Search results for: quantile dispersion graphs

Authors: Ender Su, Kai Wen Wong, I-Ling Ju, Ya-Ling Wang

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In this study, the systemic risk change of Taiwan’s banking sector is analyzed during the financial crisis. The risk expose of each financial institutions to the whole Taiwan banking systemic risk or vice versa under financial distress are measured by conditional Value-at-Risk (CoVaR) and conditional coherent expected shortfall (CoES). The CoVaR and CoES are estimated by using vector quantile autoregression (MVMQ-CaViaR) with the daily stock returns of each banks included domestic and foreign banks in Taiwan. The daily in-sample data covered the period from 05/20/2002 to 07/31/2007 and the out-of-sample period until 12/31/2013 spanning the 2008 U.S. subprime crisis, 2010 Greek debt crisis, and post risk duration. All banks in Taiwan are categorised into several groups according to their size of market capital, leverage and domestic/foreign to find out what the extent of changes of the systemic risk as the risk changes between the individuals in the bank groups and vice versa. The final results can provide a guidance to financial supervisory commission of Taiwan to gauge the downside risk in the system of financial institutions and determine the minimum capital requirement hold by financial institutions due to the sensibility changes in CoVaR and CoES of each banks.

Keywords: bank financial distress, vector quantile autoregression, CoVaR, CoES

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Authors: Ece Cigdem Mutlu, Burak Alakent

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Maintaining the quality of manufactured products at a desired level depends on the stability of process dispersion and location parameters and detection of perturbations in these parameters as promptly as possible. Shewhart control chart is the most widely used technique in statistical process monitoring to monitor the quality of products and control process mean and variability. In the application of Xbar control charts, sample standard deviation and sample mean are known to be the most efficient conventional estimators in determining process dispersion and location parameters, respectively, based on the assumption of independent and normally distributed datasets. On the other hand, there is no guarantee that the real-world data would be normally distributed. In the cases of estimated process parameters from Phase I data clouded with outliers, efficiency of traditional estimators is significantly reduced, and performance of Xbar charts are undesirably low, e.g. occasional outliers in the rational subgroups in Phase I data set may considerably affect the sample mean and standard deviation, resulting a serious delay in detection of inferior products in Phase II. For more efficient application of control charts, it is required to use robust estimators against contaminations, which may exist in Phase I. In the current study, we present a simple approach to construct robust Xbar control charts using average distance to the median, Qn-estimator of scale, M-estimator of scale with logistic psi-function in the estimation of process dispersion parameter, and Harrell-Davis qth quantile estimator, Hodge-Lehmann estimator and M-estimator of location with Huber psi-function and logistic psi-function in the estimation of process location parameter. Phase I efficiency of proposed estimators and Phase II performance of Xbar charts constructed from these estimators are compared with the conventional mean and standard deviation statistics both under normality and against diffuse-localized and symmetric-asymmetric contaminations using 50,000 Monte Carlo simulations on MATLAB. Consequently, it is found that robust estimators yield parameter estimates with higher efficiency against all types of contaminations, and Xbar charts constructed using robust estimators have higher power in detecting disturbances, compared to conventional methods. Additionally, utilizing individuals charts to screen outlier subgroups and employing different combination of dispersion and location estimators on subgroups and individual observations are found to improve the performance of Xbar charts.

Keywords: average run length, M-estimators, quality control, robust estimators

Procedia PDF Downloads 191

Authors: Bhupeshwaran Mani, S. Radha, A. Jawahar, A. Sivasubramanian

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Here, we study the characteristic feature of conventional (ON-OFF keying) and soliton based transmission system. We consider 20 Gbps transmission system implemented with Conventional Single Mode Fiber (C-SMF) to examine the role of Gaussian pulse which is the characteristic of conventional propagation and hyperbolic-secant pulse which is the characteristic of soliton propagation in it. We note the influence of these pulses with respect to different dispersion lengths and soliton period in conventional and soliton system, respectively, and evaluate the system performance in terms of quality factor. From the analysis, we could prove that the soliton pulse has more consistent performance even for long distance without dispersion compensation than the conventional system as it is robust to dispersion. For the length of transmission of 200 Km, soliton system yielded Q of 33.958 while the conventional system totally exhausted with Q=0.

