Search results for: time-homogeneous markov jump process

Authors: Leila Jafari, Viliam Makis, G. B. Akram Khaleghei

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In this paper, we present a maintenance model of a two-unit series system with economic dependence. Unit#1, which is considered to be more expensive and more important, is subject to condition monitoring (CM) at equidistant, discrete time epochs and unit#2, which is not subject to CM, has a general lifetime distribution. The multivariate observation vectors obtained through condition monitoring carry partial information about the hidden state of unit#1, which can be in a healthy or a warning state while operating. Only the failure state is assumed to be observable for both units. The objective is to find an optimal opportunistic maintenance policy minimizing the long-run expected average cost per unit time. The problem is formulated and solved in the partially observable semi-Markov decision process framework. An effective computational algorithm for finding the optimal policy and the minimum average cost is developed and illustrated by a numerical example.

Keywords: condition-based maintenance, semi-Markov decision process, multivariate Bayesian control chart, partially observable system, two-unit system

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Authors: Ceren Vardar Acar, Mine Caglar

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In finance, the price of a volatile asset can be modeled using fractional Brownian motion (fBm) with Hurst parameter H>1/2. The Black-Scholes model for the values of returns of an asset using fBm is given as, 〖Y_t=Y_0 e^((r+μ)t+σB)〗_t^H, 0≤t≤T where Y_0 is the initial value, r is constant interest rate, μ is constant drift and σ is constant diffusion coefficient of fBm, which is denoted by B_t^H where t≥0. Black-Scholes model can be constructed with some Markov processes such as Brownian motion. The advantage of modeling with fBm to Markov processes is its capability of exposing the dependence between returns. The real life data for a volatile asset display long-range dependence property. For this reason, using fBm is a more realistic model compared to Markov processes. Investors would be interested in any kind of information on the risk in order to manage it or hedge it. The maximum possible loss is one way to measure highest possible risk. Therefore, it is an important variable for investors. In our study, we give some theoretical bounds on the distribution of maximum possible loss of fBm. We provide both asymptotical and strong estimates for the tail probability of maximum loss of standard fBm and fBm with drift and diffusion coefficients. In the investment point of view, these results explain, how large values of possible loss behave and its bounds.

Keywords: maximum drawdown, maximum loss, fractional brownian motion, large deviation, Gaussian process

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Authors: Salah Alrabeei, Mohammad Yousuf

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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: integral differential equations, jump–diffusion model, American options, rational approximation

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Authors: Mahmoud E. Mohamed, Ahmed F. Shalash, Hanan A. Kamal

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In communication systems, frequency jump is a serious problem caused by the oscillators used. Kalman filters are used to detect that jump, Despite the tradeoff between the noise level and the speed of the detection. In this paper, An improvement is introduced in the Kalman filter, Through a nonlinear change in the bandwidth of the filter. Simulation results show a considerable improvement in the filter speed with a very low noise level. Additionally, The effect on the response to false alarms is also presented and false alarm rate show improvement.

Keywords: Kalman filter, innovation, false detection, improvement

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Authors: Yoonjung An, Yongtae Park

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Knowledge flows are a critical source of faster technological progress and stouter economic growth. Knowledge flows have been accelerated dramatically with the establishment of a patent system in which each patent is required by law to disclose sufficient technical information for the invention to be recreated. Patent analysis, thus, has been widely used to help investigate technological knowledge flows. However, the existing research is limited in terms of both subject and approach. Particularly, in most of the previous studies, business method (BM) patents were not covered although they are important drivers of knowledge flows as other patents. In addition, these studies usually focus on the static analysis of knowledge flows. Some use approaches that incorporate the time dimension, yet they still fail to trace a true dynamic process of knowledge flows. Therefore, we investigate dynamic patterns of knowledge flows driven by BM patents using a Hidden Markov Model (HMM). An HMM is a popular statistical tool for modeling a wide range of time series data, with no general theoretical limit in regard to statistical pattern classification. Accordingly, it enables characterizing knowledge patterns that may differ by patent, sector, country and so on. We run the model in sets of backward citations and forward citations to compare the patterns of knowledge utilization and knowledge dissemination.

