Search results for: GMM estimator

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

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In this paper, we propose a novel inference algorithm for the multi-class Gaussian process classification model that can be used in the field of human behavior recognition. This algorithm can drive simultaneously both a posterior distribution of a latent function and estimators of hyper-parameters in a Gaussian process classification model with multi-class. Our algorithm is based on the Laplace approximation (LA) technique and variational EM framework. This is performed in two steps: called expectation and maximization steps. First, in the expectation step, using the Bayesian formula and LA technique, we derive approximately the posterior distribution of the latent function indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. Second, in the maximization step, using a derived posterior distribution of latent function, we compute the maximum likelihood estimator for hyper-parameters of a covariance matrix necessary to define prior distribution for latent function. These two steps iteratively repeat until a convergence condition satisfies. Moreover, we apply the proposed algorithm with human action classification problem using a public database, namely, the KTH human action data set. Experimental results reveal that the proposed algorithm shows good performance on this data set.

Keywords: bayesian rule, gaussian process classification model with multiclass, gaussian process prior, human action classification, laplace approximation, variational EM algorithm

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Authors: Hany Mustafa, Mahmoud Roushdi, Khaled Kheireldin

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Rainfall variability is an important feature of semi-arid climates. Climate change is very likely to increase the frequency, magnitude, and variability of extreme weather events such as droughts, floods, and storms. The Blue Nile Basin is facing extreme climate change-related events such as floods and droughts and its possible impacts on ecosystem, livelihood, agriculture, livestock, and biodiversity are expected. Rainfall variability is a threat to food production in the Blue Nile Basin countries. This study investigates the long-term variations and trends of seasonal and annual precipitation over the Blue Nile Basin for 102-year period (1901-2002). Six statistical trend analysis of precipitation was performed with nonparametric Mann-Kendall test and Sen's slope estimator. On the other hands, four statistical absolute homogeneity tests: Standard Normal Homogeneity Test, Buishand Range test, Pettitt test and the Von Neumann ratio test were applied to test the homogeneity of the rainfall data, using XLSTAT software, which results of p-valueless than alpha=0.05, were significant. The percentages of significant trends obtained for each parameter in the different seasons are presented. The study recommends adaptation strategies to be streamlined to relevant policies, enhancing local farmers’ adaptive capacity for facing future climate change effects.

Keywords: Blue Nile basin, climate change, Mann-Kendall test, trend analysis

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Authors: Odejayi Adedayo Olugbenga, Aina Adebisi

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Weather variables (rainfall and temperature) affect the diversity and abundance of both fauna and flora species. This study compared the weather variables with spider abundance in two ecological zones of Ogun State, Nigeria namely Ago-iwoye (Rainforest) in the Ijebu axis and Aiyetoro (Derived Savannah) in the Yewa axis. Seven study sites chosen by Simple Random Sampling in each ecosystem were used for the study. In each sampling area, a 60 m x 120 m land area was marked and sampled, spider collection techniques were; hand picking, use of sweep netting, and Pitfall trap. Adult spiders were identified to the species level. Species richness was estimated by a non-parametric species estimator while the diversity of spider species was assessed by Simpson Diversity Index and Species Richness by One-way Analysis of Variance. Results revealed that spiders were more abundant in rainforest zones than in derived savannah ecosystems. However, the pattern of spider abundance in rainforest zone and residential areas were similar. During high temperatures, the activities of spiders tended to increase according to this study. In contrast, results showed that there was a negative correlation between rainfall and spider species abundance in addition to a negative and weak correlation between rainfall and species richness. It was concluded that heavy downpour has lethal effects on both immature and sometimes matured spiders, which could lead to the extinction of some unknown species of spiders. Tree planting should be encouraged, as this shelters the spider.

Keywords: spider, abundance, species richness, species diversity

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Authors: Radha Krishan, Deepak Khare, Bhaskar R. Nikam, Ayush Chandrakar

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Every irrigation project is planned considering long-term historical climatic conditions; however, the prompt climatic shift and change has come out with such circumstances which were inconceivable in the past. Considering this fact, scrutiny of rainfall and temperature trend has been carried out over the command area of Eastern Ganga Canal project for pre-climate shift period and post-climate shift periods in the present study. Non-parametric Mann-Kendall and Sen’s methods have been applied to study the trends in annual rainfall, seasonal rainfall, annual rainy day, monsoonal rainy days, average annual temperature and seasonal temperature. The results showed decreasing trend of 48.11 to 42.17 mm/decade in annual rainfall and 79.78 tSo 49.67 mm/decade in monsoon rainfall in pre-climate to post-climate shift periods, respectively. The decreasing trend of 1 to 4 days/decade has been observed in annual rainy days from pre-climate to post-climate shift period. Trends in temperature revealed that there were significant decreasing trends in annual (-0.03 ºC/yr), Kharif (-0.02 ºC/yr), Rabi (-0.04 ºC/yr) and summer (-0.02 ºC/yr) season temperature during pre-climate shift period, whereas the significant increasing trend (0.02 ºC/yr) has been observed in all the four parameters during post climate shift period. These results will help project managers in understanding the climate shift and lead them to develop alternative water management strategies.

Keywords: climate shift, rainfall trend, temperature trend, Mann-Kendall test, sen slope estimator, eastern Ganga canal command

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Authors: Kornelius Ronald Demu, Dewi Retno Sari Saputro, Purnami Widyaningsih

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Human Development Index (HDI) is a standard measurement for a country's human development. Several factors may have influenced it, such as life expectancy, gross domestic product (GDP) based on the province's annual expenditure, the number of poor people, and the percentage of an illiterate people. The scatter plot between HDI and the influenced factors show that the plot does not follow a specific pattern or form. Therefore, the HDI's data in Indonesia can be applied with a nonparametric regression model. The estimation of the regression curve in the nonparametric regression model is flexible because it follows the shape of the data pattern. One of the nonparametric regression's method is a truncated spline. Truncated spline regression is one of the nonparametric approach, which is a modification of the segmented polynomial functions. The estimator of a truncated spline regression model was affected by the selection of the optimal knots point. Knot points is a focus point of spline truncated functions. The optimal knots point was determined by the minimum value of generalized cross validation (GCV). In this article were applied the data of Human Development Index with a truncated spline nonparametric regression model. The results of this research were obtained the best-truncated spline regression model to the HDI's data in Indonesia with the combination of optimal knots point 5-5-5-4. Life expectancy and the percentage of an illiterate people were the significant factors depend to the HDI in Indonesia. The coefficient of determination is 94.54%. This means the regression model is good enough to applied on the data of HDI in Indonesia.

