Search results for: generalized hurst exponent
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 853

Search results for: generalized hurst exponent

733 Adomian’s Decomposition Method to Functionally Graded Thermoelastic Materials with Power Law

Authors: Hamdy M. Youssef, Eman A. Al-Lehaibi

Abstract:

This paper presents an iteration method for the numerical solutions of a one-dimensional problem of generalized thermoelasticity with one relaxation time under given initial and boundary conditions. The thermoelastic material with variable properties as a power functional graded has been considered. Adomian’s decomposition techniques have been applied to the governing equations. The numerical results have been calculated by using the iterations method with a certain algorithm. The numerical results have been represented in figures, and the figures affirm that Adomian’s decomposition method is a successful method for modeling thermoelastic problems. Moreover, the empirical parameter of the functional graded, and the lattice design parameter have significant effects on the temperature increment, the strain, the stress, the displacement.

Keywords: Adomian, decomposition method, generalized thermoelasticity, algorithm

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732 Chaos Analysis of a 3D Finance System and Generalized Synchronization for N-Dimension

Authors: Muhammad Fiaz

Abstract:

The article in hand is the study of complex features like Zero Hopf Bifurcation, Chaos and Synchronization of integer and fractional order version of a new 3D finance system. Trusted tools of averaging theory and active control method are utilized for investigation of Zero Hopf bifurcation and synchronization for both versions respectively. Inventiveness of the paper is to find the answer of a question that is it possible to find a chaotic system which can be synchronized with any other of the same dimension? Based on different examples we categorically develop a theory that if a couple of master and slave chaotic dynamical system is synchronized by selecting a suitable gain matrix with special conditions then the master system is synchronized with any chaotic dynamical system of the same dimension. With the help of this study we developed generalized theorems for synchronization of n-dimension dynamical systems for integer as well as fractional versions. it proposed that this investigation will contribute a lot to control dynamical systems and only a suitable gain matrix with special conditions is enough to synchronize the system under consideration with any other chaotic system of the same dimension. Chaotic properties of fractional version of the new finance system are also analyzed at fractional order q=0.87. Simulations results, where required, also provided for authenticity of analytical study.

Keywords: complex analysis, chaos, generalized synchronization, control dynamics, fractional order analysis

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731 2D Ferromagnetism in Van der Waals Bonded Fe₃GeTe₂

Authors: Ankita Tiwari, Jyoti Saini, Subhasis Ghosh

Abstract:

For many years, researchers have been fascinated by the subject of how properties evolve as dimensionality is lowered. Early on, it was shown that the presence of a significant magnetic anisotropy might compensate for the lack of long-range (LR) magnetic order in a low-dimensional system (d < 3) with continuous symmetry, as proposed by Hohenberg-Mermin and Wagner (HMW). Strong magnetic anisotropy allows an LR magnetic order to stabilize in two dimensions (2D) even in the presence of stronger thermal fluctuations which is responsible for the absence of Heisenberg ferromagnetism in 2D. Van der Waals (vdW) ferromagnets, including CrI₃, CrTe₂, Cr₂X₂Te₆ (X = Si and Ge) and Fe₃GeTe₂, offer a nearly ideal platform for studying ferromagnetism in 2D. Fe₃GeTe₂ is the subject of extensive investigation due to its tunable magnetic properties, high Curie temperature (Tc ~ 220K), and perpendicular magnetic anisotropy. Many applications in the field of spintronics device development have been quite active due to these appealing features of Fe₃GeTe₂. Although it is known that LR-driven ferromagnetism is necessary to get around the HMW theorem in 2D experimental realization, Heisenberg 2D ferromagnetism remains elusive in condensed matter systems. Here, we show that Fe₃GeTe₂ hosts both localized and delocalized spins, resulting in itinerant and local-moment ferromagnetism. The presence of LR itinerant interaction facilitates to stabilize Heisenberg ferromagnet in 2D. With the help of Rhodes-Wohlfarth (RW) and generalized RW-based analysis, Fe₃GeTe₂ has been shown to be a 2D ferromagnet with itinerant magnetism that can be modulated by an external magnetic field. Hence, the presence of both local moment and itinerant magnetism has made this system interesting in terms of research in low dimensions. We have also rigorously performed critical analysis using an improvised method. We show that the variable critical exponents are typical signatures of 2D ferromagnetism in Fe₃GeTe₂. The spontaneous magnetization exponent β changes the universality class from mean-field to 2D Heisenberg with field. We have also confirmed the range of interaction via the renormalization group (RG) theory. According to RG theory, Fe₃GeTe₂ is a 2D ferromagnet with LR interactions.