Keywords: business method patents, dynamic pattern, Hidden-Markov Model, knowledge flow

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Authors: Victoria Goodall, Paul Fatti, Norman Owen-Smith

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Hidden Markov Models have become popular for the analysis of animal tracking data. These models are being used to model the movements of a variety of species in many areas around the world. A common assumption of the model is that the observations need to have regular time steps. In many ecological studies, this will not be the case. The objective of the research is to modify the movement model to allow for irregularly spaced locations and investigate the effect on the inferences which can be made about the latent states. A modification of the likelihood function to allow for these irregular spaced locations is investigated, without using interpolation or averaging the movement rate. The suitability of the modification is investigated using GPS tracking data for lion (Panthera leo) in South Africa, with many observations obtained during the night, and few observations during the day. Many nocturnal predator tracking studies are set up in this way, to obtain many locations at night when the animal is most active and is difficult to observe. Few observations are obtained during the day, when the animal is expected to rest and is potentially easier to observe. Modifying the likelihood function allows the popular Hidden Markov Model framework to be used to model these irregular spaced locations, making use of all the observed data.

Keywords: hidden Markov Models, irregular observations, animal movement modelling, nocturnal predator

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Authors: Surajit Chakrabarty, Piyush Chauhan, Subhasis Panda, Sujoy Bhattacharya

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A large proportion of roads in India are not well maintained as per the laid down public safety guidelines leading to loss of direction control and fatal accidents. We propose a technique to detect speed breakers and potholes using mobile sensor data captured from multiple vehicles and provide a profile of the road. This would, in turn, help in monitoring roads and revolutionize digital maps. Incorporating randomness in the model formulation for detection of speed breakers and potholes is crucial due to substantial heterogeneity observed in data obtained using a mobile application from multiple vehicles driven by different drivers. This is accomplished with Hidden Markov Models, whose hidden state sequence is found for each time step given the observables sequence, and are then fed as input to LSTM network with peephole connections. A precision score of 0.96 and 0.63 is obtained for classifying bumps and potholes, respectively, a significant improvement from the machine learning based models. Further visualization of bumps/potholes is done by converting time series to images using Markov Transition Fields where a significant demarcation among bump/potholes is observed.

Keywords: deep learning, hidden Markov model, pothole, speed breaker

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Authors: G. N. Srinivas, K. Raju

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This paper presents Markov processes for determining the reliability indices of distribution system. The continuous Markov modeling is applied to a complex radial distribution system and electrical equivalent circuits are developed for the modeling. In general PSPICE is being used for electrical and electronic circuits and various applications of power system like fault analysis, transient analysis etc. In this paper, the SPICE modeling equivalent circuits which are developed are applied in a novel way to Distribution System reliability analysis. These circuits are simulated using PSPICE software to obtain the state probabilities, the basic and performance indices. Thus the basic indices and the performance indices obtained by this method are compared with those obtained by FMEA technique. The application of the concepts presented in this paper are illustrated and analyzed for IEEE-Roy Billinton Test System (RBTS).

Keywords: distribution system, Markov Model, reliability indices, spice simulation

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Authors: Giriraj Achari, Malay Bhattacharyya

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In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.