Keywords: generalized cross validation (GCV), Human Development Index (HDI), knots point, nonparametric regression, truncated spline

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Authors: O. S. Ebrahim, K. O. Shawky, M. O. S. Ebrahim, P. K. Jain

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Induction Motor (IM) driving pump is the main consumer of electricity in a typical fluid transportation system (FTS). It was illustrated that changing the connection of the stator windings from delta to star at no load could achieve noticeable active and reactive energy savings. This paper proposes a supervisory hysteresis liquid-level control with three-state energy saving mode (ESM) for IM in FTS including storage tank. The IM pump drive comprises modified star/delta switch and hydromantic coupler. Three-state ESM is defined, along with the normal running, and named analog to computer ESMs as follows: Sleeping mode in which the motor runs at no load with delta stator connection, hibernate mode in which the motor runs at no load with a star connection, and motor shutdown is the third energy saver mode. A logic flow-chart is synthesized to select the motor state at no-load for best energetic cost reduction, considering the motor thermal capacity used. An artificial neural network (ANN) state estimator, based on the recurrent architecture, is constructed and learned in order to provide fault-tolerant capability for the supervisory controller. Sequential test of Wald is used for sensor fault detection. Theoretical analysis, preliminary experimental testing and, computer simulations are performed to show the effectiveness of the proposed control in terms of reliability, power quality and energy/coenergy cost reduction with the suggestion of power factor correction.

Keywords: ANN, ESM, IM, star/delta switch, supervisory control, FT, reliability, power quality

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Authors: Joonas Pääkkönen

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In sports, individuals and teams are typically interested in final rankings. Final results, such as times or distances, dictate these rankings, also known as places. Places can be further associated with ordered random variables, commonly referred to as order statistics. In this work, we introduce a simple, yet accurate order statistical ordinal regression function that predicts relay race places with changeover-times. We call this function the Fenton-Wilkinson Order Statistics model. This model is built on the following educated assumption: individual leg-times follow log-normal distributions. Moreover, our key idea is to utilize Fenton-Wilkinson approximations of changeover-times alongside an estimator for the total number of teams as in the notorious German tank problem. This original place regression function is sigmoidal and thus correctly predicts the existence of a small number of elite teams that significantly outperform the rest of the teams. Our model also describes how place increases linearly with changeover-time at the inflection point of the log-normal distribution function. With real-world data from Jukola 2019, a massive orienteering relay race, the model is shown to be highly accurate even when the size of the training set is only 5% of the whole data set. Numerical results also show that our model exhibits smaller place prediction root-mean-square-errors than linear regression, mord regression and Gaussian process regression.

Keywords: Fenton-Wilkinson approximation, German tank problem, log-normal distribution, order statistics, ordinal regression, orienteering, sports analytics, sports modeling

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Authors: Alfiah Hasanah, Silvia Mendolia, Oleg Yerokhin

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This paper explores the impacts of adult child migration on the health of elderly parents left behind. The maternal and children health are a priority of health-related policy in most low and middle-income country, and so there is lack of evidence on the health of older population particularly in Indonesia. With increasing life expectancy and limited access to social security and social services for the elderly in this country, the consequences of increasing number of out-migration of adult children to parent health are important to investigate. This study use Indonesia Family Life Survey (IFLS), the only large-scale continuing longitudinal socioeconomic and health survey that based on a sample of households representing about 83 percent of the Indonesian population in its first wave. Using four waves of IFLS including the recent wave of 2014, several indicators of the self-rated health status, interviewer-rated health status and days of illness are used to estimate the impact of labour out-migration of adult children on parent health status. Incorporate both individual fixed effects to control for unobservable factors in migrant and non-migrant households and the ordered response of self-rated health, this study apply the ordered logit of “Blow-up and Cluster” (BUC ) estimator. The result shows that labour out-migration of adult children significantly improves the self-rated health status of the elderly parent left behind. Findings of this study are consistent with the view that migration increases family resources and contribute to better health care and nutrition of the family left behind.

Keywords: aging, migration, panel data, self-rated health

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Authors: Naci Büyükkaracığan

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Hydroclimatic observation values ​​are used in the planning of the project of water resources. Climate variables are the first of the values ​​used in planning projects. At the same time, the climate system is a complex and interactive system involving the atmosphere, land surfaces, snow and bubbles, the oceans and other water structures. The amount and distribution of precipitation, which is an important climate parameter, is a limiting environmental factor for dispersed living things. Trend analysis is applied to the detection of the presence of a pattern or trend in the data set. Many trends work in different parts of the world are usually made for the determination of climate change. The detection and attribution of past trends and variability in climatic variables is essential for explaining potential future alteration resulting from anthropogenic activities. Parametric and non-parametric tests are used for determining the trends in climatic variables. In this study, trend tests were applied to annual total precipitation data obtained in period of 1972 and 2012, in the Konya Basin. Non-parametric trend tests, (Sen’s T, Spearman’s Rho, Mann-Kendal, Sen’s T trend, Wald-Wolfowitz) and parametric test (mean square) were applied to annual total precipitations of 15 stations for trend analysis. The linear slopes (change per unit time) of trends are calculated by using a non-parametric estimator developed by Sen. The beginning of trends is determined by using the Mann-Kendall rank correlation test. In addition, homogeneities in precipitation trends are tested by using a method developed by Van Belle and Hughes. As a result of tests, negative linear slopes were found in annual total precipitations in Konya.

