Search results for: extreme ranked set sampling
Commenced in January 2007
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Edition: International
Paper Count: 4028

Search results for: extreme ranked set sampling

3968 Structural Reliability Analysis Using Extreme Learning Machine

Authors: Mehul Srivastava, Sharma Tushar Ravikant, Mridul Krishn Mishra

Abstract:

In structural design, the evaluation of safety and probability failure of structure is of significant importance, mainly when the variables are random. On real structures, structural reliability can be evaluated obtaining an implicit limit state function. The structural reliability limit state function is obtained depending upon the statistically independent variables. In the analysis of reliability, we considered the statistically independent random variables to be the load intensity applied and the depth or height of the beam member considered. There are many approaches for structural reliability problems. In this paper Extreme Learning Machine technique and First Order Second Moment Method is used to determine the reliability indices for the same set of variables. The reliability index obtained using ELM is compared with the reliability index obtained using FOSM. Higher the reliability index, more feasible is the method to determine the reliability.

Keywords: reliability, reliability index, statistically independent, extreme learning machine

Procedia PDF Downloads 670
3967 Coupled Analysis for Hazard Modelling of Debris Flow Due to Extreme Rainfall

Authors: N. V. Nikhil, S. R. Lee, Do Won Park

Abstract:

Korean peninsula receives about two third of the annual rainfall during summer season. The extreme rainfall pattern due to typhoon and heavy rainfall results in severe mountain disasters among which 55% of them are debris flows, a major natural hazard especially when occurring around major settlement areas. The basic mechanism underlined for this kind of failure is the unsaturated shallow slope failure by reduction of matric suction due to infiltration of water and liquefaction of the failed mass due to generation of positive pore water pressure leading to abrupt loss of strength and commencement of flow. However only an empirical model cannot simulate this complex mechanism. Hence, we have employed an empirical-physical based approach for hazard analysis of debris flow using TRIGRS, a debris flow initiation criteria and DAN3D in mountain Woonmyun, South Korea. Debris flow initiation criteria is required to discern the potential landslides which can transform into debris flow. DAN-3D, being a new model, does not have the calibrated values of rheology parameters for Korean conditions. Thus, in our analysis we have used the recent 2011 debris flow event in mountain Woonmyun san for calibration of both TRIGRS model and DAN-3D, thereafter identifying and predicting the debris flow initiation points, path, run out velocity, and area of spreading for future extreme rainfall based scenarios.

Keywords: debris flow, DAN-3D, extreme rainfall, hazard analysis

Procedia PDF Downloads 233
3966 An Application of Extreme Value Theory as a Risk Measurement Approach in Frontier Markets

Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor Sookia

Abstract:

In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that 'fat-tailedness' alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: extreme value theory, financial crisis 2008, value at risk, frontier markets

Procedia PDF Downloads 266
3965 Estimation of Population Mean under Random Non-Response in Two-Phase Successive Sampling

Authors: M. Khalid, G. N. Singh

Abstract:

In this paper, we have considered the problem of estimation for population mean, on current (second) occasion in the presence of random non response in two-occasion successive sampling under two phase set-up. Modified exponential type estimators have been proposed, and their properties are studied under the assumptions that numbers of sampling units follow a distribution due to random non response situations. The performances of the proposed estimators are compared with linear combinations of two estimators, (a) sample mean estimator for fresh sample and (b) ratio estimator for matched sample under the complete response situations. Results are demonstrated through empirical studies which present the effectiveness of the proposed estimators. Suitable recommendations have been made to the survey practitioners.

Keywords: successive sampling, random non-response, auxiliary variable, bias, mean square error

Procedia PDF Downloads 507
3964 Heterogeneity, Asymmetry and Extreme Risk Perception; Dynamic Evolution Detection From Implied Risk Neutral Density

Authors: Abderrahmen Aloulou, Younes Boujelbene

Abstract:

The current paper displays a new method of extracting information content from options prices by eliminating biases caused by daily variation of contract maturity. Based on Kernel regression tool, this non-parametric technique serves to obtain a spectrum of interpolated options with constant maturity horizons from negotiated optional contracts on the S&P TSX 60 index. This method makes it plausible to compare daily risk neutral densities from which extracting time continuous indicators allows the detection traders attitudes’ evolution, such as, belief homogeneity, asymmetry and extreme Risk Perception. Our findings indicate that the applied method contribute to develop effective trading strategies and to adjust monetary policies through controlling trader’s reactions to economic and monetary news.

