Search results for: threshold estimation

Authors: E. Krishna

Abstract:

An Extended form of exponential distribution using Marshall and Olkin method is introduced.The location scale family of these distributions is considered. For location scale free family, exact expressions for single and product moments of upper record statistics are derived. The mean, variance and covariance of record values are computed for various values of the shape parameter. Using these the BLUE's of location and scale parameters are derived.The variances and covariance of estimates are obtained.Through Monte Carlo simulation the condence intervals for location and scale parameters are constructed.The Best liner unbiased Predictor (BLUP) of future records are also discussed.

Keywords: BLUE, BLUP, condence interval, Marshall-Olkin distribution, Monte Carlo simulation, prediction of future records, record statistics

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Authors: Lucia Salvioni, Pietro Giorgio Lovaglio, Valerio Leoni, Miriam Colombo, Luisa Fiandra

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The involvement of plasmatic surfactant protein-D (SP-D) in pulmonary diseases has been long investigated, and over the last two years, more interest has been directed to determine its role as a marker of COVID-19. In this direction, several studies aimed to correlate pulmonary surfactant proteins with the clinical manifestations of the virus indicated SP-D as a prognostic biomarker of COVID-19 pneumonia severity. The present work has performed a retrospective study on a relatively large cohort of patients of Hospital Pio XI of Desio (Lombardia, Italy) with the aim to assess differences in the hematic SP-D concentrations among COVID-19 patients and healthy donors and the role of SP-D as a prognostic marker of severity and/or of mortality risk. The obtained results showed a significant difference in the mean of log SP-D levels between COVID-19 patients and healthy donors, so as between dead and survived patients. SP-D values were significantly higher for both hospitalized COVID-19 and dead patients, with threshold values of 150 and 250 ng/mL, respectively. SP-D levels at admission and increasing differences among follow-up and admission values resulted in the strongest significant risk factors of mortality. Therefore, this study demonstrated the role of SP-D as a predictive marker of SARS-CoV-2 infection and its outcome. A significant correlation of SP-D with patient mortality indicated that it is also a prognostic factor in terms of mortality, and its early detection should be considered to design adequate preventive treatments for COVID-19 patients.

Keywords: SARS-CoV-2 infection, COVID-19, surfactant protein-D (SP-D), mortality, biomarker

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Authors: Hesam Khajehsaeid, Naeimeh Alagheband

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Magnetorheological fluids (MRF) are a category of smart materials. They exhibit a reversible change from a Newtonian-like fluid to a semi-solid state upon application of an external magnetic field. In contrast to ordinary fluids, MRFs can tolerate shear stresses up to a threshold value called yield stress which strongly depends on the strength of the magnetic field, magnetic particles volume fraction and temperature. Even beyond the yield, a magnetic field can increase MR fluid viscosity up to several orders. As yield stress is an important parameter in the design of MR devices, in this work, the effects of magnetic field intensity and magnetic particle concentration on the yield stress of MRFs are investigated. Four MRF samples with different particle concentrations are developed and tested through flow-ramp analysis to obtain the flow curves at a range of magnetic field intensity as well as shear rate. The viscosity of the fluids is determined by means of the flow curves. The results are then used to determine the yield stresses by means of the steady stress sweep method. The yield stresses are then determined by means of a modified form of the dipole model as well as empirical models. The exponential distribution function is used to describe the orientation of particle chains in the dipole model under the action of the external magnetic field. Moreover, the modified dipole model results in a reasonable distribution of chains compared to previous similar models.

