Search results for: generalized entropies

Authors: M. Tarawneh

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This work is an experimental study on the heat transfer characteristics and pressure drop of different refrigerants during the condensation and evaporation processes in porous media. Four different refrigerants (R134a, R407C, 600a, R290), with different porosities were used to reach a real understanding of the actual heat transfer characteristics and pressure drop when using porous material inside the condenser and evaporator. Steel balls were used as porous media with different porosities (38%, 43%, 48%). The main goal of this project is to enhance the heat transfer coefficient during the condensation and evaporation processes when using different refrigerants and different porosities. Different correlations for the heat transfer coefficient and the pressure drop of the different refrigerants were developed. Also a generalized empirical correlation was developed for the different refrigerants. The experimental and predicted heat transfer coefficients and pressure drops were compared. It was found that, the Absolute standard deviation for the heat transfer coefficient and the pressure drop not exceeded values of 15% and 20%, respectively.

Keywords: condensation, evaporation, porous media, horizontal tubes, heat transfer coefficient, propane, butane

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Authors: Christian H. Sanabria-Montaña, Rodrigo Huerta-Quintanilla

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A lattice network is a special type of network in which all nodes have the same number of links, and its boundary conditions are periodic. The most basic lattice network is the ring, a one-dimensional network with periodic border conditions. In contrast, the Cartesian product of d rings forms a d-dimensional lattice network. An analytical expression currently exists for the clustering coefficient in this type of network, but the theoretical value is valid only up to certain connectivity value; in other words, the analytical expression is incomplete. Here we obtain analytically the clustering coefficient expression in d-dimensional lattice networks for any link density. Our analytical results show that the clustering coefficient for a lattice network with density of links that tend to 1, leads to the value of the clustering coefficient of a fully connected network. We developed a model on criminology in which the generalized clustering coefficient expression is applied. The model states that delinquents learn the know-how of crime business by sharing knowledge, directly or indirectly, with their friends of the gang. This generalization shed light on the network properties, which is important to develop new models in different fields where network structure plays an important role in the system dynamic, such as criminology, evolutionary game theory, econophysics, among others.

Keywords: clustering coefficient, criminology, generalized, regular network d-dimensional

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Authors: Afsaneh Mohammadnejad, Marianne Nygaard, Jan Baumbach, Shuxia Li, Weilong Li, Jesper Lund, Jacob v. B. Hjelmborg, Lene Christensen, Qihua Tan

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Cognitive impairment in the elderly is a key issue affecting the quality of life. Despite a strong genetic background in cognition, only a limited number of single nucleotide polymorphisms (SNPs) have been found. These explain a small proportion of the genetic component of cognitive function, thus leaving a large proportion unaccounted for. We hypothesize that one reason for this missing heritability is the misspecified modeling in data analysis concerning phenotype distribution as well as the relationship between SNP dosage and the phenotype of interest. In an attempt to overcome these issues, we introduced a model-free method based on the generalized correlation coefficient (GCC) in a genome-wide association study (GWAS) of cognitive function in twin samples and compared its performance with two popular linear regression models. The GCC-based GWAS identified two genome-wide significant (P-value < 5e-8) SNPs; rs2904650 near ZDHHC2 on chromosome 8 and rs111256489 near CD6 on chromosome 11. The kinship model also detected two genome-wide significant SNPs, rs112169253 on chromosome 4 and rs17417920 on chromosome 7, whereas no genome-wide significant SNPs were found by the linear mixed model (LME). Compared to the linear models, more meaningful biological pathways like GABA receptor activation, ion channel transport, neuroactive ligand-receptor interaction, and the renin-angiotensin system were found to be enriched by SNPs from GCC. The GCC model outperformed the linear regression models by identifying more genome-wide significant genetic variants and more meaningful biological pathways related to cognitive function. Moreover, GCC-based GWAS was robust in handling genetically related twin samples, which is an important feature in handling genetic confounding in association studies.

