Search results for: skew distributions
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 694

Search results for: skew distributions

544 A Fast Multi-Scale Finite Element Method for Geophysical Resistivity Measurements

Authors: Mostafa Shahriari, Sergio Rojas, David Pardo, Angel Rodriguez- Rozas, Shaaban A. Bakr, Victor M. Calo, Ignacio Muga

Abstract:

Logging-While Drilling (LWD) is a technique to record down-hole logging measurements while drilling the well. Nowadays, LWD devices (e.g., nuclear, sonic, resistivity) are mostly used commercially for geo-steering applications. Modern borehole resistivity tools are able to measure all components of the magnetic field by incorporating tilted coils. The depth of investigation of LWD tools is limited compared to the thickness of the geological layers. Thus, it is a common practice to approximate the Earth’s subsurface with a sequence of 1D models. For a 1D model, we can reduce the dimensionality of the problem using a Hankel transform. We can solve the resulting system of ordinary differential equations (ODEs) either (a) analytically, which results in a so-called semi-analytic method after performing a numerical inverse Hankel transform, or (b) numerically. Semi-analytic methods are used by the industry due to their high performance. However, they have major limitations, namely: -The analytical solution of the aforementioned system of ODEs exists only for piecewise constant resistivity distributions. For arbitrary resistivity distributions, the solution of the system of ODEs is unknown by today’s knowledge. -In geo-steering, we need to solve inverse problems with respect to the inversion variables (e.g., the constant resistivity value of each layer and bed boundary positions) using a gradient-based inversion method. Thus, we need to compute the corresponding derivatives. However, the analytical derivatives of cross-bedded formation and the analytical derivatives with respect to the bed boundary positions have not been published to the best of our knowledge. The main contribution of this work is to overcome the aforementioned limitations of semi-analytic methods by solving each 1D model (associated with each Hankel mode) using an efficient multi-scale finite element method. The main idea is to divide our computations into two parts: (a) offline computations, which are independent of the tool positions and we precompute only once and use them for all logging positions, and (b) online computations, which depend upon the logging position. With the above method, (a) we can consider arbitrary resistivity distributions along the 1D model, and (b) we can easily and rapidly compute the derivatives with respect to any inversion variable at a negligible additional cost by using an adjoint state formulation. Although the proposed method is slower than semi-analytic methods, its computational efficiency is still high. In the presentation, we shall derive the mathematical variational formulation, describe the proposed multi-scale finite element method, and verify the accuracy and efficiency of our method by performing a wide range of numerical experiments and comparing the numerical solutions to semi-analytic ones when the latest are available.

Keywords: logging-While-Drilling, resistivity measurements, multi-scale finite elements, Hankel transform

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543 An Extension of the Generalized Extreme Value Distribution

Authors: Serge Provost, Abdous Saboor

Abstract:

A q-analogue of the generalized extreme value distribution which includes the Gumbel distribution is introduced. The additional parameter q allows for increased modeling flexibility. The resulting distribution can have a finite, semi-infinite or infinite support. It can also produce several types of hazard rate functions. The model parameters are determined by making use of the method of maximum likelihood. It will be shown that it compares favourably to three related distributions in connection with the modeling of a certain hydrological data set.

Keywords: extreme value theory, generalized extreme value distribution, goodness-of-fit statistics, Gumbel distribution

Procedia PDF Downloads 349
542 Modeling Environmental, Social, and Governance Financial Assets with Lévy Subordinated Processes and Option Pricing

Authors: Abootaleb Shirvani, Svetlozar Rachev

Abstract:

ESG stands for Environmental, Social, and Governance and is a non-financial factor that investors use to specify material risks and growth opportunities in their analysis process. ESG ratings provide a quantitative measure of socially responsible investment, and it is essential to incorporate ESG ratings when modeling the dynamics of asset returns. In this article, we propose a triple subordinated Lévy process for incorporating numeric ESG ratings into dynamic asset pricing theory to model the time series properties of the stock returns. The motivation for introducing three layers of subordinator is twofold. The first two layers of subordinator capture the skew and fat-tailed properties of the stock return distribution that cannot be explained well by the existing Lévy subordinated model. The third layer of the subordinator introduces ESG valuation and incorporates numeric ESG ratings into dynamic asset pricing theory and option pricing. We employ the triple subordinator Lévy model for developing the ESG-valued stock return model, derive the implied ESG score surfaces for Microsoft, Apple, and Amazon stock returns, and compare the shape of the ESG implied surface scores for these stocks.