Keywords: magnetorheological fluids, yield stress, particles concentration, dipole model

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Authors: Mohammad B. HabibiNajafi, Saeideh Sadat Fatemizadeh, Maryam Tavakoli

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In recent years, the consumption of functional foods, including foods containing probiotic bacteria, has come to notice. Milk proteins have been identified as a source of angiotensin-I-converting enzyme )ACE( inhibitory peptides and are currently the best-known class of bioactive peptides. In this study, the effects of adding prebiotic ingredients (inulin and wheat fiber) and fat percentage (0%, 2% and 3.5%) in yogurt containing probiotic Lactobacillus casei on physicochemical properties, degree of proteolysis, antioxidant and ACE-inhibitory activity within 21 days of storage at 5 ± 1 °C were evaluated. The results of statistical analysis showed that the application of prebiotic compounds led to a significant increase in water holding capacity, proteolysis and ACE-inhibitory of samples. The degree of proteolysis in yogurt increases as storage time elapses (P < 0.05) but when proteolysis exceeds a certain threshold, this trend begins to decline. Also, during storage time, water holding capacity reduced initially but increased thereafter. Moreover, based on our findings, the survival of Lactobacillus casei in samples treated with inulin and wheat fiber increased significantly in comparison to the control sample (P < 0.05) whereas the effect of fat percentage on the survival of probiotic bacteria was not significant (P = 0.095). Furthermore, the effect of prebiotic ingredients and the presence of probiotic cultures on the antioxidant activity of samples was significant (P < 0.05).

Keywords: probiotic yogurt, proteolysis, ACE-inhibitory, antioxidant activity

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Authors: Mudafara Bengleil

Abstract:

Estimation of the magnitude and causes of poisoning was the objective of the current study. A retrospective study of medical records of all poisoning children admitted to Benghazi Children Hospital in Libya from January 2008 up to December 2010. Number of children admitted was 244; the age ranged from less than one to 13 years old. Most of cases were admitted with mild symptom and the majority of them were boys. Only few cases admitted to intensive care unit and there was no mortality recorded through the period of study. Age group 1 to 3 years (50.8%) had the highest frequency of admission and the peak of admission was during summer. The most common cause of admission was due to ingestion of medication (53.69%), House hold product exposure (26.64%) was the second causes of admission while, 19.67% of admissions were due to Food poisoning. Almost all admitted cases were accidental and medicines were the most consumed substances in addition, improper storage of toxic agents were the first risk factor of poisoning. Present results indicated that, children poisoning seems to be a common pediatric care problem which need to control and prevent.

Keywords: poisoning, children, hospital, medical

Procedia PDF Downloads 398

Authors: O. Balamane-Zizi, L. M. Rouidi, A. Boukhrissa, N. Daas, H. Ait-amar

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The objective of this study was to test the possibility of a mixed treatment (physical-chemical and biological) of Ouled Fayet leachates which date of 10 years and has a large fraction of hard COD that can be reduced by coagulation-flocculation. Previous batch tests showed the possibility of applying the physical-chemical and biological treatments separately; the removal efficiencies obtained in this case were not interesting. We propose, therefore, to test the possibility of a combined treatment, in order to improve the quality of the leachates. Estimation of the treatment’s effectiveness was done by analysis of some pollution parameters such as COD, suspended solids, and heavy metals (particularly iron and nickel). The main results obtained after the combination of treatments, show reduction rate of about 63% for COD, 73% for suspended solids and 80% for iron and nickel. We also noted an improvement in the turbidity of treated leachates.

Keywords: landfill leachates, COD, physical-chemical treatment, biological treatment

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Authors: Mike Tsionas

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The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for the estimation of co-variance matrices. An explicit functional form for the utility function is not needed and we show how measures of risk aversion and prudence (downside risk aversion) can be derived and estimated from the model. The model is estimated using data for Eurozone countries and we focus particularly on (i) the use of the modeling approach as an “early warning mechanism”, (ii) the bank- and country-specific estimates of risk aversion and prudence (downside risk aversion), and (iii) the derivation of a generalized measure of risk that relies on loan-price uncertainty.

Keywords: financial stability, banking, expected utility maximization, sub-prime crisis, financial crisis, eurozone, PIIGS

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Authors: Sallama Resen, Celal Öztürk

Abstract:

Distance estimation between tow nodes has wide scope of surveillance and tracking applications. This paper suggests a Bluetooth Low Energy (BLE) technology as a media for transceiver and receiver signal in small indoor areas. As an example, BLE communication technologies used in child safety domains. Local network is designed to detect child position in indoor school area consisting Mobile Beacons (MB), Access Points (AP) and Smart Phones (SP) where MBs stuck in children’s shoes as wearable sensors. This paper presents a technique that can detect mobile beacons’ position and help finding children’s location within dynamic environment. By means of bluetooth beacons that are attached to child’s shoes, the distance between the MB and teachers SP is estimated with an accuracy of less than one meter. From the simulation results, it is shown that high accuracy of position coordinates are achieved for multi-mobile beacons in different environments.

