Search results for: instrumental variable estimation

Authors: Ta-Huang Sun, Ming-Hao Hsieh, Min-Chuan Wang, Der-Jun Jan

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Electrochromism refers to the persistent and reversible change of optical properties by an applied voltage pulse. There are many transition metal oxides exhibiting electrochromism, e.g. oxides of W, Ni, Ir, V, Ti, Co and Mo. Organic materials especially some conducting polymers such as poly(aniline), poly(3, 4-propylene- dioxythiophene) also received much attention for electrochromic (EC) applications. Electrochromic materials attract considerable interest because of their potential applications, such as information displays, smart windows, variable reflectance mirrors, and variable-emittance thermal radiators. In this study, the EC characteristics are investigated on an all-solid-state EC device composed of a-WO₃ and Ni(OH)₂ with a Ta₂O₅ protective layer which is prepared by magnetron sputtering. It is found that the transmittance modulation increases with decreasing the film thickness of Ta₂O₅. On the other hand, the transmittance modulation is 57% as the Ni(OH)₂/ITO is prepared by the linear-sweep potential cycling of the sputter-deposited Ta₂O₅/NiO/ITO in a 0.5 M LiClO₄+H₂O electrolyte. However, when Ni(OH)₂/ITO is prepared by a 0.01 M HCl electrolyte, the transmittance modulation of EC device can be improved to 61%.

Keywords: electrochromic device, tungsten oxide, nickel, Ta₂O₅

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Authors: Ali Ghobadi, Eisa Bakhoda, Hamid R. Javdan

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One of the key factors in air cooled heat exchangers operation is the proper control of process stream outlet temperature. In this study, performances of two different air cooled heat exchangers have been considered, one of them condenses Propane and the other one cools LPG streams. In order to predict operation of these air coolers at different operating conditions. The results of simulations were applied for both economical evaluations and operational considerations for using convenient air cooler control system. In this paper, using On-Off fans method and installing variable speed drivers have been studied. Finally, the appropriate methods for controlling outlet temperature of process fluid streams as well as saving energy consumption were proposed. Using On-Off method for controlling studied Propane condenser by multiple fans is proper; while controlling LPG air cooler with lesser fans by means of two variable speed drivers is economically convenient.

Keywords: air cooled heat exchanger, simulation, economical evaluation, energy, process control

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Authors: Omran M. Kenshel, Alan J. O'Connor

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Estimating the service life of Reinforced Concrete (RC) bridge structures located in corrosive marine environments of a great importance to their owners/engineers. Traditionally, bridge owners/engineers relied more on subjective engineering judgment, e.g. visual inspection, in their estimation approach. However, because financial resources are often limited, rational calculation methods of estimation are needed to aid in making reliable and more accurate predictions for the service life of RC structures. This is in order to direct funds to bridges found to be the most critical. Criticality of the structure can be considered either form the Structural Capacity (i.e. Ultimate Limit State) or from Serviceability viewpoint whichever is adopted. This paper considers the service life of the structure only from the Structural Capacity viewpoint. Considering the great variability associated with the parameters involved in the estimation process, the probabilistic approach is most suited. The probabilistic modelling adopted here used Monte Carlo simulation technique to estimate the Reliability (i.e. Probability of Failure) of the structure under consideration. In this paper the authors used their own experimental data for the Correlation Length (CL) for the most important deterioration parameters. The CL is a parameter of the Correlation Function (CF) by which the spatial fluctuation of a certain deterioration parameter is described. The CL data used here were produced by analyzing 45 chloride profiles obtained from a 30 years old RC bridge located in a marine environment. The service life of the structure were predicted in terms of the load carrying capacity of an RC bridge beam girder. The analysis showed that the influence of SV is only evident if the reliability of the structure is governed by the Flexure failure rather than by the Shear failure.

Keywords: Chloride-induced corrosion, Monte-Carlo simulation, reinforced concrete, spatial variability

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Authors: M. Yushalify Misro, Ahmad Ramli, Jamaludin M. Ali

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Bezier curves have useful properties for path generation problem, for instance, it can generate the reference trajectory for vehicles to satisfy the path constraints. Both algorithms join cubic Bezier curve segment smoothly to generate the path. Some of the useful properties of Bezier are curvature. In mathematics, the curvature is the amount by which a geometric object deviates from being flat, or straight in the case of a line. Another extrinsic example of curvature is a circle, where the curvature is equal to the reciprocal of its radius at any point on the circle. The smaller the radius, the higher the curvature thus the vehicle needs to bend sharply. In this study, we use Bezier curve to fit highway-like curve. We use the different approach to finding the best approximation for the curve so that it will resemble highway-like curve. We compute curvature value by analytical differentiation of the Bezier Curve. We will then compute the maximum speed for driving using the curvature information obtained. Our research works on some assumptions; first the Bezier curve estimates the real shape of the curve which can be verified visually. Even, though, the fitting process of Bezier curve does not interpolate exactly on the curve of interest, we believe that the estimation of speed is acceptable. We verified our result with the manual calculation of the curvature from the map.