Keywords: risk neutral densities, kernel, constant maturity horizons, homogeneity, asymmetry and extreme risk perception

Procedia PDF Downloads 474
3963 Net Work Meta Analysis to Identify the Most Effective Dressings to Treat Pressure Injury

Authors: Lukman Thalib, Luis Furuya-Kanamori, Rachel Walker, Brigid Gillespie, Suhail Doi

Abstract:

Background and objectives: There are many topical treatments available for Pressure Injury (PI) treatment, yet there is a lack of evidence with regards to the most effective treatment. The objective of this study was to compare the effect of various topical treatments and identify the best treatment choice(s) for PI healing. Methods: Network meta-analysis of published randomized controlled trials that compared the two or more of the following dressing groups: basic, foam, active, hydroactive, and other wound dressings. The outcome complete healing following treatment and the generalised pair-wise modelling framework was used to generate mixed treatment effects against hydroactive wound dressing, currently the standard of treatment for PIs. All treatments were then ranked by their point estimates. Main Results: 40 studies (1,757 participants) comparing 5 dressing groups were included in the analysis. All dressings groups ranked better than basic (i.e. saline gauze or similar inert dressing). The foam (RR 1.18; 95%CI 0.95-1.48) and active wound dressing (RR 1.16; 95%CI 0.92-1.47) ranked better than hydroactive wound dressing in terms of healing of PIs when the latter was used as the reference group. Conclusion & Recommendations: There was considerable uncertainty around the estimates, yet, the use of hydroactive wound dressings appear to perform better than basic dressings. Foam and active wound dressing groups show promise and need further investigation. High-quality research on clinical effectiveness of the topical treatments are warranted to identify if foam and active wound dressings do provide advantages over hydroactive dressings.

Keywords: Net work Meta Analysis, Pressure Injury, Dresssing, Pressure Ulcer

Procedia PDF Downloads 106
3962 Spatially Random Sampling for Retail Food Risk Factors Study

Authors: Guilan Huang

Abstract:

In 2013 and 2014, the U.S. Food and Drug Administration (FDA) collected data from selected fast food restaurants and full service restaurants for tracking changes in the occurrence of foodborne illness risk factors. This paper discussed how we customized spatial random sampling method by considering financial position and availability of FDA resources, and how we enriched restaurants data with location. Location information of restaurants provides opportunity for quantitatively determining random sampling within non-government units (e.g.: 240 kilometers around each data-collector). Spatial analysis also could optimize data-collectors’ work plans and resource allocation. Spatial analytic and processing platform helped us handling the spatial random sampling challenges. Our method fits in FDA’s ability to pinpoint features of foodservice establishments, and reduced both time and expense on data collection.

Keywords: geospatial technology, restaurant, retail food risk factor study, spatially random sampling

Procedia PDF Downloads 344
3961 Nonstationary Modeling of Extreme Precipitation in the Wei River Basin, China

Authors: Yiyuan Tao

Abstract:

Under the impact of global warming together with the intensification of human activities, the hydrological regimes may be altered, and the traditional stationary assumption was no longer satisfied. However, most of the current design standards of water infrastructures were still based on the hypothesis of stationarity, which may inevitably result in severe biases. Many critical impacts of climate on ecosystems, society, and the economy are controlled by extreme events rather than mean values. Therefore, it is of great significance to identify the non-stationarity of precipitation extremes and model the precipitation extremes in a nonstationary framework. The Wei River Basin (WRB), located in a continental monsoon climate zone in China, is selected as a case study in this study. Six extreme precipitation indices were employed to investigate the changing patterns and stationarity of precipitation extremes in the WRB. To identify if precipitation extremes are stationary, the Mann-Kendall trend test and the Pettitt test, which is used to examine the occurrence of abrupt changes are adopted in this study. Extreme precipitation indices series are fitted with non-stationary distributions that selected from six widely used distribution functions: Gumbel, lognormal, Weibull, gamma, generalized gamma and exponential distributions by means of the time-varying moments model generalized additive models for location, scale and shape (GAMLSS), where the distribution parameters are defined as a function of time. The results indicate that: (1) the trends were not significant for the whole WRB, but significant positive/negative trends were still observed in some stations, abrupt changes for consecutive wet days (CWD) mainly occurred in 1985, and the assumption of stationarity is invalid for some stations; (2) for these nonstationary extreme precipitation indices series with significant positive/negative trends, the GAMLSS models are able to capture well the temporal variations of the indices, and perform better than the stationary model. Finally, the differences between the quantiles of nonstationary and stationary models are analyzed, which highlight the importance of nonstationary modeling of precipitation extremes in the WRB.

Keywords: extreme precipitation, GAMLSSS, non-stationary, Wei River Basin

Procedia PDF Downloads 111
3960 Sampling and Characterization of Fines Created during the Shredding of Non Hazardous Waste

Authors: Soukaina Oujana, Peggy Zwolinski

Abstract:

Fines are heterogeneous residues created during the shredding of non-hazardous waste. They are one of the most challenging issues faced by recyclers, because they are at the present time considered as non-sortable and non-reusable mixtures destined to landfill. However, fines contain a large amount of recoverable materials that could be recycled or reused for the production of solid recovered fuel. This research is conducted in relation to a project named ValoRABES. The aim is to characterize fines and establish a suitable sorting process in order to extract the materials contained in the mixture and define their suitable recovery paths. This paper will highlight the importance of a good sampling and will propose a sampling methodology for fines characterization. First results about the characterization will be also presented.

