Search results for: nonlinear estimation

Authors: Nattabhorn Leamcharaskul

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This study aims to examine determining factors of the dynamics of poverty in Thailand by using panel data of 3,567 households in 2007-2017. Four techniques of estimation are employed to analyze the situation of poverty across households and time periods: the multinomial logit model, the sequential logit model, the quantile regression model, and the difference in difference model. Households are categorized based on their experiences into 5 groups, namely chronically poor, falling into poverty, re-entering into poverty, exiting from poverty and never poor households. Estimation results emphasize the effects of demographic and socioeconomic factors as well as unexpected events on the economic status of a household. It is found that remittances have positive impact on household’s economic status in that they are likely to lower the probability of falling into poverty or trapping in poverty while they tend to increase the probability of exiting from poverty. In addition, not only receiving a secondary source of household income can raise the probability of being a never poor household, but it also significantly increases household income per capita of the chronically poor and falling into poverty households. Public work programs are recommended as an important tool to relieve household financial burden and uncertainty and thus consequently increase a chance for households to escape from poverty.

Keywords: difference in difference, dynamic, multinomial logit model, panel data, poverty, quantile regression, remittance, sequential logit model, Thailand, transfer

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Authors: Lamia Bourdache, Amar Djema

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The effect of non-Newtonian property (power law index n) on traveling waves of thin layer of power law fluid flowing over an inclined plane is investigated. For this, a simplified second-order two-equation model (SM) is used. The complete model is second-order four-equation (CM). It is derived by combining the weighted residual integral method and the lubrication theory. This is due to the fact that at the beginning of the instability waves, a very small number of waves is observed. Using a suitable set of test functions, second order terms are eliminated from the calculus so that the model is still accurate to the second order approximation. Linear, spatial, and temporal stabilities are studied. For travelling waves, a particular type of wave form that is steady in a moving frame, i.e., that travels at a constant celerity without changing its shape is studied. This type of solutions which are characterized by their celerity exists under suitable conditions, when the widening due to dispersion is balanced exactly by the narrowing effect due to the nonlinearity. Changing the parameter of celerity in some range allows exploring the entire spectrum of asymptotic behavior of these traveling waves. The (SM) model is converted into a three dimensional dynamical system. The result is that the model exhibits bifurcation scenarios such as heteroclinic, homoclinic, Hopf, and period-doubling bifurcations for different values of the power law index n. The influence of the non-Newtonian parameter on the nonlinear development of these travelling waves is discussed. It is found at the end that the qualitative characters of bifurcation scenarios are insensitive to the variation of the power law index.

Keywords: inclined plane, nonlinear stability, non-Newtonian, thin film

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Authors: Andrey V. Timofeev

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The practical efficient approach is suggested to estimate the high-speed objects instant bounds in C-OTDR monitoring systems. In case of super-dynamic objects (trains, cars) is difficult to obtain the adequate estimate of the instantaneous object localization because of estimation lag. In other words, reliable estimation coordinates of monitored object requires taking some time for data observation collection by means of C-OTDR system, and only if the required sample volume will be collected the final decision could be issued. But it is contrary to requirements of many real applications. For example, in rail traffic management systems we need to get data off the dynamic objects localization in real time. The way to solve this problem is to use the set of statistical independent parameters of C-OTDR signals for obtaining the most reliable solution in real time. The parameters of this type we can call as 'signaling parameters' (SP). There are several the SP’s which carry information about dynamic objects instant localization for each of C-OTDR channels. The problem is that some of these parameters are very sensitive to dynamics of seismoacoustic emission sources but are non-stable. On the other hand, in case the SP is very stable it becomes insensitive as a rule. This report contains describing the method for SP’s co-processing which is designed to get the most effective dynamic objects localization estimates in the C-OTDR monitoring system framework.

Keywords: C-OTDR-system, co-processing of signaling parameters, high-speed objects localization, multichannel monitoring systems

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Authors: Titinan Pothong, Prasit Wangpakapattanawong, Stephen Elliott

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Shifting cultivation is an indigenous agricultural practice among upland people and has long been one of the major land-use systems in Southeast Asia. As a result, fallows and secondary forests have come to cover a large part of the region. However, they are increasingly being replaced by monocultures, such as corn cultivation. This is believed to be a main driver of deforestation and forest degradation, and one of the reasons behind the recurring winter smog crisis in Thailand and around Southeast Asia. Accurate biomass estimation of trees is important to quantify valuable carbon stocks and changes to these stocks in case of land use change. However, presently, Thailand lacks proper tools and optimal equations to quantify its carbon stocks, especially for secondary evergreen forests, including fallow areas after shifting cultivation and smaller trees with a diameter at breast height (DBH) of less than 5 cm. Developing new allometric equations to estimate biomass is urgently needed to accurately estimate and manage carbon storage in tropical secondary forests. This study established new equations using a destructive method at three study sites: approximately 50-year-old secondary forest, 4-year-old fallow, and 7-year-old fallow. Tree biomass was collected by harvesting 136 individual trees (including coppiced trees) from 23 species, with a DBH ranging from 1 to 31 cm. Oven-dried samples were sent for carbon analysis. Wood density was calculated from disk samples and samples collected with an increment borer from 79 species, including 35 species currently missing from the Global Wood Densities database. Several models were developed, showing that aboveground biomass (AGB) was strongly related to DBH, height (H), and wood density (WD). Including WD in the model was found to improve the accuracy of the AGB estimation. This study provides insights for reforestation management, and can be used to prepare baseline data for Thailand’s carbon stocks for the REDD+ and other carbon trading schemes. These may provide monetary incentives to stop illegal logging and deforestation for monoculture.