Keywords: Copula, Markov Switching, multifractal, value-at-risk

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Authors: Che Hsiu Chen, Su Yun Chen, Hon Wen Cheng

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Greater core stability may benefit sports performance by providing a foundation for greater force production in the upper and lower extremities. Core stability exercises on instability device (such as the TRX suspension systems) were found to be able to induce higher core muscle activity than performing on a stable surface. However, high intensity interval TRX suspension exercises training on sport performances remain unclear. The purpose of this study was to examine whether high intensity TRX suspension training could improve sport performance. Twenty-four healthy university female students (age 19.0 years, height 157.9 cm, body mass 51.3 kg, fat mass 25.2 %) were voluntarily participated in this study. After a familiarization session, each participant underwent five suspension exercises (e.g., hip abduction in plank alternative, hamstring curl, 45-degree row, lunge and oblique crunch). Each type of exercise was performed for 30 seconds, followed by 30 seconds break, two times per week for eight weeks while each exercise session was increased by 10 seconds every week. The results showed that the fat mass (about 12.92%) decreased significantly, sit and reach test (9%), 1 minute sit-up test (17.5%), standing broad jump (4.8%), physical fitness index (10.3%) increased significantly after 8-week high intensity TRX suspension training. Hence, eight weeks of high intensity interval TRX suspension exercises training can improve hamstring flexibility, trunk endurance, jump ability, aerobic fitness and fat mass percentage decreased substantially.

Keywords: core endurance, jump, flexibility, cardiovascular fitness

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Authors: Seyedvahid Najafi, Viliam Makis

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In recent years, maintenance optimization has attracted special attention due to the growth of industrial systems complexity. Maintenance costs are high for many systems, and preventive maintenance is effective when it increases operations' reliability and safety at a reduced cost. The novelty of this research is to consider general repair in the modeling of multi-unit series systems and solve the maintenance problem for such systems using the semi-Markov decision process (SMDP) framework. We propose an opportunistic maintenance policy for a series system composed of two main units. Unit 1, which is more expensive than unit 2, is subjected to condition monitoring, and its deterioration is modeled using a gamma process. Unit 1 hazard rate is estimated by the proportional hazards model (PHM), and two hazard rate control limits are considered as the thresholds of maintenance interventions for unit 1. Maintenance is performed on unit 2, considering an age control limit. The objective is to find the optimal control limits and minimize the long-run expected average cost per unit time. The proposed algorithm is applied to a numerical example to compare the effectiveness of the proposed policy (policy Ⅰ) with policy Ⅱ, which is similar to policy Ⅰ, but instead of general repair, replacement is performed. Results show that policy Ⅰ leads to lower average cost compared with policy Ⅱ. 

Keywords: condition-based maintenance, proportional hazards model, semi-Markov decision process, two-unit series systems

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Authors: Salah Alrabeei, Mohammad Yousuf

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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, , L-stable methods, pricing European options, Jump–diffusion model

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Authors: S. Bouhouche, R. Drai, J. Bast

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This paper is concerned with a method for uncertainty evaluation of steel sample content using X-Ray Fluorescence method. The considered method of analysis is a comparative technique based on the X-Ray Fluorescence; the calibration step assumes the adequate chemical composition of metallic analyzed sample. It is proposed in this work a new combined approach using the Kalman Filter and Markov Chain Monte Carlo (MCMC) for uncertainty estimation of steel content analysis. The Kalman filter algorithm is extended to the model identification of the chemical analysis process using the main factors affecting the analysis results; in this case, the estimated states are reduced to the model parameters. The MCMC is a stochastic method that computes the statistical properties of the considered states such as the probability distribution function (PDF) according to the initial state and the target distribution using Monte Carlo simulation algorithm. Conventional approach is based on the linear correlation, the uncertainty budget is established for steel Mn(wt%), Cr(wt%), Ni(wt%) and Mo(wt%) content respectively. A comparative study between the conventional procedure and the proposed method is given. This kind of approaches is applied for constructing an accurate computing procedure of uncertainty measurement.