Keywords: fines, non-hazardous waste, recovery, shredding residues, waste characterization, waste sampling

Procedia PDF Downloads 178
3959 Statistical Analysis of Extreme Flow (Regions of Chlef)

Authors: Bouthiba Amina

Abstract:

The estimation of the statistics bound to the precipitation represents a vast domain, which puts numerous challenges to meteorologists and hydrologists. Sometimes, it is necessary, to approach in value the extreme events for sites where there is little, or no datum, as well as their periods of return. The search for a model of the frequency of the heights of daily rains dresses a big importance in operational hydrology: It establishes a basis for predicting the frequency and intensity of floods by estimating the amount of precipitation in past years. The most known and the most common approach is the statistical approach, It consists in looking for a law of probability that fits best the values observed by the random variable " daily maximal rain " after a comparison of various laws of probability and methods of estimation by means of tests of adequacy. Therefore, a frequent analysis of the annual series of daily maximal rains was realized on the data of 54 pluviometric stations of the pond of high and average. This choice was concerned with five laws usually applied to the study and the analysis of frequent maximal daily rains. The chosen period is from 1970 to 2013. It was of use to the forecast of quantiles. The used laws are the law generalized by extremes to three components, those of the extreme values to two components (Gumbel and log-normal) in two parameters, the law Pearson typifies III and Log-Pearson III in three parameters. In Algeria, Gumbel's law has been used for a long time to estimate the quantiles of maximum flows. However, and we will check and choose the most reliable law.

Keywords: return period, extreme flow, statistics laws, Gumbel, estimation

Procedia PDF Downloads 65
3958 Saudi Arabia's Perspective over Worldwide Governance Indicators

Authors: Sultan S. Alsajjan

Abstract:

Understanding the public governance in Middle East's countries is one of the challenging matters for any researcher. The Middle East, for the last century, has been in fluctuated situations. Understating the public governance in Saudi Arabia is an extra challenge because Saudi Arabia has its unique culture and political system. The World Bank had launched 1996 Worldwide Governance Indicators. These indicators assist any country to rank its position in public governance how it is performing in this field. Saudi Arabia had ranked in some worldwide governance indicators at the bottom of indicators' list. For instance, according to the Worldwide Governance indicator (2018), Saudi Arabia had ranked in 192 out of 204 countries in 'Voice and Accountability Indicator'. In this paper, the reader will find in-depth analysis and evaluation of Saudi Arabia's positions in Worldwide Governance Indicators. Saudi Arabia had never considered the concept of public governance and worldwide governance indicators because of its economic situation, political characteristics, and social nature.

Keywords: pubic governance, Middle East, Saudi Arabia, and worldwide governance indicators

Procedia PDF Downloads 223
3957 Childhood Respiratory Diseases Related to Indoor and Outdoor Air Temperature in Shanghai, China

Authors: Chanjuan Sun, Shijie Hong, Jialing Zhang, Yuchao Guo, Zhijun Zou, Chen Huang

Abstract:

Background: Studies on associations between air temperature and childhood respiratory diseases are lack in China. Objectives: We aim to analyze the relationship between air temperature and childhood respiratory diseases. Methods: We conducted the on-site inspection into 454 residences and questionnaires survey. Indoor air temperature were from field inspection and outdoor air temperature were from website. Multiple logistic regression analyses were used to investigate the associations. Results: Indoor extreme hot air temperature was positively correlated with duration of a common cold (>=2 weeks), and outdoor extreme hot air temperature was also positively related with pneumonia among children. Indoor and outdoor extreme cold air temperature was a risk factor for rhinitis among children. The biggest indoor air temperature difference (indoor maximum air temperature minus indoor minimum air temperature) (Imax minus Imin) (the 4th quartile, >4 oC) and outdoor air temperature difference (outdoor maximum air temperature minus outdoor minimum air temperature) (Omax minus Omin) (the 4th quartile, >8oC) were positively related to pneumonia among children. Meanwhile, indoor air temperature difference (Imax minus Imin) (the 4th quartile, >4 oC) was positively correlated with diagnosed asthma among children. Air temperature difference between indoor and outdoor was negatively related with the most childhood respiratory diseases. This may be partly related to the avoidance behavior. Conclusions: Improper air temperature may affect the respiratory diseases among children.

Keywords: air temperature, extreme air temperature, air temperature difference, respiratory diseases, children

Procedia PDF Downloads 157
3956 Culturable Diversity of Halophilic Bacteria in Chott Tinsilt, Algeria

Authors: Nesrine Lenchi, Salima Kebbouche-Gana, Laddada Belaid, Mohamed Lamine Khelfaoui, Mohamed Lamine Gana

Abstract:

Saline lakes are extreme hypersaline environments that are considered five to ten times saltier than seawater (150 – 300 g L-1 salt concentration). Hypersaline regions differ from each other in terms of salt concentration, chemical composition and geographical location, which determine the nature of inhabitant microorganisms. In order to explore the diversity of moderate and extreme halophiles Bacteria in Chott Tinsilt (East of Algeria), an isolation program was performed. In the first time, water samples were collected from the saltern during pre-salt harvesting phase. Salinity, pH and temperature of the sampling site were determined in situ. Chemical analysis of water sample indicated that Na +and Cl- were the most abundant ions. Isolates were obtained by plating out the samples in complex and synthetic media. In this study, seven halophiles cultures of Bacteria were isolated. Isolates were studied for Gram’s reaction, cell morphology and pigmentation. Enzymatic assays (oxidase, catalase, nitrate reductase and urease), and optimization of growth conditions were done. The results indicated that the salinity optima varied from 50 to 250 g L-1, whereas the optimum of temperature range from 25°C to 35°C. Molecular identification of the isolates was performed by sequencing the 16S rRNA gene. The results showed that these cultured isolates included members belonging to the Halomonas, Staphylococcus, Salinivibrio, Idiomarina, Halobacillus Thalassobacillus and Planococcus genera and what may represent a new bacterial genus.

Keywords: bacteria, Chott, halophilic, 16S rRNA

Procedia PDF Downloads 266
3955 Investigation of the Density and Control Methods of Weed Species That Are a Problem in Broad Bean (Vicia Faba L.) Cultivation

Authors: Tamer Üstüner, Sena Nur Arı

Abstract:

This study was carried out at Kahramanmaras Sutcu Imam University, trial area Faculty of Agriculture and ÜSKİM laboratory in 2022. Many problems are encountered in broad bean (Vicia faba L.) cultivation. One of these problems is weeds. In this study, weed species, families, and densities of weeds that are a problem in broad beans were determined. A total of 47 weed species belonging to 20 different families were determined in the experimental area. Weed species found very densely in control 1 plots of the broad bean experimental area were Sinapis arvensis 11.50 pieces/m², Lolium temulentum L. 11.20, Ranunculus arvensis L. 10.95, Galium tricornutum Dany. 10.81, Avena sterilis 10.60, Bupleurum lancifolium 10.40, Convolvulus arvensis 10.25 ve Cynodon dactylon 10.14 pieces/m². The weed species Cuscuta campestris Yunck. which is very common in the control plots of the broad bean experimental area, was calculated as 11.94 units/m². It was determined that C. campestris alone caused significant yield and quality loss in broad beans. In this study, it was determined that the most effective method in reducing the weed population was hand hoeing, followed by pre-emergence pendimethalin and post-emergence herbicide with Imazamox active substance. In terms of the effect of these control applications on the pod yield, the hand hoeing application ranked first, the pendimethalin application ranked second, the Imazamox application ranked third, and the control 2 and control 1 plot took the last place.

Keywords: broad bean, weed, struggle, yield

Procedia PDF Downloads 76
3954 Estimation of Population Mean under Random Non-Response in Two-Occasion Successive Sampling

Authors: M. Khalid, G. N. Singh

Abstract:

In this paper, we have considered the problems of estimation for the population mean on current (second) occasion in two-occasion successive sampling under random non-response situations. Some modified exponential type estimators have been proposed and their properties are studied under the assumptions that the number of sampling unit follows a discrete distribution due to random non-response situations. The performances of the proposed estimators are compared with linear combinations of two estimators, (a) sample mean estimator for fresh sample and (b) ratio estimator for matched sample under the complete response situations. Results are demonstrated through empirical studies which present the effectiveness of the proposed estimators. Suitable recommendations have been made to the survey practitioners.

Keywords: modified exponential estimator, successive sampling, random non-response, auxiliary variable, bias, mean square error

Procedia PDF Downloads 340
3953 Probability Sampling in Matched Case-Control Study in Drug Abuse

Authors: Surya R. Niraula, Devendra B Chhetry, Girish K. Singh, S. Nagesh, Frederick A. Connell

Abstract:

Background: Although random sampling is generally considered to be the gold standard for population-based research, the majority of drug abuse research is based on non-random sampling despite the well-known limitations of this kind of sampling. Method: We compared the statistical properties of two surveys of drug abuse in the same community: one using snowball sampling of drug users who then identified “friend controls” and the other using a random sample of non-drug users (controls) who then identified “friend cases.” Models to predict drug abuse based on risk factors were developed for each data set using conditional logistic regression. We compared the precision of each model using bootstrapping method and the predictive properties of each model using receiver operating characteristics (ROC) curves. Results: Analysis of 100 random bootstrap samples drawn from the snowball-sample data set showed a wide variation in the standard errors of the beta coefficients of the predictive model, none of which achieved statistical significance. One the other hand, bootstrap analysis of the random-sample data set showed less variation, and did not change the significance of the predictors at the 5% level when compared to the non-bootstrap analysis. Comparison of the area under the ROC curves using the model derived from the random-sample data set was similar when fitted to either data set (0.93, for random-sample data vs. 0.91 for snowball-sample data, p=0.35); however, when the model derived from the snowball-sample data set was fitted to each of the data sets, the areas under the curve were significantly different (0.98 vs. 0.83, p < .001). Conclusion: The proposed method of random sampling of controls appears to be superior from a statistical perspective to snowball sampling and may represent a viable alternative to snowball sampling.