Keywords: bluetooth low energy, child safety, mobile beacons, received signal strength

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Authors: Arabi Abderrazak, Bourouba Nacerdine, Ayad Mouloud, Belaout Abdeslam

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In this paper, a new test technique of analog circuits using time mode simulation is proposed for the single catastrophic faults detection in analog circuits. This test process is performed to overcome the problem of catastrophic faults being escaped in a DC mode test applied to the inverter amplifier in previous research works. The circuit under test is a second-order low pass filter constructed around this type of amplifier but performing a function that differs from that of the previous test. The test approach performed in this work is based on two key- elements where the first one concerns the unique square pulse signal selected as an input vector test signal to stimulate the fault effect at the circuit output response. The second element is the filter response conversion to a square pulses sequence obtained from an analog comparator. This signal conversion is achieved through a fixed reference threshold voltage of this comparison circuit. The measurement of the three first response signal pulses durations is regarded as fault effect detection parameter on one hand, and as a fault signature helping to hence fully establish an analog circuit fault diagnosis on another hand. The results obtained so far are very promising since the approach has lifted up the fault coverage ratio in both modes to over 90% and has revealed the harmful side of faults that has been masked in a DC mode test.

Keywords: analog circuits, analog faults diagnosis, catastrophic faults, fault detection

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Authors: Romisaa Ali

Abstract:

The Policy Gradient approach is one of the deep reinforcement learning families that combines deep neural networks (DNN) with reinforcement learning RL to discover the optimum of the control problem through experience gained from the interaction between the robot and its surroundings. In contrast to earlier policy gradient algorithms, which were unable to handle these two types of error because of over-or under-estimation introduced by the deep neural network model, this article will discuss the state-of-the-art SOTA policy gradient technique, trust region policy optimization (TRPO), by applying this method in various environments compared to another policy gradient method, the Proximal Policy Optimization (PPO), to explain their robust optimization, using this SOTA to gather experience data during various training phases after observing the impact of hyper-parameters on neural network performance.

Keywords: deep neural networks, deep reinforcement learning, proximal policy optimization, state-of-the-art, trust region policy optimization

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Authors: John Knight, Fuchun Li, Yan Xu

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Based on a new method of the nonparametric estimator of the drift function, we propose a consistent test for the parametric specification of the drift function in the short rate diffusion process using observations from a panel of yields. The test statistic is shown to follow an asymptotic normal distribution under the null hypothesis that the parametric drift function is correctly specified, and converges to infinity under the alternative. Taking the daily 7-day European rates as a proxy of the short rate, we use our test to examine whether the drift of the short rate diffusion process is linear or nonlinear, which is an unresolved important issue in the short rate modeling literature. The testing results indicate that none of the drift functions in this literature adequately captures the dynamics of the drift, but nonlinear specification performs better than the linear specification.

Keywords: diffusion process, nonparametric estimation, derivative security price, drift function and volatility function

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Authors: Jiri Dufek

Abstract:

The national model of the Czech Republic has been modified in a detailed way to get detailed travel demand in the municipality level (cities, villages over 300 inhabitants). As a technique for this detailed modelling, three-dimensional procedure for calibrating gravity models, was used. Besides of zone production and attraction, which is usual in gravity models, the next additional parameter for trip distribution was introduced. Usually it is called by “third dimension”. In the model, this parameter is a demand between regions. The distribution procedure involved calculation of appropriate skim matrices and its multiplication by three coefficients obtained by iterative balancing of production, attraction and third dimension. This type of trip distribution was processed in R-project and the results were used in the Czech Republic transport model, created in PTV Vision. This process generated more precise results in local level od the model (towns, villages)

