Search results for: skewed generalized error distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7260

Search results for: skewed generalized error distribution

7200 Estimation of Population Mean Using Characteristics of Poisson Distribution: An Application to Earthquake Data

Authors: Prayas Sharma

Abstract:

This paper proposed a generalized class of estimators, an exponential class of estimators based on the adaption of Sharma and Singh (2015) and Solanki and Singh (2013), and a simple difference estimator for estimating unknown population mean in the case of Poisson distributed population in simple random sampling without replacement. The expressions for mean square errors of the proposed classes of estimators are derived from the first order of approximation. It is shown that the adapted version of Solanki and Singh (2013), the exponential class of estimator, is always more efficient than the usual estimator, ratio, product, exponential ratio, and exponential product type estimators and equally efficient to simple difference estimator. Moreover, the adapted version of Sharma and Singh's (2015) estimator is always more efficient than all the estimators available in the literature. In addition, theoretical findings are supported by an empirical study to show the superiority of the constructed estimators over others with an application to earthquake data of Turkey.

Keywords: auxiliary attribute, point bi-serial, mean square error, simple random sampling, Poisson distribution

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7199 Low-Cost Reversible Logic Serial Multipliers with Error Detection Capability

Authors: Mojtaba Valinataj

Abstract:

Nowadays reversible logic has received many attentions as one of the new fields for reducing the power consumption. On the other hand, the processing systems have weaknesses against different external effects. In this paper, some error detecting reversible logic serial multipliers are proposed by incorporating the parity-preserving gates. This way, the new designs are presented for signed parity-preserving serial multipliers based on the Booth's algorithm by exploiting the new arrangements of existing gates. The experimental results show that the proposed 4×4 multipliers in this paper reach up to 20%, 35%, and 41% enhancements in the number of constant inputs, quantum cost, and gate count, respectively, as the reversible logic criteria, compared to previous designs. Furthermore, all the proposed designs have been generalized for n×n multipliers with general formulations to estimate the main reversible logic criteria as the functions of the multiplier size.

Keywords: Booth’s algorithm, error detection, multiplication, parity-preserving gates, quantum computers, reversible logic

Procedia PDF Downloads 193
7198 On Differential Growth Equation to Stochastic Growth Model Using Hyperbolic Sine Function in Height/Diameter Modeling of Pines

Authors: S. O. Oyamakin, A. U. Chukwu

Abstract:

Richard's growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richard's growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richard's growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richard's nonlinear growth models better than the classical Richard's growth model.

Keywords: height, Dbh, forest, Pinus caribaea, hyperbolic, Richard's, stochastic

Procedia PDF Downloads 449
7197 Spectral Clustering from the Discrepancy View and Generalized Quasirandomness

Authors: Marianna Bolla

Abstract:

The aim of this paper is to compare spectral, discrepancy, and degree properties of expanding graph sequences. As we can prove equivalences and implications between them and the definition of the generalized (multiclass) quasirandomness of Lovasz–Sos (2008), they can be regarded as generalized quasirandom properties akin to the equivalent quasirandom properties of the seminal Chung-Graham-Wilson paper (1989) in the one-class scenario. Since these properties are valid for deterministic graph sequences, irrespective of stochastic models, the partial implications also justify for low-dimensional embedding of large-scale graphs and for discrepancy minimizing spectral clustering.

Keywords: generalized random graphs, multiway discrepancy, normalized modularity spectra, spectral clustering

Procedia PDF Downloads 169
7196 An Alternative Richards’ Growth Model Based on Hyperbolic Sine Function

Authors: Samuel Oluwafemi Oyamakin, Angela Unna Chukwu

Abstract:

Richrads growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richards growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richards growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richards nonlinear growth models better than the classical Richards growth model.