Keywords: cognition, generalized correlation coefficient, GWAS, twins

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Authors: Jie Liu, Jinqu Cheng, Qiyuan Peng, Yong Yin

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Urban rail transit (URT) plays a significant role in dealing with traffic congestion and environmental problems in cities. However, equipment failure and obstruction of links often lead to URT links’ capacities loss in daily operation. It affects the reliability and transport service quality of URT network seriously. In order to measure the influence of links’ capacities loss on reliability and transport service quality of URT network, passengers are divided into three categories in case of links’ capacities loss. Passengers in category 1 are less affected by the loss of links’ capacities. Their travel is reliable since their travel quality is not significantly reduced. Passengers in category 2 are affected by the loss of links’ capacities heavily. Their travel is not reliable since their travel quality is reduced seriously. However, passengers in category 2 still can travel on URT. Passengers in category 3 can not travel on URT because their travel paths’ passenger flow exceeds capacities. Their travel is not reliable. Thus, the proportion of passengers in category 1 whose travel is reliable is defined as reliability indicator of URT network. The transport service quality of URT network is related to passengers’ travel time, passengers’ transfer times and whether seats are available to passengers. The generalized travel cost is a comprehensive reflection of travel time, transfer times and travel comfort. Therefore, passengers’ average generalized travel cost is used as transport service quality indicator of URT network. The impact of links’ capacities loss on transport service quality of URT network is measured with passengers’ relative average generalized travel cost with and without links’ capacities loss. The proportion of the passengers affected by links and betweenness of links are used to determine the important links in URT network. The stochastic user equilibrium distribution model based on the improved logit model is used to determine passengers’ categories and calculate passengers’ generalized travel cost in case of links’ capacities loss, which is solved with method of successive weighted averages algorithm. The reliability and transport service quality indicators of URT network are calculated with the solution result. Taking Wuhan Metro as a case, the reliability and transport service quality of Wuhan metro network is measured with indicators and method proposed in this paper. The result shows that using the proportion of the passengers affected by links can identify important links effectively which have great influence on reliability and transport service quality of URT network; The important links are mostly connected to transfer stations and the passenger flow of important links is high; With the increase of number of failure links and the proportion of capacity loss, the reliability of the network keeps decreasing, the proportion of passengers in category 3 keeps increasing and the proportion of passengers in category 2 increases at first and then decreases; When the number of failure links and the proportion of capacity loss increased to a certain level, the decline of transport service quality is weakened.

Keywords: urban rail transit network, reliability, transport service quality, links’ capacities loss, important links

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Authors: Ana Serafimovic, Karthik Devarajan

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Non-negative matrix factorization approximates a high dimensional non-negative matrix V as the product of two non-negative matrices, W and H, and allows only additive linear combinations of data, enabling it to learn parts with representations in reality. It has been successfully applied in the analysis and interpretation of high dimensional data arising in neuroscience, computational biology, and natural language processing, to name a few. The objective of this paper is to assess a hybrid algorithm for non-negative matrix factorization with multiplicative updates. The method aims to minimize the symmetric version of Kullback-Leibler divergence known as intrinsic information and assumes that the noise is signal-dependent and that it originates from an arbitrary distribution from the exponential family. It is a generalization of currently available algorithms for Gaussian, Poisson, gamma and inverse Gaussian noise. We demonstrate the potential usefulness of the new generalized algorithm by comparing its performance to the baseline methods which also aim to minimize symmetric divergence measures.

Keywords: non-negative matrix factorization, dimension reduction, clustering, intrinsic information, symmetric information divergence, signal-dependent noise, exponential family, generalized Kullback-Leibler divergence, dual divergence

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Authors: Dmitry Yu. Korulkin, Raissa A. Muzychkina, Evgenii N. Kojaev

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In review the generalized data about biological activity of anthraquinone-containing plants and specimens on their basis is presented. Data of traditional medicine, results of bioscreening and clinical researches of specimens are analyzed.

Keywords: anthraquinones, physiologically active substances, phytopreparation, Ramon

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Authors: Babak Safaei, A. M. Fattahi

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In the present study we have investigated axial buckling characteristics of nanocomposite beams reinforced by single-walled carbon nanotubes (SWCNTs). Various types of beam theories including Euler-Bernoulli beam theory, Timoshenko beam theory and Reddy beam theory were used to analyze the buckling behavior of carbon nanotube-reinforced composite beams. Generalized differential quadrature (GDQ) method was utilized to discretize the governing differential equations along with four commonly used boundary conditions. The material properties of the nanocomposite beams were obtained using molecular dynamic (MD) simulation corresponding to both short-(10,10) SWCNT and long-(10,10) SWCNT composites which were embedded by amorphous polyethylene matrix. Then the results obtained directly from MD simulations were matched with those calculated by the mixture rule to extract appropriate values of carbon nanotube efficiency parameters accounting for the scale-dependent material properties. The selected numerical results were presented to indicate the influences of nanotube volume fractions and end supports on the critical axial buckling loads of nanocomposite beams relevant to long- and short-nanotube composites.