Keywords: aboveground biomass, allometric equation, carbon stock, secondary forest

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Authors: Kristopher A. Pruitt, Justin M. Hill

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The purpose of this research is to determine the pacing and nutrition strategies which minimize completion time and carbohydrate intake for athletes competing in ultramarathon races. The model formulation consists of a two-phase optimization. The first-phase mixed-integer nonlinear program (MINLP) determines the minimum completion time subject to the altitude, terrain, and distance of the race, as well as the mass and cardiovascular fitness of the athlete. The second-phase MINLP determines the minimum total carbohydrate intake required for the athlete to achieve the completion time prescribed by the first phase, subject to the flow of carbohydrates through the stomach, liver, and muscles. Consequently, the second phase model provides the optimal pacing and nutrition strategies for a particular athlete for each kilometer of a particular race. Validation of the model results over a wide range of athlete parameters against completion times for real competitive events suggests strong agreement. Additionally, the kilometer-by-kilometer pacing and nutrition strategies, the model prescribes for a particular athlete suggest unconventional approaches could result in lower completion times. Thus, the MINLP provides prescriptive guidance that athletes can leverage when developing pacing and nutrition strategies prior to competing in ultramarathon races. Given the highly-variable topographical characteristics common to many ultramarathon courses and the potential inexperience of many athletes with such courses, the model provides valuable insight to competitors who might otherwise fail to complete the event due to exhaustion or carbohydrate depletion.

Keywords: nutrition, optimization, pacing, ultramarathons

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Authors: Evan W. Krieger, Vijayan K. Asari, Saibabu Arigela

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Video imagery captured for real-time security and surveillance applications is typically captured in complex lighting conditions. These less than ideal conditions can result in imagery that can have underexposed or overexposed regions. It is also typical that the video is too low in resolution for certain applications. The purpose of security and surveillance video is that we should be able to make accurate conclusions based on the images seen in the video. Therefore, if poor lighting and low resolution conditions occur in the captured video, the ability to make accurate conclusions based on the received information will be reduced. We propose a solution to this problem by using image preprocessing to improve these images before use in a particular application. The proposed algorithm will integrate an intensity enhancement algorithm with a super resolution technique. The intensity enhancement portion consists of a nonlinear inverse sign transformation and an adaptive contrast enhancement. The super resolution section is a single image super resolution technique is a Fourier phase feature based method that uses a machine learning approach with kernel regression. The proposed technique intelligently integrates these algorithms to be able to produce a high quality output while also being more efficient than the sequential use of these algorithms. This integration is accomplished by performing the proposed algorithm on the intensity image produced from the original color image. After enhancement and super resolution, a color restoration technique is employed to obtain an improved visibility color image.

Keywords: dynamic range compression, multi-level Fourier features, nonlinear enhancement, super resolution

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Authors: Luis Felipe Brito-Gaona, Emma M. Iglesias

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There is a growing literature that studies the main determinants and drivers of inequality and economic growth in several countries, using panel data and different estimation methods (fixed effects, Generalized Methods of Moments (GMM) and Two Stages Least Squares (TSLS)). Recently, it was studied the evolution of these variables in the period 1980-2009 in the 18 countries of Latin-America and it was found that one of the main variables that explained their evolution was Foreign Direct Investment (FDI). We extend this study to the year 2015 in the same 18 countries in Latin-America, and we find that FDI does not have a significant role anymore, while we find a significant negative and positive effect of schooling levels on inequality and economic growth respectively. We also find that the point estimates associated with human capital are the largest ones of the variables included in the analysis, and this means that an increase in human capital (measured by schooling levels of secondary education) is the main determinant that can help to reduce inequality and to increase economic growth in Latin-America. Therefore, we advise that economic policies in Latin-America should be directed towards increasing the level of education. We use the methodologies of estimating by fixed effects, GMM and TSLS to check the robustness of our results. Our conclusion is the same regardless of the estimation method we choose. We also find that the international recession in the Latin-American countries in 2008 reduced significantly their economic growth.

Keywords: economic growth, human capital, inequality, Latin-America

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Authors: Shohei Maruyama, Yasuo Matsuyama, Sachiyo Aburatani

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The development of the method to annotate unknown gene functions is an important task in bioinformatics. One of the approaches for the annotation is The identification of the metabolic pathway that genes are involved in. Gene expression data have been utilized for the identification, since gene expression data reflect various intracellular phenomena. However, it has been difficult to estimate the gene function with high accuracy. It is considered that the low accuracy of the estimation is caused by the difficulty of accurately measuring a gene expression. Even though they are measured under the same condition, the gene expressions will vary usually. In this study, we proposed a feature extraction method focusing on the variability of gene expressions to estimate the genes' metabolic pathway accurately. First, we estimated the distribution of each gene expression from replicate data. Next, we calculated the similarity between all gene pairs by KL divergence, which is a method for calculating the similarity between distributions. Finally, we utilized the similarity vectors as feature vectors and trained the multiclass SVM for identifying the genes' metabolic pathway. To evaluate our developed method, we applied the method to budding yeast and trained the multiclass SVM for identifying the seven metabolic pathways. As a result, the accuracy that calculated by our developed method was higher than the one that calculated from the raw gene expression data. Thus, our developed method combined with KL divergence is useful for identifying the genes' metabolic pathway.