Keywords: height, diameter at breast height, DBH, hyperbolic sine function, Pinus caribaea, Richards' growth model

Procedia PDF Downloads 368
7195 Regionalization of IDF Curves with L-Moments for Storm Events

Authors: Noratiqah Mohd Ariff, Abdul Aziz Jemain, Mohd Aftar Abu Bakar

Abstract:

The construction of Intensity-Duration-Frequency (IDF) curves is one of the most common and useful tools in order to design hydraulic structures and to provide a mathematical relationship between rainfall characteristics. IDF curves, especially those in Peninsular Malaysia, are often built using moving windows of rainfalls. However, these windows do not represent the actual rainfall events since the duration of rainfalls is usually prefixed. Hence, instead of using moving windows, this study aims to find regionalized distributions for IDF curves of extreme rainfalls based on storm events. Homogeneity test is performed on annual maximum of storm intensities to identify homogeneous regions of storms in Peninsular Malaysia. The L-moment method is then used to regionalized Generalized Extreme Value (GEV) distribution of these annual maximums and subsequently. IDF curves are constructed using the regional distributions. The differences between the IDF curves obtained and IDF curves found using at-site GEV distributions are observed through the computation of the coefficient of variation of root mean square error, mean percentage difference and the coefficient of determination. The small differences implied that the construction of IDF curves could be simplified by finding a general probability distribution of each region. This will also help in constructing IDF curves for sites with no rainfall station.

Keywords: IDF curves, L-moments, regionalization, storm events

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7194 Risk Factors for Defective Autoparts Products Using Bayesian Method in Poisson Generalized Linear Mixed Model

Authors: Pitsanu Tongkhow, Pichet Jiraprasertwong

Abstract:

This research investigates risk factors for defective products in autoparts factories. Under a Bayesian framework, a generalized linear mixed model (GLMM) in which the dependent variable, the number of defective products, has a Poisson distribution is adopted. Its performance is compared with the Poisson GLM under a Bayesian framework. The factors considered are production process, machines, and workers. The products coded RT50 are observed. The study found that the Poisson GLMM is more appropriate than the Poisson GLM. For the production Process factor, the highest risk of producing defective products is Process 1, for the Machine factor, the highest risk is Machine 5, and for the Worker factor, the highest risk is Worker 6.

Keywords: defective autoparts products, Bayesian framework, generalized linear mixed model (GLMM), risk factors

Procedia PDF Downloads 545
7193 Bayesian Analysis of Topp-Leone Generalized Exponential Distribution

Authors: Najrullah Khan, Athar Ali Khan

Abstract:

The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.

Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation

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7192 Enhanced Bit Error Rate in Visible Light Communication: A New LED Hexagonal Array Distribution

Authors: Karim Matter, Heba Fayed, Ahmed Abd-Elaziz, Moustafa Hussein

Abstract:

Due to the exponential growth of mobile devices and wireless services, a huge demand for radiofrequency has increased. The presence of several frequencies causes interference between cells, which must be minimized to get the lower Bit Error Rate (BER). For this reason, it is of great interest to use visible light communication (VLC). This paper suggests a VLC system that decreases the BER by applying a new LED distribution with a hexagonal shape using a Frequency Reuse (FR) concept to mitigate the interference between the reused frequencies inside the hexagonal shape. The BER is measured in two scenarios, Line of Sight (LoS) and Non-Line of Sight (Non-LoS), for each technique that we used. The recommended values of BER in the proposed model for Soft Frequency Reuse (SFR) in the case of Los at 4, 8, and 10 dB signal to noise ratio (SNR), are 3.6×10⁻⁶, 6.03×10⁻¹³, and 2.66×10⁻¹⁸, respectively.