Keywords: speed estimation, path constraints, reference trajectory, Bezier curve

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Authors: Manmeet Kaur, Madhu Vij

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The Board of Directors in a firm performs the primary role of an internal control mechanism. This Study seeks to understand the relationship between internal governance and performance of banks in India. The research paper investigates the effect of board structure (proportion of nonexecutive directors, gender diversity, board size and meetings per year) on the firm performance. This paper evaluates the impact of corporate governance mechanisms on bank’s financial performance using panel data for 28 listed banks in National Stock Exchange of India for the period of 2008-2014. Returns on Asset, Return on Equity, Tobin’s Q and Net Interest Margin were used as the financial performance indicators. To estimate the relationship among governance and bank performance initially the Study uses Pooled Ordinary Least Square (OLS) Estimation and Generalized Least Square (GLS) Estimation. Then a well-developed panel Generalized Method of Moments (GMM) Estimator is developed to investigate the dynamic nature of performance and governance relationship. The Study empirically confirms that two-step system GMM approach controls the problem of unobserved heterogeneity and endogeneity as compared to the OLS and GLS approach. The result suggests that banks with small board, boards with female members, and boards that meet more frequently tend to be more efficient and subsequently have a positive impact on performance of banks. The study offers insights to policy makers interested in enhancing the quality of governance of banks in India. Also, the findings suggest that board structure plays a vital role in the improvement of corporate governance mechanism for financial institutions. There is a need to have efficient boards in banks to improve the overall health of the financial institutions and the economic development of the country.

Keywords: board of directors, corporate governance, GMM estimation, Indian banking

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Authors: Vijay Vir Singh

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This work is focused studying the Linux operating system connected in a LAN (local area network). The STAR topology (to be called subsystem-1) and BUS topology (to be called subsystem-2) are taken into account, which are placed at two different locations and connected to a server through a hub. In the both topologies BUS topology and STAR topology, we have assumed n clients. The system has two types of failures i.e. partial failure and complete failure. Further, the partial failure has been categorized as minor and major partial failure. It is assumed that the minor partial failure degrades the sub-systems and the major partial failure make the subsystem break down mode. The system may completely fail due to failure of server hacking and blocking etc. The system is studied using supplementary variable technique and Laplace transform by using different types of failure and two types of repair. The various measures of reliability for example, availability of system, reliability of system, MTTF, profit function for different parametric values have been discussed.

Keywords: star topology, bus topology, blocking, hacking, Linux operating system, Gumbel-Hougaard family copula, supplementary variable

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Authors: Prashant Verma, Prafulla K. Swain, K. K. Singh, Mukti Khetan

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Objective: In India, around 20,000 women die every year due to abortion-related complications. In the modelling of count variables, there is sometimes a preponderance of zero counts. This article concerns the estimation of various count regression models to predict the average number of spontaneous abortion among women in the Punjab state of India. It also assesses the factors associated with the number of spontaneous abortions. Materials and methods: The study included 27,173 married women of Punjab obtained from the DLHS-4 survey (2012-13). Poisson regression (PR), Negative binomial (NB) regression, zero hurdle negative binomial (ZHNB), and zero-inflated negative binomial (ZINB) models were employed to predict the average number of spontaneous abortions and to identify the determinants affecting the number of spontaneous abortions. Results: Statistical comparisons among four estimation methods revealed that the ZINB model provides the best prediction for the number of spontaneous abortions. Antenatal care (ANC) place, place of residence, total children born to a woman, woman's education and economic status were found to be the most significant factors affecting the occurrence of spontaneous abortion. Conclusions: The study offers a practical demonstration of techniques designed to handle count variables. Statistical comparisons among four estimation models revealed that the ZINB model provided the best prediction for the number of spontaneous abortions and is recommended to be used to predict the number of spontaneous abortions. The study suggests that women receive institutional Antenatal care to attain limited parity. It also advocates promoting higher education among women in Punjab, India.