Keywords: metabolic pathways, gene expression data, microarray, Kullback–Leibler divergence, KL divergence, support vector machines, SVM, machine learning

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Authors: Damien Gondre, Hatem Ben Maad, Abdelkrim Trabelsi, Frédéric Kuznik, Joseph Virgone

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The use of a radiant cooling solution would enable to lower cooling needs which is of great interest when the demand is initially high (hot climate). But, radiant systems are not naturally compatibles with humid climates since a low-temperature surface leads to condensation risks as soon as the surface temperature is close to or lower than the dew point temperature. A radiant cooling system combined to a dehumidification system would enable to remove humidity for the space, thereby lowering the dew point temperature. The humidity removal needs to be especially effective near the cooled surface. This requirement could be fulfilled by a system using a single desiccant fluid for the removal of both excessive heat and moisture. This task aims at providing an estimation of the specification requirements of such system in terms of cooling power and dehumidification rate required to fulfill comfort issues and to prevent any condensation risk on the cool panel surface. The present paper develops a preliminary study on the specification requirements, performances and behavior of a combined dehumidifier/cooling ceiling panel for different operating conditions. This study has been carried using the TRNSYS software which allows nodal calculations of thermal systems. It consists of the dynamic modeling of heat and vapor balances of a 5m x 3m x 2.7m office space. In a first design estimation, this room is equipped with an ideal heating, cooling, humidification and dehumidification system so that the room temperature is always maintained in between 21^◦C and 25^◦C with a relative humidity in between 40% and 60%. The room is also equipped with a ventilation system that includes a heat recovery heat exchanger and another heat exchanger connected to a heat sink. Main results show that the system should be designed to meet a cooling power of 42W.m⁻² and a desiccant rate of 45 g_H2O.h⁻¹. In a second time, a parametric study of comfort issues and system performances has been achieved on a more realistic system (that includes a chilled ceiling) under different operating conditions. It enables an estimation of an acceptable range of operating conditions. This preliminary study is intended to provide useful information for the system design.

Keywords: dehumidification, nodal calculation, radiant cooling panel, system sizing

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Authors: Yalda Zarnegarnia, Shari Messinger

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Receiver operating characteristic (ROC) curves have been widely used in medical research to illustrate the performance of the biomarker in correctly distinguishing the diseased and non-diseased groups. Correlated biomarker data arises in study designs that include subjects that contain same genetic or environmental factors. The information about correlation might help to identify family members at increased risk of disease development, and may lead to initiating treatment to slow or stop the progression to disease. Approaches appropriate to a case-control design matched by family identification, must be able to accommodate both the correlation inherent in the design in correctly estimating the biomarker’s ability to differentiate between cases and controls, as well as to handle estimation from a matched case control design. This talk will review some developed methods for ROC curve estimation in settings with correlated data from case control design and will discuss the limitations of current methods for analyzing correlated familial paired data. An alternative approach using Conditional ROC curves will be demonstrated, to provide appropriate ROC curves for correlated paired data. The proposed approach will use the information about the correlation among biomarker values, producing conditional ROC curves that evaluate the ability of a biomarker to discriminate between diseased and non-diseased subjects in a familial paired design.

Keywords: biomarker, correlation, familial paired design, ROC curve

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Authors: Sofia M. Karadimitriou, Kostas Triantafyllopoulos, Timothy Heaton

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Reduced dimension Dynamic Spatio-Temporal Models (DSTMs) jointly describe the spatial and temporal evolution of a function observed subject to noise. A basic state space model is adopted for the discrete temporal variation, while a continuous autoregressive structure describes the continuous spatial evolution. Application of such a DSTM relies upon the pre-selection of a suitable reduced set of basic functions and this can present a challenge in practice. In this talk, we propose an online estimation method for high dimensional spatio-temporal data based upon DSTM and we attempt to resolve this issue by allowing the basis to adapt to the observed data. Specifically, we present a wavelet decomposition in order to obtain a parsimonious approximation of the spatial continuous process. This parsimony can be achieved by placing a Laplace prior distribution on the wavelet coefficients. The aim of using the Laplace prior, is to filter wavelet coefficients with low contribution, and thus achieve the dimension reduction with significant computation savings. We then propose a Hierarchical Bayesian State Space model, for the estimation of which we offer an appropriate particle filter algorithm. The proposed methodology is illustrated using real environmental data.