Keywords: Van der Waal ferromagnet, 2D ferromagnetism, phase transition, itinerant ferromagnetism, long range order

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730 Stress and Marital Satisfaction of Parents to Children Diagnosed with Autism

Authors: Oren Shtayermman

Abstract:

The current investigation expended on research among parents caring for a child who is diagnosed with an autism spectrum disorder (ASD). An online web survey was used to collect data from 253 parents caring for a child with a diagnosis of ASD. Both parents reported on elevated levels of parental stress associated with caring for the child on the spectrum. In addition, lower levels of marital satisfaction were found in both parents. About 13% of the parents in the sample met the diagnostic criteria for Major Depressive Disorder and About 15% of the parents met the diagnostic criteria for Generalized Anxiety Disorder. Although the majority of the sample was females (94%) significant differences were found between males and females in relation to meeting the diagnostic criteria for Major Depressive Disorder and for Generalized Anxiety Disorder. Higher levels of stress were associated with higher number of Generalized Anxiety Disorder symptoms and higher number of Major Depressive Disorder symptoms. Findings from this study indicate how vulnerable parents and especially females are in relation to caring to a child diagnosed with ASD. Educational Objectives: At the conclusion of the paper, the readers should be able to: -Identify levels of stress and marital satisfaction among parents caring for a child diagnosed with autism spectrum disorder, -Recognize the impact of stress on the development of mental health issues, -Name the two most common mood and anxiety related disorders associated with caring for a child diagnosed with an autism spectrum disorder.

Keywords: autism, stress, parents, children

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729 On Confidence Intervals for the Difference between Inverse of Normal Means with Known Coefficients of Variation

Authors: Arunee Wongkhao, Suparat Niwitpong, Sa-aat Niwitpong

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In this paper, we propose two new confidence intervals for the difference between the inverse of normal means with known coefficients of variation. One of these two confidence intervals for this problem is constructed based on the generalized confidence interval and the other confidence interval is constructed based on the closed form method of variance estimation. We examine the performance of these confidence intervals in terms of coverage probabilities and expected lengths via Monte Carlo simulation.

Keywords: coverage probability, expected length, inverse of normal mean, coefficient of variation, generalized confidence interval, closed form method of variance estimation

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728 When Sex Matters: A Comparative Generalized Structural Equation Model (GSEM) for the Determinants of Stunting Amongst Under-fives in Uganda

Authors: Vallence Ngabo M., Leonard Atuhaire, Peter Clever Rutayisire

Abstract:

The main aim of this study was to establish the differences in both the determinants of stunting and the causal mechanism through which the identified determinants influence stunting amongst male and female under-fives in Uganda. Literature shows that male children below the age of five years are at a higher risk of being stunted than their female counterparts. Specifically, studies in Uganda indicate that being a male child is positively associated with stunting, while being a female is negatively associated with stunting. Data for 904 males and 829 females under-fives was extracted form UDHS-2016 survey dataset. Key variables for this study were identified and used in generating relevant models and paths. Structural equation modeling techniques were used in their generalized form (GSEM). The generalized nature necessitated specifying both the family and link functions for each response variable in the system of the model. The sex of the child (b4) was used as a grouping factor and the height for age (HAZ) scores were used to construct the status for stunting of under-fives. The estimated models and path clearly indicated that the set of underlying factors that influence male and female under-fives respectively was different and the path through which they influence stunting was different. However, some of the determinants that influenced stunting amongst male under-fives also influenced stunting amongst the female under-fives. To reduce the stunting problem to the desirable state, it is important to consider the multifaceted and complex nature of the risk factors that influence stunting amongst the under-fives but, more importantly, consider the different sex-specific factors and their causal mechanism or paths through which they influence stunting.