Keywords: ESG scores, dynamic asset pricing theory, multiple subordinated modeling, Lévy processes, option pricing

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541 Governance Token Distributions of Layer-One.X

Authors: P. Wongthongtham, K. Coutinho, A. MacCarthy

Abstract:

Layer-One.X (L1X) blockchain provides the infrastructure layer, and decentralised applications can be created on the L1X infrastructure. L1X tokenomics are important and require a proportional balance between token distribution, nurturing user activity and engagement, and financial incentives. In this paper, we present research in progress on L1X tokenomics describing key concepts and implementations, including token velocity and value, incentive scheme, and broad distribution. Particularly the economic design of the native token of the L1X blockchain, called HeartBit (HB), is presented.

Keywords: tokenisation, layer one blockchain, interoperability, token distribution, L1X blockchain

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540 A Novel Mediterranean Diet Index from the Middle East and North Africa Region: Comparison with Europe

Authors: Farah Naja, Nahla Hwalla, Leila Itani, Shirine Baalbaki, Abla Sibai, Lara Nasreddine

Abstract:

Purpose: To propose an index for assessing adherence to a Middle-Eastern version of the Mediterranean diet as represented by the traditional Lebanese Mediterranean diet (LMD), to evaluate the association between the LMD and selected European Mediterranean diets (EMD); to examine socio-demographic and lifestyle correlates of adherence to Mediterranean diet (MD) among Lebanese adults. Methods: Using nationally representative dietary intake data of Lebanese adults, an index to measure adherence to the LMD was derived. The choice of food groups used for calculating the LMD score was based on results of previous factor analyses conducted on the same dataset. These food groups included fruits, vegetables, legumes, olive oil, burghol, dairy products, starchy vegetables, dried fruits, and eggs. Using Pearson’s correlation and scores tertiles distributions agreement, the derived LMD index was compared to previously published EMD indexes from Greece, Spain, Italy, France, and EPIC. Results: Fruits, vegetables and olive oil were common denominators to all MD scores. Food groups, specific to the LMD, included burghol and dried fruits. The LMD score significantly correlated with the EMD scores, while being closest to the Italian (r=0.57) and farthest from the French (r=0.21). Percent agreement between scores’ tertile distributions and Kappa statistics confirmed these findings. Multivariate linear regression showed that older age, higher educational, female gender, and healthy lifestyle characteristics were associated with increased adherence to all MD studied. Conclusion: A novel LMD index was proposed to characterize Mediterranean diet in Lebanon, complementing international efforts to characterize the MD and its association with disease risk.

Keywords: mediterranean diet, adherence, Middle-East, Lebanon, Europe

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539 Numerical Modeling of Turbulent Natural Convection in a Square Cavity

Authors: Mohammadreza Sedighi, Mohammad Said Saidi, Hesamoddin Salarian

Abstract:

A numerical study has been performed to investigate the effect of using different turbulent models on natural convection flow field and temperature distributions in partially heated square cavity compare to benchmark. The temperature of the right vertical wall is lower than that of heater while other walls are insulated. The commercial CFD codes are used to model. Standard k-w model provided good agreement with the experimental data.

Keywords: Buoyancy, Cavity, CFD, Heat Transfer, Natural Convection, Turbulence

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538 Thermal Hydraulic Analysis of Sub-Channels of Pressurized Water Reactors with Hexagonal Array: A Numerical Approach

Authors: Md. Asif Ullah, M. A. R. Sarkar

Abstract:

This paper illustrates 2-D and 3-D simulations of sub-channels of a Pressurized Water Reactor (PWR) having hexagonal array of fuel rods. At a steady state, the temperature of outer surface of the cladding of fuel rod is kept about 1200°C. The temperature of this isothermal surface is taken as boundary condition for simulation. Water with temperature of 290°C is given as a coolant inlet to the primary water circuit which is pressurized upto 157 bar. Turbulent flow of pressurized water is used for heat removal. In 2-D model, temperature, velocity, pressure and Nusselt number distributions are simulated in a vertical sectional plane through the sub-channels of a hexagonal fuel rod assembly. Temperature, Nusselt number and Y-component of convective heat flux along a line in this plane near the end of fuel rods are plotted for different Reynold’s number. A comparison between X-component and Y-component of convective heat flux in this vertical plane is analyzed. Hexagonal fuel rod assembly has three types of sub-channels according to geometrical shape whose boundary conditions are different too. In 3-D model, temperature, velocity, pressure, Nusselt number, total heat flux magnitude distributions for all the three sub-channels are studied for a suitable Reynold’s number. A horizontal sectional plane is taken from each of the three sub-channels to study temperature, velocity, pressure, Nusselt number and convective heat flux distribution in it. Greater values of temperature, Nusselt number and Y-component of convective heat flux are found for greater Reynold’s number. X-component of convective heat flux is found to be non-zero near the bottom of fuel rod and zero near the end of fuel rod. This indicates that the convective heat transfer occurs totally along the direction of flow near the outlet. As, length to radius ratio of sub-channels is very high, simulation for a short length of the sub-channels are done for graphical interface advantage. For the simulations, Turbulent Flow (K-Є ) module and Heat Transfer in Fluids (ht) module of COMSOL MULTIPHYSICS 5.0 are used.