Keywords: multidimensional Laplace prior, particle filtering, spatio-temporal modelling, wavelets

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Authors: Rui Wang, Luodi Yu, Dan Huang, Hsuan-Chih Chen, Yang Zhang, Suiping Wang

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Enhanced discrimination of pure tones but diminished discrimination of speech pitch (i.e., lexical tone) were found in children with autism who speak a tonal language (Mandarin), suggesting a speech-specific impairment of pitch perception in these children. However, in tonal languages, both lexical tone and vowel are phonemic cues and integrally dependent on each other. Therefore, it is unclear whether the presence of phonemic vowel dimension contributes to the observed lexical tone deficits in Mandarin-speaking children with autism. The current study employed a multi-feature oddball paradigm to examine how vowel and tone dimensions contribute to the neural responses for syllable change detection and involuntary attentional orienting in school-age Mandarin-speaking children with autism. In the oddball sequence, syllable /da1/ served as the standard stimulus. There were three deviant stimulus conditions, representing tone-only change (TO, /da4/), vowel-only change (VO, /du1/), and change of tone and vowel simultaneously (TV, /du4/). EEG data were collected from 25 children with autism and 20 age-matched normal controls during passive listening to the stimulation. For each deviant condition, difference waveform measuring mismatch negativity (MMN) was derived from subtracting the ERP waveform to the standard sound from that to the deviant sound for each participant. Additionally, the linear summation of TO and VO difference waveforms was compared to the TV difference waveform, to examine whether neural sensitivity for TV change detection reflects simple summation or nonlinear integration of the two individual dimensions. The MMN results showed that the autism group had smaller amplitude compared with the control group in the TO and VO conditions, suggesting impaired discriminative sensitivity for both dimensions. In the control group, amplitude of the TV difference waveform approximated the linear summation of the TO and VO waveforms only in the early time window but not in the late window, suggesting a time course from dimensional summation to nonlinear integration. In the autism group, however, the nonlinear TV integration was already present in the early window. These findings suggest that speech perception atypicality in children with autism rests not only in the processing of single phonemic dimensions, but also in the dimensional integration process.

Keywords: autism, event-related potentials , mismatch negativity, speech perception

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Authors: Ritesh K. Shukla

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Degradation of biological samples in terms of macromolecules (DNA, RNA, and protein) are the major challenges in the forensic investigation which misleads the result interpretation. Currently, there are no precise methods available to circumvent this problem. Therefore, at the preliminary level, some methods are urgently needed to solve this issue. In this order, Comet assay is one of the most versatile, rapid and sensitive molecular biology technique to assess the DNA degradation. This technique helps to assess DNA degradation even at very low amount of sample. Moreover, the expedient part of this method does not require any additional process of DNA extraction and isolation during DNA degradation assessment. Samples directly embedded on agarose pre-coated microscopic slide and electrophoresis perform on the same slide after lysis step. After electrophoresis microscopic slide stained by DNA binding dye and observed under fluorescent microscope equipped with Komet software. With the help of this technique extent of DNA degradation can be assessed which can help to screen the sample before DNA fingerprinting, whether it is appropriate for DNA analysis or not. This technique not only helps to assess degradation of DNA but many other challenges in forensic investigation such as time since deposition estimation of biological fluids, repair of genetic material from degraded biological sample and early time since death estimation could also be resolved. With the help of this study, an attempt was made to explore the application of well-known molecular biology technique that is Comet assay in the field of forensic science. This assay will open avenue in the field of forensic research and development.

Keywords: comet assay, DNA degradation, forensic, molecular biology

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Authors: Kuan-Jen Lai, Fang-Yi Lin, Shang-Rong Huang, Yun-Zheng Zeng, Po-Chieh Hsu, Jay Wu

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The normalized glandular dose (DgN) estimates the energy deposition of mammography in clinical practice. The Monte Carlo simulations frequently use uniformly mixed phantom for calculating the conversion factor. However, breast tissues are not uniformly distributed, leading to errors of conversion factor estimation. This study constructed a three-layer phantom to estimated more accurate of normalized glandular dose. In this study, MCNP code (Monte Carlo N-Particles code) was used to create the geometric structure. We simulated three types of target/filter combinations (Mo/Mo, Mo/Rh, Rh/Rh), six voltages (25 ~ 35 kVp), six HVL parameters and nine breast phantom thicknesses (2 ~ 10 cm) for the three-layer mammographic phantom. The conversion factor for 25%, 50% and 75% glandularity was calculated. The error of conversion factors compared with the results of the American College of Radiology (ACR) was within 6%. For Rh/Rh, the difference was within 9%. The difference between the 50% average glandularity and the uniform phantom was 7.1% ~ -6.7% for the Mo/Mo combination, voltage of 27 kVp, half value layer of 0.34 mmAl, and breast thickness of 4 cm. According to the simulation results, the regression analysis found that the three-layer mammographic phantom at 0% ~ 100% glandularity can be used to accurately calculate the conversion factors. The difference in glandular tissue distribution leads to errors of conversion factor calculation. The three-layer mammographic phantom can provide accurate estimates of glandular dose in clinical practice.