Keywords: dispersion length, retrun-to-zero (rz), soliton, soliton period, q-factor

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Authors: Suad M. Abuzariba, Liang Chen, Saeed Hadjifaradji

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To evaluate the optical eye diagram due to polarization-mode dispersion (PMD), polarization-dependent loss (PDL), and chromatic dispersion (CD) for a system of highly mode coupled fiber with lumped section at any given optical pulse sequence we present an analytical modle. We found that with considering PDL and the polarization direction correlation between PMD and PDL, a system with highly mode coupled fiber with lumped section can have either higher or lower Q-factor than a highly mode coupled system with same root mean square PDL/PMD values. Also we noticed that a system of two highly mode coupled fibers connected together is not equivalent to a system of highly mode coupled fiber when fluctuation is considered

Keywords: polarization mode dispersion, polarization dependent loss, chromatic dispersion, optical eye diagram

Procedia PDF Downloads 867

Authors: Sonia Ben Hamza, Sabra Habli, Nejla Mahjoub Saïd, Hervé Bournot, Georges Le Palec

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This paper spots light on the effect of a point source pollution on streams, stemming out from intentional release caused by unconscious facts. The consequences of such contamination on ecosystems are very serious. Accordingly, effective tools are highly demanded in this respect, which enable us to come across an accurate progress of pollutant and anticipate different measures to be applied in order to limit the degradation of the environmental surrounding. In this context, we are eager to model a pollutant dispersion of a free surface flow which is ejected by an outfall sewer of an urban sewerage network in coastal water taking into account the influence of climatic parameters on the spread of pollutant. Numerical results showed that pollutant dispersion is merely due to the presence of vortices and turbulence. Hence, it was realized that the pollutant spread in seawater is strongly correlated with climatic conditions in this region.

Keywords: coastal waters, numerical simulation, pollutant dispersion, turbulent flows

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Authors: Kadam Bhambri, Neena Gupta

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All optical wavelength conversion is essential in present day optical networks for transparent interoperability, contention resolution, and wavelength routing. The incorporation of all optical wavelength convertors leads to better utilization of the network resources and hence improves the efficiency of optical networks. Wavelength convertors that can work with Dispersion Managed (DM) solitons are attractive due to their superior transmission capabilities. In this paper, wavelength conversion for dispersion managed soliton signals was demonstrated at 100 Gbps through semiconductor optical amplifier and an optical filter. The wavelength conversion was achieved for a 1550 nm input signal to1555nm output signal. The output signal was measured in terms of BER, Q factor and system margin.    

Keywords: all optical wavelength conversion, dispersion managed solitons, semiconductor optical amplifier, cross gain modultation

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Authors: Giorgio Visentin, Inna S. Kalinina, Alexei A. Buchachenko

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In the ambit of intermolecular interactions, a combination rule is defined as a relation linking a potential parameter for the interaction of two unlike species with the same parameters for interaction pairs of like species. Some of their most exemplificative applications cover the construction of molecular dynamics force fields and dispersion-corrected density functionals. Here, an extended combination rule is proposed, relating the dipole-dipole dispersion coefficients for the interaction of like target species to the same coefficients for the interaction of the target and a set of partner species. The rule can be devised in two different ways, either by uniform discretization of the Casimir-Polder integral on a Gauss-Legendre quadrature or by relating the dynamic polarizabilities of the target and the partner species. Both methods return the same system of linear equations, which requires the knowledge of the dispersion coefficients for interaction between the partner species to be solved. The test examples show a high accuracy for dispersion coefficients (better than 1% in the pristine test for the interaction of Yb atom with rare gases and alkaline-earth metal atoms). In contrast, the rule does not ensure correct monotonic behavior of the dynamic polarizability of the target species. Acknowledgment: The work is supported by Russian Science Foundation grant # 17-13-01466.

Keywords: combination rule, dipole-dipole dispersion coefficient, Casimir-Polder integral, Gauss-Legendre quadrature

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Authors: Maha Zouaoui Khalifa, Hakim Ben Othman, Hussaney Khaled

Abstract:

Prior empirical studies have investigated the economic consequences of accounting conservatism by examining its impact on the cost of equity capital (COEC). However, findings are not conclusive. We assume that inconsistent results of such association may be attributed to the regression models used in data analysis. To address this issue, we re-examine the effect of different dimension of accounting conservatism: unconditional conservatism (U_CONS) and conditional conservatism (C_CONS) on the COEC for a sample of listed firms from Middle Eastern and North Africa (MENA) countries, applying quantile regression (QR) approach developed by Koenker and Basset (1978). While classical ordinary least square (OLS) method is widely used in empirical accounting research, however it may produce inefficient and bias estimates in the case of departures from normality or long tail error distribution. QR method is more powerful than OLS to handle this kind of problem. It allows the coefficient on the independent variables to shift across the distribution of the dependent variable whereas OLS method only estimates the conditional mean effects of a response variable. We find as predicted that U_CONS has a significant positive effect on the COEC however, C_CONS has a negative impact. Findings suggest also that the effect of the two dimensions of accounting conservatism differs considerably across COEC quantiles. Comparing results from QR method with those of OLS, this study throws more lights on the association between accounting conservatism and COEC.