Keywords: drug abuse, matched case-control study, non-probability sampling, probability sampling

Procedia PDF Downloads 484
3952 Optimization Query Image Using Search Relevance Re-Ranking Process

Authors: T. G. Asmitha Chandini

Abstract:

Web-based image search re-ranking, as an successful method to get better the results. In a query keyword, the first stair is store the images is first retrieve based on the text-based information. The user to select a query keywordimage, by using this query keyword other images are re-ranked based on their visual properties with images.Now a day to day, people projected to match images in a semantic space which is used attributes or reference classes closely related to the basis of semantic image. though, understanding a worldwide visual semantic space to demonstrate highly different images from the web is difficult and inefficient. The re-ranking images, which automatically offline part learns dissimilar semantic spaces for different query keywords. The features of images are projected into their related semantic spaces to get particular images. At the online stage, images are re-ranked by compare their semantic signatures obtained the semantic précised by the query keyword image. The query-specific semantic signatures extensively improve both the proper and efficiency of image re-ranking.

Keywords: Query, keyword, image, re-ranking, semantic, signature

Procedia PDF Downloads 539
3951 Numerical Simulation of a Solar Photovoltaic Panel Cooled by a Forced Air System

Authors: Djamila Nebbali, Rezki Nebbali, Ahmed Ouibrahim

Abstract:

This study focuses on the cooling of a photovoltaic panel (PV). Indeed, the cooling improves the conversion capacity of this one and maintains, under extreme conditions of air temperature, the panel temperature at an appreciable level which avoids the altering. To do this, a fan provides forced circulation of air. Because the fan is supplied by the panel, it is necessary to determine the optimum operating point that unites efficiency of the PV with the consumption of the fan. For this matter, numerical simulations are performed at varying mass flow rates of air, under two extreme air temperatures (50°C, 25°C) and a fixed solar radiation (1000 W.m2) in a case of no wind.

Keywords: energy conversion, efficiency, balance energy, solar cell

Procedia PDF Downloads 406
3950 The Relationship between the Content of Inner Human Experience and Well-Being: An Experience Sampling Study

Authors: Xinqi Guo, Karen R. Dobkins

Abstract:

Background and Objectives: Humans are probably the only animals whose minds are constantly filled with thoughts, feelings and emotions. Previous studies have investigated human minds from different dimensions, including its proportion of time for not being present, its representative format, its personal relevance, its temporal locus, and affect valence. The current study aims at characterizing human mind by employing Experience Sampling Methods (ESM), a self-report research procedure for studying daily experience. This study emphasis on answering the following questions: 1) How does the contents of the inner experience vary across demographics, 2) Are certain types of inner experiences correlated with level of mindfulness and mental well-being (e.g., are people who spend more time being present happier, and are more mindful people more at-present?), 3) Will being prompted to report one’s inner experience increase mindfulness and mental well-being? Methods: Participants were recruited from the subject pool of UC San Diego or from the social media. They began by filling out two questionnaires: 1) Five Facet Mindfulness Questionnaire-Short Form, and 2) Warwick-Edinburgh Mental Well-being Scale, and demographic information. Then they participated in the ESM part by responding to the prompts which contained questions about their real-time inner experience: if they were 'at-present', 'mind-wandering', or 'zoned-out'. The temporal locus, the clarity, and the affect valence, and the personal importance of the thought they had the moment before the prompt were also assessed. A mobile app 'RealLife Exp' randomly delivered these prompts 3 times/day for 6 days during wake-time. After the 6 days, participants completed questionnaire (1) and (2) again. Their changes of score were compared to a control group who did not participate in the ESM procedure (yet completed (1) and (2) one week apart). Results: Results are currently preliminary as we continue to collect data. So far, there is a trend that participants are present, mind-wandering and zoned-out, about 53%, 23% and 24% during wake-time, respectively. The thoughts of participants are ranked to be clearer and more neutral if they are present vs. mind-wandering. Mind-wandering thoughts are 66% about the past, consisting 80% of inner speech. Discussion and Conclusion: This study investigated the subjective account of human mind by a tool with high ecological validity. And it broadens the understanding of the relationship between contents of mind and well-being.

Keywords: experience sampling method, meta-memory, mindfulness, mind-wandering

Procedia PDF Downloads 121
3949 Contagion of the Global Financial Crisis and Its Impact on Systemic Risk in the Banking System: Extreme Value Theory Analysis in Six Emerging Asia Economies

Authors: Ratna Kuswardani

Abstract:

This paper aims to study the impact of recent Global Financial Crisis (GFC) on 6 selected emerging Asian economies (Indonesia, Malaysia, Thailand, Philippines, Singapore, and South Korea). We first figure out the contagion of GFC from the US and Europe to the selected emerging Asian countries by studying the tail dependence of market stock returns between those countries. We apply the concept of Extreme Value Theory (EVT) to model the dependence between multiple returns series of variables under examination. We explore the factors causing the contagion between the regions. We find dependencies between markets that are influenced by their size, especially for large markets in emerging Asian countries that tend to have a higher dependency to the market in the more advanced country such as the U.S. and some countries in Europe. The results also suggest that the dependencies between market returns and bank stock returns in the same region tend to be higher than dependencies between these returns across two different regions. We extend our analysis by studying the impact of GFC on the systemic in the banking system. We also find that larger institution has more dependencies with the market stock, suggesting that larger size bank can cause disruption in the market. Further, the higher probability of extreme loss can be seen during the crisis period, which is shown by the non-linear dependency between the pre-crisis and the post-crisis period. Finally, our analysis suggests that systemic risk appears in the domestic banking systems in emerging Asia, as shown by the extreme dependencies within banks in the system. Overall, our results provide caution to policy makers and investors alike on the possible contagion of the impact of global financial crisis across different markets.

Keywords: contagion, extreme value theory, global financial crisis, systemic risk

Procedia PDF Downloads 141
3948 The Impacts of Land Use Change and Extreme Precipitation Events on Ecosystem Services

Authors: Szu-Hua Wang

Abstract:

Urban areas contain abundant potential biochemical storages and renewable and non-renewable flows. Urban natural environments for breeding natural assets and urban economic development for maintaining urban functions can be analyzed form the concept of ecological economic system. Land use change and ecosystem services change are resulting from the interactions between human activities and environments factually. Land use change due to human activities is the major cause of climate change, leading to serious impacts on urban ecosystem services, including provisioning services, regulating services, cultural services and supporting services. However, it lacks discussion on the interactions among urban land use change, ecosystem services change, and extreme precipitation events. Energy synthesis can use the same measure standard unit, solar energy, for different energy resources (e.g. sunlight, water, fossil fuels, minerals, etc.) and analyze contributions of various natural environmental resources on human economic systems. Therefore, this research adopts the concept of ecological, economic systems and energy synthesis for analyzing dynamic spatial impacts of land use change on ecosystem services, using the Taipei area as a case study. The analysis results show that changes in land use in the Taipei area, especially the conversion of natural lands and agricultural lands to urban lands, affect the ecosystem services negatively. These negative effects become more significant during the extreme precipitation events.

Keywords: urban ecological economic system, extreme precipitation events, ecosystem services, energy

Procedia PDF Downloads 177
3947 A Co-Relational Descriptive Study to Assess the Impact of Cancer Event on Self, Family, Coping Level of Cancer Clients and Quality of Life among Them

Authors: Padma Sree Potru

Abstract:

Abstract: A co-relational descriptive study was conducted to assess the impact of cancer event on self, on family, coping strategies of cancer clients and quality of life among them in G.G.H., Guntur, Andhra Pradesh, India. Aim: The aim of the study was to investigate the impact of cancer events on self, on family, coping of clients and quality of life among cancer patients. Methods: 50 cancer patients were selected through random sampling technique. The data were obtained by using impact of events scale, impact on family scale, coping health inventory and WHOQOL-BREF scale. Results: The results revealed that majority (32%) of them were in the age group of 36-45 years, 72% were females, 44% were having the income of Rs. 5001-10000/- per month, 40% were working for daily wage, and 15% were newly diagnosed of cancer. Among 50 cancer patients, 65% had extreme impact of events, 61% shows extreme impact on family, 46% possess minimal coping strategies and 68% had poor quality of life. This study focuses on that there is a strong positive correlation between quality of life and coping behavior r=0.603 and also between impact of event and impact on family r=0.610, but a negative correlation existed between quality of life and impact of events r= -0.201. ANOVA test reveals that there is a significant difference between subscales of impact on family and coping behavior with f values = 3.893, 3.957 respectively. Chi-square highlights that there is a significant association between impact of events with age, occupation and impact on family with duration of illness. Conclusion: Even though cancer is a dreadful disease still there are many emerging treatment modalities and innovative procedures which are focusing on improving the standards of life among cancer clients. But all this can happen only when the clients accepts the reality, increase their willpower and confidence, desire to live, focusing on coping mechanisms and good ongoing support from the family members.

Keywords: impact of event, impact on family, coping, quality of event

Procedia PDF Downloads 434
3946 Democratic Political Socialization of the 5th and 6th Graders under the Authority of Dusit District Office, Bangkok

Authors: Mathinee Khongsatid, Phusit Phukamchanoad, Sakapas Saengchai

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This research aims to study the democratic political socialization of the 5th and 6th Graders under the Authority of Dusit District Office, Bangkok by using stratified sampling for probability sampling and using purposive sampling for non-probability sampling to collect data toward the distribution of questionnaires to 300 respondents. This covers all of the schools under the authority of Dusit District Office. The researcher analyzed the data by using descriptive statistics which include arithmetic mean and standard deviation. The result shows that 5th and 6th graders under the authority of Dusit District Office, Bangkok, have displayed some characteristics following democratic political socialization both inside and outside classroom as well as outside school. However, the democratic political socialization in classroom through grouping and class participation is much more emphasized.