Keywords: Monte Carlo simulation, mammography, normalized glandular dose, glandularity

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Authors: Megha Agarwal

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The research paper is an effort to compare the earnings based and cash flow based methods of valuation of an enterprise. The theoretically equivalent methods based on either earnings such as Residual Earnings Model (REM), Abnormal Earnings Growth Model (AEGM), Residual Operating Income Method (ReOIM), Abnormal Operating Income Growth Model (AOIGM) and its extensions multipliers such as price/earnings ratio, price/book value ratio; or cash flow based models such as Dividend Valuation Method (DVM) and Free Cash Flow Method (FCFM) all provide different estimates of valuation of the Indian giant corporate Reliance India Limited (RIL). An ex-post analysis of published accounting and financial data for four financial years from 2008-09 to 2011-12 has been conducted. A comparison of these valuation estimates with the actual market capitalization of the company shows that the complex accounting based model AOIGM provides closest forecasts. These different estimates may be derived due to inconsistencies in discount rate, growth rates and the other forecasted variables. Although inputs for earnings based models may be available to the investor and analysts through published statements, precise estimation of free cash flows may be better undertaken by the internal management. The estimation of value from more stable parameters as residual operating income and RNOA could be considered superior to the valuations from more volatile return on equity.

Keywords: earnings, cash flows, valuation, Residual Earnings Model (REM)

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Authors: George Mahalu

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The Chua diode has been configured over time in various ways, using electronic structures like operational amplifiers (AOs) or devices with gas or semiconductors. When discussing the use of semiconductor devices, tunnel diodes (Esaki diodes) are most often considered, and more recently, transistorized configurations such as lambda diodes. The paperwork proposed here uses in the modeling a lambda diode type configuration consisting of two junction field effect transistors (JFET). The original scheme is created in the MULTISIM electronic simulation environment and is analyzed in order to identify the conditions for the appearance of evolutionary unpredictability specific to nonlinear dynamic systems with chaos-induced behavior. The chaotic deterministic oscillator is one autonomous type, a fact that places it in the class of Chua’s type oscillators, the only significant and most important difference being the presence of a nonlinear device like the one mentioned structure above. The chaotic behavior is identified both by means of strange attractor-type trajectories and visible during the simulation and by highlighting the hypersensitivity of the system to small variations of one of the input parameters. The results obtained through simulation and the conclusions drawn are useful in the further research of ways to implement such constructive electronic solutions in theoretical and practical applications related to modern small signal amplification structures, to systems for encoding and decoding messages through various modern ways of communication, as well as new structures that can be imagined both in modern neural networks and in those for the physical implementation of some requirements imposed by current research with the aim of obtaining practically usable solutions in quantum computing and quantum computers.

Keywords: chua, diode, memristor, chaos

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Authors: J. B. Minari, O. B. Oloyede

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Polymorphonuclear neutrophils (PMNs) play a crucial role in a variety of infections caused by bacteria, fungi, and parasites. Indeed, the involvement of PMNs in host defence against Plasmodium falciparum is well documented both in vitro and in vivo. Many of the antimalarial drugs such as chloroquine used in the treatment of human malaria significantly reduce the immune response of the host in vitro and in vivo. Myeloperoxidase is the most abundant enzyme found in the polymorphonuclear neutrophil which plays a crucial role in its function. This study was carried out to investigate the effect of chloroquine on the enzyme. In investigating the effects of the drug on myeloperoxidase, the influence of concentration, pH, partition ratio estimation and kinetics of inhibition were studied. This study showed that chloroquine is concentration-dependent inhibitor of myeloperoxidase with an IC50 of 0.03 mM. Partition ratio estimation showed that 40 enzymatic turnover cycles are required for complete inhibition of myeloperoxidase in the presence of chloroquine. The influence of pH on the effect of chloroquine on the enzyme showed significant inhibition of myeloperoxidase at physiological pH. The kinetic inhibition studies showed that chloroquine caused a non-competitive inhibition with an inhibition constant Ki of 0.27mM. The results obtained from this study shows that chloroquine is a potent inhibitor of myeloperoxidase and it is capable of inactivating the enzyme. It is therefore considered that the inhibition of myeloperoxidase in the presence of chloroquine as revealed in this study may partly explain the impairment of polymorphonuclear neutrophil and consequent immunosuppression of the host defence system against secondary infections.

Keywords: myeloperoxidase, chloroquine, inhibition, neutrophil, immune

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Authors: Kamyar Kildashti, Rasoul Mirghaderi

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This paper describes the three-dimensional seismic performance assessment of a high-rise steel moment-frame setback tower, designed and detailed per the 2010 ASCE7, under multiple support excitations. The vulnerability analyses are conducted based on nonlinear history analyses under a set of multi-directional strong ground motion records which are scaled to design-based site-specific spectrum in accordance with ASCE41-13. Spatial variation of input motions between far distant supports of each part of the tower is considered by defining time lag. Plastic hinge monotonic and cyclic behavior for prequalified steel connections, panel zones, as well as steel columns is obtained from predefined values presented in TBI Guidelines, PEER/ATC72 and FEMA P440A to include stiffness and strength degradation. Inter-story drift ratios, residual drift ratios, as well as plastic hinge rotation demands under multiple support excitations, are compared to those obtained from uniform support excitations. Performance objectives based on acceptance criteria declared by TBI Guidelines are compared between uniform and multiple support excitations. The results demonstrate that input motion discrepancy results in detrimental effects on the local and global response of the tower.