Keywords: count data, spontaneous abortion, Poisson model, negative binomial model, zero hurdle negative binomial, zero-inflated negative binomial, regression

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Authors: Protus A. Lumiti, Susan O. Wekesa, Mary Omondi

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Performance is a key pillar to the accomplishment of the goals of all organizations, whether private, public or non- profit. Employees are the intellectual assets of the organization and they are an avenue to the achievement of competitive advantage. An employee welfare service in an organization is vital in fostering employee motivation and improving their productivity. In view of this, the main goal of this research was to determine the relationship between employee welfare practices and the performance of non-governmental organizations in Kenya. The study was guided by four objectives, namely: to establish, determine, evaluate and assess the relationship between employee welfare practices and the performance of non-governmental organizations in Kenya. The study utilized a survey design using both qualitative and quantitative approaches. In this study, a purposive, stratified and simple random sampling technique was used to arrive at a sample of 355 respondents who comprised senior managers, middle level managers and operational employees out of the targeted population of 14,283 employees of non-governmental organizations working in Nairobi County. The primary data collection tools were questionnaires supplemented by an interview schedule, while secondary data was obtained from reviewed journals, published books and articles. Data analysis was done using Statistical Packages for Social Sciences Software version 23. The study utilized multiple linear regression and a structural equation model. The findings of the study were that: employee welfare practices had a positive and significant relationship with the performance of Non-governmental organizations in Kenya. In addition, there was also a linear relationship between the independent variables and the dependent variable and the study concluded that there was a relationship between the predictor variable and the dependent variable of the study. The study recommended that management of No-governmental organization boards in Kenya should come up with a comprehensive policy document on employee welfare practices in order to enhance the performance of non-governmental organizations in Kenya.

Keywords: employee, economic, performance, welfare

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Authors: S. Tehsin, S. Kausar

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The ultimate aim of machine intelligence is to explore and materialize the human capabilities, one of which is the ability to detect various text objects within one or more images displayed on any canvas including prints, videos or electronic displays. Multimedia data has increased rapidly in past years. Textual information present in multimedia contains important information about the image/video content. However, it needs to technologically testify the commonly used human intelligence of detecting and differentiating the text within an image, for computers. Hence in this paper feature set based on anatomical study of human text detection system is proposed. Subsequent examination bears testimony to the fact that the features extracted proved instrumental to text detection.

Keywords: biologically inspired vision, content based retrieval, document analysis, text extraction

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Authors: F. Ahwide, Y. Bouker, K. Hatem

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This paper presents long term wind data analysis in terms of annual and diurnal variations at different areas of Libya. The data of the wind speed and direction are taken each ten minutes for a period, at least two years, are used in the analysis. ‘WindPRO’ software and Excel workbook were used for the wind statistics and energy calculations. As for Derna, average speeds are 10 m, 20 m, and 40 m, and respectively 6.57 m/s, 7.18 m/s, and 8.09 m/s. Highest wind speeds are observed at SSW, followed by S, WNW and NW sectors. Lowest wind speeds are observed between N and E sectors. Most frequent wind directions are NW and NNW. Hence, wind turbines can be installed against these directions. The most powerful sector is NW (29.4 % of total expected wind energy), followed by 19.9 % SSW, 11.9% NNW, 8.6% WNW and 8.2% S. Furthermore in Al-Maqrun: the most powerful sector is W (26.8 % of total expected wind energy), followed by 12.3 % WSW and 9.5% WNW. While in Goterria: the most powerful sector is S (14.8 % of total expected wind energy), followed by SSE, SE, and WSW. And Misalatha: the most powerful sector is S, by far represents 28.5% of the expected power, followed by SSE and SE. As for Tarhuna, it is by far SSE and SE, representing each one two times the expected energy of the third powerful sector (NW). In Al-Asaaba: it is SSE by far represents 50% of the expected power, followed by S. It can to be noted that the high frequency of the south direction winds, that come from the desert could cause a high frequency of dust episodes. This fact then, should be taken into account in order to take appropriate measures to prevent wind turbine deterioration. In Excel workbook, an estimation of annual energy yield at position of Derna, Al-Maqrun, Tarhuna, and Al-Asaaba meteorological mast has been done, considering a generic wind turbine of 1.65 MW. (mtORRES, TWT 82-1.65MW) in position of meteorological mast. Three other turbines have been tested. At 80 m, the estimation of energy yield for Derna, Al-Maqrun, Tarhuna, and Asaaba is 6.78 GWh or 3390 equivalent hours, 5.80 GWh or 2900 equivalent hours, 4.91 GWh or 2454 equivalent hours and 5.08 GWh or 2541 equivalent hours respectively. It seems a fair value in the context of a possible development of a wind energy project in the areas, considering a value of 2400 equivalent hours as an approximate limit to consider a wind warm economically profitable. Furthermore, an estimation of annual energy yield at positions of Misalatha, Azizyah and Goterria meteorological mast has been done, considering a generic wind turbine of 2 MW. We found that, at 80 m, the estimation of energy yield is 3.12 GWh or 1557 equivalent hours, 4.47 GWh or 2235 equivalent hours and 4.07GWh or 2033 respectively . It seems a very poor value in the context of possible development of a wind energy project in the areas, considering a value of 2400 equivalent hours as an approximate limit to consider a wind warm economically profitable. Anyway, more data and a detailed wind farm study would be necessary to draw conclusions.