Keywords: visible light communication (VLC), field of view (FoV), hexagonal array, frequency reuse

Procedia PDF Downloads 132
7191 PWM Based Control of Dstatcom for Voltage Sag, Swell Mitigation in Distribution Systems

Authors: A. Assif

Abstract:

This paper presents the modeling of a prototype distribution static compensator (D-STATCOM) for voltage sag and swell mitigation in an unbalanced distribution system. Here the concept that an inverter can be used as generalized impedance converter to realize either inductive or capacitive reactance has been used to mitigate power quality issues of distribution networks. The D-STATCOM is here supposed to replace the widely used StaticVar Compensator (SVC). The scheme is based on the Voltage Source Converter (VSC) principle. In this model PWM based control scheme has been implemented to control the electronic valves of VSC. Phase shift control Algorithm method is used for converter control. The D-STATCOM injects a current into the system to mitigate the voltage sags. In this paper the modeling of D¬STATCOM has been designed using MATLAB SIMULINIC. Accordingly, simulations are first carried out to illustrate the use of D-STATCOM in mitigating voltage sag in a distribution system. Simulation results prove that the D-STATCOM is capable of mitigating voltage sag as well as improving power quality of a system.

Keywords: D-STATCOM, voltage sag, voltage source converter (VSC), phase shift control

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7190 Regional Disparities in Microfinance Distribution: Evidence from Indian States

Authors: Sunil Sangwan, Narayan Chandra Nayak

Abstract:

Over the last few decades, Indian banking system has achieved remarkable growth in its credit volume. However, one of the most disturbing facts about this growth is the uneven distribution of financial services across regions. Having witnessed limited success from all the earlier efforts towards financial inclusion targeting the rural poor and the underprivileged, provision of microfinance, of late, has emerged as a supplementary mechanism. There are two prominent modes of microfinance distribution in India namely Bank-SHG linkage (SBLP) and private Microfinance Institutions (MFIs). Ironically, such efforts also seem to have failed to achieve the desired targets as the microfinance services have witnessed skewed distribution across the states of the country. This study attempts to make a comparative analysis of the geographical skew of the SBLP and MFI in India and examine the factors influencing their regional distribution. The results indicate that microfinance services are largely concentrated in the southern region, accounting for about 50% of all microfinance clients and 49% of all microfinance loan portfolios. This is distantly followed by an eastern region where client outreach is close to 25% only. The north-eastern, northern, central, and western regions lag far behind in microfinance sectors, accounting for only 4%, 4%, 10%, and 7 % client outreach respectively. The penetration of SHGs is equally skewed, with the southern region accounting for 46% of client outreach and 70% of loan portfolios followed by an eastern region with 21% of client outreach and 13% of the loan portfolio. Contrarily, north-eastern, northern, central, western and eastern regions account for 5%, 5%, 10%, and 13% of client outreach and 3%, 3%, 7%, and 4% of loan portfolios respectively. The study examines the impact of literacy rate, rural poverty, population density, primary sector share, non-farm activities, loan default behavior and bank penetration on the microfinance penetration. The study is limited to 17 major states of the country over the period 2008-2014. The results of the GMM estimation indicate the significant positive impact of literacy rate, non-farm activities and population density on microfinance penetration across the states, while the rise in loan default seems to deter it. Rural poverty shows the significant negative impact on the spread of SBLP, while it has a positive impact on MFI penetration, hence indicating the policy of exclusion being adhered to by the formal financial system especially towards the poor. However, MFIs seem to be working as substitute mechanisms to banks to fill the gap. The findings of the study are a pointer towards enhancing financial literacy, non-farm activities, rural bank penetration and containing loan default for achieving greater microfinance prevalence.

Keywords: bank penetration, literacy rate, microfinance, primary sector share, rural non-farm activities, rural poverty

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7189 Proficient Estimation Procedure for a Rare Sensitive Attribute Using Poisson Distribution

Authors: S. Suman, G. N. Singh

Abstract:

The present manuscript addresses the estimation procedure of population parameter using Poisson probability distribution when characteristic under study possesses a rare sensitive attribute. The generalized form of unrelated randomized response model is suggested in order to acquire the truthful responses from respondents. The resultant estimators have been proposed for two situations when the information on an unrelated rare non-sensitive characteristic is known as well as unknown. The properties of the proposed estimators are derived, and the measure of confidentiality of respondent is also suggested for respondents. Empirical studies are carried out in the support of discussed theory.