Keywords: high-rise building, nonlinear time history analysis, multiple support excitation, performance-based design

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Authors: Xingxing Peng

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With the development of society, there are more and more online communication scenarios such as teleconference and online education. In the process of conference communication, the quality of voice communication is a very important part, and noise may cause the communication effect of participants to be greatly reduced. Therefore, voice noise reduction has an important impact on scenarios such as voice calls. This research focuses on the key technologies of the sound transmission process. The purpose is to maintain the audio quality to the maximum so that the listener can hear clearer and smoother sound. Firstly, to solve the problem that the traditional speech enhancement algorithm is not ideal when dealing with non-stationary noise, an adaptive speech noise reduction algorithm is studied in this paper. Traditional noise estimation methods are mainly used to deal with stationary noise. In this chapter, we study the spectral characteristics of different noise types, especially the characteristics of non-stationary Burst noise, and design a noise estimator module to deal with non-stationary noise. Noise features are extracted from non-speech segments, and the noise estimation module is adjusted in real time according to different noise characteristics. This adaptive algorithm can enhance speech according to different noise characteristics, improve the performance of traditional algorithms to deal with non-stationary noise, so as to achieve better enhancement effect. The experimental results show that the algorithm proposed in this chapter is effective and can better adapt to different types of noise, so as to obtain better speech enhancement effect.

Keywords: speech noise reduction, speech enhancement, self-adaptation, Wiener filter algorithm

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Authors: Petr Gurný

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One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the credit-scoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: credit-scoring models, multidimensional subordinated Lévy model, probability of default

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Authors: E. E. S. Uy, T. Noda, K. Nakai, J. R. Dungca

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Cyclic threshold shear strain is the cyclic shear strain amplitude that serves as the indicator of the development of pore water pressure. The parameter can be obtained by performing either cyclic triaxial test, shaking table test, cyclic simple shear or resonant column. In a cyclic triaxial test, other researchers install measuring devices in close proximity of the soil to measure the parameter. In this study, an attempt was made to estimate the cyclic threshold shear strain parameter using full-field measurement technique. The technique uses a camera to monitor and measure the movement of the soil. For this study, the technique was incorporated in a strain-controlled consolidated undrained cyclic triaxial test. Calibration of the camera was first performed to ensure that the camera can properly measure the deformation under cyclic loading. Its capacity to measure deformation was also investigated using a cylindrical rubber dummy. Two-dimensional image processing was implemented. Lucas and Kanade optical flow algorithm was applied to track the movement of the soil particles. Results from the full-field measurement technique were compared with the results from the linear variable displacement transducer. A range of values was determined from the estimation. This was due to the nonhomogeneous deformation of the soil observed during the cyclic loading. The minimum values were in the order of 10-2% in some areas of the specimen.

Keywords: cyclic loading, cyclic threshold shear strain, full-field measurement, optical flow

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Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

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This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: non-stationary, BINARMA(1, 1) model, Poisson innovations, conditional maximum likelihood, CML

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Authors: Mai Abdul Latif, Yuntian Feng

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Applied Element Method (AEM) is a method that was developed to aid in the analysis of the collapse of structures. Current available methods cannot deal with structural collapse accurately; however, AEM can simulate the behavior of a structure from an initial state of no loading until collapse of the structure. The elements in AEM are connected with sets of normal and shear springs along the edges of the elements, that represent the stresses and strains of the element in that region. The elements are rigid, and the material properties are introduced through the spring stiffness. Nonlinear dynamic analysis has been widely modelled using the finite element method for analysis of progressive collapse of structures; however, difficulties in the analysis were found at the presence of excessively deformed elements with cracking or crushing, as well as having a high computational cost, and difficulties on choosing the appropriate material models for analysis. The Applied Element method is developed and coded to significantly improve the accuracy and also reduce the computational costs of the method. The scheme works for both linear elastic, and nonlinear cases, including elasto-plastic materials. This paper will focus on elastic and elasto-plastic material behaviour, where the number of springs required for an accurate analysis is tested. A steel cantilever beam is used as the structural element for the analysis. The first modification of the method is based on the Gaussian Quadrature to distribute the springs. Usually, the springs are equally distributed along the face of the element, but it was found that using Gaussian springs, only up to 2 springs were required for perfectly elastic cases, while with equal springs at least 5 springs were required. The method runs on a Newton-Raphson iteration scheme, and quadratic convergence was obtained. The second modification is based on adapting the number of springs required depending on the elasticity of the material. After the first Newton Raphson iteration, Von Mises stress conditions were used to calculate the stresses in the springs, and the springs are classified as elastic or plastic. Then transition springs, springs located exactly between the elastic and plastic region, are interpolated between regions to strictly identify the elastic and plastic regions in the cross section. Since a rectangular cross-section was analyzed, there were two plastic regions (top and bottom), and one elastic region (middle). The results of the present study show that elasto-plastic cases require only 2 springs for the elastic region, and 2 springs for the plastic region. This showed to improve the computational cost, reducing the minimum number of springs in elasto-plastic cases to only 6 springs. All the work is done using MATLAB and the results will be compared to models of structural elements using the finite element method in ANSYS.