Keywords: sub-channels, Reynold’s number, Nusselt number, convective heat transfer

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537 On q-Non-extensive Statistics with Non-Tsallisian Entropy

Authors: Petr Jizba, Jan Korbel

Abstract:

We combine an axiomatics of Rényi with the q-deformed version of Khinchin axioms to obtain a measure of information (i.e., entropy) which accounts both for systems with embedded self-similarity and non-extensivity. We show that the entropy thus obtained is uniquely solved in terms of a one-parameter family of information measures. The ensuing maximal-entropy distribution is phrased in terms of a special function known as the Lambert W-function. We analyze the corresponding ‘high’ and ‘low-temperature’ asymptotics and reveal a non-trivial structure of the parameter space.

Keywords: multifractals, Rényi information entropy, THC entropy, MaxEnt, heavy-tailed distributions

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536 Nonstationary Modeling of Extreme Precipitation in the Wei River Basin, China

Authors: Yiyuan Tao

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Under the impact of global warming together with the intensification of human activities, the hydrological regimes may be altered, and the traditional stationary assumption was no longer satisfied. However, most of the current design standards of water infrastructures were still based on the hypothesis of stationarity, which may inevitably result in severe biases. Many critical impacts of climate on ecosystems, society, and the economy are controlled by extreme events rather than mean values. Therefore, it is of great significance to identify the non-stationarity of precipitation extremes and model the precipitation extremes in a nonstationary framework. The Wei River Basin (WRB), located in a continental monsoon climate zone in China, is selected as a case study in this study. Six extreme precipitation indices were employed to investigate the changing patterns and stationarity of precipitation extremes in the WRB. To identify if precipitation extremes are stationary, the Mann-Kendall trend test and the Pettitt test, which is used to examine the occurrence of abrupt changes are adopted in this study. Extreme precipitation indices series are fitted with non-stationary distributions that selected from six widely used distribution functions: Gumbel, lognormal, Weibull, gamma, generalized gamma and exponential distributions by means of the time-varying moments model generalized additive models for location, scale and shape (GAMLSS), where the distribution parameters are defined as a function of time. The results indicate that: (1) the trends were not significant for the whole WRB, but significant positive/negative trends were still observed in some stations, abrupt changes for consecutive wet days (CWD) mainly occurred in 1985, and the assumption of stationarity is invalid for some stations; (2) for these nonstationary extreme precipitation indices series with significant positive/negative trends, the GAMLSS models are able to capture well the temporal variations of the indices, and perform better than the stationary model. Finally, the differences between the quantiles of nonstationary and stationary models are analyzed, which highlight the importance of nonstationary modeling of precipitation extremes in the WRB.

Keywords: extreme precipitation, GAMLSSS, non-stationary, Wei River Basin

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535 Unsupervised Learning and Similarity Comparison of Water Mass Characteristics with Gaussian Mixture Model for Visualizing Ocean Data

Authors: Jian-Heng Wu, Bor-Shen Lin

Abstract:

The temperature-salinity relationship is one of the most important characteristics used for identifying water masses in marine research. Temperature-salinity characteristics, however, may change dynamically with respect to the geographic location and is quite sensitive to the depth at the same location. When depth is taken into consideration, however, it is not easy to compare the characteristics of different water masses efficiently for a wide range of areas of the ocean. In this paper, the Gaussian mixture model was proposed to analyze the temperature-salinity-depth characteristics of water masses, based on which comparison between water masses may be conducted. Gaussian mixture model could model the distribution of a random vector and is formulated as the weighting sum for a set of multivariate normal distributions. The temperature-salinity-depth data for different locations are first used to train a set of Gaussian mixture models individually. The distance between two Gaussian mixture models can then be defined as the weighting sum of pairwise Bhattacharyya distances among the Gaussian distributions. Consequently, the distance between two water masses may be measured fast, which allows the automatic and efficient comparison of the water masses for a wide range area. The proposed approach not only can approximate the distribution of temperature, salinity, and depth directly without the prior knowledge for assuming the regression family, but may restrict the complexity by controlling the number of mixtures when the amounts of samples are unevenly distributed. In addition, it is critical for knowledge discovery in marine research to represent, manage and share the temperature-salinity-depth characteristics flexibly and responsively. The proposed approach has been applied to a real-time visualization system of ocean data, which may facilitate the comparison of water masses by aggregating the data without degrading the discriminating capabilities. This system provides an interface for querying geographic locations with similar temperature-salinity-depth characteristics interactively and for tracking specific patterns of water masses, such as the Kuroshio near Taiwan or those in the South China Sea.

Keywords: water mass, Gaussian mixture model, data visualization, system framework

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534 Comparison of Receiver Operating Characteristic Curve Smoothing Methods

Authors: D. Sigirli

Abstract:

The Receiver Operating Characteristic (ROC) curve is a commonly used statistical tool for evaluating the diagnostic performance of screening and diagnostic test with continuous or ordinal scale results which aims to predict the presence or absence probability of a condition, usually a disease. When the test results were measured as numeric values, sensitivity and specificity can be computed across all possible threshold values which discriminate the subjects as diseased and non-diseased. There are infinite numbers of possible decision thresholds along the continuum of the test results. The ROC curve presents the trade-off between sensitivity and the 1-specificity as the threshold changes. The empirical ROC curve which is a non-parametric estimator of the ROC curve is robust and it represents data accurately. However, especially for small sample sizes, it has a problem of variability and as it is a step function there can be different false positive rates for a true positive rate value and vice versa. Besides, the estimated ROC curve being in a jagged form, since the true ROC curve is a smooth curve, it underestimates the true ROC curve. Since the true ROC curve is assumed to be smooth, several smoothing methods have been explored to smooth a ROC curve. These include using kernel estimates, using log-concave densities, to fit parameters for the specified density function to the data with the maximum-likelihood fitting of univariate distributions or to create a probability distribution by fitting the specified distribution to the data nd using smooth versions of the empirical distribution functions. In the present paper, we aimed to propose a smooth ROC curve estimation based on the boundary corrected kernel function and to compare the performances of ROC curve smoothing methods for the diagnostic test results coming from different distributions in different sample sizes. We performed simulation study to compare the performances of different methods for different scenarios with 1000 repetitions. It is seen that the performance of the proposed method was typically better than that of the empirical ROC curve and only slightly worse compared to the binormal model when in fact the underlying samples were generated from the normal distribution.

Keywords: empirical estimator, kernel function, smoothing, receiver operating characteristic curve

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533 Stem Covers of Leibniz n-Algebras

Authors: Natália Maria Rego

Abstract:

ALeibnizn-algebraGis aK-vector space endowed whit a n-linearbracket operation [-,…-] : GG … G→ Gsatisfying the fundamental identity, which can be expressed saying that the right multiplication map Ry2, …, ᵧₙ: Gn→ G, Rᵧ₂, …, ᵧₙn(ˣ¹, …, ₓₙ) = [[ˣ¹, …, ₓₙ], ᵧ₂, …, ᵧₙ], is a derivation. This structure, together with its skew-symmetric version, named as Lie n-algebra or Filippov algebra, arose in the setting of Nambumechanics, an n-ary generalization of the Hamiltonian mechanics. Thefirst goal of this work is to provide a characterization of various classes of central extensions of Leibniz n-algebras in terms of homological properties. Namely, Commutator extension, Quasi-commutator extension, Stem extension, and Stem cover. These kind of central extensions are characterized by means of the character of the map *(E): nHL1(G) → M provided by the five-term exact sequence in homology with trivial coefficients of Leibniz n-algebras associated to an extension E : 0 → M → K → G → 0. For a free presentation 0 →R→ F →G→ 0of a Leibniz n-algebra G,the term M(G) = (R[F,…n.., F])/[R, F,..n-1..,F] is called the Schur multiplier of G, which is a Baer invariant, i.e., it does not depend on the chosen free presentation, and it is isomorphic to the first Leibniz n-algebras homology with trivial coefficients of G. A central extension of Leibniz n-algebras is a short exact sequenceE : 0 →M→K→G→ 0such that [M, K,.. ⁿ⁻¹.., K]=0. It is said to be a stem extension if M⊆[G, .. n.., G]. Additionally, if the induced map M(K) → M(G) is the zero map, then the stem extension Eis said to be a stem cover. The second aim of this work is to analyze the interplay between stem covers of Leibniz n-algebras and the Schur multiplier. Concretely, in the case of finite-dimensional Leibniz n-algebras, we show the existence of coverings, and we prove that all stem covers with finite-dimensional Schur multiplier are isoclinic. Additionally, we characterize stem covers of perfect Leibniz n-algebras.