Keywords: Poisson distribution, randomized response model, rare sensitive attribute, non-sensitive attribute

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7188 Relevancy Measures of Errors in Displacements of Finite Elements Analysis Results

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

Abstract:

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

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

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7187 Statistical Analysis of Cables in Long-Span Cable-Stayed Bridges

Authors: Ceshi Sun, Yueyu Zhao, Yaobing Zhao, Zhiqiang Wang, Jian Peng, Pengxin Guo

Abstract:

With the rapid development of transportation, there are more than 100 cable-stayed bridges with main span larger than 300 m in China. In order to ascertain the statistical relationships among the design parameters of stay cables and their distribution characteristics, 1500 cables were selected from 25 practical long-span cable-stayed bridges. A new relationship between the first order frequency and the length of cable was found by conducting the curve fitting. Then, based on this relationship other interesting relationships were deduced. Several probability density functions (PDFs) were used to investigate the distributions of the parameters of first order frequency, stress level and the Irvine parameter. It was found that these parameters obey the Lognormal distribution, the Weibull distribution and the generalized Pareto distribution, respectively. Scatter diagrams of the three parameters were plotted and their 95% confidence intervals were also investigated.

Keywords: cable, cable-stayed bridge, long-span, statistical analysis

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7186 Calibration of the Radical Installation Limit Error of the Accelerometer in the Gravity Gradient Instrument

Authors: Danni Cong, Meiping Wu, Xiaofeng He, Junxiang Lian, Juliang Cao, Shaokuncai, Hao Qin

Abstract:

Gravity gradient instrument (GGI) is the core of the gravity gradiometer, so the structural error of the sensor has a great impact on the measurement results. In order not to affect the aimed measurement accuracy, limit error is required in the installation of the accelerometer. In this paper, based on the established measuring principle model, the radial installation limit error is calibrated, which is taken as an example to provide a method to calculate the other limit error of the installation under the premise of ensuring the accuracy of the measurement result. This method provides the idea for deriving the limit error of the geometry structure of the sensor, laying the foundation for the mechanical precision design and physical design.

Keywords: gravity gradient sensor, radial installation limit error, accelerometer, uniaxial rotational modulation

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7185 Survival and Hazard Maximum Likelihood Estimator with Covariate Based on Right Censored Data of Weibull Distribution

Authors: Al Omari Mohammed Ahmed

Abstract:

This paper focuses on Maximum Likelihood Estimator with Covariate. Covariates are incorporated into the Weibull model. Under this regression model with regards to maximum likelihood estimator, the parameters of the covariate, shape parameter, survival function and hazard rate of the Weibull regression distribution with right censored data are estimated. The mean square error (MSE) and absolute bias are used to compare the performance of Weibull regression distribution. For the simulation comparison, the study used various sample sizes and several specific values of the Weibull shape parameter.

Keywords: weibull regression distribution, maximum likelihood estimator, survival function, hazard rate, right censoring

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7184 Convergence of Generalized Jacobi, Gauss-Seidel and Successive Overrelaxation Methods for Various Classes of Matrices

Authors: Manideepa Saha, Jahnavi Chakrabarty

Abstract:

Generalized Jacobi (GJ) and Generalized Gauss-Seidel (GGS) methods are most effective than conventional Jacobi and Gauss-Seidel methods for solving linear system of equations. It is known that GJ and GGS methods converge for strictly diagonally dominant (SDD) and for M-matrices. In this paper, we study the convergence of GJ and GGS converge for symmetric positive definite (SPD) matrices, L-matrices and H-matrices. We introduce a generalization of successive overrelaxation (SOR) method for solving linear systems and discuss its convergence for the classes of SDD matrices, SPD matrices, M-matrices, L-matrices and for H-matrices. Advantages of generalized SOR method are established through numerical experiments over GJ, GGS, and SOR methods.

