Search results for: K-means function

Authors: J. Fox, J. Randhawa, M. Chan, L. Campbell, A. Weakely, D. J. Harvey, S. Tomaszewski Farias

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Early identification of individuals at risk for conversion to dementia provides an opportunity for preventative treatment. Many older adults (30-60%) report specific subjective cognitive decline (SCD); however, previous research is inconsistent in terms of what types of complaints predict future cognitive decline. The purpose of this study is to identify which specific complaints from the Everyday Cognition Scales (ECog) scales, a measure of self-reported concerns for everyday abilities across six cognitive domains, are associated with: 1) conversion from a clinical diagnosis of normal to either MCI or dementia (categorical variable) and 2) progressive cognitive decline in memory and executive function (continuous variables). 415 cognitively normal older adults were monitored annually for an average of 5 years. Cox proportional hazards models were used to assess associations between self-reported ECog items and progression to impairment (MCI or dementia). A total of 114 individuals progressed to impairment; the mean time to progression was 4.9 years (SD=3.4 years, range=0.8-13.8). Follow-up models were run controlling for depression. A subset of individuals (n=352) underwent repeat cognitive assessments for an average of 5.3 years. For those individuals, mixed effects models with random intercepts and slopes were used to assess associations between ECog items and change in neuropsychological measures of episodic memory or executive function. Prior to controlling for depression, subjective concerns on five of the eight Everyday Memory items, three of the nine Everyday Language items, one of the seven Everyday Visuospatial items, two of the five Everyday Planning items, and one of the six Everyday Organization items were associated with subsequent diagnostic conversion (HR=1.25 to 1.59, p=0.003 to 0.03). However, after controlling for depression, only two specific complaints of remembering appointments, meetings, and engagements and understanding spoken directions and instructions were associated with subsequent diagnostic conversion. Episodic memory in individuals reporting no concern on ECog items did not significantly change over time (p>0.4). More complaints on seven of the eight Everyday Memory items, three of the nine Everyday Language items, and three of the seven Everyday Visuospatial items were associated with a decline in episodic memory (Interaction estimate=-0.055 to 0.001, p=0.003 to 0.04). Executive function in those reporting no concern on ECog items declined slightly (p <0.001 to 0.06). More complaints on three of the eight Everyday Memory items and three of the nine Everyday Language items were associated with a decline in executive function (Interaction estimate=-0.021 to -0.012, p=0.002 to 0.04). These findings suggest that specific complaints across several cognitive domains are associated with diagnostic conversion. Specific complaints in the domains of Everyday Memory and Language are associated with a decline in both episodic memory and executive function. Increased monitoring and treatment of individuals with these specific SCD may be warranted.

Keywords: alzheimer’s disease, dementia, memory complaints, mild cognitive impairment, risk factors, subjective cognitive decline

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Authors: Gopinath Rathod, Vinod Puranik

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Growing business recognizes environmental consciousness as an important concept for survival in the competitive scenario. Environmental consciousness is a critical intersection between manufacturing and product design processes with environmental issues and concerns. This article presents a project in which quality function deployment (QFD) for environment (ECQFD) has been applied to rotary switches for enabling environmentally conscious design in the early stage of product development. ECQFD is capable of handling simultaneously the environmental and traditional product quality requirements. ECQFD consists of four phases. ECQFD phases I and II are concerned with the identification of parts that are important in enhancing environmental consciousness. ECQFD phases III and IV are concerned with the evaluation of effect of design improvement on environmental quality requirements. The case study has been practically validated which indicated the receptivity of applying ECQFD in industrial scenario.

Keywords: quality function deployment, environment, product design, design for environment, rotary switches

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Authors: Rakesh Prajapati, Purvik Patel, Hardik Patel

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Productivity and quality are two important aspects that have become great concerns in today’s competitive global market. Every production/manufacturing unit mainly focuses on these areas in relation to the process, as well as the product developed. The electrical discharge machining (EDM) process, even now it is an experience process, wherein the selected parameters are still often far from the maximum, and at the same time selecting optimization parameters is costly and time consuming. Material Removal Rate (MRR) during the process has been considered as a productivity estimate with the aim to maximize it, with an intention of minimizing surface roughness taken as most important output parameter. These two opposites in nature requirements have been simultaneously satisfied by selecting an optimal process environment (optimal parameter setting). Objective function is obtained by Regression Analysis and Analysis of Variance. Then objective function is optimized using Genetic Algorithm technique. The model is shown to be effective; MRR and Surface Roughness improved using optimized machining parameters.