Keywords: stunting, underfives, sex of the child, GSEM, causal mechanism

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727 A Survey on Quasi-Likelihood Estimation Approaches for Longitudinal Set-ups

Authors: Naushad Mamode Khan

Abstract:

The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood based estimating methodology. The joint generalized quasilikelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQLIII) that are based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: longitudinal, com-Poisson, ill-conditioned, INAR(1), GLMS, GQL

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726 Generalized Model Estimating Strength of Bauxite Residue-Lime Mix

Authors: Sujeet Kumar, Arun Prasad

Abstract:

The present work investigates the effect of multiple parameters on the unconfined compressive strength of the bauxite residue-lime mix. A number of unconfined compressive strength tests considering various curing time, lime content, dry density and moisture content were carried out. The results show that an empirical correlation may be successfully developed using volumetric lime content, porosity, moisture content, curing time unconfined compressive strength for the range of the bauxite residue-lime mix studied. The proposed empirical correlations efficiently predict the strength of bauxite residue-lime mix, and it can be used as a generalized empirical equation to estimate unconfined compressive strength.

Keywords: bauxite residue, curing time, porosity/volumetric lime ratio, unconfined compressive strength

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725 Applying Serious Game Design Frameworks to Existing Games for Integration of Custom Learning Objectives

Authors: Jonathan D. Moore, Mark G. Reith, David S. Long

Abstract:

Serious games (SGs) have been shown to be an effective teaching tool in many contexts. Because of the success of SGs, several design frameworks have been created to expedite the process of making original serious games to teach specific learning objectives (LOs). Even with these frameworks, the time required to create a custom SG from conception to implementation can range from months to years. Furthermore, it is even more difficult to design a game framework that allows an instructor to create customized game variants supporting multiple LOs within the same field. This paper proposes a refactoring methodology to apply the theoretical principles from well-established design frameworks to a pre-existing serious game. The expected result is a generalized game that can be quickly customized to teach LOs not originally targeted by the game. This methodology begins by describing the general components in a game, then uses a combination of two SG design frameworks to extract the teaching elements present in the game. The identified teaching elements are then used as the theoretical basis to determine the range of LOs that can be taught by the game. This paper evaluates the proposed methodology by presenting a case study of refactoring the serious game Battlespace Next (BSN) to teach joint military capabilities. The range of LOs that can be taught by the generalized BSN are identified, and examples of creating custom LOs are given. Survey results from users of the generalized game are also provided. Lastly, the expected impact of this work is discussed and a road map for future work and evaluation is presented.

Keywords: serious games, learning objectives, game design, learning theory, game framework

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724 Marginalized Two-Part Joint Models for Generalized Gamma Family of Distributions

Authors: Mohadeseh Shojaei Shahrokhabadi, Ding-Geng (Din) Chen

Abstract:

Positive continuous outcomes with a substantial number of zero values and incomplete longitudinal follow-up are quite common in medical cost data. To jointly model semi-continuous longitudinal cost data and survival data and to provide marginalized covariate effect estimates, a marginalized two-part joint model (MTJM) has been developed for outcome variables with lognormal distributions. In this paper, we propose MTJM models for outcome variables from a generalized gamma (GG) family of distributions. The GG distribution constitutes a general family that includes approximately all of the most frequently used distributions like the Gamma, Exponential, Weibull, and Log Normal. In the proposed MTJM-GG model, the conditional mean from a conventional two-part model with a three-parameter GG distribution is parameterized to provide the marginal interpretation for regression coefficients. In addition, MTJM-gamma and MTJM-Weibull are developed as special cases of MTJM-GG. To illustrate the applicability of the MTJM-GG, we applied the model to a set of real electronic health record data recently collected in Iran, and we provided SAS code for application. The simulation results showed that when the outcome distribution is unknown or misspecified, which is usually the case in real data sets, the MTJM-GG consistently outperforms other models. The GG family of distribution facilitates estimating a model with improved fit over the MTJM-gamma, standard Weibull, or Log-Normal distributions.

Keywords: marginalized two-part model, zero-inflated, right-skewed, semi-continuous, generalized gamma

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723 Bivariate Generalization of q-α-Bernstein Polynomials

Authors: Tarul Garg, P. N. Agrawal

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We propose to define the q-analogue of the α-Bernstein Kantorovich operators and then introduce the q-bivariate generalization of these operators to study the approximation of functions of two variables. We obtain the rate of convergence of these bivariate operators by means of the total modulus of continuity, partial modulus of continuity and the Peetre’s K-functional for continuous functions. Further, in order to study the approximation of functions of two variables in a space bigger than the space of continuous functions, i.e. Bögel space; the GBS (Generalized Boolean Sum) of the q-bivariate operators is considered and degree of approximation is discussed for the Bögel continuous and Bögel differentiable functions with the aid of the Lipschitz class and the mixed modulus of smoothness.

