Search results for: conditional proportional reversed hazard rate model

Authors: Loonibha Manandhar, Rajendra Bhandari, Kumud Raj Kafle

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Nepal’s Terai region is a part of the Ganges river basin which is one of the most disaster-prone areas of the world, with recurrent monsoon flooding causing millions in damage and the death and displacement of hundreds of people and households every year. The vulnerability of human settlements to natural disasters such as floods is increasing, and mapping changes in land use practices and hydro-geological parameters is essential in developing resilient communities and strong disaster management policies. The objective of this study was to develop a flood hazard zonation map of Orai Khola watershed and map the decadal land use/land cover dynamics of the watershed. The watershed area was delineated using SRTM DEM, and LANDSAT images were classified into five land use classes (forest, grassland, sediment and bare land, settlement area and cropland, and water body) using pixel-based semi-automated supervised maximum likelihood classification. Decadal changes in each class were then quantified using spatial modelling. Flood hazard mapping was performed by assigning weights to factors slope, rainfall distribution, distance from the river and land use/land cover on the basis of their estimated influence in causing flood hazard and performing weighed overlay analysis to identify areas that are highly vulnerable. The forest and grassland coverage increased by 11.53 km² (3.8%) and 1.43 km² (0.47%) from 1996 to 2016. The sediment and bare land areas decreased by 12.45 km² (4.12%) from 1996 to 2016 whereas settlement and cropland areas showed a consistent increase to 14.22 km² (4.7%). Waterbody coverage also increased to 0.3 km² (0.09%) from 1996-2016. 1.27% (3.65 km²) of total watershed area was categorized into very low hazard zone, 20.94% (60.31 km²) area into low hazard zone, 37.59% (108.3 km²) area into moderate hazard zone, 29.25% (84.27 km²) area into high hazard zone and 31 villages which comprised 10.95% (31.55 km²) were categorized into high hazard zone area.

Keywords: flood hazard, land use/land cover, Orai river, supervised maximum likelihood classification, weighed overlay analysis

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Authors: Iman Nezamzadeh, Ali Faghih, Behnam Oveisi

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In order to reduce earthquake hazards in urban areas, it is necessary to perform comprehensive studies to understand the dynamics of the active faults and identify potentially high risk areas. The fault slip-rates in Late Quaternary sediment are critical indicators of seismic hazard and also provide valuable data to recognize young crustal deformations. To measure slip-rates accurately, is needed to displacement of geomorphic markers and ages of quaternary sediment samples of alluvial deposit that deformed by movements on fault. In this study we produced information about Intermediate term slip rate of Sabzpushan Fault Zone (SPF) within the central part of the Zagros Mountains of Iran using OSL dating technique to make better analysis of seismic hazard and seismic risk reduction for Shiraz city. For this purpose identifiable geomorphic fluvial surfaces help us to provide a reference frame to determine differential or absolute horizontal and vertical deformation. Optically stimulated luminescence (OSL) is an alternative and independent method of determining the burial age of mineral grains in Quaternary sediments. Field observation and satellite imagery show geomorphic markers that deformed horizontally along the Sabzpoushan Fault. Here, drag folds is forming because of evaporites material of Miocen Formation. We estimate 2.8±0.5 mm/yr (mm/y) horizontal slip rate along the Sabzpushan fault zone, where ongoing deformation is involve with drug folding. The Soltan synclinal structure, close to the Sabzpushan fault, shows slight uplift rate due to active core-extrousion.

Keywords: slip rate, active tectonics, OSL, geomorphic markers, Sabzpushan Fault Zone, Zagros, Iran

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Authors: Amadou Wurry Jallow, Adama N. S. Bah, Karamo Bah, Shih-Ye Wang, Kuo-Chung Chu, Chien-Yeh Hsu

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Chronic kidney disease (CKD) is a major public health challenge with high prevalence, rising incidence, and serious adverse consequences. Developing effective risk prediction models is a cost-effective approach to predicting and preventing complications of chronic kidney disease (CKD). This study aimed to develop an accurate machine learning model that can dynamically identify individuals at risk of CKD using various kinds of diagnostic data, with or without laboratory data, at different follow-up points. Creatinine is a key component used to predict CKD. These models will enable affordable and effective screening for CKD even with incomplete patient data, such as the absence of creatinine testing. This retrospective cohort study included data on 19,429 adults provided by a private research institute and screening laboratory in Taiwan, gathered between 2001 and 2015. Univariate Cox proportional hazard regression analyses were performed to determine the variables with high prognostic values for predicting CKD. We then identified interacting variables and grouped them according to diagnostic data categories. Our models used three types of data gathered at three points in time: non-laboratory, laboratory, and metabolic indices data. Next, we used subgroups of variables within each category to train two machine learning models (Random Forest and XGBoost). Our machine learning models can dynamically discriminate individuals at risk for developing CKD. All the models performed well using all three kinds of data, with or without laboratory data. Using only non-laboratory-based data (such as age, sex, body mass index (BMI), and waist circumference), both models predict chronic kidney disease as accurately as models using laboratory and metabolic indices data. Our machine learning models have demonstrated the use of different categories of diagnostic data for CKD prediction, with or without laboratory data. The machine learning models are simple to use and flexible because they work even with incomplete data and can be applied in any clinical setting, including settings where laboratory data is difficult to obtain.

