After corrected, the maximum scale bias can be reduced to 1.2%.

Keywords: leaf area index (LAI), scale effect, UAV-based hyperspectral data, look-up-table (LUT), remote sensing

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Authors: Le Kang

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On the research question of 'how to achieve USR', this contribution reflects the concept of university social responsibility, identify three achievement models of USR as the society - diversified model, the university-cooperation model, the government - compound model, also conduct a case study to explore characteristics of Chinese achievement model of USR. The contribution concludes with discussion of how the university, government and society balance demands and roles, make necessarily strategic adjustment and innovative approach to repair the shortcomings of each achievement model.

Keywords: modern university, USR, achievement model, compound model

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Authors: Karthiyayini J., Arpita Chowdary Vantipalli, Darshana Sailu Tanti, Malvika Ravi Kudari, Krtin Kannan

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This paper is propelled from the generally existing undertaking of the smart water quality management, which addresses an IoT (Internet of things) based brilliant water quality observing (SWQM) framework which we call it AquaSwach that guides in the ceaseless estimation of water conditions dependent on five actual boundaries i.e., temperature, pH, electric conductivity and turbidity properties and water virtue estimation each time you drink water. Six sensors relate to Arduino-Mega in a discrete way to detect the water parameters. Extracted data from the sensors are transmitted to a desktop application developed in the NET platform and compared with the WHO (World Health Organization) standard values.

Keywords: AquaSwach, IoT, WHO, water quality

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Authors: Stephan Printz, Kristina Lahl, René Vossen, Sabina Jeschke

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Strategic investment decisions are characterized by high innovation potential and long-term effects on the competitiveness of enterprises. Due to the uncertainty and risks involved in this complex decision making process, the need arises for well-structured support activities. A method that considers cost and the long-term added value is the cost-benefit effectiveness estimation. One of those methods is the “profitability estimation focused on benefits – PEFB”-method developed at the Institute of Management Cybernetics at RWTH Aachen University. The method copes with the challenges associated with strategic investment decisions by integrating long-term non-monetary aspects whilst also mapping the chronological sequence of an investment within the organization’s target system. Thus, this method is characterized as a holistic approach for the evaluation of costs and benefits of an investment. This participation-oriented method was applied to business environments in many workshops. The results of the workshops are a library of more than 96 cost aspects, as well as 122 benefit aspects. These aspects are preprocessed and comparatively analyzed with regards to their alignment to a series of risk levels. For the first time, an accumulation and a distribution of cost and benefit aspects regarding their impact and probability of occurrence are given. The results give evidence that the PEFB-method combines precise measures of financial accounting with the incorporation of benefits. Finally, the results constitute the basics for using information technology and data science for decision support when applying within the PEFB-method.

Keywords: cost-benefit analysis, multi-criteria decision, profitability estimation focused on benefits, risk and uncertainty analysis

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Authors: Xinhuang Wu, Yousef Sardahi

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A hybrid and optimal multi-loop control structure combining linear and nonlinear control algorithms are introduced in this paper to regulate the position of a quadcopter unmanned aerial vehicle (UAV) driven by four brushless DC motors. To this end, a nonlinear mathematical model of the UAV is derived and then linearized around one of its operating points. Using the nonlinear version of the model, a sliding mode control is used to derive the control laws of the motor thrust forces required to drive the UAV to a certain position. The linear model is used to design two controllers, XG-controller and YG-controller, responsible for calculating the required roll and pitch to maneuver the vehicle to the desired X and Y position. Three attitude controllers are designed to calculate the desired angular rates of rotors, assuming that the Euler angles are minimal. After that, a many-objective optimization problem involving 20 design parameters and ten objective functions is formulated and solved by HypE (Hypervolume estimation algorithm), one of the widely used many-objective optimization algorithms approaches. Both stability and performance constraints are imposed on the optimization problem. The optimization results in terms of Pareto sets and fronts are obtained and show that some of the design objectives are competing. That is, when one objective goes down, the other goes up. Also, Numerical simulations conducted on the nonlinear UAV model show that the proposed optimization method is quite effective.