Keywords: trend analysis, precipitation, hydroclimatology, Konya

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Authors: Venkatesh Kumar, Kasun Hewage, Rehan Sadiq

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Residential buildings consume significant amounts of energy and produce a large amount of emissions and waste. However, there is a substantial potential for energy savings in this sector which needs to be evaluated over the life cycle of residential buildings. Life Cycle Assessment (LCA) methodology has been employed to study the primary energy uses and associated environmental impacts of different phases (i.e., product, construction, use, end of life, and beyond building life) for residential buildings. Four different alternatives of residential buildings in Vancouver (BC, Canada) with a 50-year lifespan have been evaluated, including High Rise Apartment (HRA), Low Rise Apartment (LRA), Single family Attached House (SAH), and Single family Detached House (SDH). Life cycle performance of the buildings is evaluated for embodied energy, embodied environmental impacts, operational energy, operational environmental impacts, total life-cycle energy, and total life cycle environmental impacts. Estimation of operational energy and LCA are performed using DesignBuilder software and Athena Impact estimator software respectively. The study results revealed that over the life span of the buildings, the relationship between the energy use and the environmental impacts are identical. LRA is found to be the best alternative in terms of embodied energy use and embodied environmental impacts; while, HRA showed the best life-cycle performance in terms of minimum energy use and environmental impacts. Sensitivity analysis has also been carried out to study the influence of building service lifespan over 50, 75, and 100 years on the relative significance of embodied energy and total life cycle energy. The life-cycle energy requirements for SDH is found to be a significant component among the four types of residential buildings. The overall disclose that the primary operations of these buildings accounts for 90% of the total life cycle energy which far outweighs minor differences in embodied effects between the buildings.

Keywords: building simulation, environmental impacts, life cycle assessment, life cycle energy analysis, residential buildings

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Authors: Rafael Muñoz, Juan Melchor, Alicia Valera, Laura Peralta, Guillermo Rus

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A torsional piezoelectric ultrasonic transducer design is proposed to measure shear moduli in soft tissue with direct access availability, using shear wave elastography technique. The measurement of shear moduli of tissues is a challenging problem, mainly derived from a) the difficulty of isolating a pure shear wave, given the interference of multiple waves of different types (P, S, even guided) emitted by the transducers and reflected in geometric boundaries, and b) the highly attenuating nature of soft tissular materials. An immediate application, overcoming these drawbacks, is the measurement of changes in cervix stiffness to estimate the gestational age at delivery. The design has been optimized using a finite element model (FEM) and a semi-analytical estimator of the probability of detection (POD) to determine a suitable geometry, materials and generated waves. The technique is based on the time of flight measurement between emitter and receiver, to infer shear wave velocity. Current research is centered in prototype testing and validation. The geometric optimization of the transducer was able to annihilate the compressional wave emission, generating a quite pure shear torsional wave. Currently, mechanical and electromagnetic coupling between emitter and receiver signals are being the research focus. Conclusions: the design overcomes the main described problems. The almost pure shear torsional wave along with the short time of flight avoids the possibility of multiple wave interference. This short propagation distance reduce the effect of attenuation, and allow the emission of very low energies assuring a good biological security for human use.

Keywords: cervix ripening, preterm birth, shear modulus, shear wave elastography, soft tissue, torsional wave

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Authors: Hadjer Sadoune, Liza Lamini, Scherazade Krim, Amel Djouadi, Rachida Rihani

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Deep neural networks are highly regarded for their accuracy in predicting intricate fermentation processes. Their ability to learn from a large amount of datasets through artificial intelligence makes them particularly effective models. The primary obstacle in improving the performance of these models is to carefully choose the suitable hyperparameters, including the neural network architecture (number of hidden layers and hidden units), activation function, optimizer, learning rate, and other relevant factors. This study predicts biogas production from real wastewater treatment plant data using a sophisticated approach: hybrid Bayesian optimization with a tree-structured Parzen estimator (BO-TPE) for an optimised deep neural network (DNN) model. The plant utilizes an Upflow Anaerobic Sludge Blanket (UASB) digester that treats industrial wastewater from soft drinks and breweries. The digester has a working volume of 1574 m3 and a total volume of 1914 m3. Its internal diameter and height were 19 and 7.14 m, respectively. The data preprocessing was conducted with meticulous attention to preserving data quality while avoiding data reduction. Three normalization techniques were applied to the pre-processed data (MinMaxScaler, RobustScaler and StandardScaler) and compared with the Non-Normalized data. The RobustScaler approach has strong predictive ability for estimating the volume of biogas produced. The highest predicted biogas volume was 2236.105 Nm³/d, with coefficient of determination (R2), mean absolute error (MAE), and root mean square error (RMSE) values of 0.712, 164.610, and 223.429, respectively.

Keywords: anaerobic digestion, biogas production, deep neural network, hybrid bo-tpe, hyperparameters tuning

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Authors: Leizhang Wang, Baocang Wang

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General Sieve Kernel (G6K) is considered as currently the fastest algorithm for the shortest vector problem (SVP) and record holder of open SVP challenge. We study the lattice basis quality improvement effects of the Workout proposed in G6K, which is composed of a series of pumps to solve SVP. Firstly, we use a low-dimensional pump output basis to propose a predictor to predict the quality of high-dimensional Pumps output basis. Both theoretical analysis and experimental tests are performed to illustrate that it is more computationally expensive to solve the LWE problems by using a G6K default SVP solving strategy (Workout) than these lattice reduction algorithms (e.g. BKZ 2.0, Progressive BKZ, Pump, and Jump BKZ) with sieving as their SVP oracle. Secondly, the default Workout in G6K is optimized to achieve a stronger reduction and lower computational cost. Thirdly, we combine the optimized Workout and the Pump output basis quality predictor to further reduce the computational cost by optimizing LWE instances selection strategy. In fact, we can solve the TU LWE challenge (n = 65, q = 4225, = 0:005) 13.6 times faster than the G6K default Workout. Fourthly, we consider a combined two-stage (Preprocessing by BKZ- and a big Pump) LWE solving strategy. Both stages use dimension for free technology to give new theoretical security estimations of several LWE-based cryptographic schemes. The security estimations show that the securities of these schemes with the conservative Newhope’s core-SVP model are somewhat overestimated. In addition, in the case of LAC scheme, LWE instances selection strategy can be optimized to further improve the LWE-solving efficiency even by 15% and 57%. Finally, some experiments are implemented to examine the effects of our strategies on the Normal Form LWE problems, and the results demonstrate that the combined strategy is four times faster than that of Newhope.