Keywords: MMR, TWR, OC, DOE, ANOVA, minitab

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Authors: Navneet Kaur, S. D. Tiwari

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Magnetic nanoparticles possess fascinating properties which make their behavior unique in comparison to corresponding bulk materials. Superparamagnetism is one such interesting phenomenon exhibited only by small particles of magnetic materials. In this state, the thermal energy of particles become more than their magnetic anisotropy energy, and so particle magnetic moment vectors fluctuate between states of minimum energy. This situation is similar to paramagnetism of non-interacting ions and termed as superparamagnetism. The magnetization of such systems has been described by Langevin function. But, the estimated fit parameters, in this case, are found to be unphysical. It is due to non-consideration of particle size distribution. In this work, analysis of magnetization data on NiO nanoparticles is presented considering the effect of particle size distribution. Nanoparticles of NiO of two different sizes are prepared by heating freshly synthesized Ni(OH)₂ at different temperatures. Room temperature X-ray diffraction patterns confirm the formation of single phase of NiO. The diffraction lines are seen to be quite broad indicating the nanocrystalline nature of the samples. The average crystallite size are estimated to be about 6 and 8 nm. The samples are also characterized by transmission electron microscope. Magnetization of both sample is measured as function of temperature and applied magnetic field. Zero field cooled and field cooled magnetization are measured as a function of temperature to determine the bifurcation temperature. The magnetization is also measured at several temperatures in superparamagnetic region. The data are fitted to an appropriate expression considering a distribution in particle size following a least square fit procedure. The computer codes are written in PYTHON. The presented analysis is found to be very useful for estimating the particle size distribution present in the samples. The estimated distributions are compared with those determined from transmission electron micrographs.

Keywords: anisotropy, magnetization, nanoparticles, superparamagnetism

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Authors: John A. Morales, Guillermo Guidi, B. M. Keune

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Electric Power supply is a crucial topic for economic and social development. Power outages statistics show that discharges atmospherics are imperative phenomena to produce those outages. In this context, it is necessary to correctly detect when overhead line insulators are faulted. In this paper, an algorithm to detect if a lightning stroke generates or not permanent fault on insulator strings is proposed. On top of that, lightning stroke simulations developed by using the Alternative Transients Program, are used. Based on these insights, a novel approach is designed that depends on mother functions analysis corresponding to the given variance-covariance matrix. Signals registered at the insulator string are projected on corresponding axes by the means of Principal Component Analysis. By exploiting these new axes, it is possible to determine a flashover characteristic zone useful to a good insulation design. The proposed methodology for flashover detection extends the existing approaches for the analysis and study of lightning performance on transmission lines.

Keywords: mother function, outages, lightning, sensitivity analysis

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Authors: Edgardo V. Gubatanga Jr., Mark Joshua Salvacion

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Most aerial LiDAR systems have accompanying aerial cameras in order to capture not only the terrain of the surveyed area but also its true-color appearance. However, the presence of atmospheric clouds, poor lighting conditions, and aerial camera problems during an aerial survey may cause absence of aerial photographs. These leave areas having terrain information but lacking aerial photographs. Intensity images can be derived from LiDAR data but they are only grayscale images. A deep learning model is developed to create a complex function in a form of a deep neural network relating the pixel values of LiDAR-derived intensity images and true-color images. This complex function can then be used to predict the true-color images of a certain area using intensity images from LiDAR data. The predicted true-color images do not necessarily need to be accurate compared to the real world. They are only intended to look realistic so that they can be used as base maps.

Keywords: aerial LiDAR, colorization, deep learning, intensity images

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Authors: Aref Yazdani, Ali Tofighi

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We study a simulative model for production of stable micro black holes based on investigation on thermodynamics of LHC experiment. We show that how this production can be achieved through a thermodynamic process of stability. Indeed, this process can be done through a very small amount of powerful fuel. By applying the second law of black hole thermodynamics at the scale of quantum gravity and perturbation expansion of the given entropy function, a time-dependent potential function is obtained which is illustrated with exact numerical values in higher dimensions. Seeking for the conditions for stability of micro black holes is another purpose of this study. This is proven through an injection method of putting the exact amount of energy into the final phase of the production which is equivalent to the same energy injection into the center of collision at the LHC in order to stabilize the produced particles. Injection of energy into the center of collision at the LHC is a new pattern that it is worth a try for the first time.

Keywords: micro black holes, LHC experiment, black holes thermodynamics, extra dimensions model

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Authors: L. Foudia, K. Haddadi, M. Reffas

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First principles study of structural, elastic, electronic and optical properties of the monoclinic perovskite type ScRhO₃ has been reported using the pseudo-potential plane wave method within the local density approximation. The calculated lattice parameters, including the lattice constants and angle β are in excellent agreement with the available experimental data, which proving the reliability of the chosen theoretical approach. Pressure dependence up to 20 GPa of the single crystal and polycrystalline elastic constants has been investigated in details using the strain-stress approach. The mechanical stability, ductility, average elastic wave velocity, Debye temperature and elastic anisotropy were also assessed. Electronic band structure and density of states (DOS) demonstrated its semiconducting nature showing a direct band gap of 1.38 eV. Furthermore, several optical properties, such as absorption coefficient, reflectivity, refractive index, dielectric function, optical conductivity and electron energy loss function have been calculated for radiation up to 40 eV.