Keywords: trip distribution, three dimension, transport model, municipalities

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Authors: Swetha Priya Darshini Thammadi, Sateesh Kumar Pisini, Sanjay Kumar Shukla

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Source apportionment using Dispersion model depends primarily on the quality of Emission Inventory. In the present study, a CMB receptor model has been used to identify the sources of PM_2.5, while the AERMOD dispersion model has been used to account for missing sources of PM_2.5 in the Emission Inventory. A statistical approach has been developed to quantify the missing sources not considered in the Emission Inventory. The inventory of each grid was improved by adjusting emissions based on road lengths and deficit in measured and modelled concentrations. The results showed that in CMB analyses, fugitive sources - soil and road dust - contribute significantly to ambient PM_2.5 pollution. As a result, AERMOD significantly underestimated the ambient air concentration at most locations. The revised Emission Inventory showed a significant improvement in AERMOD performance which is evident through statistical tests.

Keywords: CMB, GIS, AERMOD, PM₂.₅, fugitive, emission inventory

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Authors: Saurav Kumar Suman, P. Karthigayani

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In this paper the height of the tree is estimated and forest types is classified from the multi temporal RISAT-1 Horizontal-Horizontal (HH) and Horizontal-Vertical (HV) Polarised Satellite Aperture Radar (SAR) data. The novelty of the proposed project is combined use of the Back-scattering Coefficients (Sigma Naught) and the Coherence. It uses Water Cloud Model (WCM). The approaches use two main steps. (a) Extraction of the different forest parameter data from the Product.xml, BAND-META file and from Grid-xxx.txt file come with the HH & HV polarized data from the ISRO (Indian Space Research Centre). These file contains the required parameter during height estimation. (b) Calculation of the Vegetation and Ground Backscattering, Coherence and other Forest Parameters. (c) Classification of Forest Types using the ENVI 5.0 Tool and ROI (Region of Interest) calculation.

Keywords: RISAT-1, classification, forest, SAR data

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Authors: Changgil Lee, Seunghee Park

Abstract:

Although vehicle driving test for the development of BWIM system is necessary, but it needs much cost and time in addition application of various driving condition. Thus, we need the numerical-simulation method resolving the cost and time problems of vehicle driving test and the way of measuring response of bridge according to the various driving condition. Using the precision analysis model reflecting the dynamic characteristic is contributed to increase accuracy in numerical simulation. In this paper, we conduct a numerical simulation to apply precision analysis model, which reflects the dynamic characteristic of bridge using Bridge Weigh-in-Motion technique and suggest overload vehicle enforcement technology using precision analysis model.

Keywords: bridge weigh-in-motion(BWIM) system, precision analysis model, dynamic characteristic of bridge, numerical simulation

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Authors: Daniel Pastor, Hyo-Sang Shin

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This paper presents a novel method to use optical flow navigation for long-term navigation. Unlike standard SLAM approaches for augmented reality, OFLAAM is designed for Micro Air Vehicles (MAV). It uses an optical flow camera pointing downwards, an IMU and a monocular camera pointing frontwards. That configuration avoids the expensive mapping and tracking of the 3D features. It only maps these features in a vocabulary list by a localization module to tackle the loss of the navigation estimation. That module, based on the well-established algorithm DBoW2, will be also used to close the loop and allow long-term navigation in confined areas. That combination of high-speed optical flow navigation with a low rate localization algorithm allows fully autonomous navigation for MAV, at the same time it reduces the overall computational load. This framework is implemented in ROS (Robot Operating System) and tested attached to a laptop. A representative scenarios is used to analyse the performance of the system.

Keywords: vision, UAV, navigation, SLAM

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Authors: Chengli Liu, C. K. M. Lee

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The tradition competitive newsvendor game assumes decision makers are rational. However, there are behavioral biases when people make decisions, such as loss aversion, mental accounting and overconfidence. Overestimation of a subject’s own performance is one type of overconfidence. The objective of this research is to analyze the impact of the overestimated demand in the newsvendor competitive game with two players. This study builds a competitive newsvendor game model where newsvendors have private information of their demands, which is overestimated. At the same time, demands of each newsvendor forecasted by a third party institution are available. This research shows that the overestimation leads to demand steal effect, which reduces the competitor’s order quantity. However, the overall supply of the product increases due to overestimation. This study illustrates the boundary condition for the overestimated newsvendor to have the equilibrium order drop due to the demand steal effect from the other newsvendor. A newsvendor who has higher critical fractile will see its equilibrium order decrease with the drop of estimation level from the other newsvendor.