Keywords: LWE, G6K, pump estimator, LWE instances selection strategy, dimension for free

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Authors: Cornelius Michael Ekenta, Aderonke Bashirat Mohammed, Sefi Ahmed

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The research examined the impact of flooding on food calorie intake and health challenges among smallholder farm households in Koton Karfe Local Government Area of Kogi State, Nigeria. Purposive and random sampling techniques were used to select 130 farm households in selected villages in the area. Primary data were generated through the administration of a well-structured questionnaire. Data were analyzed with descriptive statistics, Double Difference Estimator (DDE), Calorie Intake Estimation Function, t-test, and multiple regressions. The result shows that farm households lost an average of 132, 950kg of selected crops amounting to about N20m ($56, 542) loose in income. Food daily calorie intake indicates a loss of an average of 715.18Kcal, showing a significant difference in calorie intake before and after flooding (t = 2.0629) at 5% probability. Furthermore, the health challenges most prevalent during flooding were malaria fever, typhoid fever, cholera, and dysentery. The determinants of daily calorie intake were age, household size, level of income, flooding, health challenges, and food price. The study concluded that flooding had negative impacts on crop output and income, daily food calorie intact, and health challenges of a farm household in the study area. It was recommended that the State Government should make adequate and proper arrangements to relocate residents of the area at the warning of possible flooding by the National Metrological Centre and should, through the State Emergency Management Agency (SEMA), provide relieve items to the residents to cushion the effects of the flooding.

Keywords: calorie, cholera, flooding, health challenges, impact

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Authors: Liwiusz Wojciechowski

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Research background: The current knowledge does not give a clear answer to the question of the impact of FDI on productivity. Results of the empirical studies are still inconclusive, no matter how extensive and diverse in terms of research approaches or groups of countries analyzed they are. It should also take into account the possibility that FDI and productivity are linked and that there is a bidirectional relationship between them. This issue is particularly important because on one hand FDI can contribute to changes in productivity in the host country, but on the other hand its level and dynamics may imply that FDI should be undertaken in a given country. As already mentioned, a two-way relationship between the presence of foreign capital and productivity in the host country should be assumed, taking into consideration the endogenous nature of FDI. Purpose of the article: The overall objective of this study is to determine the causality between foreign direct investment and total factor productivity in host county in terms of different relative absorptive capacity across countries. In the classic sense causality among variables is not always obvious and requires for testing, which would facilitate proper specification of FDI models. The aim of this article is to study endogeneity of selected macroeconomic variables commonly being used in FDI models in case of Visegrad countries: main recipients of FDI in CEE. The findings may be helpful in determining the structure of the actual relationship between variables, in appropriate models estimation and in forecasting as well as economic policymaking. Methodology/methods: Panel and time-series data techniques including GMM estimator, VEC models and causality tests were utilized in this study. Findings & Value added: The obtained results allow to confirm the hypothesis states the bi-directional causality between FDI and total factor productivity. Although results differ from among countries and data level of aggregation implications may be useful for policymakers in case of providing foreign capital attracting policy.

Keywords: endogeneity, foreign direct investment, multi-equation models, total factor productivity

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Authors: Manmeet Kaur, Madhu Vij

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The Board of Directors in a firm performs the primary role of an internal control mechanism. This Study seeks to understand the relationship between internal governance and performance of banks in India. The research paper investigates the effect of board structure (proportion of nonexecutive directors, gender diversity, board size and meetings per year) on the firm performance. This paper evaluates the impact of corporate governance mechanisms on bank’s financial performance using panel data for 28 listed banks in National Stock Exchange of India for the period of 2008-2014. Returns on Asset, Return on Equity, Tobin’s Q and Net Interest Margin were used as the financial performance indicators. To estimate the relationship among governance and bank performance initially the Study uses Pooled Ordinary Least Square (OLS) Estimation and Generalized Least Square (GLS) Estimation. Then a well-developed panel Generalized Method of Moments (GMM) Estimator is developed to investigate the dynamic nature of performance and governance relationship. The Study empirically confirms that two-step system GMM approach controls the problem of unobserved heterogeneity and endogeneity as compared to the OLS and GLS approach. The result suggests that banks with small board, boards with female members, and boards that meet more frequently tend to be more efficient and subsequently have a positive impact on performance of banks. The study offers insights to policy makers interested in enhancing the quality of governance of banks in India. Also, the findings suggest that board structure plays a vital role in the improvement of corporate governance mechanism for financial institutions. There is a need to have efficient boards in banks to improve the overall health of the financial institutions and the economic development of the country.

Keywords: board of directors, corporate governance, GMM estimation, Indian banking

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Authors: Maria I. Nuñez-Hernández, Maria L. Riesco

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Background: Exclusive breastfeeding (EBF) up to 6 months old infant have been considered one of the most important factors in the overall development of children. Nevertheless, as resources are scarce, it is essential to identify the most vulnerable groups that have major risk of EBF abandonment, in order to deliver the best strategies. Children of adolescent mothers are within these groups. Aims: To determine the EBF abandonment rate among adolescent mothers and to analyze the associated factors. Methods: Prospective cohort study of adolescent mothers in the southern area of Santiago, Chile, conducted in primary care services of public health system. The cohort was established from 2014 to 2015, with a sample of 105 adolescent mothers and their children at 2 months of life. The inclusion criteria were: adolescent mother from 14 to 19 years old; not twin babies; mother and baby leaving the hospital together after birthchild; correct attachment of the baby to the breast; no difficulty understanding the Spanish language or communicating. Follow-up was performed at 4 and 6 months old infant. Data were collected by interviews, considering EBF as breastfeeding only, without adding other milk, tea, juice, water or other product that not breast milk, except drugs. Data were analyzed by descriptive and inferential statistics, by Kaplan-Meier estimator and Log-Rank test, admitting the probability of occurrence of type I error of 5% (p-value = 0.05). Results: The cumulative EBF abandonment rate at 2, 4 and 6 months was 33.3%, 52.2% and 63.8%, respectively. Factors associated with EBF abandonment were maternal perception of the quality of milk as poor (p < 0.001), maternal perception that the child was not satisfied after breastfeeding (p < 0.001), use of pacifier (p < 0.001), maternal consumption of illicit drugs after delivery (p < 0.001), mother return to school (p = 0.040) and presence of nipple trauma (p = 0.045). Conclusion: EBF abandonment rate was higher in the first 4 months of life and is superior to the population of women who breastfeed. Among the EBF abandonment factors, one of them is related to the adolescent condition, and two are related to the maternal subjective perception.