Keywords: chronic kidney disease, glomerular filtration rate, creatinine, novel metabolic indices, machine learning, risk prediction

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Authors: Amil Daraz, Suheel Abdullah Malik, Tahir Saleem, Sajid Ali Bhati

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In this paper, Integral Proportional (I-P) controller is employed for superheated steam temperature control system. The Ziegler-Nichols (Z-N) method is used for the tuning of I-P controller. The performance analysis of Z-N based I-P controller is assessed on superheated steam system of 500-MW boiler. The comparison of transient response parameters such as rise time, settling time, and overshoot is made with Z-N based Proportional Integral (PI) controller. It is observed from the results that Z-N based I-P controller completely eliminates the overshoot in the output response.

Keywords: superheated steam, process reaction curve, PI and I-P controller, Ziegler-Nichols Tuning

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Authors: Freddy Houndekindo

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A study was carried out to evaluate the flood risk in the district of Malanville located along the Niger River. The knowledge produce by this study is useful in the implementation of adaptation and/or mitigation measures to alleviate the impact of the flooding on the populations, the economy and the environment. Over the course of the study, the lack of data in the area of interest has been one of the main challenges encountered. Therefore, in the analysis of the flood hazard different sources of remotely sensed data were used. Moreover, the flood hazard was analysed by applying a 1D hydraulic model: HEC-RAS. After setting up the model for the study area, the different flood scenarios considered were simulated and mapped using ArcGIS and the HEC-GEORAS extension. The result of the simulation gave information about the inundated areas and the water depths at each location. From the analysis of the flood hazard, it was found that between 47% and 50% of the total area of the district of Malanville would be flooded in the different flood scenarios considered, and the water depth varies between 1 and 7 m. The townships of Malanville most at risk of flooding are Momkassa and Galiel, located in a high-risk and very high-risk zone, respectively. Furthermore, the assessment of the flood risk showed that the most vulnerable sector to the inundations is the agricultural sector. Indeed, the cultivated floodplains were the most affected areas by the floodwater in every flood scenarios. Knowing that a high proportion of the population of the district relies on their farmlands in these floodplains for their livelihood, the floods pose a challenge not only to the food security in the area but also to its development.

Keywords: flood risk management, Niger, remote sensing, vulnerability

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Authors: Hua Chai, Qiangling Duan, Huiqi Cao, Mi Li, Jinhua Sun

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Nitrocellulose (NC), a kind of energetic material, has been widely used in the industrial and military fields. However, this material can also cause serious social disasters due to storage conditions. Thermal hazard of nitrocellulose (NC) was experimentally investigated using the CALVET heat flux calorimeter C80, and three kinds of storage conditions were considered in the experiments: (1) drying time, (2) moisture content, (3) cycles. The results showed that the heat flow curves of NC moved to the low-temperature direction firstly and then slightly moved back by increasing the drying hours. Moisture that was responsible for the appearance of small exothermic peaks was proven to be the unfavorable safety factor yet it could increase the onset temperature of the main peak to some extent. And cycles could both lower the onset temperature and the maximum heat flow but enlarged the peak temperature. Besides, relevant kinetic parameters such as the heat of reaction (ΔH) and the activation energy (Ea) were obtained and compared. It was found that all the three conditions could reduce the values of Ea and most of them produced larger reaction heat. In addition, the critical explosion temperature (Tb) of the NC samples were derived. It was clear that not only the drying time but also the cycles would increase the thermal hazard of the NC. Yet, the right amount of water helped to reduce the thermal hazard.