Keywords: convergence, Gauss-Seidel, iterative method, Jacobi, SOR

Procedia PDF Downloads 158
7183 Tests for Zero Inflation in Count Data with Measurement Error in Covariates

Authors: Man-Yu Wong, Siyu Zhou, Zhiqiang Cao

Abstract:

In quality of life, health service utilization is an important determinant of medical resource expenditures on Colorectal cancer (CRC) care, a better understanding of the increased utilization of health services is essential for optimizing the allocation of healthcare resources to services and thus for enhancing the service quality, especially for high expenditure on CRC care like Hong Kong region. In assessing the association between the health-related quality of life (HRQOL) and health service utilization in patients with colorectal neoplasm, count data models can be used, which account for over dispersion or extra zero counts. In our data, the HRQOL evaluation is a self-reported measure obtained from a questionnaire completed by the patients, misreports and variations in the data are inevitable. Besides, there are more zero counts from the observed number of clinical consultations (observed frequency of zero counts = 206) than those from a Poisson distribution with mean equal to 1.33 (expected frequency of zero counts = 156). This suggests that excess of zero counts may exist. Therefore, we study tests for detecting zero-inflation in models with measurement error in covariates. Method: Under classical measurement error model, the approximate likelihood function for zero-inflation Poisson regression model can be obtained, then Approximate Maximum Likelihood Estimation(AMLE) can be derived accordingly, which is consistent and asymptotically normally distributed. By calculating score function and Fisher information based on AMLE, a score test is proposed to detect zero-inflation effect in ZIP model with measurement error. The proposed test follows asymptotically standard normal distribution under H0, and it is consistent with the test proposed for zero-inflation effect when there is no measurement error. Results: Simulation results show that empirical power of our proposed test is the highest among existing tests for zero-inflation in ZIP model with measurement error. In real data analysis, with or without considering measurement error in covariates, existing tests, and our proposed test all imply H0 should be rejected with P-value less than 0.001, i.e., zero-inflation effect is very significant, ZIP model is superior to Poisson model for analyzing this data. However, if measurement error in covariates is not considered, only one covariate is significant; if measurement error in covariates is considered, only another covariate is significant. Moreover, the direction of coefficient estimations for these two covariates is different in ZIP regression model with or without considering measurement error. Conclusion: In our study, compared to Poisson model, ZIP model should be chosen when assessing the association between condition-specific HRQOL and health service utilization in patients with colorectal neoplasm. and models taking measurement error into account will result in statistically more reliable and precise information.

Keywords: count data, measurement error, score test, zero inflation

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7182 Improvement of Parallel Compressor Model in Dealing Outlet Unequal Pressure Distribution

Authors: Kewei Xu, Jens Friedrich, Kevin Dwinger, Wei Fan, Xijin Zhang

Abstract:

Parallel Compressor Model (PCM) is a simplified approach to predict compressor performance with inlet distortions. In PCM calculation, it is assumed that the sub-compressors’ outlet static pressure is uniform and therefore simplifies PCM calculation procedure. However, if the compressor’s outlet duct is not long and straight, such assumption frequently induces error ranging from 10% to 15%. This paper provides a revised calculation method of PCM that can correct the error. The revised method employs energy equation, momentum equation and continuity equation to acquire needed parameters and replace the equal static pressure assumption. Based on the revised method, PCM is applied on two compression system with different blades types. The predictions of their performance in non-uniform inlet conditions are yielded through the revised calculation method and are employed to evaluate the method’s efficiency. Validating the results by experimental data, it is found that although little deviation occurs, calculated result agrees well with experiment data whose error ranges from 0.1% to 3%. Therefore, this proves the revised calculation method of PCM possesses great advantages in predicting the performance of the distorted compressor with limited exhaust duct.