Keywords: Kalman filter, Markov chain Monte Carlo, x-ray fluorescence calibration and testing, steel content measurement, uncertainty measurement

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Authors: Ramanpreet Kaur, Upasana Sharma

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The purpose of this paper is to address the challenges facing the water supply for the Machine Learning Database (MLDB) system at the piston foundry plant. In the MLDB system, one main unit, i.e., robotic, is connected by two sub-units. The functioning of the system depends on the robotic and water supply. Lack of water supply causes system failure. The system operates at full capacity with the help of two sub-units. If one sub-unit fails, the system runs at a low capacity. Reliability modeling is performed using semi-Markov processes and regenerative point techniques. Several system effects such as mean time to system failure, availability at full capacity, availability at reduced capacity, busy period for repair and expected number of visits have been achieved. Benefits have been analyzed. The graphical study is designed for a specific case using programming in C++ and MS Excel.

Keywords: MLDB system, robotic, semi-Markov process, regenerative point technique

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Authors: Irina A. Gudkova, Yousra Demigha

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Scientific research is moving more and more towards the study of complex systems in several areas of economics, biology physics, and computer science. In this paper, we will work on complex systems in communication networks, Wireless Sensor Networks (WSN) that are considered as stochastic systems composed of interacting entities. The current advancements of the sensing in computing and communication systems is an investment ground for research in several tracks. A detailed presentation was made for the WSN, their use, modeling, different problems that can occur in their application and some solutions. The main goal of this work reintroduces the idea of mean field method since it is a powerful technique to solve this type of models especially systems that evolve according to a Continuous Time Markov Chain (CTMC). Modeling of a CTMC has been focused; we obtained a large system of interacting Continuous Time Markov Chain with population entities. The main idea was to work on one entity and replace the others with an average or effective interaction. In this context to make the solution easier, we consider a wireless sensor network as a multi-body problem and we reduce it to one body problem. The method was applied to a system of WSN modeled as a Markovian queue showing the results of the used technique.

Keywords: Continuous-Time Markov Chain, Hidden Markov Chain, mean field method, Wireless sensor networks

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Authors: Mohamadreza Hatefi, Malihe Hadadnezhad

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It is well established that jump-landing-related biomechanical deficiencies, such as dynamic knee valgus (DKV), can be improved by using various forms of feedback; However, the effectiveness of these interventions synchronously on athletes' jumping performance remains unknown. Twenty-one recreational athletes with DKV performed countermovement jump (CMJ) and drop vertical jump (DVJ) tasks before and after feedback intervention while the kinematic, force plate and electromyography data of the lower extremity were synchronously captured. The athletes’ jumping performance was calculated by using the reactive strength index-modified (RSIₘₒ𝒹). The athletes at the post-intervention exhibited significantly less hip adduction and more tibial internal rotation during both CMJ and DVJ tasks and maximum knee flexion just during DVJ task. Moreover, athletes exhibited increased time to take-off and consequently decreased RSIₘₒ𝒹 during DVJ task, but no difference was observed in CMJ task. Feedback immediately improved DKV without disturbing the athletes’ jumping height during both tasks, But athletes exhibited increased time to take-off and consequently decreased RSIₘₒ𝒹 only during DVJ task, which suggests that the results may differ according to the nature of jumping task. Nevertheless, the effectiveness of landing-related biomechanical deficiencies improvement on athletes' jumping performance must be investigated in the long-term as a new movement pattern.

Keywords: reactive strength index, feedback, biomechanics, dynamic knee valgus

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Authors: Ahmed Al-Adaileh

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Renewable energy sources, domestic storage systems, controllable loads and machine learning technologies will be key components of future smart homes management systems. An energy management scheme that uses a Deep Learning (DL) approach to support the smart home management systems, which consist of a standalone photovoltaic system, storage unit, heating ventilation air-conditioning system and a set of conventional and smart appliances, is presented. The objective of the proposed scheme is to apply DL-based machine learning to predict various running parameters within a smart home's environment to achieve maximum comfort levels for occupants, reduced electricity bills, and less dependency on the public grid. The problem is using Reinforcement learning, where decisions are taken based on applying the Continuous-time Markov Decision Process. The main contribution of this research is the proposed framework that applies DL to enhance the system's supervised dataset to offer unlimited chances to effectively support smart home systems. A case study involving a set of conventional and smart appliances with dedicated processing units in an inhabited building can demonstrate the validity of the proposed framework. A visualization graph can show "before" and "after" results.