Keywords: wind turbines, wind data, energy yield, micrositting

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Authors: A. Ojha, Y. K. Gupta

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Organophosphate (OP) pesticides are among the most widely used synthetic chemicals for controlling a wide variety of pests throughout the world. Chlorpyrifos (CPF), methyl parathion (MPT), and malathion (MLT) are among the most extensively used OP pesticides in India. DNA strand breaks and DNA-protein crosslinks (DPC) are toxic lesions associated with the mechanisms of toxicity of genotoxic compounds. In the present study, we have examined the potential of CPF, MPT, and MLT individually and in combination, to cause DNA strand breakage and DPC formation. Peripheral blood lymphocytes of rat were exposed to 1/4 and 1/10 LC50 dose of CPF, MPT, and MLT for 2, 4, 8, and 12h. The DNA strand break was measured by the comet assay and expressed as DNA damage index while DPC estimation was done by fluorescence emission. There was significantly marked increase in DNA damage and DNA-protein crosslink formation in time and dose dependent manner. It was also observed that MPT caused the highest level of DNA damage as compared to other studied OP compounds. Thus, from present study, we can conclude that studied pesticides have genotoxic potential. The pesticides mixture does not potentiate the toxicity of each other. Nonetheless, additional in vivo data are required before a definitive conclusion can be drawn regarding hazard prediction to humans.

Keywords: organophosphate, pesticides, DNA damage, DNA protein crosslink, genotoxic

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Authors: Abdisalam Hassan Muse, Samuel Mwalili, Oscar Ngesa

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A generalized log-logistic distribution with variable shapes of the hazard rate was introduced and studied, extending the log-logistic distribution by adding an extra parameter to the classical distribution, leading to greater flexibility in analysing and modeling various data types. The proposed distribution has a large number of well-known lifetime special sub-models such as; Weibull, log-logistic, exponential, and Burr XII distributions. Its basic mathematical and statistical properties were derived. The method of maximum likelihood was adopted for estimating the unknown parameters of the proposed distribution, and a Monte Carlo simulation study is carried out to assess the behavior of the estimators. The importance of this distribution is that its tendency to model both monotone (increasing and decreasing) and non-monotone (unimodal and bathtub shape) or reversed “bathtub” shape hazard rate functions which are quite common in survival and reliability data analysis. Furthermore, the flexibility and usefulness of the proposed distribution are illustrated in a real-life data set and compared to its sub-models; Weibull, log-logistic, and BurrXII distributions and other parametric survival distributions with 3-parmaeters; like the exponentiated Weibull distribution, the 3-parameter lognormal distribution, the 3- parameter gamma distribution, the 3-parameter Weibull distribution, and the 3-parameter log-logistic (also known as shifted log-logistic) distribution. The proposed distribution provided a better fit than all of the competitive distributions based on the goodness-of-fit tests, the log-likelihood, and information criterion values. Finally, Bayesian analysis and performance of Gibbs sampling for the data set are also carried out.

Keywords: hazard rate function, log-logistic distribution, maximum likelihood estimation, generalized log-logistic distribution, survival data, Monte Carlo simulation

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Authors: Manoja Rajalakshmi Aravindakshana, Devleena Ghosha, Chittaranjan Mandala, K. V. Venkateshb, Jit Sarkarc, Partha Chakrabartic, Sujay K. Maity

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Oral Glucose Tolerance Test (OGTT) is the primary test used to diagnose type 2 diabetes mellitus (T2DM) in a clinical setting. Analysis of OGTT data using the Oral Minimal Model (OMM) along with the rate of appearance of ingested glucose (Ra) is performed to study differences in model parameters for control and T2DM groups. The differentiation of parameters of the model gives insight into the behaviour and physiology of T2DM. The model is also studied to find parameter differences among obese and non-obese T2DM subjects and the sensitive parameters were co-related to the known physiological findings. Sensitivity analysis is performed to understand changes in parameter values with model output and to support the findings, appropriate statistical tests are done. This seems to be the first preliminary application of the OMM with obesity as a distinguishing factor in understanding T2DM from estimated parameters of insulin-glucose model and relating the statistical differences in parameters to diabetes pathophysiology.