Keywords: adolescent, breastfeeding, midwifery, nursing

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Authors: Farzam Fatolazadeh, Kalifa Goita, Mehdi Eshagh, Shusen Wang

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The Gravity Recovery and Climate Experiment (GRACE) is a satellite mission with twin satellites for the precise determination of spatial and temporal variations in the Earth’s gravity field. The products of this mission are monthly global gravity models containing the spherical harmonic coefficients and their errors. These GRACE models can be used for estimating terrestrial water storage (TWS) variations across the globe at large scales, thereby offering an opportunity for surface and groundwater storage (GWS) assessments. Yet, the ability of GRACE to monitor changes at smaller scales is too limited for local water management authorities. This is largely due to the low spatial and temporal resolutions of its models (~200,000 km2 and one month, respectively). High-resolution GRACE data products would substantially enrich the information that is needed by local-scale decision-makers while offering the data for the regions that lack adequate in situ monitoring networks, including northern parts of Canada. Such products could eventually be obtained through downscaling. In this study, we extended the spectral combination theory to simultaneously downscale spatiotemporally the 3o spatial coarse resolution of GRACE to 0.25o degrees resolution and monthly coarse resolution to daily resolution. This method combines the monthly gravity field solution of GRACE and daily hydrological model products in the form of both low and high-frequency signals to produce high spatiotemporal resolution TWSA and GWSA products. The main contribution and originality of this study are to comprehensively and simultaneously consider GRACE and hydrological variables and their uncertainties to form the estimator in the spectral domain. Therefore, it is predicted that we reach downscale products with an acceptable accuracy.

Keywords: GRACE satellite, groundwater storage, spectral combination, terrestrial water storage

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Authors: Madhalasa Iyer

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The increase in sustainable practices have encouraged the research and production of alternative fuels. New techniques of bio flocculation with the addition of yeast and bacteria strains have increased the efficiency of biofuel production. Fatty acid methyl ester (FAME) analysis in previous research has indicated that yeast can serve as a plausible enhancer for microalgal lipid production. The research hopes to identify the yeast and microalgae treatment group that produces the largest algae biomass. The mass of the dried algae is used as a proxy for TAG production correlating to the cultivation of biofuels. The study uses a model bioreactor created and built using PVC pipes, 8-port sprinkler system manifold, CO2 aquarium tank, and disposable water bottles to grow the microalgae. Nannochloropsis sp., and Isochrysis galbanawere inoculated separately in experimental group 1 and 2 with no treatments and in experimental groups 3 and 4 with each algaeco-cultured with Saccharomyces cerevisiae in the medium of standard garden stone fertilizer. S. cerevisiae was grown in a petri dish with nutrient agar medium before inoculation. A Secchi stick was used before extraction to collect data for the optical density of the microalgae. The biomass estimator was then used to measure the approximate production of biomass. The microalgae were grown and extracted with a french press to analyze secondary measurements using the dried biomass. The experimental units of Isochrysis galbana treated with the baker’s yeast strains showed an increase in the overall mass of the dried algae. S. cerevisiae proved to be an accurate and helpful addition to the solution to provide for the growth of algae. The increase in productivity of this fuel source legitimizes the possible replacement of non-renewable sources with more promising renewable alternatives. This research furthers the notion that yeast and mutants can be engineered to be employed in efficient biofuel creation.

Keywords: biofuel, co-culture, S. cerevisiae, microalgae, yeast

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Authors: Mosaad Khadr

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Knowledge of the temporal and spatial variability of rainfall trends has been of great concern for efficient water resource planning, management. In this study annual, seasonal and monthly rainfall trends over the Sinai Peninsula were analyzed by using absolute homogeneity tests, nonparametric Mann–Kendall (MK) test and Sen’s slope estimator methods. The homogeneity of rainfall time-series was examined using four absolute homogeneity tests namely, the Pettitt test, standard normal homogeneity test, Buishand range test, and von Neumann ratio test. Further, the sequential change in the trend of annual and seasonal rainfalls is conducted using sequential MK (SQMK) method. Then the trend analysis based on discrete wavelet transform technique (DWT) in conjunction with SQMK method is performed. The spatial patterns of the detected rainfall trends were investigated using a geostatistical and deterministic spatial interpolation technique. The results achieved from the Mann–Kendall test to the data series (using the 5% significance level) highlighted that rainfall was generally decreasing in January, February, March, November, December, wet season, and annual rainfall. A significant decreasing trend in the winter and annual rainfall with significant levels were inferred based on the Mann-Kendall rank statistics and linear trend. Further, the discrete wavelet transform (DWT) analysis reveal that in general, intra- and inter-annual events (up to 4 years) are more influential in affecting the observed trends. The nature of the trend captured by both methods is similar for all of the cases. On the basis of spatial trend analysis, significant rainfall decreases were also noted in the investigated stations. Overall, significant downward trends in winter and annual rainfall over the Sinai Peninsula was observed during the study period.

Keywords: trend analysis, rainfall, Mann–Kendall test, discrete wavelet transform, Sinai Peninsula

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Authors: Shyamli Singh, Ishupinder Kaur, Vinod K. Sharma

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Climate Change refers to the change in climate for extended period of time. Climate is changing from the past history of earth but anthropogenic activities accelerate this rate of change and which is now being a global issue. Increase in greenhouse gas emissions is causing global warming and climate change related issues at an alarming rate. Increasing temperature results in climate variability across the globe. Changes in rainfall patterns, intensity and extreme events are some of the impacts of climate change. Rainfall variability refers to the degree to which rainfall patterns varies over a region (spatial) or through time period (temporal). Temporal rainfall variability can be directly or indirectly linked to climate change. Such variability in rainfall increases the vulnerability of communities towards climate change. Increasing urbanization and unplanned developmental activities, the air quality is deteriorating. This paper mainly focuses on the rainfall variability due to increasing level of greenhouse gases. Rainfall data of 65 years (1951-2015) of Safdarjung station of Delhi was collected from Indian Meteorological Department and analyzed using Mann-Kendall test for time-series data analysis. Mann-Kendall test is a statistical tool helps in analysis of trend in the given data sets. The slope of the trend can be measured through Sen’s slope estimator. Data was analyzed monthly, seasonally and yearly across the period of 65 years. The monthly rainfall data for the said period do not follow any increasing or decreasing trend. Monsoon season shows no increasing trend but here was an increasing trend in the pre-monsoon season. Hence, the actual rainfall differs from the normal trend of the rainfall. Through this analysis, it can be projected that there will be an increase in pre-monsoon rainfall than the actual monsoon season. Pre-monsoon rainfall causes cooling effect and results in drier monsoon season. This will increase the vulnerability of communities towards climate change and also effect related developmental activities.