Keywords: C80, nitrocellulose, storage conditions, the critical explosion temperature, thermal hazard

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Authors: Najib K. Dankadai, Ahmad 'Athif Mohd Faudzi, Khairuddin Osman, Muhammad Rusydi Muhammad Razif, IIi Najaa Aimi Mohd Nordin

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Researches in soft actuators are now growing rapidly because of their adequacy to be applied in sectors like medical, agriculture, biological and welfare. This paper presents system identification (SI) and control of the force generated by a two chambers pneumatic soft actuator (PSA). A force mathematical model for the actuator was identified experimentally using data acquisition card and MATLAB SI toolbox. Two control techniques; a predictive functional control (PFC) and conventional proportional integral and derivative (PID) schemes are proposed and compared based on the identified model for the soft actuator flexible mechanism. Results of this study showed that both of the proposed controllers ensure accurate tracking when the closed loop system was tested with the step, sinusoidal and multi step reference input through MATLAB simulation although the PFC provides a better response than the PID.

Keywords: predictive functional control (PFC), proportional integral and derivative (PID), soft actuator, system identification

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Authors: S. K. Ashiquer Rahman

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the paper concentrations on the importance of hourly compensation, emphasizing the significance of the unemployment rate. There are the two most important factors of a nation these are its unemployment rate and hourly compensation. These are not merely statistics but they have profound effects on individual, families, and the economy. They are inversely related to one another. When we consider the unemployment rate that will probably decline as hourly compensations in manufacturing rise. But when we reduced the unemployment rates and increased job prospects could result from higher compensation. That’s why, the increased hourly compensation in the manufacturing sector that could have a favorable effect on job changing issues. Moreover, the relationship between hourly compensation and unemployment is complex and influenced by broader economic factors. In this paper, we use panel data regression models to evaluate the expected link between hourly compensation and unemployment rate in order to determine the effect of hourly compensation on unemployment rate. We estimate the fixed effects model, evaluate the error components, and determine which model (the FEM or ECM) is better by pooling all 60 observations. We then analysis and review the data by comparing 3 several countries (United States, Canada and the United Kingdom) using panel data regression models. Finally, we provide result, analysis and a summary of the extensive research on how the hourly compensation effects on the unemployment rate. Additionally, this paper offers relevant and useful informational to help the government and academic community use an econometrics and social approach to lessen on the effect of the hourly compensation on Unemployment rate to eliminate the problem.

Keywords: hourly compensation, Unemployment rate, panel data regression models, dummy variables, random effects model, fixed effects model, the linear regression model

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Authors: Ehsan Mehryaar

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The rate of penetration is (RoP) one of the vital factors in the cost and time of tunnel boring projects; therefore, predicting it can lead to a substantial increase in the efficiency of the project. RoP is heavily dependent geological properties of the project site and TBM properties. In this study, 151-point data from Queen’s water tunnel is collected, which includes unconfined compression strength, peak slope index, angle with weak planes, and distance between planes of weaknesses. Since the size of the data is small, it was observed that it is imbalanced. To solve that problem synthetic minority oversampling technique is utilized. The model based on the model tree is proposed, where each leaf consists of a support vector machine model. Proposed model performance is then compared to existing empirical equations in the literature.

Keywords: Model tree, SMOTE, rate of penetration, TBM(tunnel boring machine), SVM

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Authors: Xie Xiaobin, Zhang Yan, Shi Yipeng, Sun Wenying, Chen Shuang, Cai Zhipeng, Zhang Hong, Zhang Lixia, Xie Like

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Objective: The objective of this research is to compare the efficacy of the late in-situ surgical revision augmented with continuous infusion and needle revision on failed trabeculectomy blebs. Methods From December 2018 to December 2021, a prospective randomized controlled trial was performed on 44 glaucoma patients with failed bleb ≥ 6months with medically uncontrolled in Eye Hospital, China Academy of Chinese Medical Sciences. They were randomly divided into two groups. 22 eyes of 22 patients underwent the late in-situ surgical revision with continuous anterior chamber infusion in the study group, and 22 of 22 patients were treated with needle revision in the control group. Main outcome measures include preoperative and postoperative intraocular pressure (IOP), the number of anti-glaucoma medicines, the operation success rate, and the postoperative complications. Results The postoperative IOP values decreased significantly from the baseline in both groups (both P<0.05). IOP was significantly lower in the study group than in the control group at one week, 1, and 3 months postoperatively (all P<0.05). IOP reductions in the study group were substantially more prominent than in the control group at all postoperative time points (all P<0.05). The complete success rate in the study group was significantly higher than in the control group (71.4% vs. 33.3%, P<0.05), while the complete failure rate was significantly lower in the study group (0% vs. 28.5%, P<0.05). According to Cox’s proportional hazards regression analysis, high IOP at baseline was independently associated with increased risks of complete failure (adjusted hazard ratio=1.141, 95% confidence interval=1.021-1.276, P<0.05). There was no significant difference in the incidence of postoperative complications between the two groups (P>0.05). Conclusion: Both in-situ surgical and needle revision have acceptable success rates and safety for the late failed trabeculectomy blebs, while the former is likely to have a higher level of efficacy over the latter. Needle revision may be insufficient for eyes with low target IOP.