Keywords: smart homes systems, machine learning, deep learning, Markov Decision Process

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Authors: Omolade Adeleke, Jonathan Olusegun Famoroti

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This study empirically examined the monetary policy and economic growth in the classical cycles in 8 member countries of the West African Economic and Monetary Union (WAEMU), using the Markov switching model for the Two-phase Regime, covering the period 1980Q1 to 2020Q4. Our estimates suggest that these countries demonstrate to have similar business cycles, and the economies stay more in an expansion regime than a recession regime. The result further shows that the union has an average duration period of 3.1 and 15.9 quarters for contraction and expansion periods, respectively. The business cycle duration, on average, suggests 19 quarters, varying from country to country. Therefore, the formulation of policies that can enhance aggregate demand by member countries in the union is an antidote for recession and is necessary to drive the economy into equilibrium. Also, a low-interest rate and reduced inflation rate would ginger long-run economic growth.

Keywords: monetary policy, business cycle, economic growth, Markov switching

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Authors: Mounia El Hafyani, Khalid El Himdi

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Precipitation is one of the key variables in water resource planning. The importance of modeling wet and dry durations is a crucial pointer in engineering hydrology. The objective of this study is to model and analyze the distribution of wet and dry durations. For this purpose, the daily rainfall data from 1967 to 2017 of the Moroccan city of Kenitra’s station are used. Three models are implemented for the distribution of wet and dry durations, namely the first-order Markov chain, the second-order Markov chain, and the truncated negative binomial law. The adherence of the data to the proposed models is evaluated using Chi-square and Kolmogorov-Smirnov tests. The Akaike information criterion is applied to assess the most effective model distribution. We go further and study the law of the number of wet and dry days among k consecutive days. The calculation of this law is done through an algorithm that we have implemented based on conditional laws. We complete our work by comparing the observed moments of the numbers of wet/dry days among k consecutive days to the calculated moment of the three estimated models. The study shows the effectiveness of our approach in modeling wet and dry durations of daily precipitation.

Keywords: Markov chain, rainfall, truncated negative binomial law, wet and dry durations

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Authors: Oscar Rubiano, Oscar Ortiz, Natalia Morales, Lida Alfonso, Johana Alvarado, Adriana Gutierrez, Daniel Botero

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Athletes who usually use protein supplements, are those who practice strength and power sports, whose goal is to achieve a large muscle mass. However, it has also been explored in sports or endurance activities such as cycling, and where despite requiring high power, prominent muscle development can impede good competitive performance due to the determinant of body mass for good performance of the athlete body. This research shows, the effect with protein supplements establishes a protein - muscle mass ratio, although in a lesser proportion the relationship between protein types and muscle power. Thus, we intend to explore as a first approximation, the behavior of muscle power in lower limbs after the intake of two protein supplements from different sources. The aim of the study was to describe the behavior of muscle power in lower limbs after the consumption of animal protein (AP) and vegetable protein (VP) in four route cyclists from 18 to 20 years of the Bogota cycling league. The methodological design of this study is quantitative, with a non-probabilistic sampling, based on a pre-experimental model. The jumping power was evaluated before and after the intervention by means of the squat jump test (SJ), Counter movement jump (CMJ) and Abalacov (AB). Cyclists consumed a drink with whey protein and a soy isolate after training four times a week for three months. The amount of protein in each cyclist, was calculated according to body weight (0.5 g / kg of muscle mass). The results show that subjects who consumed PV improved muscle strength and landing strength. In contrast, the power and landing force decreased for subjects who consumed PA. For the group that consumed PV, the increase was positive at 164.26 watts, 135.70 watts and 33.96 watts for the AB, SJ and CMJ jumps respectively. While for PA, the differences of the medians were negative at -32.29 watts, -82.79 watts and -143.86 watts for the AB, SJ and CMJ jumps respectively. The differences of the medians in the AB jump were positive for both the PV (121.61 Newton) and PA (454.34 Newton) cases, however, the difference was greater for PA. For the SJ jump, the difference for the PA cases was 371.52 Newton, while for the PV cases the difference was negative -448.56 Newton, so the difference was greater in the SJ jump for PA. In jump CMJ, the differences of the medians were negative for the cases of PA and PV, being -7.05 for PA and - 958.2 for PV. So the difference was greater for PA. The conclusion of this study shows that serum protein supplementation showed no improvement in muscle power in the lower limbs of the cyclists studied, which could suggest that whey protein does not have a beneficial effect on performance in terms of power, either, showed an impact on body composition. In contrast, supplementation with soy isolate showed positive effects on muscle power, body.