Keywords: optimal control, many-objective optimization, sliding mode control, linear control, cascade controllers, UAV, drones

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Authors: Kais Ben-Ahmed, Mhamed Ali-El-Aroui

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This paper develops a Local Generalized Linear Spatial Model (LGLSM) to describe the spatial variation of Visceral Leishmaniasis (VL) infection risk in northern and central Tunisia. The response from each region is a number of affected children less than five years of age recorded from 1996 through 2006 from Tunisian pediatric departments and treated as a poison county level data. The model includes climatic factors, namely averages of annual rainfall, extreme values of low temperatures in winter and high temperatures in summer to characterize the climate of each region according to each continentality index, the pluviometric quotient of Emberger (Q2) to characterize bioclimatic regions and component for residual extra-poison variation. The statistical results show the progressive increase in the number of affected children in regions with high continentality index and low mean yearly rainfull. On the other hand, an increase in pluviometric quotient of Emberger contributed to a significant increase in VL incidence rate. When compared with the original GLSM, Bayesian locally modeling is improvement and gives a better approximation of the Tunisian VL risk estimation. According to the Bayesian approach inference, we use vague priors for all parameters model and Markov Chain Monte Carlo method.

Keywords: generalized linear spatial model, local model, extra-poisson variation, continentality index, visceral leishmaniasis, Tunisia

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Authors: P. S. Hsi, Y. F. Wang, Y. F. Ho, P. C. Hung

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The aim of the present study was to explore the dermal exposure assessment model of chemicals that have been developed abroad and to evaluate the feasibility of chemical dermal exposure assessment model for manufacturing industry in Taiwan. We conducted and analyzed six semi-quantitative risk management tools, including UK - Control of substances hazardous to health ( COSHH ) Europe – Risk assessment of occupational dermal exposure ( RISKOFDERM ), Netherlands - Dose related effect assessment model ( DREAM ), Netherlands – Stoffenmanager ( STOFFEN ), Nicaragua-Dermal exposure ranking method ( DERM ) and USA / Canada - Public Health Engineering Department ( PHED ). Five types of manufacturing industry were selected to evaluate. The Monte Carlo simulation was used to analyze the sensitivity of each factor, and the correlation between the assessment results of each semi-quantitative model and the exposure factors used in the model was analyzed to understand the important evaluation indicators of the dermal exposure assessment model. To assess the effectiveness of the semi-quantitative assessment models, this study also conduct quantitative dermal exposure results using prediction model and verify the correlation via Pearson's test. Results show that COSHH was unable to determine the strength of its decision factor because the results evaluated at all industries belong to the same risk level. In the DERM model, it can be found that the transmission process, the exposed area, and the clothing protection factor are all positively correlated. In the STOFFEN model, the fugitive, operation, near-field concentrations, the far-field concentration, and the operating time and frequency have a positive correlation. There is a positive correlation between skin exposure, work relative time, and working environment in the DREAM model. In the RISKOFDERM model, the actual exposure situation and exposure time have a positive correlation. We also found high correlation with the DERM and RISKOFDERM models, with coefficient coefficients of 0.92 and 0.93 (p<0.05), respectively. The STOFFEN and DREAM models have poor correlation, the coefficients are 0.24 and 0.29 (p>0.05), respectively. According to the results, both the DERM and RISKOFDERM models are suitable for performance in these selected manufacturing industries. However, considering the small sample size evaluated in this study, more categories of industries should be evaluated to reduce its uncertainty and enhance its applicability in the future.

Keywords: dermal exposure, risk management, quantitative estimation, feasibility evaluation

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Authors: Bai-Chen Xie, Biao Li

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With the deepening of international exchanges and investment, the international comparison of power grid firms has become the focus of regulatory authorities. Ignoring the differences in the economic environment, resource endowment, technology, and other aspects of different countries or regions may lead to efficiency bias. Based on the Meta-frontier model, this paper divides China and Japan into two groups by using the data of China and Japan from 2006 to 2020. While preserving the differences between the two countries, it analyzes and compares the efficiency of the transmission and distribution industries of the two countries. Combined with the four-component stochastic frontier model, the efficiency is divided into transient and persistent efficiency. We found that there are obvious differences between the transmission and distribution sectors in China and Japan. On the one hand, the inefficiency of the two countries is mostly caused by long-term and structural problems. The key to improve the efficiency of the two countries is to focus more on solving long-term and structural problems. On the other hand, the long-term and structural problems that cause the inefficiency of the two countries are not the same. Quality factors have different effects on the efficiency of the two countries, and this different effect is captured by the common frontier model but is offset in the overall model. Based on these findings, this paper proposes some targeted policy recommendations.