Keywords: bias, competing newsvendor, Nash equilibrium, overestimation

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Authors: Mohammad Shams Esfand Abadi, Mohammad Ranjbar, Reza Ebrahimpour

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This work presents the distributed processing solution problem in a diffusion network based on the adapt then combine (ATC) and combine then adapt (CTA)selective partial update normalized least mean squares (SPU-NLMS) algorithms. Also, we extend this approach to dynamic selection affine projection algorithm (DS-APA) and ATC-DS-APA and CTA-DS-APA are established. The purpose of ATC-SPU-NLMS and CTA-SPU-NLMS algorithm is to reduce the computational complexity by updating the selected blocks of weight coefficients at every iteration. In CTA-DS-APA and ATC-DS-APA, the number of the input vectors is selected dynamically. Diffusion cooperation strategies have been shown to provide good performance based on these algorithms. The good performance of introduced algorithm is illustrated with various experimental results.

Keywords: selective partial update, affine projection, dynamic selection, diffusion, adaptive distributed networks

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Authors: Raquel Nieto, Marta Vázquez, Anita Drumond, Luis Gimeno

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One of the hot spots of climate change is the increment of ocean evaporation. The best estimation of evaporation, OAFlux data, shows strong increasing trends in evaporation from the oceans since 1978, with peaks during the hemispheric winter and strongest along the paths of the global western boundary currents and any inner Seas. The transport of moisture from oceanic sources to the continents is the connection between evaporation from the ocean and precipitation over the continents. A key question is to try to relate evaporative source regions over the oceans where trends have occurred in the last decades with their sinks over the continents to check if there have been also any trends in the precipitation amount or its characteristics. A Lagrangian approach based on FLEXPART and ERA-interim data is used to establish this connection. The analyzed period was 1980 to 2012. Results show that there is not a general pattern, but a significant agreement was found in important areas of climate interest.

Keywords: ocean evaporation, Lagrangian approaches, contiental precipitation, Europe

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Authors: Kaori Narita, Juan de Dios Tena Horrillo, Claudio Detotto

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Decisions on replacement of leaders are of significance and high prevalence in any organization, and concerns many of its stakeholders, whether it is a leader in a political party or a CEO of a firm, as indicated by high media coverage of such events. This merits an investigation into the consequences and implications of a leadership change on the performances and behavior of organizations and their workers. Sport economics provides a fruitful field to explore these issues due to the high frequencies of managerial changes in professional sports clubs and the transparency and regularity of observations of team performance and players’ abilities. Much of the existing research on managerial change focuses on how this affects the performance of an organization. However, there is scarcely attention paid to the consequences of such events on the behavior of individuals within the organization. Changes in behavior and attitudes of a group of workers due to a managerial change could be of great interest in management science, psychology, and operational research. On the other hand, these changes cannot be observed in the final outcome of the organization, as this is affected by many other unobserved shocks, for example, the stress level of workers with the need to deal with a difficult situation. To fill this gap, this study shows the first attempt to evaluate the impact of managerial change on players’ behaviors such as attack intensity, aggressiveness, and efforts. The data used in this study is from the top tier Italian football league (“Serie A”), where an average of 13 within season replacements of head coaches were observed over the period of seasons from 2000/2001 to 2017/18. The preliminary estimation employs Pooled Ordinary Least Square (POLS) and club-season Fixed Effect (FE) in order to assess the marginal effect of having a new manager on the number of shots, corners and red/yellow cards after controlling for a home-field advantage, ex ante abilities and current positions in the league of a team and their opponent. The results from this preliminary estimation suggest that the teams do not show a significant difference in their behaviors before and after the managerial change. To build on these preliminary results, other methods, including propensity score matching and non-linear model estimates, will be used. Moreover, the study will further investigate these issues by considering other measurements of attack intensity, aggressiveness, and efforts, such as possessions, a number of fouls and the athletic performance of players, respectively. Finally, the study is going to investigate whether these results vary over the characteristics of a new head coach, for example, their age and experience as a manager and a player. Thus far, this study suggests that certain behaviours of individuals in an organisation are not immediately affected by a change in leadership. To confirm this preliminary finding and lead to a more solid conclusion, further investigation will be conducted in the aforementioned manner, and the results will be elaborated in the conference.