Keywords: nanocomposites, molecular dynamics simulation, axial buckling, generalized differential quadrature (GDQ)

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Authors: Abdelmalek Ouannou, Adil Brouri, Laila Kadi, Tarik

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Switched reluctance motor (SRM) has a major interest in a large domain as in electric vehicle driving because of its wide range of speed operation, high performances, low cost, and robustness to run under degraded conditions. The purpose of the paper is to develop a new analytical approach for modeling SRM parameters. Then, an identification scheme is proposed to obtain the SRM parameters. Since the SRM is featured by a highly nonlinear behavior, modeling these devices is difficult. Then, it is convenient to develop an accurate model describing the SRM. Furthermore, it is always operated in the magnetically saturated mode to maximize the energy transfer. Accordingly, it is shown that the SRM can be accurately described by a generalized polynomial Hammerstein model, i.e., the parallel connection of several Hammerstein models having polynomial nonlinearity. Presently an analytical identification method is developed using a chirp excitation signal. Afterward, the parameters of the obtained model have been determined using Finite Element Method analysis. Finally, in order to show the effectiveness of the proposed method, a comparison between the true and estimate models has been performed. The obtained results show that the output responses are very close.

Keywords: switched reluctance motor, swept-sine signal, generalized Hammerstein model, nonlinear system

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Authors: A. Fettahoglu

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Theory of viscoelasticity is used by many researchers to represent behavior of many materials such as pavements on roads or bridges. Several researches used analytical methods and rheology to predict the material behaviors of simple models. Today, more complex engineering structures are analyzed using Finite Element Method, in which material behavior is embedded by means of three dimensional viscoelastic material laws. As a result, structures of unordinary geometry and domain like pavements of bridges can be analyzed by means of Finite Element Method and three dimensional viscoelastic equations. In the scope of this study, rheological models embedded in ANSYS, namely, generalized Maxwell elements and Prony series, which are two methods used by ANSYS to represent viscoelastic material behavior, are presented explicitly. Subsequently, a practical problem, which has an analytical solution given in literature, is used to verify the applicability of viscoelasticity tool embedded in ANSYS. Finally, amount of error in the results of ANSYS is compared with the analytical results to indicate the influence of used method and time step size.

Keywords: generalized Maxwell model, finite element method, prony series, time step size, viscoelasticity

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Authors: Giselle Maggie Fer Castañeda, Diego Iván González

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The objective of this work was to study the autoshaped choice behavior in the Donahoe, Burgos and Palmer (DBP) neural network model and analyze it under the matching law. Autoshaped choice can be viewed as a form of economic behavior defined as the preference between alternatives according to their relative outcomes. The Donahoe, Burgos and Palmer (DBP) model is a connectionist proposal that unifies operant and Pavlovian conditioning. This model has been used for more than three decades as a neurobehavioral explanation of conditioning phenomena, as well as a generator of predictions suitable for experimental testing with non-human animals and humans. The study consisted of different simulations in which, in each one, a ratio of reinforcement was established for two alternatives, and the responses (i.e., activations) in each of them were measured. Choice studies with animals have demonstrated that the data generally conform closely to the generalized matching law equation, which states that the response ratio equals proportionally to the reinforcement ratio; therefore, it was expected to find similar results with the neural networks of the Donahoe, Burgos and Palmer (DBP) model since these networks have simulated and predicted various conditioning phenomena. The results were analyzed by the generalized matching law equation, and it was observed that under some contingencies, the data from the networks adjusted approximately to what was established by the equation. Implications and limitations are discussed.

Keywords: matching law, neural networks, computational models, behavioral sciences

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Authors: H. D. Arora, Anjali Dhiman

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Uncertainty is found everywhere and its understanding is central to decision making. Uncertainty emerges as one has less information than the total information required describing a system and its environment. Uncertainty and information are so closely associated that the information provided by an experiment for example, is equal to the amount of uncertainty removed. It may be pertinent to point out that uncertainty manifests itself in several forms and various kinds of uncertainties may arise from random fluctuations, incomplete information, imprecise perception, vagueness etc. For instance, one encounters uncertainty due to vagueness in communication through natural language. Uncertainty in this sense is represented by fuzziness resulting from imprecision of meaning of a concept expressed by linguistic terms. Fuzzy set concept provides an appropriate mathematical framework for dealing with the vagueness. Both information theory, proposed by Shannon (1948) and fuzzy set theory given by Zadeh (1965) plays an important role in human intelligence and various practical problems such as image segmentation, medical diagnosis etc. Numerous approaches and theories dealing with inaccuracy and uncertainty have been proposed by different researcher. In the present communication, we generalize fuzzy entropy proposed by De Luca and Termini (1972) corresponding to Shannon entropy(1948). Further, some of the basic properties of the proposed measure were examined. We also applied the proposed measure to the real life decision making problem.