Keywords: oral minimal model, OGTT, obese and non-obese T2DM, mathematical modeling, parameter estimation

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Authors: Altaf H. Khan, Frank Stenger, Mohammed A. Hussein, Reaz A. Chaudhuri, Sameera Asif

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This paper discusses a novel approach to approximate quadrature integrals that arise in the estimation of likelihood parameters for the generalized linear mixed models (GLMM) as well as Bayesian methodology also requires computation of multidimensional integrals with respect to the posterior distributions in which computation are not only tedious and cumbersome rather in some situations impossible to find solutions because of singularities, irregular domains, etc. An attempt has been made in this work to apply Sinc function based quadrature rules to approximate intractable integrals, as there are several advantages of using Sinc based methods, for example: order of convergence is exponential, works very well in the neighborhood of singularities, in general quite stable and provide high accurate and double precisions estimates. The Sinc function based approach seems to be utilized first time in statistical domain to our knowledge, and it's viability and future scopes have been discussed to apply in the estimation of parameters for GLMM models as well as some other statistical areas.

Keywords: generalized linear mixed model, likelihood parameters, qudarature, Sinc function

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Authors: Mohd Fitri Mansor, Noor Hidayah Abu, Hussen Nasir

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Human capital is one of valuable assets to the organization in order to sustain organization performance and to achieve both employees and employer objectives. The aim of the study is to examine the powerful of both Human Resource practices (i.e. Training & Development and Compensation & Rewards) towards sustaining SME’s performance. The objectives of the current study are to examine the relationship between training and development as well as compensation and rewards in sustaining Malaysian SME’s performance. Finally, is to identify the strongest variable contribute to the sustainability of SMEs performance. The result from 80 Malaysian SME’s owners found that both variables training & development and compensation & rewards significantly contributes to the sustainability of SME,s performance. Meanwhile, the strongest variable contributes to the sustainability of SMEs performance was training and development. The study contributes to the knowledge and awareness to the SME’s owners an important or the powerful of human resource practices in sustaining their organization performance.

Keywords: training and development, compensation and rewards, sustainability, SME’s performance

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Authors: Kripesh Adhikari, Hamid Bouchachia, Hammadi Nait-Charif

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Falls are one of the major causes of injury and death among elderly people aged 65 and above. A support system to identify such kind of abnormal activities have become extremely important with the increase in ageing population. Pose estimation is a challenging task and to add more to this, it is even more challenging when pose estimations are performed on challenging poses that may occur during fall. Location of the body provides a clue where the person is at the time of fall. This paper presents a vision-based tracking strategy where available joints are grouped into three different feature points depending upon the section they are located in the body. The three feature points derived from different joints combinations represents the upper region or head region, mid-region or torso and lower region or leg region. Tracking is always challenging when a motion is involved. Hence the idea is to locate the regions in the body in every frame and consider it as the tracking strategy. Grouping these joints can be beneficial to achieve a stable region for tracking. The location of the body parts provides a crucial information to distinguish normal activities from falls.

Keywords: fall detection, machine learning, deep learning, pose estimation, tracking

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Authors: Oluwayemisi O. Alaba, John O. Olaomi

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The 2013 Nigerian Demographic Health Survey (NDHS) data was used to investigate the determinants of family size in Nigeria using the geo-additive model. The fixed effect of categorical covariates were modelled using the diffuse prior, P-spline with second-order random walk for the nonlinear effect of continuous variable, spatial effects followed Markov random field priors while the exchangeable normal priors were used for the random effects of the community and household. The Negative Binomial distribution was used to handle overdispersion of the dependent variable. Inference was fully Bayesian approach. Results showed a declining effect of secondary and higher education of mother, Yoruba tribe, Christianity, family planning, mother giving birth by caesarean section and having a partner who has secondary education on family size. Big family size is positively associated with age at first birth, number of daughters in a household, being gainfully employed, married and living with partner, community and household effects.

Keywords: Bayesian analysis, family size, geo-additive model, negative binomial

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Authors: Lukman Oyelami

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Studies have identified trade as a veritable tool for inclusive economic growth and poverty reduction in developing countries. However, contrary to the overwhelming pieces of evidence of the Asian tiger as a success story of beneficial trade, many African countries still experience poverty unabatedly despite active engagement in trade. Consequently, this study seeks to investigate the contributory effect of technological innovation on total export performance and specifically manufacturing exports of African countries. This is with a view to exploring manufacturing exports as a viable option for diversification. To achieve the empirical investigation this study, require Systems Generalized Method of Moments (sys-GMM) estimation technique was adopted based on the econometric realities inherent in the data utilized. However, the static technique of panel estimation of the Fixed Effects (FE) model was utilized for baseline analysis and robustness check. The conclusion from this study is that innovation generally impacts export performance of African countries positively, however, manufacturing export shows more sensitivity to innovation than total export. And, this provides a clear pathway for export diversification for many African countries that run a resource-based economy.