Keywords: animal protein (AP), muscle power, supplements, vegetable protein (VP)

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Authors: G. Sarwar, C. Mateus, N. Todorovic

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The paper examines the asymmetries in size, value and momentum premium over the economic cycles in the UK and their macroeconomic determinants. Using Markov switching approach we find clear evidence of cyclical variations of the three premiums, most noticeably variations in size premium. We associate Markov switching regime 1 with economic upturn and regime 2 with economic downturn as per OECD’s Composite Leading Indicator. The macroeconomic indicators prompting such cyclicality the most are interest rates, term structure and credit spread. The role of GDP growth, money supply and inflation is less pronounced in our sample.

Keywords: macroeconomic determinants, Markorv Switching, size, value

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Authors: Autcha Araveeporn

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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

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Authors: Kuei-Yu Chien, Nai-Wen Kan, Wan-Chun Wu, Guo-Dong Ma, Shu-Chen Chen

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Purpose: The purpose of this study was to investigate the responses of systolic blood pressure (SBP), diastolic blood pressure (DBP), heart rate (HR), rating of perceived exertion (RPE) and lactate following continued high-intensity interval exercise in water and on land. The results of studies can be an exercise program design reference for health care and fitness professionals. Method: A total of 20 volunteer postmenopausal women was included in this study. The inclusion criteria were: duration of menopause > 1 year; and sedentary lifestyle, defined as engaging in moderate-intensity exercise less than three times per week, or less than 20 minutes per day. Participants need to visit experimental place three times. The first time visiting, body composition was performed and participant filled out the questionnaire. Participants were assigned randomly to the exercise environment (water or land) in second and third time visiting. Water exercise testing was under water of trochanter level. In continuing jump testing, each movement consisted 10-second maximum volunteer jump for two sets. 50% heart rate reserve dynamic resting (walking or running) for one minute was within each set. SBP, DBP, HR, RPE of whole body/thigh (RPEW/RPET) and lactate were performed at pre and post testing. HR, RPEW, and RPET were monitored after 1, 2, and 10 min of exercise testing. SBP and DBP were performed after 10 and 30 min of exercise testing. Results: The responses of SBP and DBP after exercise testing in water were higher than those on land. Lactate levels after exercise testing in water were lower than those on land. The responses of RPET were lower than those on land post exercise 1 and 2 minutes. The heart rate recovery in water was faster than those on land at post exercise 5 minutes. Conclusion: This study showed water interval jump exercise induces higher cardiovascular responses with lower RPE responses and lactate levels than on-land jumps exercise in postmenopausal women. Fatigue is one of the major reasons to obstruct exercise behavior. Jump exercise could enhance cardiorespiratory fitness, the lower-extremity power, strength, and bone mass. There are several health benefits to the middle to older adults. This study showed that water interval jumping could be more relaxed and not tried to reach the same land-based cardiorespiratory exercise intensity.