Keywords: Bögel continuous, Bögel differentiable, generalized Boolean sum, K-functional, mixed modulus of smoothness

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722 Chaotic Behavior in Monetary Systems: Comparison among Different Types of Taylor Rule

Authors: Reza Moosavi Mohseni, Wenjun Zhang, Jiling Cao

Abstract:

The aim of the present study is to detect the chaotic behavior in monetary economic relevant dynamical system. The study employs three different forms of Taylor rules: current, forward, and backward looking. The result suggests the existence of the chaotic behavior in all three systems. In addition, the results strongly represent that using expectations especially rational expectation hypothesis can increase complexity of the system and leads to more chaotic behavior.

Keywords: taylor rule, monetary system, chaos theory, lyapunov exponent, GMM estimator

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721 Closed-Form Sharma-Mittal Entropy Rate for Gaussian Processes

Authors: Septimia Sarbu

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The entropy rate of a stochastic process is a fundamental concept in information theory. It provides a limit to the amount of information that can be transmitted reliably over a communication channel, as stated by Shannon's coding theorems. Recently, researchers have focused on developing new measures of information that generalize Shannon's classical theory. The aim is to design more efficient information encoding and transmission schemes. This paper continues the study of generalized entropy rates, by deriving a closed-form solution to the Sharma-Mittal entropy rate for Gaussian processes. Using the squeeze theorem, we solve the limit in the definition of the entropy rate, for different values of alpha and beta, which are the parameters of the Sharma-Mittal entropy. In the end, we compare it with Shannon and Rényi's entropy rates for Gaussian processes.

Keywords: generalized entropies, Sharma-Mittal entropy rate, Gaussian processes, eigenvalues of the covariance matrix, squeeze theorem

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720 The Association between Masculinity and Anxiety in Canadian Men

Authors: Nikk Leavitt, Peter Kellett, Cheryl Currie, Richard Larouche

Abstract:

Background: Masculinity has been associated with poor mental health outcomes in adult men and is colloquially referred to as toxic. Masculinity is traditionally measured using the Male Role Norms Inventory, which examines behaviors that may be common in men but that are themselves associated with poor mental health regardless of gender (e.g., aggressiveness). The purpose of this study was to examine if masculinity is associated with generalized anxiety among men using this inventory vs. a man’s personal definition of it. Method: An online survey collected data from 1,200 men aged 18-65 across Canada in July 2022. Masculinity was measured using: 1) the Male Role Norms Inventory Short Form and 2) by asking men to self-define what being masculine means. Men were then asked to rate the extent they perceived themselves to be masculine on a scale of 1 to 10 based on their definition of the construct. Generalized anxiety disorder was measured using the GAD-7. Multiple linear regression was used to examine associations between each masculinity score and anxiety score, adjusting for confounders. Results: The masculinity score measured using the inventory was positively associated with increased anxiety scores among men (β = 0.02, p < 0.01). Masculinity subscales most strongly correlated with higher anxiety were restrictive emotionality (β = 0.29, p < 0.01) and dominance (β = 0.30, p < 0.01). When traditional masculinity was replaced by a man’s self-rated masculinity score in the model, the reverse association was found, with increasing masculinity resulting in a significantly reduced anxiety score (β = -0.13, p = 0.04). Discussion: These findings highlight the need to revisit the ways in which masculinity is defined and operationalized in research to better understand its impacts on men’s mental health. The findings also highlight the importance of allowing participants to self-define gender-based constructs, given they are fluid and socially constructed.

Keywords: masculinity, generalized anxiety disorder, race, intersectionality

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719 A Problem on Homogeneous Isotropic Microstretch Thermoelastic Half Space with Mass Diffusion Medium under Different Theories

Authors: Devinder Singh, Rajneesh Kumar, Arvind Kumar

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The present investigation deals with generalized model of the equations for a homogeneous isotropic microstretch thermoelastic half space with mass diffusion medium. Theories of generalized thermoelasticity Lord-Shulman (LS) Green-Lindsay (GL) and Coupled Theory (CT) theories are applied to investigate the problem. The stresses in the considered medium have been studied due to normal force and tangential force. The normal mode analysis technique is used to calculate the normal stress, shear stress, couple stresses and microstress. A numerical computation has been performed on the resulting quantity. The computed numerical results are shown graphically.