Keywords: ab-initio, perovskite, DFT, band gap.

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Authors: Ghada M. El-Kassas, Maged A. El Wakeel, Salwa R. El-Zayat

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Background: Environmental enteric dysfunction (EED) is asymptomatic villous atrophy of the small bowel that is prevalent in the developing world and is associated with altered intestinal function and integrity. Evidence has suggested that supplementary omega-3 might ameliorate this damage by reducing gastrointestinal inflammation and may also benefit cognitive development. Objective: We tested whether omega-3 supplementation improves intestinal integrity, growth, and cognitive function in stunted children predicted to have EED. Methodology: 100 Egyptian stunted children aged 1-5 years and 100 age and gender-matched normal children as controls. At the primary phase of the study, we assessed anthropometric measures and fecal markers such as myeloperoxidase (MPO), neopterin (NEO), and alpha-1-anti-trypsin (AAT) (as predictors of EED). Cognitive development was assessed (Bayley or Wechsler scores). Oral n-3 (omega-3) LC-PUFA at a dosage of 500 mg/d was supplemented to all cases and followed up for 6 months after which the 2ry phase of the study included the previous clinical, laboratory and cognitive assessment. Results: Fecal inflammatory markers were significantly higher in cases compared to controls. (MPO), (NEO) and (AAT) showed a significant decline in cases at the end of the 2ry phase (P < 0.001 for all). Omega-3 supplementation resulted also in a significant increase in mid-upper arm circumference (MUAC) (P < 0.01), weight for age z-score, and skinfold thicknesses (P< 0.05 for both). Cases showed significant improvement of cognitive function at phase 2 of the study. Conclusions: Omega-3 supplementation successfully improved intestinal inflammatory state related to EED. Also, some improvement of anthropometric and cognitive parameters showed obvious improvement with omega-3 supplementation.

Keywords: cognitive functions, EED, omega-3, stunting

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Authors: Suchana Marahatta, Sabina Bhattarai, Bishnu Hari Paudel, Dilip Thakur

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Background: Every year thousands of patients develop nerve damage and disabilities as a result of leprosy which can be prevented by early detection and treatment. So, early detection and treatment of nerve function impairment is of paramount importance in leprosy. Objectives: To assess the electrophysiological pattern of the peripheral nerves in leprosy patients and to compare it with clinical assessment tools. Materials and Methods: In this comparative cross-sectional study, 74 newly diagnosed leprosy patients without reaction were enrolled. They underwent thorough evaluation for peripheral nerve function impairment using clinical tests [i.e. nerve palpation (NP), monofilament (MF) testing, voluntary muscle testing (VMT)] and nerve conduction study (NCS). Clinical findings were compared with that of NCS using SPSS version 11.5. Results: NCS was impaired in 43.24% of leprosy patient at the baseline. Among them, sensory NCS was impaired in more patients (32.4%) in comparison to motor NCS (20.3%). NP, MF, and VMT were impaired in 58.1%, 25.7%, and 9.4% of the patients, respectively. Maximum concordance of monofilament testing and sensory NCS was found for sural nerve (14.7%). Likewise, the concordance of motor NP and motor NCS was the maximum for ulnar nerve (14.9%). When individual parameters of the NCS were considered, amplitude was found to be the most frequently affected parameter for both sensory and motor NCS. It was impaired in 100% of cases with abnormal NCS findings. Conclusion: Since there was no acceptable concordance between NCS findings and clinical findings, we should consider NCS whenever feasible for early detection of neuropathy in leprosy. The amplitude of both sensory nerve action potential (SNAP) and compound nerve action potential (CAMP) could be important determinants of the abnormal NCS if supported by further studies.

Keywords: leprosy, nerve function impairment, neuropathy, nerve conduction study

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Authors: Marija Zulić, Vanda Hájková, Nina Brkić–Jovanović, Srećko Potić, Sanja Tomić

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The name cerebral palsy comes from the word cerebrum, which means the brain and the word palsy, which means seizure, and essentially refers to the movement disorder. In the clinical picture of cerebral palsy, basic neuromotor disorders are associated with other various disorders: behavioural, intellectual, speech, sensory, epileptic seizures, and bone and joint deformities. Motor speech disorders are among the most common difficulties present in people with cerebral palsy. Social participation represents an interaction between an individual and their social environment. Quality of social participation of the students with cerebral palsy at school is an important indicator of their successful participation in adulthood. One of the most important skills for the undisturbed social participation is ability of good communication. The aim of the study was to determine relation between social participation of students with cerebral palsy and presence of their speech impairment in primary schools in the Czech Republic. The study was performed in the Czech Republic in mainstream schools and schools established for the pupils with special education needs. We analysed 75 children with cerebral palsy aged between six and twelve years attending up to sixth grade by using the first and the third part of the school function assessment questionnaire as the main instrument. The other instrument we used in the research is the Gross motor function classification system–five–level classification system, which measures degree of motor functions of children and youth with cerebral palsy. Funding for this study was provided by the Grant Agency of Charles University in Prague.