Keywords: interval exercise, power, recovery, fatigue

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Authors: Sameh Abaza, Mohamed Ibrahim, Tarek Mahmoud

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Due to the development in the digital image processing, its wide use in many applications such as medical, security, and others, the need for more accurate techniques that are reliable, fast and robust is vehemently demanded. In the field of security, in particular, speed is of the essence. In this paper, a pattern recognition technique that is based on the use of Hidden Markov Model (HMM), K-means and the Sobel operator method is developed. The proposed technique is proved to be fast with respect to some other techniques that are investigated for comparison. Moreover, it shows its capability of recognizing the normal face (center part) as well as face boundary.

Keywords: HMM, K-Means, Sobel, accuracy, face recognition

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Authors: Yangrae Cho, Jinseok Kim, Yongtae Park

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Mobile app service ecosystem has been abruptly emerged, explosively grown, and dynamically transformed. In contrast with product markets in which product sales directly cause increment in firm’s income, customer’s usage is less visible but more valuable in service market. Especially, the market situation with cutthroat competition in mobile app store makes securing and keeping of users as vital. Although a few service firms try to manage their apps’ usage patterns by fitting on S-curve or applying other forecasting techniques, the time series approaches based on past sequential data are subject to fundamental limitation in the market where customer’s attention is being moved unpredictably and dynamically. We therefore propose a new conceptual approach for detecting usage pattern of mobile app service with Hidden Markov Model (HMM) which is based on the dual stochastic structure and mainly used to clarify unpredictable and dynamic sequential patterns in voice recognition or stock forecasting. Our approach could be practically utilized for app service firms to manage their services’ lifecycles and academically expanded to other markets.

Keywords: mobile app service, usage pattern, Hidden Markov Model, pattern detection

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Authors: A. S. Grewal, R. S. Sangwan, Dharambir, Vikas Dhanda

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The purpose of this paper is to develop and analyze two reliability models for a system of non-identical firearms – one is standard firearm (called as original unit) and the other is a country-made firearm (called as duplicate /substandard unit). There is a single server who comes immediately to do inspection and repair whenever needed. On the failure of standard firearm, the server inspects the operative country-made firearm to see whether the unit is capable of performing the desired function well or not. If country-made firearm is not capable to do so, the operation of the system is stopped and server starts repair of the standard firearms immediately. However, no inspection is done at the failure of the country-made firearm as the country-made firearm alone is capable of performing the given task well. In model I, priority to repair the standard firearm is given in case system fails completely and country-made firearm is already under repair, whereas in model II there is no such priority. The failure and repair times of each unit are assumed to be independent and uncorrelated random variables. The distributions of failure time of the units are taken as negative exponential while that of repair and inspection times are general. By using semi-Markov process and regenerative point technique some econo-reliability measures are obtained. Graphs are plotted to compare the MTSF (mean time to system failure), availability and profit of the models for a particular case.

Keywords: non-identical firearms, inspection, priority to repair, semi-Markov process, regenerative point

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Authors: Archit Yajnik

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Part of Speech Tagging has always been a challenging task in the era of Natural Language Processing. This article presents POS tagging for Nepali text using Hidden Markov Model and Viterbi algorithm. From the Nepali text, annotated corpus training and testing data set are randomly separated. Both methods are employed on the data sets. Viterbi algorithm is found to be computationally faster and accurate as compared to HMM. The accuracy of 95.43% is achieved using Viterbi algorithm. Error analysis where the mismatches took place is elaborately discussed.

Keywords: hidden markov model, natural language processing, POS tagging, viterbi algorithm

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Authors: Huei Chu Weng, Chien-Hung Liu

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This paper presents a study on the effect of second-order slip and jump on forced convection through a long isothermally heated or cooled planar microchannel. The fully developed solutions of thermal flow fields are analytically obtained on the basis of the second-order Maxwell-Burnett slip and Smoluchowski jump boundary conditions. Results reveal that the second-order term in the Karniadakis slip boundary condition is found to contribute a negative velocity slip and then to lead to a higher pressure drop as well as a higher fluid temperature for the heated-wall case or to a lower fluid temperature for the cooled-wall case. These findings are contrary to predictions made by the Deissler model. In addition, the role of second-order slip becomes more significant when the Knudsen number increases.