Keywords: greenhouse gases, Mann-Kendall test, rainfall variability, Sen's slope

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Authors: Moses Mwangi, Geert Verbeke, Geert Molenberghs

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Cross-over designs are commonly used in randomized clinical trials to estimate efficacy of a new treatment with respect to a reference treatment (placebo or standard). The main advantage of using cross-over design over conventional parallel design is its flexibility, where every subject become its own control, thereby reducing confounding effect. Jones & Kenward, discuss in detail more recent developments in the analysis of cross-over trials. We revisit the simple piecewise linear mixed-effects model, proposed by Mwangi et. al, (in press) for its first application in the analysis of cross-over trials. We compared performance of the proposed piecewise linear mixed-effects model with two commonly cited statistical models namely, (1) Grizzle model; and (2) Jones & Kenward model, used in estimation of the treatment effect, in the analysis of randomized cross-over trial. We estimate two performance measurements (mean square error (MSE) and coverage probability) for the three methods, using data simulated from the proposed piecewise linear mixed-effects model. Piecewise linear mixed-effects model yielded lowest MSE estimates compared to Grizzle and Jones & Kenward models for both small (Nobs=20) and large (Nobs=600) sample sizes. It’s coverage probability were highest compared to Grizzle and Jones & Kenward models for both small and large sample sizes. A piecewise linear mixed-effects model is a better estimator of treatment effect than its two competing estimators (Grizzle and Jones & Kenward models) in the analysis of cross-over trials. The data generating mechanism used in this paper captures two time periods for a simple 2-Treatments x 2-Periods cross-over design. Its application is extendible to more complex cross-over designs with multiple treatments and periods. In addition, it is important to note that, even for single response models, adding more random effects increases the complexity of the model and thus may be difficult or impossible to fit in some cases.

Keywords: Evaluation, Grizzle model, Jones & Kenward model, Performance measures, Simulation

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Authors: Alina Muradyan, Lina Babayan, Arsen Nanyan, Gohar Galstyan, Vigen Khachatryan

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We present a photometric method for identifying stars, galaxies and quasars in multi-color surveys, which uses a library of ∼> 65000 color templates for comparison with observed objects. The method aims for extracting the information content of object colors in a statistically correct way, and performs a classification as well as a redshift estimation for galaxies and quasars in a unified approach based on the same probability density functions. For the redshift estimation, we employ an advanced version of the Minimum Error Variance estimator which determines the redshift error from the redshift dependent probability density function itself. The method was originally developed for the Calar Alto Deep Imaging Survey (CADIS), but is now used in a wide variety of survey projects. We checked its performance by spectroscopy of CADIS objects, where the method provides high reliability (6 errors among 151 objects with R < 24), especially for the quasar selection, and redshifts accurate within σz ≈ 0.03 for galaxies and σz ≈ 0.1 for quasars. For an optimization of future survey efforts, a few model surveys are compared, which are designed to use the same total amount of telescope time but different sets of broad-band and medium-band filters. Their performance is investigated by Monte-Carlo simulations as well as by analytic evaluation in terms of classification and redshift estimation. If photon noise were the only error source, broad-band surveys and medium-band surveys should perform equally well, as long as they provide the same spectral coverage. In practice, medium-band surveys show superior performance due to their higher tolerance for calibration errors and cosmic variance. Finally, we discuss the relevance of color calibration and derive important conclusions for the issues of library design and choice of filters. The calibration accuracy poses strong constraints on an accurate classification, which are most critical for surveys with few, broad and deeply exposed filters, but less severe for surveys with many, narrow and less deep filters.

Keywords: VO, ArVO, DFBS, FITS, image processing, data analysis

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Authors: Vinay C. Doranalu, Amba Shetty

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In recent days due to climate change, there is a large variation in spatial distribution of daily rainfall within a small region. Rainfall is one of the main end climatic variables which affect spatio-temporal patterns of water availability. The real task postured by the change in climate is identification, estimation and understanding the uncertainty of rainfall. This study intended to analyze the spatial variations and temporal trends of daily precipitation using high resolution (0.25º x 0.25º) gridded data of Indian Meteorological Department (IMD). For the study, 38 grid points were selected in the study area and analyzed for daily precipitation time series (113 years) over the period 1901-2013. Grid points were divided into two zones based on the elevation and situated location of grid points: Low Land (exposed to sea and low elevated area/ coastal region) and High Land (Interior from sea and high elevated area/western Ghats). Time series were applied to examine the spatial analysis and temporal trends in each grid points by non-parametric Mann-Kendall test and Theil-Sen estimator to perceive the nature of trend and magnitude of slope in trend of rainfall. Pettit-Mann-Whitney test is applied to detect the most probable change point in trends of the time period. Results have revealed remarkable monotonic trend in each grid for daily precipitation of the time series. In general, by the regional cluster analysis found that increasing precipitation trend in shoreline region and decreasing trend in Western Ghats from recent years. Spatial distribution of rainfall can be partly explained by heterogeneity in temporal trends of rainfall by change point analysis. The Mann-Kendall test shows significant variation as weaker rainfall towards the rainfall distribution over eastern parts of the Western Ghats region of Karnataka.