Keywords: entropy, fuzzy sets, fuzzy entropy, generalized fuzzy entropy, decision making

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Authors: Wu Di, Yeo Khoon Seng, Lim Tee Tai

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The typical insects employ a flapping-wing mode of flight. The numerical simulations on free flight of a model fruit fly (Re=143) including hovering and are presented in this paper. Unsteady aerodynamics around a flapping insect is studied by solving the three-dimensional Newtonian dynamics of the flyer coupled with Navier-Stokes equations. A hybrid-grid scheme (Generalized Finite Difference Method) that combines great geometry flexibility and accuracy of moving boundary definition is employed for obtaining flow dynamics. The results show good points of agreement and consistency with the outcomes and analyses of other researchers, which validate the computational model and demonstrate the feasibility of this computational approach on analyzing fluid phenomena in insect flight. The present modeling approach also offers a promising route of investigation that could complement as well as overcome some of the limitations of physical experiments in the study of free flight aerodynamics of insects. The results are potentially useful for the design of biomimetic flapping-wing flyers.

Keywords: free hovering flight, flapping wings, fruit fly, insect aerodynamics, leading edge vortex (LEV), computational fluid dynamics (CFD), Navier-Stokes equations (N-S), fluid structure interaction (FSI), generalized finite-difference method (GFD)

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Authors: Takashi Shimizu, Tomoaki Hashimoto

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A class of implicit systems is known as a more generalized class of systems than a class of explicit systems. To establish a control method for such a generalized class of systems, we adopt model predictive control method which is a kind of optimal feedback control with a performance index that has a moving initial time and terminal time. However, model predictive control method is inapplicable to systems whose all state variables are not exactly known. In other words, model predictive control method is inapplicable to systems with limited measurable states. In fact, it is usual that the state variables of systems are measured through outputs, hence, only limited parts of them can be used directly. It is also usual that output signals are disturbed by process and sensor noises. Hence, it is important to establish a state estimation method for nonlinear implicit systems with taking the process noise and sensor noise into consideration. To this purpose, we apply the model predictive control method and unscented Kalman filter for solving the optimization and estimation problems of nonlinear implicit systems, respectively. The objective of this study is to establish a model predictive control with unscented Kalman filter for nonlinear implicit systems.

Keywords: optimal control, nonlinear systems, state estimation, Kalman filter

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Authors: Davit Shahnazaryan, Diogo Gomes, Mher Safaryan

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Many symbolic computations and manipulations required in the analysis of partial differential equations (PDE) or systems of PDEs are tedious and error-prone. These computations arise when determining conservation laws, entropies or integral identities, which are essential tools for the study of PDEs. Here, we discuss a new Mathematica package for the symbolic analysis of PDEs that automate multiple tasks, saving time and effort. Methodologies: During the research, we have used concepts of linear algebra and partial differential equations. We have been working on creating algorithms based on theoretical mathematics to find results mentioned below. Major Findings: Our package provides the following functionalities; finding symmetry group of different PDE systems, generation of polynomials invariant with respect to different symmetry groups; simplification of integral quantities by integration by parts and null Lagrangian cleaning, computing general forms of expressions by integration by parts; finding equivalent forms of an integral expression that are simpler or more symmetric form; determining necessary and sufficient conditions on the coefficients for the positivity of a given symbolic expression. Conclusion: Using this package, we can simplify integral identities, find conserved and dissipated quantities of time-dependent PDE or system of PDEs. Some examples in the theory of mean-field games and semiconductor equations are discussed.

Keywords: partial differential equations, symbolic computation, conserved and dissipated quantities, mathematica

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Authors: Ionel D. Craiu, Mihai Nedelcu

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Thin-walled cylinders are often used by the offshore industry as columns of floating installations. Based on observed strains, the inverse Finite Element Method (iFEM) may rebuild the deformation of structures. Structural Health Monitoring uses this approach extensively. However, the number of in-situ strain gauges is what determines how accurate it is, and for shell structures with complicated deformation, this number can easily become too high for practical use. Any thin-walled beam member's complicated deformation can be modeled by the Generalized Beam Theory (GBT) as a linear combination of pre-specified cross-section deformation modes. GBT uses bar finite elements as opposed to shell finite elements. This paper proposes an iFEM/GBT formulation for the shape sensing of thin-walled cylinders based on these benefits. This method significantly reduces the number of strain gauges compared to using the traditional inverse-shell finite elements. Using numerical simulations, dent damage detection is achieved by comparing the strain distributions of the undamaged and damaged members. The effect of noise on strain measurements is also investigated.