Keywords: cerebral palsy, social participation, speech disorders, The Czech Republic, the school function assessment

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Authors: Veronica Diaz Quezada

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In this article, the performance and errors are featured and analysed in the limit problems solving of a real-valued function, in correspondence to competency-based education in engineering careers, in the south of Chile. The methodological component is contextualised in a qualitative research, with a descriptive and explorative design, with elaboration, content validation and application of quantitative instruments, consisting of two parallel forms of open answer tests, based on limit application problems. The mathematical competences and errors made by students from five engineering careers from a public University are identified and characterized. Results show better performance only to solve routine-context problem-solving competence, thus they are oriented towards a rational solution or they use a suitable problem-solving method, achieving the correct solution. Regarding errors, most of them are related to techniques and the incorrect use of theorems and definitions of real-valued function limits of real variable.

Keywords: engineering education, errors, limits, mathematics competences, problem solving

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Authors: Ameni Mahmoudi, Manel Troudi, Paolo Bondavalli, Nabil Sghaier

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In this study, the charge storage on thin-film SWCNT transistors was investigated, and C-V hysteresis tests showed that interface charge trapping effects predominate the memory window. Two electrode materials were utilized to demonstrate that selecting the appropriate metal electrode clearly improves the conductivity and, consequently, the SWCNT thin-film’s memory effect. Because their work function is similar to that of thin-film carbon nanotubes, Ti contacts produce higher charge confinement and show greater charge storage than Pd contacts. For Pd-contact CNTFETs and CNTFETs with Ti electrodes, a sizable clockwise hysteresis window was seen in the dual sweep circle with a threshold voltage shift of V11.52V and V9.7V, respectively. The SWCNT thin-film based transistor is expected to have significant trapping and detrapping charges because of the large C-V hysteresis. We have found that the predicted stored charge density for CNTFETs with Ti contacts is approximately 4.01×10-2C.m-2, which is nearly twice as high as the charge density of the device with Pd contacts. We have shown that the amount of trapped charges can be changed by sweeping the range or Vgs rate. We also looked into the variation in the flat band voltage (V FB) vs. time in order to determine the carrier retention period in CNTFETs with Ti and Pd electrodes. The outcome shows that memorizing trapped charges is about 300 seconds, which is a crucial finding for memory function mimicking.

Keywords: charge storage, thin-film SWCNT based transistors, C-V hysteresis, memory effect, trapping and detrapping charges, stored charge density, the carrier retention time

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Authors: Youn-Sung Kim, Hye-Mi Kim, Sang-Hoon Seo, Jaden Cha

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This International standard IEC 61508 sets out a generic approach for all safety lifecycle activities for systems comprised of electrical/electronic/programmable electronic (E/E/PE) elements that are used to perform safety functions. The control unit in stage control system is safety related facilities to control state and speed for stage system running, and it performs safety-critical function by stage control system. The controller unit is part of safety loops corresponding to the IEC 61508 and classified as logic part in the safety loop. In this paper, we analyze using FMEDA (Failure Mode Effect and Diagnostic Analysis) to verification for fault tolerance methods and functional safety of control unit. Moreover, we determined SIL (Safety Integrity Level) for control unit according to the safety requirements defined in IEC 61508-2 based on an analyzed functional safety.

Keywords: safety function, failure mode effect, IEC 61508-2, diagnostic analysis, stage control system

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Authors: Mokhtar Nikgoo

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Definition of bridge: A bridge is a structure that allows people to pass through the communication road with two points. There are many different types of bridges, each of which is designed to perform a specific function. This article introduces the concept, history, components, uses, types, construction methods, selected factors, damage factors and principles of bridge maintenance. A bridge is a structure to cross a passage such as a water, valley or road without blocking another path underneath. This structure makes it possible to pass obstacles that are difficult or impossible to pass. There are different designs for bridge construction, each of which is used for a particular function and condition. In the old definition, a bridge is an arch over a river, valley, or any type of passage that makes traffic possible. But today, in the topic of urban management, the bridge is considered as a structure to cross physical barriers, so that while using space (not just the surface of the earth), it can facilitate the passage and access to places. The useful life of bridges may be between 30 and 80 years depending on the location and the materials used. But with proper maintenance and improvement, their life may last for hundreds of years.