Keywords: behaviour, effort, manager characteristics, managerial change, sport economics

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Authors: Khadidja Bellifa, Sidi Mohamed Mekelleche

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Phenols and especially halogenated phenols represent a substantial part of the chemicals produced worldwide and are known as aquatic pollutants. Quantitative structure–toxicity relationship (QSTR) models are useful for understanding how chemical structure relates to the toxicity of chemicals. In the present study, the acute toxicities of 45 halogenated phenols to Tetrahymena Pyriformis are estimated using no cost semi-empirical quantum chemistry methods. QSTR models were established using the multiple linear regression technique and the predictive ability of the models was evaluated by the internal cross-validation, the Y-randomization and the external validation. Their structural chemical domain has been defined by the leverage approach. The results show that the best model is obtained with the AM1 method (R²= 0.91, R²CV= 0.90, SD= 0.20 for the training set and R²= 0.96, SD= 0.11 for the test set). Moreover, all the Tropsha’ criteria for a predictive QSTR model are verified.

Keywords: halogenated phenols, toxicity mechanism, hydrophobicity, electrophilicity index, quantitative stucture-toxicity relationships

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Authors: Asima Shah, F. A. Masoodi, Adil Gani, Bilal Ahmad Ashwar

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The present study was designed to evaluate the effect of γ-rays on the antioxidant and antiproliferative potential of β-glucan isolated from oats. The β-glucan was irradiated with 0, 2, 6, and 10 kGy by gamma ray. The samples were characterized by FT-IR, GPC, and quantitative estimation by Megazyme β-glucan assay kit. The average molecular weight of non-irradiated β-glucan was 199 kDa that decreased to 70 kDa at 10 kGy. Both FT-IR spectrum and chemical analysis revealed that the extracted β-glucan was pure having minor impurities. Antioxidant activity was evaluated by DPPH, lipid peroxidation, reducing power, metal chelating ability and oxidative DNA damage assays. Results revealed that the antioxidant activity of β-glucan increased with the increase in irradiation dose. Irradiated β-glucan also exhibited dose dependent cancer cell growth inhibition with irradiation doses. The study revealed that low molecular weight β-glucan with enhanced antioxidant and antiproliferative activities can be produced by a simple irradiation method.

Keywords: γ-irradiation, antioxidant activity, antiproliferative activity, β-glucan, oats

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Authors: Zekun Lin, Xun Li

Abstract:

Silicon photonics has gained much interest and extensive research for a promising aspect for fabricating compact, high-speed and low-cost photonic devices compatible with complementary metal-oxide-semiconductor (CMOS) process. Despite the remarkable progress made on the development of silicon photonics, high-performance, cost-effective, and reliable silicon laser sources are still missing. In this work, we present a 1550 nm III-V/silicon laser design with stable single-mode lasing property and robust and high-efficiency vertical coupling. The InP cavity consists of two uniform Bragg grating sections at sides for mode selection and feedback, as well as a central second-order grating for surface emission. A grating coupler is etched on the SOI waveguide by which the light coupling between the parallel III-V and SOI is reached vertically rather than by evanescent wave coupling. Laser characteristic is simulated and optimized by the traveling-wave model (TWM) and a Green’s function analysis as well as a 2D finite difference time domain (FDTD) method for the coupling process. The simulation results show that single-mode lasing with SMSR better than 48dB is achievable, and the threshold current is less than 15mA with a slope efficiency of around 0.13W/A. The coupling efficiency is larger than 42% and possesses a high tolerance with less than 10% reduction for 10 um horizontal or 15 um vertical dislocation. The design can be realized by standard flip-chip bonding techniques without co-fabrication of III-V and silicon or precise alignment.