Keywords: damage detection, generalized beam theory, inverse finite element method, shape sensing

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Authors: Shahrokh Barati

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In this paper, we introduced AIDS disease at first, then proposed dynamic model illustrate its progress, after expression of a short history of nonlinear modeling by polynomial phasing systems, we considered the stability conditions of the systems, which contained a huge amount of researches in order to modeling and control of AIDS in dynamic nonlinear form, in this approach using a frame work of control any polynomial phasing modeling system which have been generalized by part of phasing model of T-S, in order to control the system in better way, the stability conditions were achieved based on polynomial functions, then we focused to design the appropriate controller, firstly we considered the equilibrium points of system and their conditions and in order to examine changes in the parameters, we presented polynomial phase model that was the generalized approach rather than previous Takagi Sugeno models, then with using case we evaluated the equations in both open loop and close loop and with helping the controlling feedback, the close loop equations of system were calculated, to simulate nonlinear model of AIDS disease, we used polynomial phasing controller output that was capable to make the parameters of a nonlinear system to follow a sustainable reference model properly.

Keywords: polynomial fuzzy, AIDS, nonlinear AIDS model, fuzzy control systems

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Authors: Petra Palic, Maruska Vizek

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We provide an in-depth analysis of interdependence of asset returns and volatilities in developed and developing countries. The analysis is split into three parts. In the first part, we use multivariate GARCH model in order to provide stylized facts on cross-market volatility spillovers. In the second part, we use a generalized vector autoregressive methodology developed by Diebold and Yilmaz (2009) in order to estimate separate measures of return spillovers and volatility spillovers among sovereign bond, equity, foreign exchange and commodity markets. In particular, our analysis is focused on cross-market return, and volatility spillovers in 19 developed and developing countries. In order to estimate named spillovers, we use daily data from 2008 to 2017. In the third part of the analysis, we use a generalized vector autoregressive framework in order to estimate total and directional volatility spillovers. We use the same daily data span for one developed and one developing country in order to characterize daily volatility spillovers across stock, bond, foreign exchange and commodities markets.

Keywords: cross-market spillovers, sovereign bond markets, equity markets, value at risk (VAR)

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Authors: Alena Zemanová, Jan Zeman, Michal Šejnoha

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The polymer foil used for manufacturing of laminated glass members behaves in a viscoelastic manner with temperature dependence. This contribution aims at incorporating the time/temperature-dependent behavior of interlayer to our earlier elastic finite element model for laminated glass beams. The model is based on a refined beam theory: each layer behaves according to the finite-strain shear deformable formulation by Reissner and the adjacent layers are connected via the Lagrange multipliers ensuring the inter-layer compatibility of a laminated unit. The time/temperature-dependent behavior of the interlayer is accounted for by the generalized Maxwell model and by the time-temperature superposition principle due to the Williams, Landel, and Ferry. The resulting system is solved by the Newton method with consistent linearization and the viscoelastic response is determined incrementally by the exponential algorithm. By comparing the model predictions against available experimental data, we demonstrate that the proposed formulation is reliable and accurately reproduces the behavior of the laminated glass units.

Keywords: finite element method, finite-strain Reissner model, Lagrange multipliers, generalized Maxwell model, laminated glass, Newton method, Williams-Landel-Ferry equation

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Authors: Hadush Kidane Meresa