Keywords: innovation, export, GMM, Africa

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Authors: JaeHwan Yang, Da-Woon Jeong, Seung-Young Kho, Dong-Kyu Kim

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In terms of ITS, information on link characteristic is an essential factor for plan or operation. But in practical cases, not every link has installed sensors on it. The link that does not have data on it is called “Missing Link”. The purpose of this study is to impute data of these missing links. To get these data, this study applies the machine learning method. With the machine learning process, especially for the deep learning process, missing link data can be estimated from present link data. For deep learning process, this study uses “Recurrent Neural Network” to take time-series data of road. As input data, Dedicated Short-range Communications (DSRC) data of Dalgubul-daero of Daegu Metropolitan Area had been fed into the learning process. Neural Network structure has 17 links with present data as input, 2 hidden layers, for 1 missing link data. As a result, forecasted data of target link show about 94% of accuracy compared with actual data.

Keywords: data estimation, link data, machine learning, road network

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Authors: Farzad Khajavi, Farzaneh Jalilfar, Faranak Jafari, Leila Shokrani

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Formulation of gliclazide in the form of extended-release tablet in 30 and 60 mg dosage forms was performed using hypromellose (HPMC K4M) as a retarding agent. Drug-release profiles were investigated in comparison with references Diamicron MR 30 and 60 mg tablets. The effect of size of powder particles, the amount of hypromellose in formulation, hardness of tablets, and also the effect of halving the tablets were investigated on drug release profile. A mathematical model which describes hypromellose behavior in initial times of drug release was proposed for the estimation of hypromellose content in modified-release gliclazide 60 mg tablet. This model is based on erosion of hypromellose in dissolution media. The model is applicable to describe release profiles of insoluble drugs. Therefore, by using dissolved amount of drug in initial times of dissolution and the model, the amount of hypromellose in formulation can be predictable. The model was used to predict the HPMC K4M content in modified-release gliclazide 30 mg and extended-release quetiapine 200 mg tablets.

Keywords: Gliclazide, hypromellose, drug release, modified-release tablet, mathematical model

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Authors: Adji Achmad Rinaldo Fernandes

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Path analysis is an analytical technique to study the causal relationship between independent and dependent variables. In this study, the integration of Clusters in the Ward Linkage method was used in a variety of clusters with path analysis. The variables used are character (x₁), capacity (x₂), capital (x₃), collateral (x₄), and condition of economy (x₄) to on time pay (y₂) through the variable willingness to pay (y₁). The purpose of this study was to compare the Ward Linkage method cluster integration in various clusters with path analysis to classify willingness to pay (y₁). The data used are primary data from questionnaires filled out by customers of Bank X, using purposive sampling. The measurement method used is the average score method. The results showed that the Ward linkage method cluster integration with path analysis on 2 clusters is the best method, by comparing the coefficient of determination. Variable character (x₁), capacity (x₂), capital (x₃), collateral (x₄), and condition of economy (x₅) to on time pay (y₂) through willingness to pay (y₁) can be explained by 58.3%, while the remaining 41.7% is explained by variables outside the model.

Keywords: cluster integration, linkage, path analysis, compliant paying behavior

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Authors: Erez Kita, Gil Luria

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This study examines gender as a boundary condition for the relationship between the psychological variable of mindfulness and the social variable of income with regards to the use of smartphones by young drivers. The use of smartphones while driving increases the likelihood of a car accident, endangering young drivers and other road users. The study sample included 186 young drivers who were legally permitted to drive without supervision. The subjects were first asked to complete questionnaires on mindfulness and income. Next, their smartphone use while driving was monitored over a one-month period. This study is unique as it used an objective smartphone monitoring application (rather than self-reporting) to count the number of times the young participants actually touched their smartphones while driving. The findings show that gender moderates the effects of social and personal factors (i.e., income and mindfulness) on the use of smartphones while driving. The pattern of moderation was similar for both social and personal factors. For men, mindfulness and income are negatively associated with the use of smartphones while driving. These factors are not related to the use of smartphones by women drivers. Mindfulness and income can be used to identify male populations that are at risk of using smartphones while driving. Interventions that improve mindfulness can be used to reduce the use of smartphones by male drivers.

Keywords: mindfulness, using smartphones while driving, income, gender, young drivers

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Authors: DRIS Mohammed El-Amine, BOUNIF Abdelhamid

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This paper considers an experimental and numerical investigation of variable density in axisymmetric turbulent free jets. Special attention is paid to the study of the scalar dissipation rate. In this case, dynamic field equations are coupled to scalar field equations by the density which can vary by the thermal effect (jet heating). The numerical investigation is based on the first and second order turbulence models. For the discretization of the equations system characterizing the flow, the finite volume method described by Patankar (1980) was used. The experimental study was conducted in order to evaluate dynamical characteristics of a heated axisymmetric air flow using the Laser Doppler Anemometer (LDA) which is a very accurate optical measurement method. Experimental and numerical results are compared and discussed. This comparison do not show large difference and the results obtained are in general satisfactory.