Keywords: microfluidics, forced convection, gas rarefaction, second-order boundary conditions

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Authors: Tarik Ozmen

Abstract:

The soccer players need good dynamic balance and jumping performance for dribbling, crossing rival, and to be effective in high balls during soccer game. The quadriceps angle (Q-angle) is used to assess biomechanics of the patellofemoral joint in the musculoskeletal medicine. The Q angle is formed by the intersection of two lines drawing from the anterior superior iliac spine to the centre of the patella and to the midline of the tibia tuberosity. Studies have shown that the Q angle is inversely associated with quadriceps femoris strength. The purpose of this study was to investigate relationship between dynamic balance, jumping performance and Q-angle in soccer players. Thirty male soccer players (mean ± SD: age, 15.23 ± 0.56 years, height, 170 ± 8.37 cm, weight, 61.36 ± 6.04 kg) participated as volunteer in this study. Dynamic balance of the participants were evaluated at directions of anterior (A), posteromedial (PM) and posterolateral (PL) with Star Excursion Balance Test (SEBT). Each participant was instructed to reach as far as with the non-dominant leg in each of the 3 directions while maintaining dominant leg stance. Leg length was used to normalize excursion distances by dividing the distance reached by leg length and then multiplying the result by 100. The jumping performance was evaluated by squat jump using a contact mat. A universal (standard) goniometer was used to measure the Q angle in standing position. The Q angle was not correlated with directions of SEBT (A: p = 0.32, PM: p = 0.06, PL: p = 0.37). The squat jump height was not correlated with Q-angle (p = 0.21). The findings of this study suggest that there are no significant relationships between dynamic balance, jumping performance and Q-angle in soccer players. Further studies should investigate relationship between balance ability, athletic performance and Q-angle with larger sample size in soccer players.

Keywords: balance, jump height, Q angle, soccer

Procedia PDF Downloads 431

Authors: C. S. Subhashini, H. L. Premaratne

Abstract:

Landslides are the most recurrent and prominent disaster in Sri Lanka. Sri Lanka has been subjected to a number of extreme landslide disasters that resulted in a significant loss of life, material damage, and distress. It is required to explore a solution towards preparedness and mitigation to reduce recurrent losses associated with landslides. Artificial Neural Networks (ANNs) and Hidden Markov Model (HMMs) are now widely used in many computer applications spanning multiple domains. This research examines the effectiveness of using Artificial Neural Networks and Hidden Markov Model in landslides predictions and the possibility of applying the modern technology to predict landslides in a prominent geographical area in Sri Lanka. A thorough survey was conducted with the participation of resource persons from several national universities in Sri Lanka to identify and rank the influencing factors for landslides. A landslide database was created using existing topographic; soil, drainage, land cover maps and historical data. The landslide related factors which include external factors (Rainfall and Number of Previous Occurrences) and internal factors (Soil Material, Geology, Land Use, Curvature, Soil Texture, Slope, Aspect, Soil Drainage, and Soil Effective Thickness) are extracted from the landslide database. These factors are used to recognize the possibility to occur landslides by using an ANN and HMM. The model acquires the relationship between the factors of landslide and its hazard index during the training session. These models with landslide related factors as the inputs will be trained to predict three classes namely, ‘landslide occurs’, ‘landslide does not occur’ and ‘landslide likely to occur’. Once trained, the models will be able to predict the most likely class for the prevailing data. Finally compared two models with regards to prediction accuracy, False Acceptance Rates and False Rejection rates and This research indicates that the Artificial Neural Network could be used as a strong decision support system to predict landslides efficiently and effectively than Hidden Markov Model.

Keywords: landslides, influencing factors, neural network model, hidden markov model

Procedia PDF Downloads 362