Keywords: parallel compressor model (pcm), revised calculation method, inlet distortion, outlet unequal pressure distribution

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7181 Honey Bee (Apis Mellifera) Drone Flight Behavior Revealed by Radio Frequency Identification: Short Trips That May Help Drones Survey Weather Conditions

Authors: Vivian Wu

Abstract:

During the mating season, honeybee drones make mating fights to congregation areas where they face fierce competition to mate with a queen. Drones have developed distinct anatomical and functional features in order to optimize their chances of success. Flight activities of western honeybee (Apis mellifera) drones and foragers were monitored using radio frequency identification (RFID) to test if drones have also developed distinct flight behaviors. Drone flight durations showed a bimodal distribution dividing the flights into short flights and long flights while forager flight durations showed a left-skewed unimodal distribution. Interestingly, the short trips occurred prior to the long trips on a daily basis. The first trips of the day the drones made were primarily short trips, and the distribution significantly shifted to long trips as the drones made more trips. In contrast, forager trips showed no such shift of distribution. In addition, drones made short trips but no long mating trips on days associated with a significant drop in temperature and increase of clouds compared to the previous day. These findings suggest that drones may have developed a unique flight behavior making short trips first to survey the weather conditions before flying out to the congregation area to pursue a successful mating.

Keywords: apis mellifera, drone, flight behavior, weather, RFID

Procedia PDF Downloads 60
7180 High Capacity Reversible Watermarking through Interpolated Error Shifting

Authors: Hae-Yeoun Lee

Abstract:

Reversible watermarking that not only protects the copyright but also preserve the original quality of the digital content have been intensively studied. In particular, the demand for reversible watermarking has increased. In this paper, we propose a reversible watermarking scheme based on interpolation-error shifting and error precompensation. The intensity of a pixel is interpolated from the intensities of neighbouring pixels, and the difference histogram between the interpolated and the original intensities is obtained and modified to embed the watermark message. By restoring the difference histogram, the embedded watermark is extracted and the original image is recovered by compensating for the interpolation error. The overflow and underflow are prevented by error precompensation. To show the performance of the method, the proposed algorithm is compared with other methods using various test images.

Keywords: reversible watermarking, high capacity, high quality, interpolated error shifting, error precompensation

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7179 Characterization of Probability Distributions through Conditional Expectation of Pair of Generalized Order Statistics

Authors: Zubdahe Noor, Haseeb Athar

Abstract:

In this article, first a relation for conditional expectation is developed and then is used to characterize a general class of distributions F(x) = 1-e^(-ah(x)) through conditional expectation of difference of pair of generalized order statistics. Some results are reduced for particular cases. In the end, a list of distributions is presented in the form of table that are compatible with the given general class.

Keywords: generalized order statistics, order statistics, record values, conditional expectation, characterization

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7178 A Proposed Mechanism for Skewing Symmetric Distributions

Authors: M. T. Alodat

Abstract:

In this paper, we propose a mechanism for skewing any symmetric distribution. The new distribution is called the deflation-inflation distribution (DID). We discuss some statistical properties of the DID such moments, stochastic representation, log-concavity. Also we fit the distribution to real data and we compare it to normal distribution and Azzlaini's skew normal distribution. Numerical results show that the DID fits the the tree ring data better than the other two distributions.

Keywords: normal distribution, moments, Fisher information, symmetric distributions

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7177 Downside Risk Analysis of the Nigerian Stock Market: A Value at Risk Approach

Authors: Godwin Chigozie Okpara

Abstract:

This paper using standard GARCH, EGARCH, and TARCH models on day of the week return series (of 246 days) from the Nigerian Stock market estimated the model variants’ VaR. An asymmetric return distribution and fat-tail phenomenon in financial time series were considered by estimating the models with normal, student t and generalized error distributions. The analysis based on Akaike Information Criterion suggests that the EGARCH model with student t innovation distribution can furnish more accurate estimate of VaR. In the light of this, we apply the likelihood ratio tests of proportional failure rates to VaR derived from EGARCH model in order to determine the short and long positions VaR performances. The result shows that as alpha ranges from 0.05 to 0.005 for short positions, the failure rate significantly exceeds the prescribed quintiles while it however shows no significant difference between the failure rate and the prescribed quantiles for long positions. This suggests that investors and portfolio managers in the Nigeria stock market have long trading position or can buy assets with concern on when the asset prices will fall. Precisely, the VaR estimates for the long position range from -4.7% for 95 percent confidence level to -10.3% for 99.5 percent confidence level.

Keywords: downside risk, value-at-risk, failure rate, kupiec LR tests, GARCH models

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7176 A Case of Generalized Anxiety Disorder (GAD)

Authors: Muhammad Zeeshan

Abstract:

This case study is about a 54 years man named Mr. U, referred to Capital Hospital, Islamabad, with the presenting complaints of Generalized Anxiety Disorder (GAD). Contrary to his complaints, the client reported psychological symptoms such as restlessness, low mood and fear of darkness and fear from closed places from the last 30 days. He also had a fear of death and his existence in the grave. His sleep was also disturbed due to excessive urination due to diabetes. He was also suffering from semantic symptoms such as headache, numbness of feet and pain in the chest and blockage of the nose. A complete history was taken and informal assessment (clinical interview and MSE) and formal testing (BAI) was applied that showed the clear diagnosis of Generalized Anxiety Disorder. CBT, relaxation techniques, prayer chart and behavioural techniques were applied for the treatment purposes.

Keywords: generalized anxiety disorder, presenting complaints, formal and informal assessment, diagnosis

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7175 Estimation of Rare and Clustered Population Mean Using Two Auxiliary Variables in Adaptive Cluster Sampling

Authors: Muhammad Nouman Qureshi, Muhammad Hanif

Abstract:

Adaptive cluster sampling (ACS) is specifically developed for the estimation of highly clumped populations and applied to a wide range of situations like animals of rare and endangered species, uneven minerals, HIV patients and drug users. In this paper, we proposed a generalized semi-exponential estimator with two auxiliary variables under the framework of ACS design. The expressions of approximate bias and mean square error (MSE) of the proposed estimator are derived. Theoretical comparisons of the proposed estimator have been made with existing estimators. A numerical study is conducted on real and artificial populations to demonstrate and compare the efficiencies of the proposed estimator. The results indicate that the proposed generalized semi-exponential estimator performed considerably better than all the adaptive and non-adaptive estimators considered in this paper.

Keywords: auxiliary information, adaptive cluster sampling, clustered populations, Hansen-Hurwitz estimation

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7174 Forecast of the Small Wind Turbines Sales with Replacement Purchases and with or without Account of Price Changes

Authors: V. Churkin, M. Lopatin

Abstract:

The purpose of the paper is to estimate the US small wind turbines market potential and forecast the small wind turbines sales in the US. The forecasting method is based on the application of the Bass model and the generalized Bass model of innovations diffusion under replacement purchases. In the work an exponential distribution is used for modeling of replacement purchases. Only one parameter of such distribution is determined by average lifetime of small wind turbines. The identification of the model parameters is based on nonlinear regression analysis on the basis of the annual sales statistics which has been published by the American Wind Energy Association (AWEA) since 2001 up to 2012. The estimation of the US average market potential of small wind turbines (for adoption purchases) without account of price changes is 57080 (confidence interval from 49294 to 64866 at P = 0.95) under average lifetime of wind turbines 15 years, and 62402 (confidence interval from 54154 to 70648 at P = 0.95) under average lifetime of wind turbines 20 years. In the first case the explained variance is 90,7%, while in the second - 91,8%. The effect of the wind turbines price changes on their sales was estimated using generalized Bass model. This required a price forecast. To do this, the polynomial regression function, which is based on the Berkeley Lab statistics, was used. The estimation of the US average market potential of small wind turbines (for adoption purchases) in that case is 42542 (confidence interval from 32863 to 52221 at P = 0.95) under average lifetime of wind turbines 15 years, and 47426 (confidence interval from 36092 to 58760 at P = 0.95) under average lifetime of wind turbines 20 years. In the first case the explained variance is 95,3%, while in the second –95,3%.