Keywords: bridge, road construction, surveying, transportation

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Authors: Sandra Mendes

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Social Work has encountered over time with multivariate requests in the field of its action, provisioning frameworks of knowledge and praxis. Over the years, we have observed a transformation of society and, consequently, of the public who deals with the social work practitioners. Both, training and profession have had need to adapt and readapt the ways of doing, bailing up theories to action, while action unfolds emancipation of new theories. The theoretical questioning of this subject lies on classical authors from social sciences, and contemporary authors of Social Work. In fact, both enhance, in the design of social work, an integration and social cohesion function, creating a culture of action and theory, attributing to its method a relevant function, which shall be promoter of social changes in various dimensions of both individual and collective life, as well as scientific knowledge. On the other hand, it is assumed that Social Work, through its professionalism and through the academy, is now closer to distinguish itself from other Social Sciences as an autonomous scientific field, being, however, in the center of power struggles. This paper seeks to fill the gap in social work literature about the study of the scientific field of this area of knowledge.

Keywords: field theory, knowledge, science, social work

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Authors: Justin Reverdi, Sixin Zhang, Serge Gratton, Said Aoues, Thomas Pellegrini

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In Vapor Cycle Systems, the flow sensor plays a key role in different monitoring and control purposes. However, physical sensors can be expensive, inaccurate, heavy, cumbersome, or highly sensitive to vibrations, which is especially problematic when embedded into an aircraft. The conception of a virtual sensor based on other standard sensors is a good alternative. In this paper, a data-driven model using a Convolutional Neural Network is proposed to estimate the flow of the compressor. To fit the model to our dataset, we tested different loss functions. We show in our application that a Dynamic Time Warping based loss function called DILATE leads to better dynamical performance than the vanilla mean squared error (MSE) loss function. DILATE allows choosing a trade-off between static and dynamic performance.

Keywords: deep learning, dynamic time warping, vapor cycle system, virtual sensor

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Authors: Usha Loganathan, Haresh Pandya

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Analysis and correlation of soil properties represent an important outset for precision agriculture and is currently promoted and implemented in the developed world. Establishing relationships among indices of soil salinity has always been a challenging task in salt affected soils necessitating unique approaches for their reclamation and management to sustain long term productivity of Soil. Soil salinity indices like Electrical Conductivity (EC) and Sodium Adsorption Ratio (SAR) are normally used to characterize soils as either sodic or saline sodic. Currently, Determination of Soil sodium adsorption ratio is a more accepted and reliable measure of soil salinity. However, it involves arduous and protracted laboratory investigations which demand evolving new and economical methods to determine SAR based on simple soil salinity index. A linear regression model to predict soil SAR from soil electrical conductivity has been developed and presented in this paper as per which, soil SAR could very well be worked out as a pedotransfer function of soil EC. The present study was carried out in Orathupalayam (11.09-11.11 N latitude and 74.54-77.59 E longitude) in the vicinity of Orathupalayam Reservoir of Noyyal River Basin, India, over a period of 3 consecutive years from September 2013 through February 2016 in different locations chosen randomly through different seasons. The research findings are discussed in the light of micro level farming practices in India and recommend determination of SAR as a low cost technology aiding in the effective management of salt affected agricultural land.

Keywords: electrical conductivity, orathupalayam, pedotranfer function, sodium adsorption ratio

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Authors: Rasmila Kawan, Sanjay Juvekar, Sandeep Salvi, Gufran Beig, Rainer Sauerborn

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Background: Indoor air pollution especially from the use of biomass fuels, remains a potentially large global health threat. The inefficient use of such fuels in poorly ventilated conditions results in high levels of indoor air pollution, most seriously affecting women and young children. Objectives: The main aim of this study was to measure and compare the lung function of the women exposed in the biomass fuels and LPG fuels and relate it to the indoor emission measured using a structured questionnaire, spirometer and filter based low volume samplers respectively. Methodology: This cross-sectional comparative study was conducted among the women (aged > 18 years) living in rural villages of Pune district who were not diagnosed of chronic pulmonary diseases or any other respiratory diseases and using biomass fuels or LPG for cooking for a minimum period of 5 years or more. Data collection was done from April to June 2017 in dry season. Spirometer was performed using the portable, battery-operated ultrasound Easy One spirometer (Spiro bank II, NDD Medical Technologies, Zurich, Switzerland) to determine the lung function over Forced expiratory volume. The primary outcome variable was forced expiratory volume in 1 second (FEV1). Secondary outcome was chronic obstruction pulmonary disease (post bronchodilator FEV1/ Forced Vital Capacity (FVC) < 70%) as defined by the Global Initiative for Obstructive Lung Disease. Potential confounders such as age, height, weight, smoking history, occupation, educational status were considered. Results: Preliminary results showed that the lung function of the women using Biomass fuels (FEV1/FVC = 85% ± 5.13) had comparatively reduced lung function than the LPG users (FEV1/FVC = 86.40% ± 5.32). The mean PM 2.5 mass concentration in the biomass user’s kitchen was 274.34 ± 314.90 and 85.04 ± 97.82 in the LPG user’s kitchen. Black carbon amount was found higher in the biomass users (black carbon = 46.71 ± 46.59 µg/m³) than LPG users (black carbon=11.08 ± 22.97 µg/m³). Most of the houses used separate kitchen. Almost all the houses that used the clean fuel like LPG had minimum amount of the particulate matter 2.5 which might be due to the background pollution and cross ventilation from the houses using biomass fuels. Conclusions: Therefore, there is an urgent need to adopt various strategies to improve indoor air quality. There is a lacking of current state of climate active pollutants emission from different stove designs and identify major deficiencies that need to be tackled. Moreover, the advancement in research tools, measuring technique in particular, is critical for researchers in developing countries to improve their capability to study the emissions for addressing the growing climate change and public health concerns.