Keywords: microstretch, thermoelastic, normal mode analysis, normal and tangential force, microstress force

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718 Modelling Volatility of Cryptocurrencies: Evidence from GARCH Family of Models with Skewed Error Innovation Distributions

Authors: Timothy Kayode Samson, Adedoyin Isola Lawal

Abstract:

The past five years have shown a sharp increase in public interest in the crypto market, with its market capitalization growing from $100 billion in June 2017 to $2158.42 billion on April 5, 2022. Despite the outrageous nature of the volatility of cryptocurrencies, the use of skewed error innovation distributions in modelling the volatility behaviour of these digital currencies has not been given much research attention. Hence, this study models the volatility of 5 largest cryptocurrencies by market capitalization (Bitcoin, Ethereum, Tether, Binance coin, and USD Coin) using four variants of GARCH models (GJR-GARCH, sGARCH, EGARCH, and APARCH) estimated using three skewed error innovation distributions (skewed normal, skewed student- t and skewed generalized error innovation distributions). Daily closing prices of these currencies were obtained from Yahoo Finance website. Finding reveals that the Binance coin reported higher mean returns compared to other digital currencies, while the skewness indicates that the Binance coin, Tether, and USD coin increased more than they decreased in values within the period of study. For both Bitcoin and Ethereum, negative skewness was obtained, meaning that within the period of study, the returns of these currencies decreased more than they increased in value. Returns from these cryptocurrencies were found to be stationary but not normality distributed with evidence of the ARCH effect. The skewness parameters in all best forecasting models were all significant (p<.05), justifying of use of skewed error innovation distributions with a fatter tail than normal, Student-t, and generalized error innovation distributions. For Binance coin, EGARCH-sstd outperformed other volatility models, while for Bitcoin, Ethereum, Tether, and USD coin, the best forecasting models were EGARCH-sstd, APARCH-sstd, EGARCH-sged, and GJR-GARCH-sstd, respectively. This suggests the superiority of skewed Student t- distribution and skewed generalized error distribution over the skewed normal distribution.

Keywords: skewed generalized error distribution, skewed normal distribution, skewed student t- distribution, APARCH, EGARCH, sGARCH, GJR-GARCH

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

Authors: Muhammad Nouman Qureshi, Muhammad Hanif

Abstract:

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

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

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716 Stochastic Matrices and Lp Norms for Ill-Conditioned Linear Systems

Authors: Riadh Zorgati, Thomas Triboulet

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In quite diverse application areas such as astronomy, medical imaging, geophysics or nondestructive evaluation, many problems related to calibration, fitting or estimation of a large number of input parameters of a model from a small amount of output noisy data, can be cast as inverse problems. Due to noisy data corruption, insufficient data and model errors, most inverse problems are ill-posed in a Hadamard sense, i.e. existence, uniqueness and stability of the solution are not guaranteed. A wide class of inverse problems in physics relates to the Fredholm equation of the first kind. The ill-posedness of such inverse problem results, after discretization, in a very ill-conditioned linear system of equations, the condition number of the associated matrix can typically range from 109 to 1018. This condition number plays the role of an amplifier of uncertainties on data during inversion and then, renders the inverse problem difficult to handle numerically. Similar problems appear in other areas such as numerical optimization when using interior points algorithms for solving linear programs leads to face ill-conditioned systems of linear equations. Devising efficient solution approaches for such system of equations is therefore of great practical interest. Efficient iterative algorithms are proposed for solving a system of linear equations. The approach is based on a preconditioning of the initial matrix of the system with an approximation of a generalized inverse leading to a stochastic preconditioned matrix. This approach, valid for non-negative matrices, is first extended to hermitian, semi-definite positive matrices and then generalized to any complex rectangular matrices. The main results obtained are as follows: 1) We are able to build a generalized inverse of any complex rectangular matrix which satisfies the convergence condition requested in iterative algorithms for solving a system of linear equations. This completes the (short) list of generalized inverse having this property, after Kaczmarz and Cimmino matrices. Theoretical results on both the characterization of the type of generalized inverse obtained and the convergence are derived. 2) Thanks to its properties, this matrix can be efficiently used in different solving schemes as Richardson-Tanabe or preconditioned conjugate gradients. 3) By using Lp norms, we propose generalized Kaczmarz’s type matrices. We also show how Cimmino's matrix can be considered as a particular case consisting in choosing the Euclidian norm in an asymmetrical structure. 4) Regarding numerical results obtained on some pathological well-known test-cases (Hilbert, Nakasaka, …), some of the proposed algorithms are empirically shown to be more efficient on ill-conditioned problems and more robust to error propagation than the known classical techniques we have tested (Gauss, Moore-Penrose inverse, minimum residue, conjugate gradients, Kaczmarz, Cimmino). We end on a very early prospective application of our approach based on stochastic matrices aiming at computing some parameters (such as the extreme values, the mean, the variance, …) of the solution of a linear system prior to its resolution. Such an approach, if it were to be efficient, would be a source of information on the solution of a system of linear equations.