Keywords: transmission and distribution industries, transient efficiency, persistent efficiency, meta-frontier, international comparison

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Authors: Yemane Hailu Fissuh, Zhongzhan Zhang

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a systematic observation from a defined time of origin up to certain failure or censor is known as survival data. Survival analysis is a major area of interest in biostatistics and biomedical researches. At the heart of understanding, the most scientific and medical research inquiries lie for a causality analysis. Thus, the main concern of this study is to investigate the causal effect of treatment on survival time conditional to the possibly time-varying covariates. The theory of causality often differs from the simple association between the response variable and predictors. A causal estimation is a scientific concept to compare a pragmatic effect between two or more experimental arms. To evaluate an average treatment effect on survival outcome, the estimating equation was adjusted for time-varying covariates under the semi-parametric transformation models. The proposed model intuitively obtained the consistent estimators for unknown parameters and unspecified monotone transformation functions. In this article, the proposed method estimated an unbiased average causal effect of treatment on survival time of interest. The modified estimating equations of semiparametric transformation models have the advantage to include the time-varying effect in the model. Finally, the finite sample performance characteristics of the estimators proved through the simulation and Stanford heart transplant real data. To this end, the average effect of a treatment on survival time estimated after adjusting for biases raised due to the high correlation of the left-truncation and possibly time-varying covariates. The bias in covariates was restored, by estimating density function for left-truncation. Besides, to relax the independence assumption between failure time and truncation time, the model incorporated the left-truncation variable as a covariate. Moreover, the expectation-maximization (EM) algorithm iteratively obtained unknown parameters and unspecified monotone transformation functions. To summarize idea, the ratio of cumulative hazards functions between the treated and untreated experimental group has a sense of the average causal effect for the entire population.

Keywords: a modified estimation equation, causal effect, semiparametric transformation models, survival analysis, time-varying covariate

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

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

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

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Authors: Taiyo Matsumura, Kuninori Takahashi, Takashi Ono

Abstract:

The purpose of this research is to improve the convenience of waiting for trains at level crossings and stations and to prevent accidents resulting from forcible entry into level crossings, by providing level crossing users and passengers with information that tells them when the next train will pass through or arrive. For this paper, we proposed methods for estimating operation by means of an average value method, variable response smoothing method, and exponential smoothing method, on the basis of open data, which has low accuracy, but for which performance schedules are distributed in real time. We then examined the accuracy of the estimations. The results showed that the application of an exponential smoothing method is valid.

Keywords: exponential smoothing method, open data, operation estimation, train schedule

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Authors: A. Moawad, K. C. Yao, A. Mansour, R. Gautier

Abstract:

The detecting of an occupied frequency band is a major issue in cognitive radio systems. The detection process becomes difficult if the signal occupying the band of interest has faded amplitude due to multipath effects. These effects make it hard for an occupying user to be detected. This work mitigates the missed-detection problem in the context of cognitive radio in frequency-selective fading channel by proposing blind channel estimation method that is based on scattering transform. By initially applying conventional energy detection, the missed-detection probability is evaluated, and if it is greater than or equal to 50%, channel estimation is applied on the received signal followed by channel equalization to reduce the channel effects. In the proposed channel estimator, we modify the Morlet wavelet by using its first derivative for better frequency resolution. A mathematical description of the modified function and its frequency resolution is formulated in this work. The improved frequency resolution is required to follow the spectral variation of the channel. The channel estimation error is evaluated in the mean-square sense for different channel settings, and energy detection is applied to the equalized received signal. The simulation results show improvement in reducing the missed-detection probability as compared to the detection based on principal component analysis. This improvement is achieved at the expense of increased estimator complexity, which depends on the number of wavelet filters as related to the channel taps. Also, the detection performance shows an improvement in detection probability for low signal-to-noise scenarios over principal component analysis- based energy detection.

Keywords: channel estimation, cognitive radio, scattering transform, spectrum sensing

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Authors: Dmytro Zubov, Francesco Volponi

Abstract:

In this paper, D-Wave quantum computing Ising model is used for the forecasting of positive extremes of daily mean air temperature. Forecast models are designed with two to five qubits, which represent 2-, 3-, 4-, and 5-day historical data respectively. Ising model’s real-valued weights and dimensionless coefficients are calculated using daily mean air temperatures from 119 places around the world, as well as sea level (Aburatsu, Japan). In comparison with current methods, this approach is better suited to predict heat wave values because it does not require the estimation of a probability distribution from scarce observations. Proposed forecast quantum computing algorithm is simulated based on traditional computer architecture and combinatorial optimization of Ising model parameters for the Ronald Reagan Washington National Airport dataset with 1-day lead-time on learning sample (1975-2010 yr). Analysis of the forecast accuracy (ratio of successful predictions to total number of predictions) on the validation sample (2011-2014 yr) shows that Ising model with three qubits has 100 % accuracy, which is quite significant as compared to other methods. However, number of identified heat waves is small (only one out of nineteen in this case). Other models with 2, 4, and 5 qubits have 20 %, 3.8 %, and 3.8 % accuracy respectively. Presented three-qubit forecast model is applied for prediction of heat waves at other five locations: Aurel Vlaicu, Romania – accuracy is 28.6 %; Bratislava, Slovakia – accuracy is 21.7 %; Brussels, Belgium – accuracy is 33.3 %; Sofia, Bulgaria – accuracy is 50 %; Akhisar, Turkey – accuracy is 21.4 %. These predictions are not ideal, but not zeros. They can be used independently or together with other predictions generated by different method(s). The loss of human life, as well as environmental, economic, and material damage, from extreme air temperatures could be reduced if some of heat waves are predicted. Even a small success rate implies a large socio-economic benefit.

Keywords: heat wave, D-wave, forecast, Ising model, quantum computing

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Authors: Hesheng Wang, Haoyu Wang, Chungang Zhuang

Abstract:

Estimating the 6D pose of objects is a core step for robot bin-picking tasks. The problem is that various objects are usually randomly stacked with heavy occlusion in real applications. In this work, we propose a method to regress 6D poses by predicting three points for each object in the 3D point cloud through deep learning. To solve the ambiguity of symmetric pose, we propose a labeling method to help the network converge better. Based on the predicted pose, an iterative method is employed for pose optimization. In real-world experiments, our method outperforms the classical approach in both precision and recall.

Keywords: pose estimation, deep learning, point cloud, bin-picking, 3D computer vision

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Authors: Kanokwan Chancharoenchai

Abstract:

Economic growth can be considered as an important element of countries’ development process. For developing countries, like Thailand, to ensure the continuous growth of the economy, the Thai government usually implements various policies to stimulate economic growth. They may take the form of fiscal, monetary, trade, and other policies. Because of these different aspects, understanding factors relating to economic growth could allow the government to introduce the proper plan for the future economic stimulating scheme. Consequently, this issue has caught interest of not only policymakers but also academics. This study, therefore, investigates explanatory variables for economic growth in Thailand from 2005 to 2017 with a total of 52 quarters. The findings would contribute to the field of economic growth and become helpful information to policymakers. The investigation is estimated throughout the production function with non-linear Cobb-Douglas equation. The rate of growth is indicated by the change of GDP in the natural logarithmic form. The relevant factors included in the estimation cover three traditional means of production and implicit effects, such as human capital, international activity and technological transfer from developed countries. Besides, this investigation takes the internal and external instabilities into account as proxied by the unobserved inflation estimation and the real effective exchange rate (REER) of the Thai baht, respectively. The unobserved inflation series are obtained from the AR(1)-ARCH(1) model, while the unobserved REER of Thai baht is gathered from naive OLS-GARCH(1,1) model. According to empirical results, the AR(|2|) equation which includes seven significant variables, namely capital stock, labor, the imports of capital goods, trade openness, the REER of Thai baht uncertainty, one previous GDP, and the world financial crisis in 2009 dummy, presents the most suitable model. The autoregressive model is assumed constant estimator that would somehow cause the unbias. However, this is not the case of the recursive coefficient model from the state space model that allows the transition of coefficients. With the powerful state space model, it provides the productivity or effect of each significant factor more in detail. The state coefficients are estimated based on the AR(|2|) with the exception of the one previous GDP and the 2009 world financial crisis dummy. The findings shed the light that those factors seem to be stable through time since the occurrence of the world financial crisis together with the political situation in Thailand. These two events could lower the confidence in the Thai economy. Moreover, state coefficients highlight the sluggish rate of machinery replacement and quite low technology of capital goods imported from abroad. The Thai government should apply proactive policies via taxation and specific credit policy to improve technological advancement, for instance. Another interesting evidence is the issue of trade openness which shows the negative transition effect along the sample period. This could be explained by the loss of price competitiveness to imported goods, especially under the widespread implementation of free trade agreement. The Thai government should carefully handle with regulations and the investment incentive policy by focusing on strengthening small and medium enterprises.

Keywords: autoregressive model, economic growth, state space model, Thailand

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