Keywords: glaucoma, trabeculectomy blebs, in-situ surgical revision, needle revision

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Authors: Princes Ann E. Prieto, Denise F. Alpuerto, John Rafael C. Unlayao, Neil Concibido, Monet Concepcion Maguyon-Detras

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Failure Mode and Effects Analysis (FMEA) has been used in the virtual Process Hazard Analysis (PHA) of the Acetone production process through the dehydrogenation of isopropyl alcohol, for which very limited process risk assessment has been published. In this study, the potential failure modes, effects, and possible causes of selected major equipment in the process were identified. During the virtual FMEA mock sessions, the risks in the process were evaluated and recommendations to reduce and/or mitigate the process risks were formulated. The risk was estimated using the calculated risk priority number (RPN) and was classified into four (4) levels according to their effects on acetone production. Results of this study were also used to rank the criticality of equipment in the process based on the calculated criticality rating (CR). Bow tie diagrams were also created for the critical hazard scenarios identified in the study.

Keywords: chemical process safety, failure mode and effects analysis (FMEA), process hazard analysis (PHA), process safety management (PSM)

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Authors: Ben Tappin, Ryan McKay

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The political left and right appear to disagree not only over questions of value but, also, over questions of fact—over what is true “out there” in society and the world. Alarmingly, a large body of survey data collected during the past decade suggests that this disagreement tends to be greatest among the most educated and most cognitively sophisticated opposing partisans. In other words, the data show that these individuals display the widest political polarization in their reported factual beliefs. Explanations of this polarization pattern draw heavily on cultural and political factors; yet, the large majority of the evidence originates from one cultural and political context—the United States, a country with a rather unique cultural and political history. One consequence is that widening political polarization conditional on education and cognitive sophistication may be due to idiosyncratic cultural, political or historical factors endogenous to US society—rather than a more general, international phenomenon. We examined widening political polarization conditional on education across Europe, over a topic that is culturally and politically contested; immigration. To do so, we analyzed data from the European Social Survey, a premier survey of countries in and around the European area conducted biennially since 2002. Our main results are threefold. First, we see widening political polarization conditional on education over beliefs about the economic impact of immigration. The foremost countries showing this pattern are the most influential in Europe: Germany and France. However, we also see heterogeneity across countries, with some—such as Belgium—showing no evidence of such polarization. Second, we find that widening political polarization conditional on education is a product of sorting. That is, highly educated partisans exhibit stronger within-group consensus in their beliefs about immigration—the data do not support the view that the more educated partisans are more polarized simply because the less educated fail to adopt a position on the question. Third, and finally, we find some evidence that shocks to the political climate of countries in the European area—for example, the “refugee crisis” of summer 2015—were associated with a subsequent increase in political polarization over immigration conditional on education. The largest increase was observed in Germany, which was at the centre of the so-called refugee crisis in 2015. These results reveal numerous insights: they show that widening political polarization conditional on education is not restricted to the US or native English-speaking culture; that such polarization emerges in the domain of immigration; that it is a product of within-group consensus among the more educated; and, finally, that exogenous shocks to the political climate may be associated with subsequent increases in political polarization conditional on education.

Keywords: beliefs, Europe, immigration, political polarization

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Authors: Shi Qi Koo, Ahmad Beng Hong Kueh

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In the present work, the finite element formulation for the investigation of the effects of a localized interfacial degeneration on the dynamic behavior of the [90˚/0˚] laminated composite plate employing the state-space technique is performed. The stiffness of the laminate is determined by assembling the stiffnesses of sub-elements. This includes an introduction of an interface layer adopting the virtually zero-thickness formulation to model the interfacial degeneration. Also, the kinematically consistent mass matrix and proportional damping have been formulated to complete the free vibration governing expression. To simulate the interfacial degeneration of the laminate, the degenerated areas are defined from the center propagating outwards in a localized manner. It is found that the natural frequency, damped frequency and damping ratio of the plate decreases as the degenerated area of the interface increases. On the contrary, the loss factor increases correspondingly.