Keywords: conditioning, generalized inverse, linear system, norms, stochastic matrix

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715 Feigenbaum Universality, Chaos and Fractal Dimensions in Discrete Dynamical Systems

Authors: T. K. Dutta, K. K. Das, N. Dutta

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The salient feature of this paper is primarily concerned with Ricker’s population model: f(x)=x e^(r(1-x/k)), where r is the control parameter and k is the carrying capacity, and some fruitful results are obtained with the following objectives: 1) Determination of bifurcation values leading to a chaotic region, 2) Development of Statistical Methods and Analysis required for the measure of Fractal dimensions, 3) Calculation of various fractal dimensions. These results also help that the invariant probability distribution on the attractor, when it exists, provides detailed information about the long-term behavior of a dynamical system. At the end, some open problems are posed for further research.

Keywords: Feigenbaum universality, chaos, Lyapunov exponent, fractal dimensions

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714 Evaluating Traffic Congestion Using the Bayesian Dirichlet Process Mixture of Generalized Linear Models

Authors: Ren Moses, Emmanuel Kidando, Eren Ozguven, Yassir Abdelrazig

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This study applied traffic speed and occupancy to develop clustering models that identify different traffic conditions. Particularly, these models are based on the Dirichlet Process Mixture of Generalized Linear regression (DML) and change-point regression (CR). The model frameworks were implemented using 2015 historical traffic data aggregated at a 15-minute interval from an Interstate 295 freeway in Jacksonville, Florida. Using the deviance information criterion (DIC) to identify the appropriate number of mixture components, three traffic states were identified as free-flow, transitional, and congested condition. Results of the DML revealed that traffic occupancy is statistically significant in influencing the reduction of traffic speed in each of the identified states. Influence on the free-flow and the congested state was estimated to be higher than the transitional flow condition in both evening and morning peak periods. Estimation of the critical speed threshold using CR revealed that 47 mph and 48 mph are speed thresholds for congested and transitional traffic condition during the morning peak hours and evening peak hours, respectively. Free-flow speed thresholds for morning and evening peak hours were estimated at 64 mph and 66 mph, respectively. The proposed approaches will facilitate accurate detection and prediction of traffic congestion for developing effective countermeasures.

Keywords: traffic congestion, multistate speed distribution, traffic occupancy, Dirichlet process mixtures of generalized linear model, Bayesian change-point detection

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713 A Boundary Backstepping Control Design for 2-D, 3-D and N-D Heat Equation

Authors: Aziz Sezgin

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We consider the problem of stabilization of an unstable heat equation in a 2-D, 3-D and generally n-D domain by deriving a generalized backstepping boundary control design methodology. To stabilize the systems, we design boundary backstepping controllers inspired by the 1-D unstable heat equation stabilization procedure. We assume that one side of the boundary is hinged and the other side is controlled for each direction of the domain. Thus, controllers act on two boundaries for 2-D domain, three boundaries for 3-D domain and ”n” boundaries for n-D domain. The main idea of the design is to derive ”n” controllers for each of the dimensions by using ”n” kernel functions. Thus, we obtain ”n” controllers for the ”n” dimensional case. We use a transformation to change the system into an exponentially stable ”n” dimensional heat equation. The transformation used in this paper is a generalized Volterra/Fredholm type with ”n” kernel functions for n-D domain instead of the one kernel function of 1-D design.