Keywords: applied element method, elasto-plastic, Gaussian springs, nonlinear

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Authors: J. Bahrawi, M. Elhag

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Estimation of evapotranspiration is always a major component in water resources management. Traditional techniques of calculating daily evapotranspiration based on field measurements are valid only for local scales. Earth observation satellite sensors are thus used to overcome difficulties in obtaining daily evapotranspiration measurements on regional scale. The Surface Energy Balance System (SEBS) model was adopted to estimate daily evapotranspiration and relative evaporation along with other land surface energy fluxes. The model requires agro-climatic data that improve the model outputs. Advance Along Track Scanning Radiometer (AATSR) and Medium Spectral Resolution Imaging Spectrometer (MERIS) imageries were used to estimate the daily evapotranspiration and relative evaporation over the entire Nile Delta region in Egypt supported by meteorological data collected from six different weather stations located within the study area. Daily evapotranspiration maps derived from SEBS model show a strong agreement with actual ground-truth data taken from 92 points uniformly distributed all over the study area. Moreover, daily evapotranspiration and relative evaporation are strongly correlated. The reliable estimation of daily evapotranspiration supports the decision makers to review the current land use practices in terms of water management, while enabling them to propose proper land use changes.

Keywords: daily evapotranspiration, relative evaporation, SEBS, AATSR, MERIS, Nile Delta

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Authors: Nazli Uren, Ayse Okur

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Tactile comfort of a textile product is an essential property and a major concern when it comes to customer perceptions and preferences. The subjective nature of comfort and the difficulties regarding the simulation of human hand sensory feelings make it hard to establish a well-accepted link between tactile comfort and objective evaluations. On the other hand, shear behavior of a fabric is a mechanical parameter which can be measured by various objective test methods. The principal aim of this study is to determine the tactile comfort of commercially available denim fabrics by subjective measurements, create a tactile score database for denim fabrics and investigate the relations between tactile comfort and shear behavior. In-plane shear behaviors of 17 different commercially available denim fabrics with a variety of raw material and weave structure were measured by a custom design shear frame and conventional bias extension method in two corresponding diagonal directions. Tactile comfort of denim fabrics was determined via subjective customer evaluations as well. Aforesaid relations were statistically investigated and introduced as regression equations. The analyses regarding the relations between tactile comfort and shear behavior showed that there are considerably high correlation coefficients. The suggested regression equations were likewise found out to be statistically significant. Accordingly, it was concluded that the tactile comfort of denim fabrics can be estimated with a high precision, based on the results of in-plane shear behavior measurements.

Keywords: denim fabrics, in-plane shear behavior, linear regression estimation, tactile comfort

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Authors: Meng Su

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High-dimensional data analysis often presents challenges in capturing the complex, nonlinear relationships and manifold structures inherent to the data. This article presents a novel approach that leverages the strengths of two powerful techniques, Diffusion Maps and Diffusion Probabilistic Models (DPMs), to address these challenges. By integrating the dimensionality reduction capability of Diffusion Maps with the data modeling ability of DPMs, the proposed method aims to provide a comprehensive solution for analyzing and generating high-dimensional data. The Diffusion Map technique preserves the nonlinear relationships and manifold structure of the data by mapping it to a lower-dimensional space using the eigenvectors of the graph Laplacian matrix. Meanwhile, DPMs capture the dependencies within the data, enabling effective modeling and generation of new data points in the low-dimensional space. The generated data points can then be mapped back to the original high-dimensional space, ensuring consistency with the underlying manifold structure. Through a detailed example implementation, the article demonstrates the potential of the proposed hybrid approach to achieve more accurate and effective modeling and generation of complex, high-dimensional data. Furthermore, it discusses possible applications in various domains, such as image synthesis, time-series forecasting, and anomaly detection, and outlines future research directions for enhancing the scalability, performance, and integration with other machine learning techniques. By combining the strengths of Diffusion Maps and DPMs, this work paves the way for more advanced and robust data analysis methods.

Keywords: diffusion maps, diffusion probabilistic models (DPMs), manifold learning, high-dimensional data analysis

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Authors: Vishwa Nath Maurya, Rama Shanker Sharma, Saad Talib Hasson Aljebori, Avadhesh Kumar Maurya, Diwinder Kaur Arora

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Present paper deals with problems of determining the relationship between the variables of corporate governance and financial performance of Islamic banks. Here, we dealt with the corporate governance in the banking sector, where increasing the importance of corporate governance, due to their special nature, as the bankruptcy of banks affects not only the relevant parties from customers, depositors and lenders, but also affect financial stability and then the economy as a whole. Through this paper we dealt to the specificity of governance in Islamic banks, which face double governance: Anglo-Saxon governance system and Islamic governance system. In addition, we focused our attention to measure the impact of corporate governance variables on financial performance through an empirical study on a sample of Islamic banks during the period 2005-2012 in the GCC region. Our present study implies that there is a very strong relationship between the variables of governance and financial performance of Islamic banks, where there is a positive relationship between return on assets and the composition of the Board of Directors, the size of the Board of Directors, the number of committees in the Council, as well as the number of members of the Sharia Supervisory Board, while it is clear that there is a negative relationship between return on assets and concentration ownership.