Keywords: black carbon, biomass fuels, indoor air pollution, lung function, particulate matter

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying

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Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

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Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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Authors: Anusuya Ghosh, Vishnu Narayanan

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The approximation of convex set by semidefinite representable set plays an important role in semidefinite programming, especially in modern convex optimization. To optimize a linear function over a convex set is a hard problem. But optimizing the linear function over the semidefinite representable set which approximates the convex set is easy to solve as there exists numerous efficient algorithms to solve semidefinite programming problems. So, our approximation technique is significant in optimization. We develop a technique to approximate any closed convex set, say K by compactly semidefinite representable set. Further we prove that there exists a sequence of compactly semidefinite representable sets which give tighter approximation of the closed convex set, K gradually. We discuss about the convergence of the sequence of compactly semidefinite representable sets to closed convex set K. The recession cone of K and the recession cone of the compactly semidefinite representable set are equal. So, we say that the sequence of compactly semidefinite representable sets converge strongly to the closed convex set. Thus, this approximation technique is very useful development in semidefinite programming.

Keywords: semidefinite programming, semidefinite representable set, compactly semidefinite representable set, approximation

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Authors: Fedor Semenov

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One of the most widespread facial bones’ malformations – the congenital palatoschisis – significant impact on drainage and ventilation of the middle ear through the incorrect work of soft palate muscles, which results in recurrent middle ear inflammation and subsequently leads to the hearing dysfunction. The purpose of this research is to evaluate the auditory tube function and hearing condition before the operative treatment (uranoplasty) and after 3 and 12 months. 42 patients aged from 6 months to 17 years who had soft and hard palate cleft and B and C type tympanogram were included in that study. The examination includes otoscopy, pure tone audiometry (for patients older than 8 years – 11 patients), tympanometry. According to the otoscopy results all the patients were divided into two groups: those who had a retracted eardrum and those who had a normal one. The results of pure tone audiometry showed that there were six patients with an air-bone gap of more than 10 dB and the five with normal audiograms. According to the results of this research, uranoplasty demonstrated strongly positive effects on the auditory tube function: normalization of eardrum view upon otoscopy was observed in 64% of children with a retracted eardrum three month after surgery and 85 % twelve months. The quantity of patients with A-type of tympanogram improved in 25 children out of 41 in 3 month and in 35 out of 41 in twelve months after operation. While before the operative treatment, six patients older than 8 years had had an air-bone gap of more than 10 dB; only two of them still had it in 12 months, and the others’ audiograms were normal. To sum it up, the uranoplasty showed a significant contribution in the restoration of auditory tube functioning. Some patients had signs of auditory dysfunction even after the operative treatment. That group of children needs further treatment by an otorhinolaryngologist.

Keywords: auditory tube dysfunction, palatoschisis, uranoplasy, otitis

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Authors: Md. M. Hossain, Regan Roat, Jenica Christopherson, Colette Free, Zhiguang Guo

Abstract:

Long noncoding RNA (lncRNA) mediated post-transcriptional gene regulation, and their epigenetic landscapes have been shown to be involved in many human diseases. However, their regulation in diabetes through governing islet’s β-cell function and survival needs to be elucidated. Due to the technical and ethical constraints, it is difficult to study their role in β-cell function and survival in human under in vivo condition. In this study, humanized mice have been developed through transplanting human pancreatic islet under the kidney capsule of NOD.SCID mice and induced β-cell death leading to diabetes condition to study lncRNA mediated regulation. For this, human islets from 3 donors (3000 IEQ, purity > 80%) were transplanted under the kidney capsule of STZ induced diabetic NOD.scid mice. After at least 2 weeks of normoglycecemia, lymphocytes from diabetic NOD mice were adoptively transferred and islet grafts were collected once blood glucose reached > 200 mg/dl. RNA from human donor islets, islet grafts from humanized mice with either adoptive lymphocyte transfer (ALT) or PBS control (CTL) were ribodepleted; barcoded fragment libraries were constructed and sequenced on the Ion Proton sequencer. lncRNA expression in isolated human islets, islet grafts from humanized mice with and without induced β-cell death and their regulation in human islets function in vitro under glucose challenge, cytokine mediated inflammation and induced apoptotic condition were investigated. Out of 3155 detected lncRNAs, 299 that highly expressed in islets were found to be significantly downregulated and 224 upregulated in ALT compared to CTL. Most of these are found to be collocated within 5 kb upstream and 1 kb downstream of 788 up- and 624 down-regulated mRNAs. Genomic Regions Enrichment of Annotations Analysis revealed deregulated and collocated genes are related to pancreas endocrine development; insulin synthesis, processing, and secretion; pancreatitis and diabetes. Many of them, that found to be located within enhancer domains for islet specific gene activity, are associated to the deregulation of known islet/βcell specific transcription factors and genes that are important for β-cell differentiation, identity, and function. RNA sequencing analysis revealed aberrant lncRNA expression which is associated to the deregulated mRNAs in β-cell function as well as in molecular pathways related to diabetes. A distinct set of candidate lncRNA isoforms were identified as highly enriched and specific to human islets, which are deregulated in human islets from donors with different BMIs and with type 2 diabetes. These RNAs show an interesting regulation in cultured human islets under glucose stimulation and with induced β-cell death by cytokines. Aberrant expression of these lncRNAs was detected in the exosomes from the media of islets cultured with cytokines. Results of this study suggest that the islet specific lncRNAs are deregulated in human islet with β-cell death, hence important in diabetes. These lncRNAs might be important for human β-cell function and survival thus could be used as biomarkers and novel therapeutic targets for diabetes.

Keywords: β-cell, humanized mouse, pancreatic islet, LncRNAs

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Authors: Yuanrui Xu, Zailin Yang, Yunqiu Song, Guanxixi Jiang

Abstract:

It is an important subject of seismology on the influence of local topography on ground motion during earthquake. In mountainous areas with complex terrain, the construction of the tunnel is often the most effective transportation scheme. In these projects, the local terrain can be simplified into hills with different shapes, and the underground tunnel structure can be regarded as a subsurface cavity. The presence of the subsurface cavity affects the strength of the rock mass and changes the deformation and failure characteristics. Moreover, the scattering of the elastic waves by underground structures usually interacts with local terrains, which leads to a significant influence on the surface displacement of the terrains. Therefore, it is of great practical significance to study the surface displacement of local terrains with underground tunnels in earthquake engineering and seismology. In this work, the region is divided into three regions by the method of region matching. By using the fractional Bessel function and Hankel function, the complex function method, and the wave function expansion method, the wavefield expression of SH waves is introduced. With the help of a constitutive relation between the displacement and the stress components, the hoop stress and radial stress is obtained subsequently. Then, utilizing the continuous condition at different region boundaries, the undetermined coefficients in wave fields are solved by the Fourier series expansion and truncation of the finite term. Finally, the validity of the method is verified, and the surface displacement amplitude is calculated. The surface displacement amplitude curve is discussed in the numerical results. The results show that different parameters, such as radius and buried depth of the tunnel, wave number, and incident angle of the SH wave, have a significant influence on the amplitude of surface displacement. For the underground tunnel, the increase of buried depth will make the response of surface displacement amplitude increases at first and then decreases. However, the increase of radius leads the response of surface displacement amplitude to appear an opposite phenomenon. The increase of SH wave number can enlarge the amplitude of surface displacement, and the change of incident angle can obviously affect the amplitude fluctuation.

Keywords: method of region matching, scattering of SH wave, subsurface cavity, trapezoidal hill

Procedia PDF Downloads 133

Authors: Xu Jinsheng, Tong Xin, Zheng Jian, Zhou Changsheng

Abstract:

The NEPE (nitrate ester plasticized polyether) propellant is a kind of particle filling material with relatively high filling fraction. The experimental results show that the microcracks, microvoids and dewetting can cause the stress softening of the material. In this paper, a series of mechanical testing in inclusion with CCD technique were conducted to analyze the evolution of internal defects of propellant. The volume expansion function of the particle filling material was established by measuring of longitudinal and transverse strain with optical deformation measurement system. By analyzing the defects and internal damages of the material, a visco-hyperelastic constitutive model based on free energy theory was proposed incorporating damage function. The proposed constitutive model could accurately predict the mechanical properties of uniaxial tensile tests and tensile-relaxation tests.