Keywords: dynamic finite element, localized interface degeneration, proportional damping, state-space modeling

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Authors: Ayoola, Simeon Oluwatoyin, Omogoriola Hannah Omoloye

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The effects of 17α-Methyltestosterone Hormone on blood composition of the Sex Reversed Sarotherodon melanotheron were investigated. S. melanotheron fry were reared in six (6) plastic tanks for three (3) months, of which three (3) tanks served as treatment tanks while the other three (3) served as the control. The fry were fed with 17α-methyl testosterone enzyme, which functions as a sex reversal hormone. The fry were administered this hormone for 30 days, to ensure complete sex reversal. All the S. melanotheron fry were reared to table size for duration of three (3) months, after which, blood samples were taken from both the control and treatment fishes. The blood parameters showed no significant differences with the same values of White Blood Cell count (WBC) and Total plasma protein for the control and experimental fishes. A total protein value for sex reversed specimens was 3.99g/dL, while urea and creatinine values were 0.2g/dL. Alkaline Phosphatase, Aspartate transaminase and Alanine transaminase for the treatment specimen were 183nm/mg protein/min, 98nm/mg protein/min and 105nm/mg protein/min respectively. A total protein value for control specimens was 2.81g/dL, while urea and creatinine values were 0.2g/dL. Alkaline Phosphatase, Aspartate transaminase and Alanine transaminase for the control species were 174nm/mg protein/min, 93nm/mg protein/min and 106nm/mg protein/min respectively. The safety of MT on S. melanotheron is therefore proved since there is no adverse effect on the fish.

Keywords: 17α-Methyltestosterone, haematology, sex reversal, sarotherodon melanotheron

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Authors: Bishoy Abouelsoud Saad Amin

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This paper examines the use of computer and its related health hazard among computer users in South-Western zone of Nigeria. Two hundred and eighteen (218) computer users constituted the population used to evaluate association between posture, extensive computer use and related health hazard. The instruments for the study are a questionnaire on demographics, lifestyle, body features and work ability index while mean rating, standard deviation and t test were used for data analysis. Identified health related hazard include damages to the eyesight, bad posture, arthritis, musculoskeletal disorders, headache, stress and so on. The results showed that factors such as work demand, posture, closeness to computer screen and excessive working hours on computers constitute health hazards in both old and young computer users of various gender. It is therefore recommended that total number of hours spent with computer should be monitored and controlled.

Keywords: computer game, metaphor, middle school students, virtual environments computer auditing, risk, measures to prevent, information management computer-related health hazard, musculoskeletal disorders, computer usage, work ability index

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Authors: Mesut BALIBEY, Serpil TÜRKYILMAZ

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A popular topic in the econometrics and time series area is the cointegrating relationships among the components of a nonstationary time series. Engle and Granger’s least squares method and Johansen’s conditional maximum likelihood method are the most widely-used methods to determine the relationships among variables. Furthermore, a method proposed to test a unit root based on the periodogram ordinates has certain advantages over conventional tests. Periodograms can be calculated without any model specification and the exact distribution under the assumption of a unit root is obtained. For higher order processes the distribution remains the same asymptotically. In this study, in order to indicate advantages over conventional test of periodograms, we are going to examine a possible relationship between tourism and economic growth during the period 1999:01-2010:12 for Turkey by using periodogram method, Johansen’s conditional maximum likelihood method, Engle and Granger’s ordinary least square method.

Keywords: cointegration, economic growth, periodogram ordinate, tourism

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Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

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Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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Authors: Shao-Di Feng, Von-Wun Soo

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To generate symbolic music with specific emotions is a challenging task due to symbolic music datasets that have emotion labels are scarce and incomplete. This research aims to generate more refined emotions based on the training datasets that are only labeled with four quadrants in Russel’s 2D emotion model. We focus on the theory of Music Fadernet and map arousal and valence to the low-level attributes, and build a symbolic music generation model by combining transformer and GM-VAE. We adopt an in-attention mechanism for the model and improve it by allowing modulation by conditional information. And we show the music generation model could control the generation of music according to the emotions specified by users in terms of high-level linguistic expression and by manipulating their corresponding low-level musical attributes. Finally, we evaluate the model performance using a pre-trained emotion classifier against a pop piano midi dataset called EMOPIA, and by subjective listening evaluation, we demonstrate that the model could generate music with more refined emotions correctly.