Keywords: bass model, generalized bass model, replacement purchases, sales forecasting of innovations, statistics of sales of small wind turbines in the United States

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7173 Generalized Dirac oscillators Associated to Non-Hermitian Quantum Mechanical Systems

Authors: Debjit Dutta, P. Roy, O. Panella

Abstract:

In recent years, non Hermitian interaction in non relativistic as well as relativistic quantum mechanics have been examined from various aspect. We can observe interesting fact that for such systems a class of potentials, namely the PT symmetric and η-pseudo Hermitian admit real eigenvalues despite being non Hermitian and analogues of those system have been experimentally verified. Point to be noted that relativistic non Hermitian (PT symmetric) interactions can be realized in optical structures and also there exists photonic realization of the (1 + 1) dimensional Dirac oscillator. We have thoroughly studied generalized Dirac oscillators with non Hermitian interactions in (1 + 1) dimensions. To be more specific, we have examined η pseudo Hermitian interactions within the framework of generalized Dirac oscillator in (1 + 1) dimensions. In particular, we have obtained a class of interactions which are η-pseudo Hermitian and the metric operator η could have been also found explicitly. It is possible to have exact solutions of the generalized Dirac oscillator for some choices of the interactions. Subsequently we have employed the mapping between the generalized Dirac oscillator and the Jaynes Cummings (JC) model by spin flip to obtain a class of exactly solvable non Hermitian JC as well as anti Jaynes Cummings (AJC) type models.

Keywords: Dirac oscillator, non-Hermitian quantum system, Hermitian, relativistic

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7172 Grating Scale Thermal Expansion Error Compensation for Large Machine Tools Based on Multiple Temperature Detection

Authors: Wenlong Feng, Zhenchun Du, Jianguo Yang

Abstract:

To decrease the grating scale thermal expansion error, a novel method which based on multiple temperature detections is proposed. Several temperature sensors are installed on the grating scale and the temperatures of these sensors are recorded. The temperatures of every point on the grating scale are calculated by interpolating between adjacent sensors. According to the thermal expansion principle, the grating scale thermal expansion error model can be established by doing the integral for the variations of position and temperature. A novel compensation method is proposed in this paper. By applying the established error model, the grating scale thermal expansion error is decreased by 90% compared with no compensation. The residual positioning error of the grating scale is less than 15um/10m and the accuracy of the machine tool is significant improved.

Keywords: thermal expansion error of grating scale, error compensation, machine tools, integral method

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7171 Random Analysis of Physical and Mechanical Characteristics of Superfine Animal Fibres

Authors: Sepehr Moradi

Abstract:

The physical and mechanical property parameters, inter-relation of key dimensional and distribution profile of raw Australia Superfine Merino Wool (ASFW) and Inner Mongolia Cashmere (IMC) fibres have been studied. The relationship between the properties of these fibres is assessed using fit transformation functions obtained through correlation coefficient analysis. ASFW and IMC fibre properties are found to be both positively skewed and asymmetric in nature. Whilst fibre diameter varies along its length and both ends have a tapering shape. The basic physical features, namely linear density, true local diameter, true length and breaking load are positively correlated while their tenacity is negatively correlated. The tenacity and true length follow a second order polynomial while the true local diameter is linearly correlated. Assessment of the diameter and length is sufficient to estimate the evaluation of quality for commercial grade ASFW and IMC fibres.

Keywords: Australia Superfine Merino Wool fibre, Inner Mongolia Cashmere fibre, distribution profile, physical properties

Procedia PDF Downloads 141