Keywords: dewetting, constitutive model， uniaxial tensile tests, visco-hyperelastic, nonlinear

Procedia PDF Downloads 301

Authors: Yassir AbdelRazig, Amine Ghanem

Abstract:

Construction projects are information intensive in nature and involve many activities that are related to each other. Wireless technologies can be used to improve the accuracy and timeliness of data collected from construction sites and shares it with appropriate parties. Nonetheless, the construction industry tends to be conservative and shows hesitation to adopt new technologies. A main concern for owners, contractors or any person in charge on a job site is the cost of the technology in question. Wireless technologies are not cheap. There are a lot of expenses to be taken into consideration, and a study should be completed to make sure that the importance and savings resulting from the usage of this technology is worth the expenses. This research attempts to assess the effectiveness of using the appropriate wireless technologies based on criteria such as performance, reliability, and risk. The assessment is based on a utility function model that breaks down the selection issue into alternatives attribute. Then the attributes are assigned weights and single attributes are measured. Finally, single attribute are combined to develop one single aggregate utility index for each alternative.

Keywords: analytic hierarchy process, decision theory, utility function, wireless technologies

Procedia PDF Downloads 342

Authors: Carla Idely Palencia-Aguilar

Abstract:

Artificial wetlands play an important role at Guasca Municipality in Colombia, not only because they are used for the agroindustry, but also because more than 45 species were found, some of which are endemic and migratory birds. Remote sensing was used to determine the changes in the area occupied by water of artificial wetlands by means of Aster and Modis images for different time periods. Evapotranspiration was also determined by three methods: Surface Energy Balance System-Su (SEBS) algorithm, Surface Energy Balance- Bastiaanssen (SEBAL) algorithm, and Potential Evapotranspiration- FAO. Empirical equations were also developed to determine the relationship between Normalized Difference Vegetation Index (NDVI) versus net radiation, ambient temperature and rain with an obtained R2 of 0.83. Groundwater level fluctuations on a daily basis were studied as well. Data from a piezometer placed next to the wetland were fitted with rain changes (with two weather stations located at the proximities of the wetlands) by means of multiple regression and time series analysis, the R2 from the calculated and measured values resulted was higher than 0.98. Information from nearby weather stations provided information for ordinary kriging as well as the results for the Digital Elevation Model (DEM) developed by using PCI software. Standard models (exponential, spherical, circular, gaussian, linear) to describe spatial variation were tested. Ordinary Cokriging between height and rain variables were also tested, to determine if the accuracy of the interpolation would increase. The results showed no significant differences giving the fact that the mean result of the spherical function for the rain samples after ordinary kriging was 58.06 and a standard deviation of 18.06. The cokriging using for the variable rain, a spherical function; for height variable, the power function and for the cross variable (rain and height), the spherical function had a mean of 57.58 and a standard deviation of 18.36. Threatens of eutrophication were also studied, given the unconsciousness of neighbours and government deficiency. Water quality was determined over the years; different parameters were studied to determine the chemical characteristics of water. In addition, 600 pesticides were studied by gas and liquid chromatography. Results showed that coliforms, nitrogen, phosphorous and prochloraz were the most significant contaminants.

Keywords: DEM, evapotranspiration, geostatistics, NDVI

Procedia PDF Downloads 119

Authors: Avan Al-Saffar, Eun-Jin Kim

Abstract:

Both the logistic growth model and the gompertz growth model are used to describe growth processes. Both models driven by perturbations in different cases are investigated using information theory as a useful measure of sustainability and the variability. Specifically, we study the effect of different oscillatory modulations in the system's parameters on the evolution of the system and Probability Density Function (PDF). We show the maintenance of the initial conditions for a long time. We offer Fisher information analysis in positive and/or negative feedback and explain its implications for the sustainability of population dynamics. We also display a finite amplitude solution due to the purely fluctuating growth rate whereas the periodic fluctuations in negative feedback can lead to break down the system's self-regulation with an exponentially growing solution. In the cases tested, the gompertz and logistic systems show similar behaviour in terms of information and sustainability although they develop differently in time.

Keywords: dynamical systems, fisher information, probability density function (pdf), sustainability

Procedia PDF Downloads 431

Authors: Kunpeng Wang, Hongchun, Wu, Liangzhi Cao, Chuanqi Zhao

Abstract:

The distributions of homogeneous neutron flux within a node were expanded into a set of analytic basis functions which satisfy the diffusion equation at any point in a triangular-z node for each energy group, and nodes were coupled with each other with both the zero- and first-order partial neutron current moments across all the interfaces of the triangular prism at the same time. Based this method, a code TABFEN has been developed and applied to solve the neutron diffusion equation in a complicated geometry. In addition, after a series of numerical derivation, one can get the neutron adjoint diffusion equations in matrix form which is the same with the neutron diffusion equation; therefore, it can be solved by TABFEN, and the low-high scan strategy is adopted to improve the efficiency. Four benchmark problems are tested by this method to verify its feasibility, the results show good agreement with the references which demonstrates the efficiency and feasibility of this method.

Keywords: analytic basis function expansion method, arbitrary triangular-z node, adjoint neutron flux, complicated geometry

Procedia PDF Downloads 445