Keywords: unconditional conservatism, conditional conservatism, cost of equity capital, OLS, quantile regression, emerging markets, MENA countries

Procedia PDF Downloads 357

Authors: Guoyu Lin

Abstract:

This paper explores the role investor sentiment plays in the relationship between analyst forecast dispersion and stock returns. With short sale constraints, stock prices are determined by the optimistic investors. During the high sentiment periods when investors suffer more from psychological bias, there are more optimistic investors. This is the first paper to document that following the high sentiment periods, stocks with the most analyst forecast dispersion are overpriced, earning significantly negative returns, while those with the least analyst forecast dispersion are not overpriced as the degree of belief dispersion is low. However, following the low sentiment periods, both are not overpriced. A portfolio which longs the least dispersed stocks and shorts the most dispersed stocks yields significantly positive returns only following the high sentiment periods. My findings can potentially reconcile the puzzling risk effect and mispricing effect in the literature. The risk (mispricing) effect suggests a positive (negative) relation between analyst forecast dispersion and future stock returns. Presumably, the magnitude of the mispricing effect depends on the proportion of irrational investors and their bias, which is positively related to investor sentiment. During the high sentiment period, the mispricing effect takes over and the overall effect is negative. During the low sentiment period, the percentage of irrational investors is mediate, and the mispricing effect and the risk effect counter each other, leading to insignificant relation.

Keywords: analyst forecast dispersion, short-sale constraints, investor sentiment, stock returns

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Authors: Zakaria S. G. Hegazy, Walid M. A. Ahmed

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This paper examines the dependence structure of Islamic stock markets on Bitcoin’s realized volatility components in bear, normal, and bull market periods. A quantile regression approach is employed, after adjusting raw returns with respect to a broad set of relevant global factors and accounting for structural breaks in the data. The results reveal that upside volatility tends to exert negative influences on Islamic developed-market returns more in bear than in bull market conditions, while downside volatility positively affects returns during bear and bull conditions. For emerging markets, we find that the upside (downside) component exerts lagged negative (positive) effects on returns in bear (all) market regimes. By and large, the dependence structures turn out to be asymmetric. Our evidence provides essential implications for investors.

Keywords: cryptocurrency markets, bitcoin, realized volatility measures, asymmetry, quantile regression

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Authors: Katarzyna Wyka, Dana Sylvan, JoAnn Difede

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Background and significance: The following disaster, population-based screening programs are routinely established to assess physical and psychological consequences of exposure. These data sets are highly skewed as only a small percentage of trauma-exposed individuals develop health issues. Commonly used statistical methodology in post-disaster mental health generally involves population-averaged models. Such models aim to capture the overall response to the disaster and its aftermath; however, they may not be sensitive enough to accommodate population heterogeneity in symptomatology, such as post-traumatic stress or depressive symptoms. Methods: We use an archival longitudinal data set from Weill-Cornell 9/11 Mental Health Screening Program established following the World Trade Center (WTC) terrorist attacks in New York in 2001. Participants are rescue and recovery workers who participated in the site cleanup and restoration (n=2960). The main outcome is the post-traumatic stress symptoms (PTSD) severity score assessed via clinician interviews (CAPS). For a detailed understanding of response to the disaster and its aftermath, we are adapting quantile regression methodology with particular focus on predictors of extreme distress and resilience to trauma. Results: The response variable was defined as the quantile of the CAPS score for each individual under two different scenarios specifying the unconditional quantiles based on: 1) clinically meaningful CAPS cutoff values and 2) CAPS distribution in the population. We present graphical summaries of the differential effects. For instance, we found that the effect of the WTC exposures, namely seeing bodies and feeling that life was in danger during rescue/recovery work was associated with very high PTSD symptoms. A similar effect was apparent in individuals with prior psychiatric history. Differential effects were also present for age and education level of the individuals. Conclusion: We evaluate the utility of quantile regression in disaster research in contrast to the commonly used population-averaged models. We focused on assessing the distribution of risk factors for post-traumatic stress symptoms across quantiles. This innovative approach provides a comprehensive understanding of the relationship between dependent and independent variables and could be used for developing tailored training programs and response plans for different vulnerability groups.

Keywords: disaster workers, post traumatic stress, PTSD, quantile regression

Procedia PDF Downloads 285

Authors: Khalifa Maha, Ben Othman Hakim, Khaled Hussainey

Abstract:

Prior empirical studies have investigated the economic consequences of accounting conservatism by examining its impact on the cost of equity capital (COEC). However, findings are not conclusive. We assume that inconsistent results of such association may be attributed to the regression models used in data analysis. To address this issue, we re-examine the effect of different dimension of accounting conservatism: unconditional conservatism (U_CONS) and conditional conservatism (C_CONS) on the COEC for a sample of listed firms from Middle Eastern and North Africa (MENA) countries, applying quantile regression (QR) approach developed by Koenker and Basset (1978). While classical ordinary least square (OLS) method is widely used in empirical accounting research, however it may produce inefficient and bias estimates in the case of departures from normality or long tail error distribution. QR method is more powerful than OLS to handle this kind of problem. It allows the coefficient on the independent variables to shift across the distribution of the dependent variable whereas OLS method only estimates the conditional mean effects of a response variable. We find as predicted that U_CONS has a significant positive effect on the COEC however, C_CONS has a negative impact. Findings suggest also that the effect of the two dimensions of accounting conservatism differs considerably across COEC quantiles. Comparing results from QR method with those of OLS, this study throws more lights on the association between accounting conservatism and COEC.