Keywords: III-V/silicon integration, silicon photonics, single mode laser, vertical coupling

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Authors: Sherine Farrag

Abstract:

Currently-used MRI scanners in Cairo City possess static magnetic field (SMF) that varies from 0.25 up to 3T. More than half of them possess SMF of 1.5T. The SMF of the magnet determine the diagnostic power of a scanner, but not worker's exposure profile. This research paper presents an approach for numerical computation of induced electric fields and SAR values by estimation of fringe static magnetic fields. Iso-gauss line of MR was mapped and a polynomial function of the 7th degree was generated and tested. Induced current field due to worker motion in the SMF and SAR values for organs and tissues have been calculated. Results illustrate that the computation tool used permits quick accurate MRI iso-gauss mapping and calculation of SAR values which can then be used for assessment of occupational exposure profile of MRI operators.

Keywords: MRI occupational exposure, MRI safety, induced current density, specific absorption rate, static magnetic fields

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Authors: Pedro Mauricio Acosta, Carlos Andrés Caro

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This research presents the regionalization of IDF curves for the department of Boyacá, Colombia, which comprises 16 towns, including the provincial capital, Tunja. For regionalization adjustment parameters (U and alpha) of the IDF curves stations referred to in the studied area were used. Similar regionalization is used by the interpolation of intensities. In the case of regionalization by parameters found by the construction of the curves intensity, duration and frequency estimation methods using ordinary moments and maximum likelihood. Regionalization and interpolation of data were performed with the assistance of Arcgis software. Within the development of the project the best choice to provide a level of reliability such as to determine which of the options and ways to regionalize is best sought. The resulting isolines maps were made in the case of regionalization intensities, each map is associated with a different return period and duration in order to build IDF curves in the studied area. In the case of the regionalization maps parameters associated with each parameter were performed last.

Keywords: intensity duration, frequency curves, regionalization, hydrology

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Authors: J. C. Cabanillas-Noris, M. I. Martínez-Hernández, I. León-Monzón

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The selection of diffractive events in the ALICE experiment during the first data taking period (RUN-I) of the Large Hadron Collider (LHC) was limited by the range over which rapidity gaps occur. It would be possible to achieve better measurements by expanding the range in which the production of particles can be detected. For this purpose, the ALICE Diffractive (AD0) detector has been installed and commissioned for the second phase (RUN-II). Any new detector should be able to take the data synchronously with all other detectors and be operated through the ALICE central systems. One of the key elements that must be developed for the AD0 detector is the Detector Control System (DCS). The DCS must be designed to operate safely and correctly this detector. Furthermore, the DCS must also provide optimum operating conditions for the acquisition and storage of physics data and ensure these are of the highest quality. The operation of AD0 implies the configuration of about 200 parameters, from electronics settings and power supply levels to the archiving of operating conditions data and the generation of safety alerts. It also includes the automation of procedures to get the AD0 detector ready for taking data in the appropriate conditions for the different run types in ALICE. The performance of AD0 detector depends on a certain number of parameters such as the nominal voltages for each photomultiplier tube (PMT), their threshold levels to accept or reject the incoming pulses, the definition of triggers, etc. All these parameters define the efficiency of AD0 and they have to be monitored and controlled through AD0 DCS. Finally, AD0 DCS provides the operator with multiple interfaces to execute these tasks. They are realized as operating panels and scripts running in the background. These features are implemented on a SCADA software platform as a distributed control system which integrates to the global control system of the ALICE experiment.