Keywords: backstepping, boundary control, 2-D, 3-D, n-D heat equation, distributed parameter systems

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712 On the Performance of Improvised Generalized M-Estimator in the Presence of High Leverage Collinearity Enhancing Observations

Authors: Habshah Midi, Mohammed A. Mohammed, Sohel Rana

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Multicollinearity occurs when two or more independent variables in a multiple linear regression model are highly correlated. The ridge regression is the commonly used method to rectify this problem. However, the ridge regression cannot handle the problem of multicollinearity which is caused by high leverage collinearity enhancing observation (HLCEO). Since high leverage points (HLPs) are responsible for inducing multicollinearity, the effect of HLPs needs to be reduced by using Generalized M estimator. The existing GM6 estimator is based on the Minimum Volume Ellipsoid (MVE) which tends to swamp some low leverage points. Hence an improvised GM (MGM) estimator is presented to improve the precision of the GM6 estimator. Numerical example and simulation study are presented to show how HLPs can cause multicollinearity. The numerical results show that our MGM estimator is the most efficient method compared to some existing methods.

Keywords: identification, high leverage points, multicollinearity, GM-estimator, DRGP, DFFITS

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711 A Generalized Family of Estimators for Estimation of Unknown Population Variance in Simple Random Sampling

Authors: Saba Riaz, Syed A. Hussain

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This paper is addressing the estimation method of the unknown population variance of the variable of interest. A new generalized class of estimators of the finite population variance has been suggested using the auxiliary information. To improve the precision of the proposed class, known population variance of the auxiliary variable has been used. Mathematical expressions for the biases and the asymptotic variances of the suggested class are derived under large sample approximation. Theoretical and numerical comparisons are made to investigate the performances of the proposed class of estimators. The empirical study reveals that the suggested class of estimators performs better than the usual estimator, classical ratio estimator, classical product estimator and classical linear regression estimator. It has also been found that the suggested class of estimators is also more efficient than some recently published estimators.

Keywords: study variable, auxiliary variable, finite population variance, bias, asymptotic variance, percent relative efficiency

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710 On Generalized Cumulative Past Inaccuracy Measure for Marginal and Conditional Lifetimes

Authors: Amit Ghosh, Chanchal Kundu

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Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem.

Keywords: cumulative past inaccuracy, marginal and conditional past lifetimes, conditional proportional reversed hazard rate model, usual stochastic order

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709 Generalized Rough Sets Applied to Graphs Related to Urban Problems

Authors: Mihai Rebenciuc, Simona Mihaela Bibic

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Branch of modern mathematics, graphs represent instruments for optimization and solving practical applications in various fields such as economic networks, engineering, network optimization, the geometry of social action, generally, complex systems including contemporary urban problems (path or transport efficiencies, biourbanism, & c.). In this paper is studied the interconnection of some urban network, which can lead to a simulation problem of a digraph through another digraph. The simulation is made univoc or more general multivoc. The concepts of fragment and atom are very useful in the study of connectivity in the digraph that is simulation - including an alternative evaluation of k- connectivity. Rough set approach in (bi)digraph which is proposed in premier in this paper contribute to improved significantly the evaluation of k-connectivity. This rough set approach is based on generalized rough sets - basic facts are presented in this paper.

Keywords: (bi)digraphs, rough set theory, systems of interacting agents, complex systems

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708 Statistical Modeling of Mobile Fading Channels Based on Triply Stochastic Filtered Marked Poisson Point Processes

Authors: Jihad S. Daba, J. P. Dubois

Abstract:

Understanding the statistics of non-isotropic scattering multipath channels that fade randomly with respect to time, frequency, and space in a mobile environment is very crucial for the accurate detection of received signals in wireless and cellular communication systems. In this paper, we derive stochastic models for the probability density function (PDF) of the shift in the carrier frequency caused by the Doppler Effect on the received illuminating signal in the presence of a dominant line of sight. Our derivation is based on a generalized Clarke’s and a two-wave partially developed scattering models, where the statistical distribution of the frequency shift is shown to be consistent with the power spectral density of the Doppler shifted signal.