Keywords: unconditional conservatism, conditional conservatism, cost of equity capital, OLS, quantile regression, emerging markets, MENA countries

Procedia PDF Downloads 361

Authors: Reyhaneh Hashemi, Shahrooz Saviz

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In his study, we have survey the theory of gyrotron amplifier in a vane-loaded waveguide with inner dielectric material. Dispersion relation for electromagnetic waves emitted by a cylindrical waveguide that provided with wedge-shaped metal vanes projecting radially inward from the wall of the guide and exited in the transverse-electric mode was analysed. From numerical analysis of this dispersion relation, it is shown that the stability behavior of the fast-wave mode is dependent of the dielectric constant. With a small axial momentum spreed, a super bandwidth is shown to be attainable by a mixed mode operation. Also, with the utilization from the numeric analysis of relation dispersion. We show that in the –speed mode, the constant is independent de-electric. With the ratio of dispersion of smell, high –bandwith was obtained for the combined mode. And at the end, we were comparing the result of our work (vane-loaded) by the waveguide with a smooth wall.

Keywords: gyrotron amplifier, waveguide, vane-loaded waveguide, dielectric material, dispersion relation, cylindrical waveguide, fast-wave mode, mixed mode operation

Procedia PDF Downloads 103

Authors: Yu Zhao, Shinsuke Kato, Jianing Zhao

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Particles exhausted from cars have an adverse impacts on human health. The study developed a three-dimensional particle dispersion numerical model including particle coagulation to simulate the particle concentration distribution under idling conditions in a residential underground garage. The simulation results demonstrate that particle disperses much faster in the vertical direction than that in horizontal direction. The enhancement of particle dispersion in the vertical direction due to the increase of cars with engine running is much stronger than that in the car exhaust direction. Particle dispersion from each pair of adjacent cars has little influence on each other in the study. Average particle concentration after 120 seconds exhaust is 1.8-4.5 times higher than the initial total particles at ambient environment. Particle pollution in the residential underground garage is severe.

Keywords: dispersion, idling conditions, particle concentration, residential underground garage

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Authors: Sanju Vaidya, Aihua Li

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Vulnerability measures and topological indices are crucial in solving various problems such as the stability of the communication networks and development of mathematical models for chemical compounds. In 1947, Harry Wiener introduced a topological index related to molecular branching. Now there are more than 100 topological indices for graphs. For example, Hosoya polynomials (also called Wiener polynomials) were introduced to derive formulas for certain vulnerability measures and topological indices for various graphs. In this paper, we will find a relation between the Hosoya polynomials of any graph and its Mycielskian graph. Additionally, using this we will compute vulnerability measures, closeness and betweenness centrality, and extended Wiener indices. It is fascinating to see how Hosoya polynomials are useful in the two diverse fields, cybersecurity and chemistry.

Keywords: hosoya polynomial, mycielskian graph, graph vulnerability measure, topological index

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Authors: Adinarayana Gorajana, Venkata Srikanth Meka, Sanjay Garg, Lim Sue May

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This study was designed to evaluate and enhance the solubility of poorly soluble drug, docetaxel through solid dispersion (SD) technique prepared using freeze drying method. Docetaxel solid dispersions were formulated with Soluplus in different weight ratios. Freeze drying method was used to prepare the solid dispersions. Solubility of the solid dispersions were evaluated respectively and the optimized of drug-solubilizers ratio systems were characterized with different analytical methods like Differential scanning calorimeter (DSC), Scanning electron microscopy (SEM) and Fourier transform infrared spectroscopy (FTIR) to confirm the formation of complexes between drug and solubilizers. The solubility data revealed an overall improvement in solubility for all SD formulations. The ternary combination 1:5:2 gave the highest increase in solubility that is approximately 3 folds from the pure drug, suggesting the optimum drug-solubilizers ratio system. This data corresponds with the DSC and SEM analyses, which demonstrates presence of drug in amorphous state and the dispersion in the solubilizers in molecular level. The solubility of the poorly soluble drug, docetaxel was enhanced through preparation of solid dispersion formulations employing freeze drying method. Solid dispersion with multiple carrier system shows better solubility compared to single carrier system.