Keywords: Scalar dissipation rate, thermal effects, turbulent axisymmetric jets, second order modelling, Velocimetry Laser Doppler.

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Authors: M. De Iuliis, O. Kammouh, G. P. Cimellaro, S. Tesfamariam

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Community Resilience has gained a significant attention due to the recent unexpected natural and man-made disasters. Resilience is the process of maintaining livable conditions in the event of interruptions in normally available services. Estimating the resilience of systems, ranging from individuals to communities, is a formidable task due to the complexity involved in the process. The most challenging parameter involved in the resilience assessment is the 'downtime'. Downtime is the time needed for a system to recover its services following a disaster event. Estimating the exact downtime of a system requires a lot of inputs and resources that are not always obtainable. The uncertainties in the downtime estimation are usually handled using probabilistic methods, which necessitates acquiring large historical data. The estimation process also involves ignorance, imprecision, vagueness, and subjective judgment. In this paper, a fuzzy-based approach to estimate the downtime of building structures following earthquake events is proposed. Fuzzy logic can integrate descriptive (linguistic) knowledge and numerical data into the fuzzy system. This ability allows the use of walk down surveys, which collect data in a linguistic or a numerical form. The use of fuzzy logic permits a fast and economical estimation of parameters that involve uncertainties. The first step of the method is to determine the building’s vulnerability. A rapid visual screening is designed to acquire information about the analyzed building (e.g. year of construction, structural system, site seismicity, etc.). Then, a fuzzy logic is implemented using a hierarchical scheme to determine the building damageability, which is the main ingredient to estimate the downtime. Generally, the downtime can be divided into three main components: downtime due to the actual damage (DT1); downtime caused by rational and irrational delays (DT2); and downtime due to utilities disruption (DT3). In this work, DT1 is computed by relating the building damageability results obtained from the visual screening to some already-defined components repair times available in the literature. DT2 and DT3 are estimated using the REDITM Guidelines. The Downtime of the building is finally obtained by combining the three components. The proposed method also allows identifying the downtime corresponding to each of the three recovery states: re-occupancy; functional recovery; and full recovery. Future work is aimed at improving the current methodology to pass from the downtime to the resilience of buildings. This will provide a simple tool that can be used by the authorities for decision making.

Keywords: resilience, restoration, downtime, community resilience, fuzzy logic, recovery, damage, built environment

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Authors: Muhammad Naveed Tahir, Wang Yingkuan, Huang Wenjiang, Raheel Osman

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Numerous models used in prediction and decision-making process but most of them are linear in natural environment, and linear models reach their limitations with non-linearity in data. Therefore accurate estimation is difficult. Artificial Neural Networks (ANN) found extensive acceptance to address the modeling of the complex real world for the non-linear environment. ANN’s have more general and flexible functional forms than traditional statistical methods can effectively deal with. The link between information technology and agriculture will become more firm in the near future. Monitoring crop biophysical properties non-destructively can provide a rapid and accurate understanding of its response to various environmental influences. Crop chlorophyll content is an important indicator of crop health and therefore the estimation of crop yield. In recent years, remote sensing has been accepted as a robust tool for site-specific management by detecting crop parameters at both local and large scales. The present research combined the ANN model with satellite-derived chlorophyll indices from LANDSAT 8 imagery for predicting real-time wheat chlorophyll estimation. The cloud-free scenes of LANDSAT 8 were acquired (Feb-March 2016-17) at the same time when ground-truthing campaign was performed for chlorophyll estimation by using SPAD-502. Different vegetation indices were derived from LANDSAT 8 imagery using ERADAS Imagine (v.2014) software for chlorophyll determination. The vegetation indices were including Normalized Difference Vegetation Index (NDVI), Green Normalized Difference Vegetation Index (GNDVI), Chlorophyll Absorbed Ratio Index (CARI), Modified Chlorophyll Absorbed Ratio Index (MCARI) and Transformed Chlorophyll Absorbed Ratio index (TCARI). For ANN modeling, MATLAB and SPSS (ANN) tools were used. Multilayer Perceptron (MLP) in MATLAB provided very satisfactory results. For training purpose of MLP 61.7% of the data, for validation purpose 28.3% of data and rest 10% of data were used to evaluate and validate the ANN model results. For error evaluation, sum of squares error and relative error were used. ANN model summery showed that sum of squares error of 10.786, the average overall relative error was .099. The MCARI and NDVI were revealed to be more sensitive indices for assessing wheat chlorophyll content with the highest coefficient of determination R²=0.93 and 0.90 respectively. The results suggested that use of high spatial resolution satellite imagery for the retrieval of crop chlorophyll content by using ANN model provides accurate, reliable assessment of crop health status at a larger scale which can help in managing crop nutrition requirement in real time.