Keywords: Doppler shift, filtered Poisson process, generalized Clark’s model, non-isotropic scattering, partially developed scattering, Rician distribution

Procedia PDF Downloads 372
707 Classical and Bayesian Inference of the Generalized Log-Logistic Distribution with Applications to Survival Data

Authors: Abdisalam Hassan Muse, Samuel Mwalili, Oscar Ngesa

Abstract:

A generalized log-logistic distribution with variable shapes of the hazard rate was introduced and studied, extending the log-logistic distribution by adding an extra parameter to the classical distribution, leading to greater flexibility in analysing and modeling various data types. The proposed distribution has a large number of well-known lifetime special sub-models such as; Weibull, log-logistic, exponential, and Burr XII distributions. Its basic mathematical and statistical properties were derived. The method of maximum likelihood was adopted for estimating the unknown parameters of the proposed distribution, and a Monte Carlo simulation study is carried out to assess the behavior of the estimators. The importance of this distribution is that its tendency to model both monotone (increasing and decreasing) and non-monotone (unimodal and bathtub shape) or reversed “bathtub” shape hazard rate functions which are quite common in survival and reliability data analysis. Furthermore, the flexibility and usefulness of the proposed distribution are illustrated in a real-life data set and compared to its sub-models; Weibull, log-logistic, and BurrXII distributions and other parametric survival distributions with 3-parmaeters; like the exponentiated Weibull distribution, the 3-parameter lognormal distribution, the 3- parameter gamma distribution, the 3-parameter Weibull distribution, and the 3-parameter log-logistic (also known as shifted log-logistic) distribution. The proposed distribution provided a better fit than all of the competitive distributions based on the goodness-of-fit tests, the log-likelihood, and information criterion values. Finally, Bayesian analysis and performance of Gibbs sampling for the data set are also carried out.

Keywords: hazard rate function, log-logistic distribution, maximum likelihood estimation, generalized log-logistic distribution, survival data, Monte Carlo simulation

Procedia PDF Downloads 202
706 A Guide for Using Viscoelasticity in ANSYS

Authors: A. Fettahoglu

Abstract:

Theory of viscoelasticity is used by many researchers to represent the behavior of many materials such as pavements on roads or bridges. Several researches used analytical methods and rheology to predict the material behaviors of simple models. Today, more complex engineering structures are analyzed using Finite Element Method, in which material behavior is embedded by means of three dimensional viscoelastic material laws. As a result, structures of unordinary geometry and domain can be analyzed by means of Finite Element Method and three dimensional viscoelastic equations. In the scope of this study, rheological models embedded in ANSYS, namely, generalized Maxwell model and Prony series, which are two methods used by ANSYS to represent viscoelastic material behavior, are presented explicitly. Afterwards, a guide is illustrated to ease using of viscoelasticity tool in ANSYS.

Keywords: ANSYS, generalized Maxwell model, finite element method, Prony series, viscoelasticity, viscoelastic material curve fitting

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705 Generalized Additive Model Approach for the Chilean Hake Population in a Bio-Economic Context

Authors: Selin Guney, Andres Riquelme

Abstract:

The traditional bio-economic method for fisheries modeling uses some estimate of the growth parameters and the system carrying capacity from a biological model for the population dynamics (usually a logistic population growth model) which is then analyzed as a traditional production function. The stock dynamic is transformed into a revenue function and then compared with the extraction costs to estimate the maximum economic yield. In this paper, the logistic population growth model for the population is combined with a forecast of the abundance and location of the stock by using a generalized additive model approach. The paper focuses on the Chilean hake population. This method allows for the incorporation of climatic variables and the interaction with other marine species, which in turn will increase the reliability of the estimates and generate better extraction paths for different conservation objectives, such as the maximum biological yield or the maximum economic yield.

Keywords: bio-economic, fisheries, GAM, production

Procedia PDF Downloads 252
704 Robust Pattern Recognition via Correntropy Generalized Orthogonal Matching Pursuit

Authors: Yulong Wang, Yuan Yan Tang, Cuiming Zou, Lina Yang

Abstract:

This paper presents a novel sparse representation method for robust pattern classification. Generalized orthogonal matching pursuit (GOMP) is a recently proposed efficient sparse representation technique. However, GOMP adopts the mean square error (MSE) criterion and assign the same weights to all measurements, including both severely and slightly corrupted ones. To reduce the limitation, we propose an information-theoretic GOMP (ITGOMP) method by exploiting the correntropy induced metric. The results show that ITGOMP can adaptively assign small weights on severely contaminated measurements and large weights on clean ones, respectively. An ITGOMP based classifier is further developed for robust pattern classification. The experiments on public real datasets demonstrate the efficacy of the proposed approach.

Keywords: correntropy induced metric, matching pursuit, pattern classification, sparse representation

Procedia PDF Downloads 356