Keywords: AD0, ALICE, DCS, LHC

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Authors: Nicola Rubino

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This paper presents an analysis of a group of commodity exporting countries' nominal exchange rate movements in relationship to the US dollar. Using a series of Unrestricted Self-exciting Threshold Autoregressive models (SETAR), we model and evaluate sixteen national CPI price differentials relative to the US dollar CPI. Out-of-sample forecast accuracy is evaluated through calculation of mean absolute error measures on the basis of two-hundred and fifty-three months rolling window forecasts and extended to three additional models, namely a logistic smooth transition regression (LSTAR), an additive non linear autoregressive model (AAR) and a simple linear Neural Network model (NNET). Our preliminary results confirm presence of some form of TAR non linearity in the majority of the countries analyzed, with a relatively higher goodness of fit, with respect to the linear AR(1) benchmark, in five countries out of sixteen considered. Although no model appears to statistically prevail over the other, our final out-of-sample forecast exercise shows that SETAR models tend to have quite poor relative forecasting performance, especially when compared to alternative non-linear specifications. Finally, by analyzing the implied half-lives of the > coefficients, our results confirms the presence, in the spirit of arbitrage band adjustment, of band convergence with an inner unit root behaviour in five of the sixteen countries analyzed.

Keywords: transition regression model, real exchange rate, nonlinearities, price differentials, PPP, commodity points

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Authors: Tal Remez, Or Litany, Alex Bronstein

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The pursuit of smaller pixel sizes at ever increasing resolution in digital image sensors is mainly driven by the stringent price and form-factor requirements of sensors and optics in the cellular phone market. Recently, Eric Fossum proposed a novel concept of an image sensor with dense sub-diffraction limit one-bit pixels (jots), which can be considered a digital emulation of silver halide photographic film. This idea has been recently embodied as the EPFL Gigavision camera. A major bottleneck in the design of such sensors is the image reconstruction process, producing a continuous high dynamic range image from oversampled binary measurements. The extreme quantization of the Poisson statistics is incompatible with the assumptions of most standard image processing and enhancement frameworks. The recently proposed maximum-likelihood (ML) approach addresses this difficulty, but suffers from image artifacts and has impractically high computational complexity. In this work, we study a variant of a sensor with binary threshold pixels and propose a reconstruction algorithm combining an ML data fitting term with a sparse synthesis prior. We also show an efficient hardware-friendly real-time approximation of this inverse operator. Promising results are shown on synthetic data as well as on HDR data emulated using multiple exposures of a regular CMOS sensor.

Keywords: binary pixels, maximum likelihood, neural networks, sparse coding

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Authors: Paula Simões, Isabel Natário

Abstract:

This paper reviews a number of theoretical aspects for implementing an explicit spatial perspective in econometrics for modelling non-continuous data, in general, and count data, in particular. It provides an overview of the several spatial econometric approaches that are available to model data that are collected with reference to location in space, from the classical spatial econometrics approaches to the recent developments on spatial econometrics to model count data, in a Bayesian hierarchical setting. Considerable attention is paid to the inferential framework, necessary for structural consistent spatial econometric count models, incorporating spatial lag autocorrelation, to the corresponding estimation and testing procedures for different assumptions, to the constrains and implications embedded in the various specifications in the literature. This review combines insights from the classical spatial econometrics literature as well as from hierarchical modeling and analysis of spatial data, in order to look for new possible directions on the processing of count data, in a spatial hierarchical Bayesian econometric context.

Keywords: spatial data analysis, spatial econometrics, Bayesian hierarchical models, count data

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Authors: El Andari Chifaa, Bouaziz Rached

Abstract:

The central focus of this paper was to check whether the Okun’s law in Tunisia is valid or not. For this purpose, we have used quarterly time series data during the period 1990Q1-2014Q1. Firstly, we applied the error correction model instead of the difference version of Okun's Law, the Engle-Granger and Johansen test are employed to find out long run association between unemployment, production, and how error correction mechanism (ECM) is used for short run dynamic. Secondly, we used the gap version of Okun’s law where the estimation is done from three band pass filters which are mathematical tools used in macro-economic and especially in business cycles theory. The finding of the study indicates that the inverse relationship between unemployment and output is verified in the short and long term, and the Okun's law holds for the Tunisian economy, but with an Okun’s coefficient lower than required. Therefore, our empirical results have important implications for structural and cyclical policymakers in Tunisia to promote economic growth in a context of lower unemployment growth.

Keywords: Okun’s law, validity, unit root, cointegration, error correction model, bandpass filters

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