Keywords: ANN, chlorophyll content, chlorophyll indices, satellite images, wheat

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Authors: Alexander Marx

Abstract:

Measuring and mitigating market risk is essential for the stability of enterprises, especially for major banking corporations and investment bank firms. To employ these risk measurement and mitigation processes, the Value at Risk (VaR) is the most commonly used risk metric by practitioners. In the past years, we have seen significant weaknesses in the predictive performance of the VaR in times of financial market crisis. To address this issue, the purpose of this study is to investigate the value-at-risk (VaR) estimation models and their predictive performance by applying a series of backtesting methods on the stock market indices of the G7 countries (Canada, France, Germany, Italy, Japan, UK, US, Europe). The study employs parametric, non-parametric, and semi-parametric VaR estimation models and is conducted during three different periods which cover the most recent financial market crisis: the overall period (2006–2022), the global financial crisis period (2008–2009), and COVID-19 period (2020–2022). Since the regulatory authorities have introduced and mandated the Conditional Value at Risk (Expected Shortfall) as an additional regulatory risk management metric, the study will analyze and compare both risk metrics on their predictive performance.

Keywords: value at risk, financial market risk, banking, quantitative risk management

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Authors: Watcharapan Sukkerd, Teeradej Wuttipornpun

Abstract:

This paper aims to present non-population search algorithms called tabu search (TS), simulated annealing (SA) and variable neighborhood search (VNS) to minimize the total cost of capacitated MRP problem in multi-stage assembly flow shop with two alternative machines. There are three main steps for the algorithm. Firstly, an initial sequence of orders is constructed by a simple due date-based dispatching rule. Secondly, the sequence of orders is repeatedly improved to reduce the total cost by applying TS, SA and VNS separately. Finally, the total cost is further reduced by optimizing the start time of each operation using the linear programming (LP) model. Parameters of the algorithm are tuned by using real data from automotive companies. The result shows that VNS significantly outperforms TS, SA and the existing algorithm.

Keywords: capacitated MRP, tabu search, simulated annealing, variable neighborhood search, linear programming, assembly flow shop, application in industry

Procedia PDF Downloads 234

Authors: Madani Chahinaz

Abstract:

This study aims to shed light on the impact of dividend policy on corporate profitability and its relationship to growth, considering the economic developments taking place. The study was conducted on a sample of seven companies for the period from 2014 to 2020, based on a set of determinants to select variables affecting dividend distribution, where the descriptive analytical approach relied upon using graphical data models. The study concluded that companies that follow a well-studied dividend distribution policy enjoy higher profitability rates, which contributes to enhancing their growth in light of the economic developments taking place. There is also no statistically significant relationship between the variables of total asset growth and fixed asset growth and profitability. The study also concluded that there is statistical significance for the relationship between the sales volume growth variable, the self-financing ratio variable, and dividend distribution at a significance level of 0.05, as the random effects model was able to explain 68% of the changes in dividend distribution policy.

Keywords: dividend distribution policy, profitability, growth, self-financing ratio

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Authors: Paul Ojeaga

Abstract:

Can the level of innovation use drive un-validated business models across regions? To what extent does industrial sector attractiveness drive firm’s success across regions at the time of start-up? This study examines the role of innovation on start-up success in six regions of the world (namely Sub Saharan Africa, the Middle East and North Africa, Latin America, South East Asia Pacific, the European Union and the United States representing North America) using macroeconomic variables. While there have been studies using firm level data, results from such studies are not suitable for national policy decisions. The need to drive a regional innovation policy also begs for an answer, therefore providing room for this study. Results using dynamic panel estimation show that innovation counts in the early infancy stage of new business life cycle. The results are robust even after controlling for time fixed effects and the study present variance-covariance estimation robust standard errors.

Keywords: industrial economics, un-validated business models, scalable models, entrepreneurship

Procedia PDF Downloads 283

Authors: Pedro Gómez-del-Hoyo, Jose-Luis Bárcena-Humanes, Nerea del-Rey-Maestre, María-Pilar Jarabo-Amores, David Mata-Moya

Abstract:

A study of achievable coverages using passive radar systems in terrestrial traffic monitoring applications is presented. The study includes the estimation of the bistatic radar cross section of different commercial vehicle models that provide challenging low values which make detection really difficult. A semi-urban scenario is selected to evaluate the impact of excess propagation losses generated by an irregular relief. A bistatic passive radar exploiting UHF frequencies radiated by digital video broadcasting transmitters is assumed. A general method of coverage estimation using electromagnetic simulators in combination with estimated car average bistatic radar cross section is applied. In order to reduce the computational cost, hybrid solution is implemented, assuming free space for the target-receiver path but estimating the excess propagation losses for the transmitter-target one.

Keywords: bistatic radar cross section, passive radar, propagation losses, radar coverage

Procedia PDF Downloads 337