Keywords: docetaxel, freeze drying, soluplus, solid dispersion technique

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Authors: Analen Malnegro, Gina Malacas

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Dominating sets and related topics have been studied extensively in the past few decades. A dominating set of a graph G is a subset D of V such that every vertex not in D is adjacent to at least one member of D. The domination number γ(G) is the number of vertices in a smallest dominating set for G. Some problems involving detection devices can be modeled with graphs. Finding the minimum number of devices needed according to the type of devices and the necessity of locating the object gives rise to locating-dominating sets. A subset S of vertices of a graph G is called locating-dominating set, LD-set for short, if it is a dominating set and if every vertex v not in S is uniquely determined by the set of neighbors of v belonging to S. The location-domination number λ(G) is the minimum cardinality of an LD-set for G. The complement of a graph G is a graph Ḡ on same vertices such that two distinct vertices of Ḡ are adjacent if and only if they are not adjacent in G. An LD-set of a graph G is global if it is an LD-set of both G and its complement Ḡ. The global location-domination number λg(G) is defined as the minimum cardinality of a global LD-set of G. In this paper, global LD-sets on the join of two graphs are characterized. Global location-domination numbers of these graphs are also determined.

Keywords: dominating set, global locating-dominating set, global location-domination number, locating-dominating set, location-domination number

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Authors: May Khei Hu, Kevin Leong, Fu Siong Ng, Nicholas Peter

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Introduction: Sympathetic stimulation has been recognised as a potent stimulus of arrhythmogenesis in various cardiac pathologies, possibly by augmenting dispersion of repolarisation. The effects of sympathetic stimulation in healthy subjects however remain unclear. It is, therefore, crucial to first establish the effects of physiological stress on dispersion of repolarisation in healthy subjects before understanding these effects in pathological cardiac conditions. We hypothesised that activation-recovery interval (ARI; which is a surrogate of action potential duration) and dispersion of repolarisation decrease on sympathetic stimulation. Methods: Eight patients aged 18-55 years with structurally normal hearts underwent head-up tilt test (HUTT) and exercise tolerance test (ETT) while wearing the electrocardiographic imaging (ECGi) vest. Patients later underwent CT scan and the epicardial potentials are reconstructed using the ECGi software. Activation and recovery times were determined from the acquired electrograms. ARI was calculated and later corrected using Bazett’s formula. Global and regional dispersion of repolarisation were determined from standard deviation of the corrected ARI (ARIc). One-way analysis of variance (ANOVA) and Wilcoxon test were used to evaluate statistical significance. Results: Global ARIc increased significantly [p<0.01] when patients were tilted upwards but decreased significantly after five minutes [p<0.01]. A subsequent post- hoc analysis revealed that the decrease in R-R was more substantial compared to the change in ARI, resulting in the observed increase in ARIc. Global ARIc decreased on peak exercise [p<0.01] but increased on recovery [p<0.01]. Global dispersion increased significantly on peak exercise [p<0.05] although there were no significant changes in regional dispersion. There were no significant changes in both global and regional dispersion during tilt. Conclusion: ARIc decreases upon sympathetic stimulation in healthy subjects. Global dispersion of repolarisation increases upon exercise although there were no changes in global or regional dispersion during orthostatic stress.

Keywords: dispersion of repolarisation, sympathetic stimulation, Head-up tilt test (HUTT), Exercise tolerance test (ETT), Electrocardiographic imaging (ECGi)

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Authors: Nebila Lichiheb, LaToya Myles, William Pendergrass, Bruce Hicks, Dawson Cagle

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Atmospheric transport of hazardous materials in urban areas is increasingly under investigation due to the potential impact on human health and the environment. In response to health and safety concerns, several dispersion models have been developed to analyze and predict the dispersion of hazardous contaminants. The models of interest usually rely on meteorological information obtained from the meteorological models of NOAA’s National Weather Service (NWS). However, due to the complexity of the urban environment, NWS forecasts provide an inadequate basis for dispersion computation in urban areas. A dense meteorological network in Washington, DC, called DCNet, has been operated by NOAA since 2003 to support the development of urban monitoring methodologies and provide the driving meteorological observations for atmospheric transport and dispersion models. This study focuses on the comparison of wind observations from the DCNet station on the U.S. Department of Commerce Herbert C. Hoover Building against the North American Mesoscale (NAM) model outputs for the period 2017-2019. The goal is to develop a simple methodology for modifying NAM outputs so that the dispersion requirements of the city and its urban area can be satisfied. This methodology will allow us to quantify the prediction errors of the NAM model and propose adjustments of key variables controlling dispersion model calculation.