Keywords: music generation, music emotion controlling, deep learning, semi-supervised learning

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Authors: Sheraz Ahmad Choudhary

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Health plays a vital role in the growth. The study examined the effect of health indicator on the growth of Pakistan. ARDL model is used to check the growth rate which is affected by the health by using the time series date of Pakistan from 1990 to 2017. Health indicator, fertility rate, life expectancy, foreign direct investment, and infant mortality rate are variables Where the unit root is applied to check the stationarity of the model. consequences find a significant relationship between GDP, foreign direct investment, fertility rate, and life expectancy in the short run, whereas mortality rate effected negatively to economic growth but have significant values. In the long run, foreign direct investment (FDI) and fertility rate(FR) have significantly influenced the GDP. The results show thateconomic growth is positively stimulated by most of the health indicators. The study accomplishes that nations can achieve a high level of economic growth by increasing wellbeing human capital.

Keywords: economic growth, health expenditures, fertility rate, human capital, life expectancy, foreign direct investment, and infant mortality rate

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Authors: Fatemeh Rouhi, Hadi Nassiri

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Earning forecast is a key element in economic decisions but there are some situations, such as conflicts of interest in financial reporting, complexity and lack of direct access to information has led to the phenomenon of information asymmetry among individuals within the organization and external investors and creditors that appear. The adverse selection and moral hazard in the investor's decision and allows direct assessment of the difficulties associated with data by users makes. In this regard, the role of trustees in corporate governance disclosure is crystallized that includes controls and procedures to ensure the lack of movement in the interests of the company's management and move in the direction of maximizing shareholder and company value. Therefore, the earning forecast of companies in the capital market and the need to identify factors influencing this study was an attempt to make relationship between moral hazard and corporate governance with earning forecast quality companies operating in the capital market and its impact on Earnings Forecasts quality by the company to be established. Getting inspiring from the theoretical basis of research, two main hypotheses and sub-hypotheses are presented in this study, which have been examined on the basis of available models, and with the use of Panel-Data method, and at the end, the conclusion has been made at the assurance level of 95% according to the meaningfulness of the model and each independent variable. In examining the models, firstly, Chow Test was used to specify either Panel Data method should be used or Pooled method. Following that Housman Test was applied to make use of Random Effects or Fixed Effects. Findings of the study show because most of the variables are positively associated with moral hazard with earnings forecasts quality, with increasing moral hazard, earning forecast quality companies listed on the Tehran Stock Exchange is increasing. Among the variables related to corporate governance, board independence variables have a significant relationship with earnings forecast accuracy and earnings forecast bias but the relationship between board size and earnings forecast quality is not statistically significant.

Keywords: corporate governance, earning forecast quality, moral hazard, financial sciences

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Authors: M. I. A. Adziz, J. Sharib Sarip, M. T. Ishak, D. N. A. Tugi

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Radiation exposure to humans and the environment is caused by natural radioactive material sources. Given that exposure to people and communities can occur through several pathways, it is necessary to pay attention to the increase in naturally radioactive material, particularly in the soil. Continuous research and monitoring on the distribution and determination of these natural radionuclides' activity as a guide and reference are beneficial, especially in an accidental exposure. Surface soil/sediment samples from several locations identified around the Sembrong catchment area were taken for the study. After 30 days of secular equilibrium with their daughters, the activity concentrations of the naturally occurring radioactive material (NORM) members, i.e. ²²⁶Ra, ²²⁸Ra, ²³⁸U, ²³²Th, and ⁴⁰K, were measured using high purity germanium (HPGe) gamma spectrometer. The results obtained showed that the radioactivity concentration of ²³⁸U ranged between 17.13 - 30.13 Bq/kg, ²³²Th ranged between 22.90 - 40.05 Bq/kg, ²²⁶Ra ranged between 19.19 - 32.10 Bq/kg, ²²⁸Ra ranged between 21.08 - 39.11 Bq/kg and ⁴⁰K ranged between 9.22 - 51.07 Bq/kg with average values of 20.98 Bq/kg, 27.39 Bq/kg, 23.55 Bq/kg, 26.93 Bq/kg and 23.55 Bq/kg respectively. The values obtained from this study were low or equivalent to previously reported in previous studies. It was also found that the mean/mean values obtained for the four parameters of the Radiation Hazard Index, namely radium equivalent activity (Raeq), external dose rate (D), annual effective dose and external hazard index (Hₑₓ), were 65.40 Bq/kg, 29.33 nGy/h, 19.18 ¹⁰⁻⁶Sv and 0.19 respectively. These obtained values are low compared to the world average values and the values of globally applied standards. Comparison with previous studies (dry season) also found that the values for all four parameters were low and equivalent. This indicates the level of radiation hazard in the area around the study is safe for the public.