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The hydrological extremes frequency analysis is the foundation for the hydraulic engineering design, flood protection, drought management and water resources management and planning to utilize the available water resource to meet the desired objectives of different organizations and sectors in a country. This spatial variation of the statistical characteristics of the extreme flood and drought events are key practice for regional flood and drought analysis and mitigation management. For different hydro-climate of the regions, where the data set is short, scarcity, poor quality and insufficient, the regionalization methods are applied to transfer at-site data to a region. This study aims in regional high and low flow frequency analysis for Poland River Basins. Due to high frequent occurring of hydrological extremes in the region and rapid water resources development in this basin have caused serious concerns over the flood and drought magnitude and frequencies of the river in Poland. The magnitude and frequency result of high and low flows in the basin is needed for flood and drought planning, management and protection at present and future. Hydrological homogeneous high and low flow regions are formed by the cluster analysis of site characteristics, using the hierarchical and C- mean clustering and PCA method. Statistical tests for regional homogeneity are utilized, by Discordancy and Heterogeneity measure tests. In compliance with results of the tests, the region river basin has been divided into ten homogeneous regions. In this study, frequency analysis of high and low flows using AM for high flow and 7-day minimum low flow series is conducted using six statistical distributions. The use of L-moment and LL-moment method showed a homogeneous region over entire province with Generalized logistic (GLOG), Generalized extreme value (GEV), Pearson type III (P-III), Generalized Pareto (GPAR), Weibull (WEI) and Power (PR) distributions as the regional drought and flood frequency distributions. The 95% percentile and Flow duration curves of 1, 7, 10, 30 days have been plotted for 10 stations. However, the cluster analysis performed two regions in west and east of the province where L-moment and LL-moment method demonstrated the homogeneity of the regions and GLOG and Pearson Type III (PIII) distributions as regional frequency distributions for each region, respectively. The spatial variation and regional frequency distribution of flood and drought characteristics for 10 best catchment from the whole region was selected and beside the main variable (streamflow: high and low) we used variables which are more related to physiographic and drainage characteristics for identify and delineate homogeneous pools and to derive best regression models for ungauged sites. Those are mean annual rainfall, seasonal flow, average slope, NDVI, aspect, flow length, flow direction, maximum soil moisture, elevation, and drainage order. The regional high-flow or low-flow relationship among one streamflow characteristics with (AM or 7-day mean annual low flows) some basin characteristics is developed using Generalized Linear Mixed Model (GLMM) and Generalized Least Square (GLS) regression model, providing a simple and effective method for estimation of flood and drought of desired return periods for ungauged catchments.

Keywords: flood , drought, frequency, magnitude, regionalization, stochastic, ungauged, Poland

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Authors: Omar Sorour, Michael Leahy, Thomas Irvine, Vladimir Koren

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Introduction: Covid encephalitis is a rare yet dangerous complication, particularly affecting the older and immunocompromised. Symptoms range from confusion to delirium, coma, and seizures. Although neurological manifestations have become more well-characterized in COVID patients, little is known about whether priorneurological abnormalities may predispose patients to COVID encephalopathy. Case Description: A 73 y.o. male with a CT and MRI-confirmed stable, prior 9 mm cavernoma in the right frontal lobe and no past history of seizures was hospitalized with generalized weakness, abdominal pain, nausea, and shortness of breath with subsequent COVID pneumonia. Three days after the initial presentation, the patient developed a spontaneous generalized tonic-clonic seizure consistent with presumed COVID encephalitis, along with somnolence and confusion. A day later, the patient had two other seizure episodes. Follow-up EEG suggested an inter-ictal epileptic focus with sharp waves corresponding to roughly the same location as the patient’s pre-existing cavernoma. The patient’s seizures stopped shortly thereafter, while his encephalopathy continued for days. Conclusion: We illustrate that a pre-existing anatomic cortical abnormality may act as a potential nidus for new-onset seizure activity in the context of suggested COVID encephalopathy. Future studies may further demonstrate that manifestations of COVIDencephalopathy in certain patients may be more predictable than initially assumed.

Keywords: cavernoma, covid, encephalopathy, seizures

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Authors: Naydelis Brito Suárez, Deni Librado Torres Román, Fernando Hermosillo Reynoso

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Automatic detection and generation of a dynamic ROI (Region of Interest) in vehicle traffic surveillance videos based on a static camera in Intelligent Transportation Systems is challenging for computer vision-based systems. The dynamic ROI, being a changing ROI, should capture any other moving object located outside of a static ROI. In this work, the video is represented by a Tensor model composed of a Background and a Foreground Tensor, which contains all moving vehicles or objects. The values of each pixel over a time interval are represented by time series, and some pixel rows were selected. This paper proposes a pixel entropy-based algorithm for automatic detection and generation of a dynamic ROI in traffic videos under the assumption of two types of theoretical pixel entropy behaviors: (1) a pixel located at the road shows a high entropy value due to disturbances in this zone by vehicle traffic, (2) a pixel located outside the road shows a relatively low entropy value. To study the statistical behavior of the selected pixels, detecting the entropy changes and consequently moving objects, Shannon, Tsallis, and Approximate entropies were employed. Although Tsallis entropy achieved very high results in real-time, Approximate entropy showed results slightly better but in greater time.

Keywords: convex hull, dynamic ROI detection, pixel entropy, time series, moving objects

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Authors: Kwabena Asare, Ezekiel N. N. Nortey, Felix O. Mettle

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Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model.

Keywords: extreme value theory, expected shortfall, generalized pareto distribution, peak over threshold, value at risk

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Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie

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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: earnings management, generalized linear regression, neural networks multi-layer perceptron, Tehran stock exchange

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Authors: Najrullah Khan, Athar Ali Khan

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The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.

Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation

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Authors: Robert Caulk

Abstract:

A generalized framework for adaptive machine learning deployments in algorithmic trading is introduced, tested, and released as open-source code. The presented software aims to test the hypothesis that recent data contains enough information to form a probabilistically favorable short-term price prediction. Further, the framework contains various adaptive machine learning techniques that are geared toward generating profit during strong trends and minimizing losses during trend changes. Results demonstrate that this adaptive machine learning approach is capable of capturing trends and generating profit. The presentation also discusses the importance of defining the parameter space associated with the dynamic training data-set and using the parameter space to identify and remove outliers from prediction data points. Meanwhile, the generalized architecture enables common users to exploit the powerful machinery while focusing on high-level feature engineering and model testing. The presentation also highlights common strengths and weaknesses associated with the presented technique and presents a broad range of well-tested starting points for feature set construction, target setting, and statistical methods for enforcing risk management and maintaining probabilistically favorable entry and exit points. The presentation also describes the end-to-end data processing tools associated with FreqAI, including automatic data fetching, data aggregation, feature engineering, safe and robust data pre-processing, outlier detection, custom machine learning and statistical tools, data post-processing, and adaptive training backtest emulation, and deployment of adaptive training in live environments. Finally, the generalized user interface is also discussed in the presentation. Feature engineering is simplified so that users can seed their feature sets with common indicator libraries (e.g. TA-lib, pandas-ta). The user also feeds data expansion parameters to fill out a large feature set for the model, which can contain as many as 10,000+ features. The presentation describes the various object-oriented programming techniques employed to make FreqAI agnostic to third-party libraries and external data sources. In other words, the back-end is constructed in such a way that users can leverage a broad range of common regression libraries (Catboost, LightGBM, Sklearn, etc) as well as common Neural Network libraries (TensorFlow, PyTorch) without worrying about the logistical complexities associated with data handling and API interactions. The presentation finishes by drawing conclusions about the most important parameters associated with a live deployment of the adaptive learning framework and provides the road map for future development in FreqAI.

Keywords: machine learning, market trend detection, open-source, adaptive learning, parameter space exploration

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Authors: Elena M. Kopteva, Pavlina Jaluvkova, Zdenek Stuchlik

Abstract:

In spite of the numerous attempts to close the discussion about the influence of cosmological expansion on local gravitationally bounded systems, this question arises in literature again and again and remains still far from its final resolution. Here one of the main problems is the problem of obtaining a physically adequate model of strongly gravitating object immersed in non-static cosmological background. Such objects are usually called ‘cosmological’ black holes and are of great interest in wide set of cosmological and astrophysical areas. In this work the set of new exact solutions of the Einstein equations is derived for the flat space that generalizes the known Lemaitre-Tolman-Bondi solution for the case of nonzero pressure. The solutions obtained are pretending to describe the black hole immersed in nonstatic cosmological background and give a possibility to investigate the hot problems concerning the effects of the cosmological expansion in gravitationally bounded systems, the structure formation in the early universe, black hole thermodynamics and other related problems. It is shown that each of the solutions obtained contains either the Reissner-Nordstrom or the Schwarzschild black hole in the central region of the space. It is demonstrated that the approach of the mass function use in solving of the Einstein equations allows clear physical interpretation of the resulting solutions, that is of much benefit to any their concrete application.

Keywords: exact solutions of the Einstein equations, cosmological black holes, generalized Lemaitre-Tolman-Bondi solutions, nonzero pressure

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Authors: Jianfeng Hu

Abstract:

Personal authentication based on electroencephalography (EEG) signals is one of the important field for the biometric technology. More and more researchers have used EEG signals as data source for biometric. However, there are some disadvantages for biometrics based on EEG signals. The proposed method employs entropy measures for feature extraction from EEG signals. Four type of entropies measures, sample entropy (SE), fuzzy entropy (FE), approximate entropy (AE) and spectral entropy (PE), were deployed as feature set. In a silhouettes calculation, the distance from each data point in a cluster to all another point within the same cluster and to all other data points in the closest cluster are determined. Thus silhouettes provide a measure of how well a data point was classified when it was assigned to a cluster and the separation between them. This feature renders silhouettes potentially well suited for assessing cluster quality in personal authentication methods. In this study, “silhouettes scores” was used for assessing the cluster quality of k-means clustering algorithm is well suited for comparing the performance of each EEG dataset. The main goals of this study are: (1) to represent each target as a tuple of multiple feature sets, (2) to assign a suitable measure to each feature set, (3) to combine different feature sets, (4) to determine the optimal feature weighting. Using precision/recall evaluations, the effectiveness of feature weighting in clustering was analyzed. EEG data from 22 subjects were collected. Results showed that: (1) It is possible to use fewer electrodes (3-4) for personal authentication. (2) There was the difference between each electrode for personal authentication (p<0.01). (3) There is no significant difference for authentication performance among feature sets (except feature PE). Conclusion: The combination of k-means clustering algorithm and silhouette approach proved to be an accurate method for personal authentication based on EEG signals.