Keywords: change point analysis, coastal region India, gridded rainfall data, non-parametric

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Authors: Thomas Vlasak, Tanja Dujlociv, Alfred Barth

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Shift work is an essential element of modern labor, ensuring ideal conditions of service for today’s economy and society. Despite the beneficial properties, its impact on the neurobehavioral performance of exposed subjects remains controversial. This meta-analysis aims to provide first summarizing the effects regarding the association between shift work exposure and different cognitive functions. A literature search was performed via the databases PubMed, PsyINFO, PsyARTICLES, MedLine, PsycNET and Scopus including eligible studies until December 2020 that compared shift workers with non-shift workers regarding neurobehavioral performance tests. A random-effects model was carried out using Hedge’s g as a meta-analytical effect size with a restricted likelihood estimator to summarize the mean differences between the exposure group and controls. The heterogeneity of effect sizes was addressed by a sensitivity analysis using funnel plots, egger’s tests, p-curve analysis, meta-regressions, and subgroup analysis. The meta-analysis included 18 studies resulting in a total sample of 18,802 participants and 37 effect sizes concerning six different neurobehavioral outcomes. The results showed significantly worse performance in shift workers compared to non-shift workers in the following cognitive functions with g (95% CI): processing speed 0.16 (0.02 - 0.30), working memory 0.28 (0.51 - 0.50), psychomotor vigilance 0.21 (0.05 - 0.37), cognitive control 0.86 (0.45 - 1.27) and visual attention 0.19 (0.11 - 0.26). Neither significant moderating effects of publication year or study quality nor significant subgroup differences regarding type of shift or type of profession were indicated for the cognitive outcomes. These are the first meta-analytical findings that associate shift work with decreased cognitive performance in processing speed, working memory, psychomotor vigilance, cognitive control, and visual attention. Further studies should focus on a more homogenous measurement of cognitive functions, a precise assessment of experience of shift work and occupation types which are underrepresented in the current literature (e.g., law enforcement). In occupations where shift work is fundamental (e.g., healthcare, industries, law enforcement), protective countermeasures should be promoted for workers.

Keywords: meta-analysis, neurobehavioral performance, occupational psychology, shift work

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Authors: Stefanie Behncke

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This paper analyses the effects of different macroprudential policy measures that have recently been implemented in Switzerland. Among them is the activation and the increase of the countercyclical capital buffer (CCB) and a tightening of loan-to-value (LTV) requirements. These measures were introduced to limit systemic risks in the Swiss mortgage and real estate markets. They were meant to affect mortgage growth, mortgage risks, and banks’ capital buffers. Evaluation of their quantitative effects provides insights for Swiss policymakers when reassessing their policy. It is also informative for policymakers in other countries who plan to introduce macroprudential instruments. We estimate the effects of the different macroprudential measures with a Differences-in-Differences estimator. Banks differ with respect to the relative importance of mortgages in their portfolio, their riskiness, and their capital buffers. Thus, some of the banks were more affected than others by the CCB, while others were more affected by the LTV requirements. Our analysis is made possible by an unusually informative bank panel data set. It combines data on newly issued mortgage loans and quantitative risk indicators such as LTV and loan-to-income (LTI) ratios with supervisory information on banks’ capital and liquidity situation and balance sheets. Our results suggest that the LTV cap of 90% was most effective. The proportion of new mortgages with a high LTV ratio was significantly reduced. This result does not only apply to the 90% LTV, but also to other threshold values (e.g. 80%, 75%) suggesting that the entire upper part of the LTV distribution was affected. Other outcomes such as the LTI distribution, the growth rates of mortgages and other credits, however, were not significantly affected. Regarding the activation and the increase of the CCB, we do not find any significant effects: neither LTV/LTI risk parameters nor mortgage and other credit growth rates were significantly reduced. This result may reflect that the size of the CCB (1% of relevant residential real estate risk-weighted assets at activation, respectively 2% at the increase) was not sufficiently high enough to trigger a distinct reaction between the banks most likely to be affected by the CCB and those serving as controls. Still, it might be have been effective in increasing the resilience in the overall banking system. From a policy perspective, these results suggest that targeted macroprudential policy measures can contribute to financial stability. In line with findings by others, caps on LTV reduced risk taking in Switzerland. To fully assess the effectiveness of the CCB, further experience is needed.

Keywords: banks, financial stability, macroprudential policy, mortgages

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Authors: Mohammad Tarek Al Muallim, Ozhan Duzenli, Ceyhun Ilguy

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Passive sonar is a method for detecting acoustic signals in the ocean. It detects the acoustic signals emanating from external sources. With passive sonar, we can determine the bearing of the target only, no information about the range of the target. Target Motion Analysis (TMA) is a process to estimate the position and speed of a target using passive sonar information. Since bearing is the only available information, the TMA technique called Bearing-only TMA. Many TMA techniques have been developed. However, until now, there is not a very effective method that could be used to always track an unknown target and extract its moving trace. In this work, a design of effective Bearing-only TMA Algorithm is done. The measured bearing angles are very noisy. Moreover, for multi-beam sonar, the measurements is quantized due to the sonar beam width. To deal with this, modified gain extended Kalman filter algorithm is used. The algorithm is fine-tuned, and many modules are added to improve the performance. A special validation gate module is used to insure stability of the algorithm. Many indicators of the performance and confidence level measurement are designed and tested. A new method to detect if the target is maneuvering is proposed. Moreover, a reactive optimal observer maneuver based on bearing measurements is proposed, which insure converging to the right solution all of the times. To test the performance of the proposed TMA algorithm a simulation is done with a MATLAB program. The simulator program tries to model a discrete scenario for an observer and a target. The simulator takes into consideration all the practical aspects of the problem such as a smooth transition in the speed, a circular turn of the ship, noisy measurements, and a quantized bearing measurement come for multi-beam sonar. The tests are done for a lot of given test scenarios. For all the tests, full tracking is achieved within 10 minutes with very little error. The range estimation error was less than 5%, speed error less than 5% and heading error less than 2 degree. For the online performance estimator, it is mostly aligned with the real performance. The range estimation confidence level gives a value equal to 90% when the range error less than 10%. The experiments show that the proposed TMA algorithm is very robust and has low estimation error. However, the converging time of the algorithm is needed to be improved.