Keywords: catchment area, gamma spectrometry, naturally occurring radioactive material (NORM), soil

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Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

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Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: conditional generative adversarial net, market and credit risk management, neural network, time series

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Authors: Seyed Vahid Kamal Alavi

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Italy has experienced a notable quantity and impact of disasters due to natural hazards and technological accidents caused by diverse risk sources on its physical, technological, and human/sociological infrastructures during past decade. This study discusses the frequency and impacts of the most three physical devastating natural hazards in Italy for the period 2000–2013. The approach examines the reliability of a range of open source WebGIS techniques versus a proposed multi-hazard risk management methodology. Spatial and attribute data which include USGS publically available hazard data and thirteen years Munich RE recorded data for Italy with different severities have been processed, visualized in a GIS (Geographic Information System) framework. Comparison of results from the study showed that the multi-hazard risk maps generated using open source techniques do not provide a reliable system to analyze the infrastructures losses in respect to national risk sources while they can be adopted for general international risk management purposes. Additionally, this study establishes the possibility to critically examine and calibrate different integrated techniques in evaluating what better protection measures can be taken in an area.

Keywords: multi-hazard risk mapping, risk management, GIS, Italy

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Authors: Suzan Salem, Heba Moustafa, Abd El-Aziz Abd El-Aal

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Seismic micro hazard zonation for urban areas is the first step towards a seismic risk analysis and mitigation strategy. Essential here is to obtain a proper understanding of the local subsurface conditions and to evaluate ground-shaking effects. In the present study, an attempt has been made to evaluate the seismic hazard considering local site effects by carrying out detailed geotechnical and geophysical site characterization in El-Fayoum New City. Seismic hazard analysis and microzonation of El-Fayoum New City are addressed in three parts: in the first part, estimation of seismic hazard is done using seismotectonic and geological information. The second part deals with site characterization using geotechnical and shallow geophysical techniques. In the last part, local site effects are assessed by carrying out one-dimensional (1-D) ground response analysis using the equivalent linear method by program SHAKE 2000. Finally, microzonation maps have been prepared. The detailed methodology, along with experimental details, collected data, results and maps are presented in this paper.

Keywords: El-Fayoum, microzonation, seismotectonic, Egypt

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Authors: Abdel Hadi Ebraheim

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This paper introduces a new extension of the Inverse Pareto distribution in the framework of Marshal-Olkin (1997) family of distributions. This model is capable of modeling various shapes of aging and failure data. The statistical properties of the new model are discussed. Several methods are used to estimate the parameters involved. Explicit expressions are derived for different types of moments of value in reliability analysis are obtained. Besides, the order statistics of samples from the new proposed model have been studied. Finally, the usefulness of the new model for modeling reliability data is illustrated using two real data sets with simulation study.

Keywords: pareto distribution, marshal-Olkin, reliability, hazard functions, moments, estimation

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Authors: Yemane Hailu Fissuh, Zhongzhan Zhang

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In biomedical researches and randomized clinical trials, the most commonly interested outcomes are time-to-event so-called survival data. The importance of robust models in this context is to compare the effect of randomly controlled experimental groups that have a sense of causality. Causal estimation is the scientific concept of comparing the pragmatic effect of treatments conditional to the given covariates rather than assessing the simple association of response and predictors. Hence, the causal effect based semiparametric transformation model was proposed to estimate the effect of treatment with the presence of possibly time-varying covariates. Due to its high flexibility and robustness, the semiparametric transformation model which shall be applied in this paper has been given much more attention for estimation of a causal effect in modeling left-truncated and right censored survival data. Despite its wide applications and popularity in estimating unknown parameters, the maximum likelihood estimation technique is quite complex and burdensome in estimating unknown parameters and unspecified transformation function in the presence of possibly time-varying covariates. Thus, to ease the complexity we proposed the modified estimating equations. After intuitive estimation procedures, the consistency and asymptotic properties of the estimators were derived and the characteristics of the estimators in the finite sample performance of the proposed model were illustrated via simulation studies and Stanford heart transplant real data example. To sum up the study, the bias of covariates was adjusted via estimating the density function for truncation variable which was also incorporated in the model as a covariate in order to relax the independence assumption of failure time and truncation time. Moreover, the expectation-maximization (EM) algorithm was described for the estimation of iterative unknown parameters and unspecified transformation function. In addition, the causal effect was derived by the ratio of the cumulative hazard function of active and passive experiments after adjusting for bias raised in the model due to the truncation variable.