Keywords: meteorological data, Washington D.C., DCNet data, NAM model

Procedia PDF Downloads 234

Authors: Amira Dhokar, Lobna Hlaoua, Lotfi Ben Romdhane

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Tweet contextualization (TC) is a new issue that aims to answer questions of the form 'What is this tweet about?' The idea of this task was imagined as an extension of a previous area called multi-document summarization (MDS), which consists in generating a summary from many sources. In both TC and MDS, the summary should ideally contain the most relevant information of the topic that is being discussed in the source texts (for MDS) and related to the query (for TC). Furthermore of being informative, a summary should be coherent, i.e. well written to be readable and grammatically compact. Hence, coherence is an essential characteristic in order to produce comprehensible texts. In this paper, we propose a new approach to improve readability and coherence for tweet contextualization based on bipartite graphs. The main idea of our proposed method is to reorder sentences in a given paragraph by combining most expressive words detection and HITS (Hyperlink-Induced Topic Search) algorithm to make up a coherent context.

Keywords: bipartite graphs, readability, summarization, tweet contextualization

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Authors: K. Ebrahimi, Sh. Shahid, M. Mohammadi Ghaleni, M. H. Omid

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The longitudinal dispersion coefficient is a crucial parameter for 1-D water quality analysis of riverine flows. So far, different types of empirical equations for estimation of the coefficient have been developed, based on various case studies. The main objective of this paper is to develop an empirical equation for estimation of the coefficient for a riverine flow. For this purpose, a set of tracer experiments was conducted, involving salt tracer, at three sections located in downstream of a lengthy canal. Tracer data were measured in three mixing lengths along the canal including; 45, 75 and 100m. According to the results, the obtained coefficients from new developed empirical equation gave an encouraging level of agreement with the theoretical values.

Keywords: coefficients, dispersion, river, tracer, water quality

Procedia PDF Downloads 389

Authors: Stefan Wagenpfeil, Felix Engel, Paul McKevitt, Matthias Hemmje

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Multimedia Indexing and Retrieval is generally designed and implemented by employing feature graphs. These graphs typically contain a significant number of nodes and edges to reflect the level of detail in feature detection. A higher level of detail increases the effectiveness of the results but also leads to more complex graph structures. However, graph-traversal-based algorithms for similarity are quite inefficient and computation intensive, especially for large data structures. To deliver fast and effective retrieval, an efficient similarity algorithm, particularly for large graphs, is mandatory. Hence, in this paper, we define a graph-projection into a 2D space (Graph Code) as well as the corresponding algorithms for indexing and retrieval. We show that calculations in this space can be performed more efficiently than graph-traversals due to a simpler processing model and a high level of parallelization. In consequence, we prove that the effectiveness of retrieval also increases substantially, as Graph Codes facilitate more levels of detail in feature fusion. Thus, Graph Codes provide a significant increase in efficiency and effectiveness (especially for Multimedia indexing and retrieval) and can be applied to images, videos, audio, and text information.

Keywords: indexing, retrieval, multimedia, graph algorithm, graph code

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Authors: Pranitha Janapatla, Venkata Suman Gontla

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The present paper investigates the effects of MHD, double dispersion and variable properties on mixed convection flow from a vertical surface in a power-law fluid saturated non-Darcy porous medium. The governing non-linear partial differential equations are reduced to a system of ordinary differential equations by using a special form of Lie group transformations viz. scaling group of transformations. These ordinary differential equations are solved numerically by using Shooting technique. The influence of relevant parameters on the non-dimensional velocity, temperature, concentration for pseudo-plastic fluid, Newtonian and dilatant fluid are discussed and displayed graphically. The behavior of heat and mass transfer coefficients are shown in tabular form. Comparisons with the published works are performed and are found to be in very good agreement. From this analysis, it is observed that an increase in variable viscosity causes to decrease in velocity profile and increase the temperature and concentration distributions. It is also concluded that increase in the solutal dispersion decreases the velocity and concentration but raises the temperature profile.

Keywords: power-law fluid, thermal conductivity, thermal dispersion, solutal dispersion, variable viscosity

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Authors: J. C. Valenzuela-Tripodoro, P. Álvarez-Ruíz, M. A. Mateos-Camacho, M. Cera