Keywords: personal authentication, K-mean clustering, electroencephalogram, EEG, silhouettes

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Authors: Maryam Ghoreishi, Christian Larsen

Abstract:

In this paper, we investigate the effect of stochastic inputs on problem of joint optimal pricing and lot-sizing decisions where the inventory cycle is divided into advance and spot sales periods. During the advance sales period, customer can make reservations while customer with reservations can cancel their order. However, during the spot sales period customers receive the order as soon as the order is placed, but they cannot make any reservation or cancellation during that period. We assume that the inter arrival times during the advance sales and spot sales period are exponentially distributed where the arrival rate is decreasing function of price. Moreover, we assume that the number of cancelled reservations is binomially distributed. In addition, we assume that deterioration process follows an exponential distribution. We investigate two cases. First, we consider two-state case where we find the optimal price during the spot sales period and the optimal price during the advance sales period. Next, we develop a generalized case where we extend two-state case also to allow dynamic prices during the spot sales period. We apply the Markov decision theory in order to find the optimal solutions. In addition, for the generalized case, we apply the policy iteration algorithm in order to find the optimal prices, the optimal lot-size and maximum advance sales amount.

Keywords: inventory control, pricing, Markov decision theory, advance sales system

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Authors: Kahlil Fredrick Cui, Marissa Pastor

Abstract:

Earthquakes are complex phenomena, exhibiting complex correlations in space, time, and magnitude. Recently, the concept of complex networks has been used to shed light on the statistical and dynamical characteristics of regional seismicity. In this work, we study the relationships and interactions of seismic regions in Chile, Japan, and the Philippines through weighted and directed complex network analysis. Geographical areas are digitized into cells of fixed dimensions which in turn become the nodes of the network when an earthquake has occurred therein. Nodes are linked if a correlation exists between them as determined and measured by a correlation metric. The networks are found to be scale-free, exhibiting power-law behavior in the distributions of their different centrality measures: the in- and out-degree and the in- and out-strength. The evidence is also found of preferential interaction between seismically active regions through their degree-degree correlations suggesting that seismicity is dictated by the activity of a few active regions. The importance of a seismic region to the overall seismicity is measured using a generalized centrality metric taken to be an indicator of its activity or passivity. The spatial distribution of earthquake activity indicates the areas where strong earthquakes have occurred in the past while the passivity distribution points toward the likely locations an earthquake would occur whenever another one happens elsewhere. Finally, we propose a method that would project the location of the next possible earthquake using the generalized centralities coupled with correlations calculated between the latest earthquakes and a geographical point in the future.

Keywords: complex networks, correlations, earthquake, hazard assessment

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Authors: Babak Safaei, Ahmad Ghanbari, Arash Rahmani

Abstract:

In the present study, the free vibration characteristics of double-walled carbon nanotubes (DWCNTs) are investigated. The small-scale effects are taken into account using the Eringen’s nonlocal elasticity theory. The nonlocal elasticity equations are implemented into the different classical beam theories namely as Euler-Bernoulli beam theory (EBT), Timoshenko beam theory (TBT), Reddy beam theory (RBT), and Levinson beam theory (LBT) to analyze the free vibrations of DWCNTs in which each wall of the nanotubes is considered as individual beam with van der Waals interaction forces. Generalized differential quadrature (GDQ) method is utilized to discretize the governing differential equations of each nonlocal beam model along with four commonly used boundary conditions. Then molecular dynamics (MD) simulation is performed for a series of armchair and zigzag DWCNTs with different aspect ratios and boundary conditions, the results of which are matched with those of nonlocal beam models to extract the appropriate values of the nonlocal parameter corresponding to each type of chirality, nonlocal beam model and boundary condition. It is found that the present nonlocal beam models with their proposed correct values of nonlocal parameter have good capability to predict the vibrational behavior of DWCNTs, especially for higher aspect ratios.

Keywords: double-walled carbon nanotubes, nonlocal continuum elasticity, free vibrations, molecular dynamics simulation, generalized differential quadrature method

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