Keywords: democratic, political socialization, students grades 5-6, descriptive statistics

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3945 Evaluating the Impact of Extreme Weather (Flooding) Experience on Climate Change Perceptions in Accra, Ghana

Authors: Bright Annang Baah

Abstract:

Evaluating public perceptions of climate change risk and the elements that impact them has been shown to be critical in developing support for climate change action. Previous research has found a variety of elements, including the experience of extreme weather events, that impact public perceptions and worries about climate change. However, little is known about the public's perception of climate change risks and the variables that influence them in developing countries. Using a household survey, this study attempted to evaluate respondents' risk perceptions of climate change, as well as the impact of flooding experience on such beliefs. The findings demonstrate that flood victims have a greater risk perception and are more concerned about climate change than non-victims. Concerns regarding the effects of climate change, on the other hand, were found to be the lowest when compared to other pressing challenges confronting the country. This study's findings contribute to the understanding of climate change risk perception and the impact of extreme weather events from the perspective of a developing nation.

Keywords: climate change risk perception, harsh weather, perceived concern, Accra, Ghana

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3944 A Comparative Study of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Extreme Value Theory (EVT) Model in Modeling Value-at-Risk (VaR)

Authors: Longqing Li

Abstract:

The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student’s t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market’s daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable.

Keywords: Value-at-Risk, Extreme Value Theory, conditional EVT, backtesting

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3943 Assessment and Control for Oil Aerosol

Authors: Chane-Yu Lai, Xiang-Yu Huang

Abstract:

This study conducted an assessment of sampling result by using the new development rotation filtration device (RFD) filled with porous media filters integrating the method of cyclone centrifugal spins. The testing system established for the experiment used corn oil and potassium sodium tartrate tetrahydrate (PST) as challenge aerosols and were produced by using an Ultrasonic Atomizing Nozzle, a Syringe Pump, and a Collison nebulizer. The collection efficiency of RFD for oil aerosol was assessed by using an Aerodynamic Particle Sizer (APS) and a Fidas® Frog. The results of RFD for the liquid particles condition indicated the cutoff size was 1.65 µm and 1.02 µm for rotation of 0 rpm and 9000 rpm, respectively, under an 80 PPI (pores per inch)foam with a thickness of 80 mm, and sampling velocity of 13.5 cm/s. As the experiment increased the foam thickness of RFD, the cutoff size reduced from 1.62 µm to 1.02 µm. However, when increased the foam porosity of RFD, the cutoff size reduced from 1.26 µm to 0.96 µm. Moreover, as increased the sampling velocity of RFD, the cutoff size reduced from 1.02 µm to 0.76 µm. These discrepancies of above cutoff sizes of RFD all had statistical significance (P < 0.05). The cutoff size of RFD for three experimental conditions of generated liquid oil particles, solid PST particles or both liquid oil and solid PST particles was 1.03 µm, 1.02 µm, or 0.99 µm, respectively, under a 80 PPI foam with thickness of 80 mm, rotation of 9000 rpm, and sampling velocity of 13.5 cm/s. In addition, under the best condition of the experiment, two hours of sampling loading, the RFD had better collection efficiency for particle diameter greater than 0.45 µm, under a 94 PPI nickel mesh with a thickness of 68 mm, rotation of 9000 rpm, and sampling velocity of 108.3 cm/s. The experiment concluded that increased the thickness of porous media, face velocity, and porosity of porous media of RFD could increase the collection efficiency of porous media for sampling oil particles. Moreover, increased the rotation speed of RFD also increased the collection efficiency for sampling oil particles. Further investigation is required for those above operation parameters for RFD in this study in the future.

Keywords: oil aerosol, porous media filter, rotation, filtration

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3942 Regional Changes under Extreme Meteorological Events

Authors: Renalda El Samra, Elie Bou-Zeid, Hamza Kunhu Bangalath, Georgiy Stenchikov, Mutasem El Fadel

Abstract:

The regional-scale impact of climate change over complex terrain was examined through high-resolution dynamic downscaling conducted using the Weather Research and Forecasting (WRF) model, with initial and boundary conditions from a High-Resolution Atmospheric Model (HiRAM). The analysis was conducted over the eastern Mediterranean, with a focus on the country of Lebanon, which is characterized by a challenging complex topography that magnifies the effect of orographic precipitation. Four year-long WRF simulations, selected based on HiRAM time series, were performed to generate future climate projections of extreme temperature and precipitation over the study area under the conditions of the Representative Concentration Pathway (RCP) 4.5. One past WRF simulation year, 2008, was selected as a baseline to capture dry extremes of the system. The results indicate that the study area might be exposed to a temperature increase between 1.0 and 3ºC in summer mean values by 2050, in comparison to 2008. For extreme years, the decrease in average annual precipitation may exceed 50% at certain locations in comparison to 2008.