Keywords: causal estimation, EM algorithm, semiparametric transformation models, time-to-event outcomes, time-varying covariate

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Authors: F. A. Al-Awadhi, D. Al-Hulail

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In this study, we applied the Bayesian hierarchical model to detect single and multiple change points for daily earthquake body wave magnitude. The change point analysis is used in both backward (off-line) and forward (on-line) statistical research. In this study, it is used with the backward approach. Different types of change parameters are considered (mean, variance or both). The posterior model and the conditional distributions for single and multiple change points are derived and implemented using BUGS software. The model is applicable for any set of data. The sensitivity of the model is tested using different prior and likelihood functions. Using Mb data, we concluded that during January 2002 and December 2003, three changes occurred in the mean magnitude of Mb in Kuwait and its vicinity.

Keywords: multiple change points, Markov Chain Monte Carlo, earthquake magnitude, hierarchical Bayesian mode

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Authors: Ridho Al-Hamdi, Sakir, Tanto Lailam

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During the democratic period of 1999-present, Indonesia has consistently applied a List Proportional Representation (List PR) system in the parliamentary election. Between 1999 and 2004, it adopted a closed-list proportional representation (CLPR) system. In the meantime, it employed open-list proportional representation (OLPR) system from 2009 to 2019. Recently, some parties intended to propose the application of CLPR while others are still consistent in adopting OLPR. An unfinished debate is taking place. Thus, this article aims to evaluate the application of CLPR in Indonesia and, in turn, analyze its compatibility in contemporary parliamentary election system. From a methodological standpoint, it is qualitative research by applying a case study approach. Data-gathering relies on field data, mainly focus group discussion (FGD) and in-depth interviews with political parties, electoral management bodies (EMBs), NGO activists, and scholars spread in six provinces and nine regencies/cities across the country. Using SWOT analysis and the compatibility of CLPR and embedded democracy framework, the finding demonstrates that CLPR is no longer relevant for contemporary Indonesian elections. This paper recommends OLPR by considering that CLPR has numerous weaknesses and threats that can jeopardize embedded democracy. More importantly, CLPR can remove inclusive suffrage significantly.

Keywords: closed-list proportional representation, embedded democracy, Indonesia, parliamentary election

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Authors: Yu-Jen Chang, Yun Chen, Hei-Lam Wong

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The Economic Lot Scheduling Problem (ELSP) is a valuable mathematical model that can support decision-makers to make scheduling decisions. The basic period approach is effective for solving the ELSP. The assumption for applying the basic period approach is that a product must use its maximum production rate to be produced. However, a product can lower its production rate to reduce the average total cost when a facility has extra idle time. The past researches discussed how a product adjusts its production rate under the common cycle approach. To the best of our knowledge, no studies have addressed how a product lowers its production rate under the basic period approach. This research is the first paper to discuss this topic. The research develops a simple fixed rate approach that adjusts the production rate of a product under the basic period approach to solve the ELSP. Our numerical example shows our approach can find a better solution than the traditional basic period approach. Our mathematical model that applies the fixed rate approach under the basic period approach can serve as a reference for other related researches.

Keywords: economic lot, basic period, genetic algorithm, fixed rate

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Authors: Raquib Ahsan, Md. Mahir Asif, Md. Zahidul Alam

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A huge portion of old masonry buildings in Bangladesh are vulnerable to earthquake. In most of the cases these buildings contain unreinforced masonry wall which are most likely to be subjected to earthquake damages. Due to deterioration of mortar joint and aging, shear resistance of these unreinforced masonry walls dwindle. So, retrofitting of these old buildings has become an important issue. Among many researched and experimented techniques, ferrocement retrofitting can be a low cost technique in context of the economic condition of Bangladesh. This study aims at investigating the behavior of ferrocement retrofitted unconfined URM walls under different types of cyclic loading. Four 725 mm × 725 mm masonry wall units were prepared with bricks jointed by stretcher bond with 12.5 mm mortar between two adjacent layers of bricks. To compare the effectiveness of ferrocement retrofitting a particular type wire mesh was used in this experiment which is 20 gauge woven wire mesh with 12.5 mm × 12.5 mm square opening. After retrofitting with ferrocement these wall units were tested by applying cyclic deformation along the diagonals of the specimens. Then a comparative study was performed between the retrofitted specimens and control specimens for both partially reversed cyclic load condition and cyclic compression load condition. The experiment results show that ultimate load carrying capacities of ferrocement retrofitted specimens are 35% and 27% greater than the control specimen under partially reversed cyclic loading and cyclic compression respectively. And before failure the deformations of ferrocement retrofitted specimens are 43% and 33% greater than the control specimen under reversed cyclic loading and cyclic compression respectively. Therefore, the test results show that the ultimate load carrying capacity and ductility of ferrocement retrofitted specimens have improved.

Keywords: cyclic compression, cyclic loading, ferrocement, masonry wall, partially reversed cyclic load, retrofitting

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