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In 2004, it was introduced the concept of Roman domination in graphs. This concept was initially inspired and related to the defensive strategy of the Roman Empire. An undefended place is a city so that no legions are established on it, whereas a strong place is a city in which two legions are deployed. This situation may be modeled by labeling the vertices of a finite simple graph with labels {0, 1, 2}, satisfying the condition that any 0-vertex must be adjacent to, at least, a 2-vertex. Roman domination in graphs is a variant of classic domination. Clearly, the main aim is to obtain such labeling of the vertices of the graph with minimum cost, that is to say, having minimum weight (sum of all vertex labels). Formally, a function f: V (G) → {0, 1, 2} is a Roman dominating function (RDF) in the graph G = (V, E) if f(u) = 0 implies that f(v) = 2 for, at least, a vertex v which is adjacent to u. The weight of an RDF is the positive integer w(f)= ∑_(v∈V)▒〖f(v)〗. The Roman domination number, γ_R (G), is the minimum weight among all the Roman dominating functions? Obviously, the set of vertices with a positive label under an RDF f is a dominating set in the graph, and hence γ(G)≤γ_R (G). In this work, we start the study of a generalization of RDF in which we consider that any undefended place should be defended from a sudden attack by, at least, k legions. These legions can be deployed in the city or in any of its neighbours. A function f: V → {0, 1, . . . , k + 1} such that f(N[u]) ≥ k + |AN(u)| for all vertex u with f(u) < k, where AN(u) represents the set of active neighbours (i.e., with a positive label) of vertex u, is called a [k]-multiple Roman dominating functions and it is denoted by [k]-MRDF. The minimum weight of a [k]-MRDF in the graph G is the [k]-multiple Roman domination number ([k]-MRDN) of G, denoted by γ_[kR] (G). First, we prove that the [k]-multiple Roman domination decision problem is NP-complete even when restricted to bipartite and chordal graphs. A problem that had been resolved for other variants and wanted to be generalized. We know the difficulty of calculating the exact value of the [k]-MRD number, even for families of particular graphs. Here, we present several upper and lower bounds for the [k]-MRD number that permits us to estimate it with as much precision as possible. Finally, some graphs with the exact value of this parameter are characterized.

Keywords: multiple roman domination function, decision problem np-complete, bounds, exact values

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Authors: Shaoying Guo, Yanyun Xu, Meng Zhang, Weiqing Huang

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The wireless communication network is developing rapidly, thus the wireless security becomes more and more important. Specific emitter identification (SEI) is an vital part of wireless communication security as a technique to identify the unique transmitters. In this paper, a SEI method based on multiscale dispersion entropy (MDE) and refined composite multiscale dispersion entropy (RCMDE) is proposed. The algorithms of MDE and RCMDE are used to extract features for identification of five wireless devices and cross-validation support vector machine (CV-SVM) is used as the classifier. The experimental results show that the total identification accuracy is 99.3%, even at low signal-to-noise ratio(SNR) of 5dB, which proves that MDE and RCMDE can describe the communication signal series well. In addition, compared with other methods, the proposed method is effective and provides better accuracy and stability for SEI.

Keywords: cross-validation support vector machine, refined com- posite multiscale dispersion entropy, specific emitter identification, transient signal, wireless communication device

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Authors: Meshari Al-Harbi

Abstract:

A comparative area-season-elemental-wise time series analysis by Dust Track monitor (2012-2013) revealed high PM10 dispersion in the outdoor environment in the sequence of industrial> express highways>residential>open areas. Time series analysis from 7AM-6AM (until next day), 30d (monthly), 3600sec. (for any given period of a month), and 12 months (yearly) showed peak PM10 dispersion during 1AM-7AM, 1d-4d and 25d-31d of every month, 1500-3600 with the exception in PM10 dispersion in residential areas, and in the months-March to June, respectively. This time-bound PM10 dispersion suggests the primary influence of human activities (peak mobility and productivity period for a given time frame) besides the secondary influence of meteorological parameters (high temperature and wind action) and, occasional dust storms. Whereas, gravimetric analysis reveals the influence of precipitation, low temperature and low volatility resulting high trace metals in PM10 during winter than in summer and primarily attributes to the influence of nature besides, the secondary attributes of smoke stack emission from various industries and automobiles. Furthermore, our study recommends residents to limit outdoor air pollution exposures and take precautionary measures to inhale PM10 pollutants from the atmosphere.

Keywords: aerosol, pollution, respirable particulates, trace-metals

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Authors: A. Mousavi, S. Sadegzadeh

Abstract:

In this research, the effect of non-thermal micro plasma with non-Maxwellian distribution function on the one dimensional plasma photonic crystals containing alternate plasma-dielectric layers, has been studied. By using Kronig Penny model, the dispersion relation of electromagnetic modes for such a periodic structure is obtained. In this study we take two plasma photonic crystals with different dielectric layers: the first one with Silicon monoxide named PPCI, and the second one with Tellurium dioxide named PPCII. The effects of the plasma layer thickness and the material of the dielectric layer on the plasma photonic crystal band gaps have been illustrated in the dispersion relation and the group velocity figures. Results revealed that in such a system, the non-thermal plasma exerts stronger limit on the wave’s propagation. In another word, for the non-thermal plasma photonic crystals (NPPC), there are two distinct regions in the dispersion plot. The upper region consists of alternate band gaps in such a way that both width and length of the bands decrease gradually as the band gaps order increases. Whereas in the lower region where v_ph > 20 c (for PPCI), waves will not be allowed to propagate.