Keywords: target motion analysis, Kalman filter, passive sonar, bearing-only tracking

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Authors: Esmat Kamel

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This paper aims to shed light on the extent to which the Agadir Association agreement has fostered inter regional trade between the E.U_26 and the Agadir_4 countries; once that we control for the evolution of Agadir agreement’s exports to the rest of the world. The next valid question will be regarding any remarkable variation in the spatial/sectoral structure of exports, and to what extent has it been induced by the Agadir agreement itself and precisely after the adoption of rules of origin and the PANEURO diagonal cumulative scheme? The paper’s empirical dataset covering a timeframe from [2000 -2009] was designed to account for sector specific export and intermediate flows and the bilateral structured gravity model was custom tailored to capture sector and regime specific rules of origin and the Poisson Pseudo Maximum Likelihood Estimator was used to calculate the gravity equation. The methodological approach of this work is considered to be a threefold one which starts first by conducting a ‘Hierarchal Cluster Analysis’ to classify final export flows showing a certain degree of linkage between each other. The analysis resulted in three main sectoral clusters of exports between Agadir_4 and E.U_26: cluster 1 for Petrochemical related sectors, cluster 2 durable goods and finally cluster 3 for heavy duty machinery and spare parts sectors. Second step continues by taking export flows resulting from the 3 clusters to be subject to treatment with diagonal Rules of origin through ‘The Double Differences Approach’, versus an equally comparable untreated control group. Third step is to verify results through a robustness check applied by ‘Propensity Score Matching’ to validate that the same sectoral final export and intermediate flows increased when rules of origin were relaxed. Through all the previous analysis, a remarkable and partial significance of the interaction term combining both treatment effects and time for the coefficients of 13 out of the 17 covered sectors turned out to be partially significant and it further asserted that treatment with diagonal rules of origin contributed in increasing Agadir’s_4 final and intermediate exports to the E.U._26 on average by 335% and in changing Agadir_4 exports structure and composition to the E.U._26 countries.

Keywords: agadir association agreement, structured gravity model, hierarchal cluster analysis, double differences estimation, propensity score matching, diagonal and relaxed rules of origin

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Authors: Xu Wang

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This research builds linear regressions of U.S. macroeconomic condition and volatility measures in the investment grade and high yield Credit Default Swap index spreads using monthly data from March 2009 to July 2016, to study the relationship between different dimensions of macroeconomy and overall credit risk quality. The most significant contribution of this research is systematically examining individual and joint effects of macroeconomic condition and volatility on CDX spreads by including macroeconomic time series that captures different dimensions of the U.S. economy. The industrial production index growth, non-farm payroll growth, consumer price index growth, 3-month treasury rate and consumer sentiment are introduced to capture the condition of real economic activity, employment, inflation, monetary policy and risk aversion respectively. The conditional variance of the macroeconomic series is constructed using ARMA-GARCH model and is used to measure macroeconomic volatility. The linear regression model is conducted to capture relationships between monthly average CDX spreads and macroeconomic variables. The Newey–West estimator is used to control for autocorrelation and heteroskedasticity in error terms. Furthermore, the sensitivity factor analysis and standardized coefficients analysis are conducted to compare the sensitivity of CDX spreads to different macroeconomic variables and to compare relative effects of macroeconomic condition versus macroeconomic uncertainty respectively. This research shows that macroeconomic condition can have a negative effect on CDX spread while macroeconomic volatility has a positive effect on determining CDX spread. Macroeconomic condition and volatility variables can jointly explain more than 70% of the whole variation of the CDX spread. In addition, sensitivity factor analysis shows that the CDX spread is the most sensitive to Consumer Sentiment index. Finally, the standardized coefficients analysis shows that both macroeconomic condition and volatility variables are important in determining CDX spread but macroeconomic condition category of variables have more relative importance in determining CDX spread than macroeconomic volatility category of variables. This research shows that the CDX spread can reflect the individual and joint effects of macroeconomic condition and volatility, which suggests that individual investors or government should carefully regard CDX spread as a measure of overall credit risk because the CDX spread is influenced by macroeconomy. In addition, the significance of macroeconomic condition and volatility variables, such as Non-farm Payroll growth rate and Industrial Production Index growth volatility suggests that the government, should pay more attention to the overall credit quality in the market when macroecnomy is low or volatile.

Keywords: autoregressive moving average model, credit spread puzzle, credit default swap spread, generalized autoregressive conditional heteroskedasticity model, macroeconomic conditions, macroeconomic uncertainty

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Authors: Mohammed Hmimou, Khalid Amediaz, Imane Sebari, Nabil Bounajma

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Annual crop production is one of the most important macroeconomic indicators for the majority of countries around the world. This information is valuable, especially for exporting countries which need a yield estimation before harvest in order to correctly plan the supply chain. When it comes to estimating agricultural yield, especially for arboriculture, conventional methods are mostly applied. In the case of the citrus industry, the sale before harvest is largely practiced, which requires an estimation of the production when the fruit is on the tree. However, conventional method based on the sampling surveys of some trees within the field is always used to perform yield estimation, and the success of this process mainly depends on the expertise of the ‘estimator agent’. The present study aims to propose a methodology based on the combination of unmanned aerial vehicle (UAV) images and terrestrial laser scanner (TLS) point cloud to estimate citrus production. During data acquisition, a fixed wing and rotatory drones, as well as a terrestrial laser scanner, were tested. After that, a pre-processing step was performed in order to generate point cloud and digital surface model. At the processing stage, a machine vision workflow was implemented to extract points corresponding to fruits from the whole tree point cloud, cluster them into fruits, and model them geometrically in a 3D space. By linking the resulting geometric properties to the fruit weight, the yield can be estimated, and the statistical distribution of fruits size can be generated. This later property, which is information required by importing countries of citrus, cannot be estimated before harvest using the conventional method. Since terrestrial laser scanner is static, data gathering using this technology can be performed over only some trees. So, integration of drone data was thought in order to estimate the yield over a whole orchard. To achieve that, features derived from drone digital surface model were linked to yield estimation by laser scanner of some trees to build a regression model that predicts the yield of a tree given its features. Several missions were carried out to collect drone and laser scanner data within citrus orchards of different varieties by testing several data acquisition parameters (fly height, images overlap, fly mission plan). The accuracy of the obtained results by the proposed methodology in comparison to the yield estimation results by the conventional method varies from 65% to 94% depending mainly on the phenological stage of the studied citrus variety during the data acquisition mission. The proposed approach demonstrates its strong potential for early estimation of citrus production and the possibility of its extension to other fruit trees.

Keywords: citrus, digital surface model, point cloud, terrestrial laser scanner, UAV, yield estimation, 3D modeling

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