Keywords: HiRAM, regional climate modeling, WRF, Representative Concentration Pathway (RCP)

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3941 Nonlinear Multivariable Analysis of CO2 Emissions in China

Authors: Hsiao-Tien Pao, Yi-Ying Li, Hsin-Chia Fu

Abstract:

This paper addressed the impacts of energy consumption, economic growth, financial development, and population size on environmental degradation using grey relational analysis (GRA) for China, where foreign direct investment (FDI) inflows is the proxy variable for financial development. The more recent historical data during the period 2004–2011 are used, because the use of very old data for data analysis may not be suitable for rapidly developing countries. The results of the GRA indicate that the linkage effects of energy consumption–emissions and GDP–emissions are ranked first and second, respectively. These reveal that energy consumption and economic growth are strongly correlated with emissions. Higher economic growth requires more energy consumption and increasing environmental pollution. Likewise, more efficient energy use needs a higher level of economic development. Therefore, policies to improve energy efficiency and create a low-carbon economy can reduce emissions without hurting economic growth. The finding of FDI–emissions linkage is ranked third. This indicates that China do not apply weak environmental regulations to attract inward FDI. Furthermore, China’s government in attracting inward FDI should strengthen environmental policy. The finding of population–emissions linkage effect is ranked fourth, implying that population size does not directly affect CO2 emissions, even though China has the world’s largest population, and Chinese people are very economical use of energy-related products. Overall, the energy conservation, improving efficiency, managing demand, and financial development, which aim at curtailing waste of energy, reducing both energy consumption and emissions, and without loss of the country’s competitiveness, can be adopted for developing economies. The GRA is one of the best way to use a lower data to build a dynamic analysis model.

Keywords: China, CO₂ emissions, foreign direct investment, grey relational analysis

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3940 Temporal Effects on Chemical Composition of Treated Wastewater and Borehole Water Used for Irrigation in Limpopo Province, South Africa

Authors: Pholosho M. Kgopa, Phatu W. Mashela, Alen Manyevere

Abstract:

Increasing incidents of drought spells in most Sub-Saharan Africa call for using alternative sources of water for irrigation in arid and semi-arid regions. A study was conducted to investigate chemical composition of borehole and treated wastewater from different sampling disposal sites at University of Limpopo Experimental Farm (ULEF). A 4 × 5 factorial experiment, with the borehole as a reference sampling site and three other sampling sites along the wastewater disposal system was conducted over five months. Water samples were collected at four sites namely, (a) exit from Pond 16 into the furrow, (b) entry into night-dam, (c) exit from night dam to irrigated fields and (d) exit from borehole to irrigated fields. Water samples were collected in the middle of each month, starting from July to November 2016. Samples were analysed for pH, EC, Ca, Mg, Na, K, Al, B, Zn, Cu, Cr, Pb, Cd and As. The site × time interactions were highly significant for Ca, Mg, Zn, Cu, Cr, Pb, Cd, and As variables, but not for Na and K. Sampling site was highly significant on all variables, with sampling period not significant for K and Na. Relative to water from the borehole, Na concentration in wastewater samples from the night-dam exit, night-dam entry and Pond16 exit were lower by 69, 34 and 55%, respectively. Relative to borehole water, Al was higher in wastewater sampling sites. In conclusion, both sampling site and period affected the chemical composition of treated wastewater.

Keywords: irrigation water quality, spatial effects, temporal effects, water reuse, water scarcity

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3939 Energy and Carbon Footprint Analysis of Food Waste Treatment Alternatives for Hong Kong

Authors: Asad Iqbal, Feixiang Zan, Xiaoming Liu, Guang-Hao Chen

Abstract:

Water, food, and energy nexus is a vital subject to achieve sustainable development goals worldwide. Wastewater (WW) and food waste (FW) from municipal sources are primary contributors to their respective wastage sum from a country. Along with the loss of these invaluable natural resources, their treatment systems also consume a lot of abiotic energy and resources input with a perceptible contribution to global warming. Hence, the global paradigm has evolved from simple pollution mitigation to a resource recovery system (RRS). In this study, the prospects of six alternative FW treatment scenarios are quantitatively evaluated for Hong Kong in terms of energy use and greenhouse emissions (GHEs) potential, using life cycle assessment (LCA). Considered scenarios included: aerobic composting, anaerobic digestion (AD), combine AD and composting (ADC), co-disposal, and treatment with wastewater (CoD-WW), incineration, and conventional landfilling as base-case. Results revealed that in terms of GHEs saving, all-new scenarios performed significantly better than conventional landfilling, with ADC scenario as best-case and incineration, AD alone, CoD-WW ranked as second, third, and fourth best respectively. Whereas, composting was the worst-case scenario in terms of energy balance, while incineration ranked best and AD alone, ADC, and CoD-WW ranked as second, third, and fourth best, respectively. However, these results are highly sensitive to boundary settings, e.g., the inclusion of the impact of biogenic carbon emissions and waste collection and transportation, and several other influential parameters. The study provides valuable insights and policy guidelines for the decision-makers locally and a generic modelling template for environmental impact assessment.

Keywords: food waste, resource recovery, greenhouse emissions, energy balance

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