Keywords: band gap, dispersion relation, non-thermal plasma, plasma photonic crystal

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Authors: Shlomit Hon-Snir, Sharon Teitler-Regev, Anabel Lifszyc Friedlander

Abstract:

Tourism, one of the world's largest and fastest growing industries, exerts a major economic influence. The number of international tourists is growing every year, and the relative portion of independent (FIT) tourists is growing as well. The characteristics of independent tourists differ from those of tourists who travel in organized trips. The purpose of the research is to identify the factors that affect the individual tourist's expenses in Israel: total expenses, expenses per day, expenses per tourist, expenses per day per tourist, accommodation expenses, dining expenses and transportation expenses. Most of the research analyzed the total expenses using OLS regression. The determinants influencing expenses were divided into four groups: budget constraints, socio-demographic data, psychological characteristics and travel-related characteristics. Since the effect of each variable may change over different levels of total expenses the quantile regression (QR) theory will be applied. The current research will use data collected by the Israeli Ministry of Tourism in 2015 from individual independent tourists at the end of their visit to Israel. Preliminary results show that: At lower levels of expense, only income has a (positive) effect on total expenses, while at higher levels of expense, both income and length of stay have (positive) effects. -The effect of income on total expenses is higher for higher levels of expenses than for lower level of expenses. -The number of sites visited during the trip has a (negative) effect on tourist accommodation expenses only for tourists with a high level of total expenses. Due to the increasing share of independent tourism in Israel and around the world and due to the importance of tourism to Israel, it is very important to understand the factors that influence the expenses and behavior of independent tourists. Understanding the factors that affect independent tourists' expenses in Israel can help Israeli policymakers in their promotional efforts to attract tourism to Israel.

Keywords: independent tourist, quantile regression theory, tourism expenses, tourism

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Authors: Itumeleng Phage

Abstract:

Students’ comprehension of graphs may be affected by the characteristics of the discipline in which the graph is used, the type of the task as well as the background of the students who are the readers or interpreters of the graph. This research study investigated these aspects of the graph comprehension of 152 first-year undergraduate physics students by comparing their responses to corresponding tasks in the mathematics and physics disciplines. The discipline characteristics were analysed for four task-related constructs namely coordinates, representations, area and slope. Students’ responses to corresponding visual decoding and judgement tasks set in mathematics and kinematics contexts were statistically compared. The effects of the participants’ gender, year of school completion and study course were determined as reader characteristics. The results of the empirical study indicated that participants generally transferred their mathematics knowledge on coordinates and representation of straight line graphs to the physics contexts, but not in the cases of parabolic and hyperbolic functions or area under graphs. Insufficient understanding of the slope concept contributed to weak performances on this construct in both mathematics and physics contexts. Discipline characteristics seem to play a vital role in students’ understanding, while reader characteristics had insignificant to medium effects on their responses.

Keywords: kinematics graph, discipline characteristics, constructs, coordinates, representations, area and slope

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Authors: Tamer M. Shehata, Heba S. Elsewedy, Mashel Al Dosary, Alaa Elshehry, Mohamed A. Khedr, Maged E. Mohamed

Abstract:

Objective: 2,4-Dichlorophenoxy acetic acid (2,4-D) is a well-known herbicide widely used as a weed killer. Recently, 2,4-D was rediscovered as a new anti-inflammatory agent through in silico as well as in-vivo experiments. However, poor solubility of 2,4-D could represent a problems during pharmaceutical development in addition to lower bioavailability. Solid dispersion (SD) refers to a group of solid products consisting of at least two different components, usually a hydrophobic drug and hydrophilic matrix. It is well known technique for enhancing drug solubility. Therefore, selecting SD as a tool for enhancing 2,4-D could be of great interest to the formulator. Method: In our project, several polymers were investigated (such as PEG, HPMC, citric acid and others) in addition to drug polymer ratios and its effect on solubility. Evaluation of drug polymer interaction was investigated through both Fourier Transform Infrared (FTIR) and Differential Scanning Calorimetry (DSC). Finally, in-vivo evaluation was performed for the best selected preparation through inflammatory response of rat induce hind paw. Results: Results indicated that, citric acid 2,4-D and in ratio of 0.75 : 1 showed modified the dissolution profile of the drug. The FTIR resltes indicated no significant chemical interaction, however DSC showed shifting of the drug melting point. Finally, Carragenan induced rat hind paw edema showed significant reduction of the drug solid dispersion in comparison to the pure drug, indicating rapid and complete absorption of the drug in solid dispersion form. Conclusion: Solid dispersion technology can be utilized efficiently to enhance the solubility of 2,4-D.

Keywords: solid dispersion, 2, 4-D solubility, carragenan induced edema

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