Keywords: correlation analysis, parametric estimation, corporate governance, financial performance, financial stability, conventional banks, bankruptcy, Islamic governance system

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Authors: M. Saiful Islam, M. Mohandes, S. Rehman, S. Badran

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Increasing necessity of wind power is directing us to have precise knowledge on wind resources. Methodical investigation of potential locations is required for wind power deployment. High penetration of wind energy to the grid is leading multi megawatt installations with huge investment cost. This fact appeals to determine appropriate places for wind farm operation. For accurate assessment, detailed examination of wind speed profile, relative humidity, temperature and other geological or atmospheric parameters are required. Among all of these uncertainty factors influencing wind power estimation, vertical extrapolation of wind speed is perhaps the most difficult and critical one. Different approaches have been used for the extrapolation of wind speed to hub height which are mainly based on Log law, Power law and various modifications of the two. This paper proposes a Artificial Neural Network (ANN) and Genetic Algorithm (GA) based hybrid model, namely GA-NN for vertical extrapolation of wind speed. This model is very simple in a sense that it does not require any parametric estimations like wind shear coefficient, roughness length or atmospheric stability and also reliable compared to other methods. This model uses available measured wind speeds at 10m, 20m and 30m heights to estimate wind speeds up to 100m. A good comparison is found between measured and estimated wind speeds at 30m and 40m with approximately 3% mean absolute percentage error. Comparisons with ANN and power law, further prove the feasibility of the proposed method.

Keywords: wind profile, vertical extrapolation of wind, genetic algorithm, artificial neural network, hybrid machine learning

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Authors: Kedar Hardikar, Joe Varghese

Abstract:

Conductive adhesives have found wide-ranging applications in electronics industry ranging from fixing a defective conductor on printed circuit board (PCB) attaching an electronic component in an assembly to protecting electronics components by the formation of “Faraday Cage.” The reliability requirements for the conductive adhesive vary widely depending on the application and expected product lifetime. While the conductive adhesive is required to maintain the structural integrity, the electrical performance of the associated sub-assembly can be affected by the degradation of conductive adhesive. The degradation of the adhesive is dependent upon the highly varied use case. The conventional approach to assess the reliability of the sub-assembly involves subjecting it to the standard environmental test conditions such as high-temperature high humidity, thermal cycling, high-temperature exposure to name a few. In order to enable projection of test data and observed failures to predict field performance, systematic development of an acceleration factor between the test conditions and field conditions is crucial. Common acceleration factor models such as Arrhenius model are based on rate kinetics and typically rely on an assumption of linear degradation in time for a given condition and test duration. The application of interest in this work involves conductive adhesive used in an electronic circuit of a capacitive sensor. The degradation of conductive adhesive in high temperature and humidity environment is quantified by the capacitance values. Under such conditions, the use of established models such as Hallberg-Peck model or Eyring Model to predict time to failure in the field typically relies on linear degradation rate. In this particular case, it is seen that the degradation is nonlinear in time and exhibits a square root t dependence. It is also shown that for the mechanism of interest, the presence of moisture is essential, and the dominant mechanism driving the degradation is the diffusion of moisture. In this work, a framework is developed to incorporate nonlinear degradation of the conductive adhesive for the development of an acceleration factor. This method can be extended to applications where nonlinearity in degradation rate can be adequately characterized in tests. It is shown that depending on the expected product lifetime, the use of conventional linear degradation approach can overestimate or underestimate the field performance. This work provides guidelines for suitability of linear degradation approximation for such varied applications

Keywords: conductive adhesives, nonlinear degradation, physics of failure, acceleration factor model.

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Authors: Kelly F. Delgado-De Agrela, Sonia E. Ruiz, Marco A. Santos-Santiago

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An approach is proposed for the design of regular buildings equipped with non-linear viscous dissipating devices. The approach is based on a direct-displacement seismic design method which satisfies seismic performance objectives. The global system involved is formed by structural regular moment frames capable of supporting gravity and lateral loads with elastic response behavior plus a set of non-linear viscous dissipating devices which reduce the structural seismic response. The dampers are characterized by two design parameters: (1) a positive real exponent α which represents the non-linearity of the damper, and (2) the damping coefficient C of the device, whose constitutive force-velocity law is given by F=Cvᵃ, where v is the velocity between the ends of the damper. The procedure is carried out using a substitute structure. Two limits states are verified: serviceability and near collapse. The reduction of the spectral ordinates by the additional damping assumed in the design process and introduced to the structure by the viscous non-linear dampers is performed according to a damping reduction factor. For the design of the non-linear damper system, the real velocity is considered instead of the pseudo-velocity. The proposed design methodology is applied to an 8-story steel moment frame building equipped with non-linear viscous dampers, located in intermediate soil zone of Mexico City, with a dominant period Tₛ = 1s. In order to validate the approach, nonlinear static analyses and nonlinear time history analyses are performed.

Keywords: based design, direct-displacement based design, non-linear viscous dampers, performance design

Procedia PDF Downloads 182