Keywords: leibniz n-algebras, central extensions, Schur multiplier, stem cover

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532 Heat Transfer of an Impinging Jet on a Plane Surface

Authors: Jian-Jun Shu

Abstract:

A cold, thin film of liquid impinging on an isothermal hot, horizontal surface has been investigated. An approximate solution for the velocity and temperature distributions in the flow along the horizontal surface is developed, which exploits the hydrodynamic similarity solution for thin film flow. The approximate solution may provide a valuable basis for assessing flow and heat transfer in more complex settings.

Keywords: flux, free impinging jet, solid-surface, uniform wall temperature

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531 Italian Colonial Strategy in Libya and the Conflict of Super Powers

Authors: Mohamed Basheer Abdul Atti Hassan

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This research paper will follow the main outlines of the Italian colonization in Libya in a historical geopolitical approach; before we reach the contemporary map. In this study, we are also concerned with following the chain's links, not as drama in time, but as a strategy in place, so that it draws to us a map of power and the distribution of political formations throughout this period within and around Libya. From the sum of these variable distributions and successive balances, we can come up with the basic principles that determined the Italian history in Libya and formed its political entity, which is a compass of guidance and an indication of the future.

Keywords: conflict, Mediterranean, colonization, political history

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530 Photoluminescence of Barium and Lithium Silicate Glasses and Glass Ceramics Doped with Rare Earth Ions

Authors: Augustas Vaitkevicius, Mikhail Korjik, Eugene Tretyak, Ekaterina Trusova, Gintautas Tamulaitis

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Silicate materials are widely used as luminescent materials in amorphous and crystalline phase. Lithium silicate glass is popular for making neutron sensitive scintillation glasses. Cerium-doped single crystalline silicates of rare earth elements and yttrium have been demonstrated to be good scintillation materials. Due to their high thermal and photo-stability, silicate glass ceramics are supposed to be suitable materials for producing light converters for high power white light emitting diodes. In this report, the influence of glass composition and crystallization on photoluminescence (PL) of different silicate glasses was studied. Barium (BaO-2SiO₂) and lithium (Li₂O-2SiO₂) glasses were under study. Cerium, dysprosium, erbium and europium ions as well as their combinations were used for doping. The influence of crystallization was studied after transforming the doped glasses into glass ceramics by heat treatment in the temperature range of 550-850 degrees Celsius for 1 hour. The study was carried out by comparing the photoluminescence (PL) spectra, spatial distributions of PL parameters and quantum efficiency in the samples under study. The PL spectra and spatial distributions of their parameters were obtained by using confocal PL microscopy. A WITec Alpha300 S confocal microscope coupled with an air cooled CCD camera was used. A CW laser diode emitting at 405 nm was exploited for excitation. The spatial resolution was in sub-micrometer domain in plane and ~1 micrometer perpendicularly to the sample surface. An integrating sphere with a xenon lamp coupled with a monochromator was used to measure the external quantum efficiency. All measurements were performed at room temperature. Chromatic properties of the light emission from the glasses and glass ceramics have been evaluated. We observed that the quantum efficiency of the glass ceramics is higher than that of the corresponding glass. The investigation of spatial distributions of PL parameters revealed that heat treatment of the glasses leads to a decrease in sample homogeneity. In the case of BaO-2SiO₂: Eu, 10 micrometer long needle-like objects are formed, when transforming the glass into glass ceramics. The comparison of PL spectra from within and outside the needle-like structure reveals that the ratio between intensities of PL bands associated with Eu²⁺ and Eu³⁺ ions is larger in the bright needle-like structures. This indicates a higher degree of crystallinity in the needle-like objects. We observed that the spectral positions of the PL bands are the same in the background and the needle-like areas, indicating that heat treatment imposes no significant change to the valence state of the europium ions. The evaluation of chromatic properties confirms applicability of the glasses under study for fabrication of white light sources with high thermal stability. The ability to combine barium and lithium glass matrixes and doping by Eu, Ce, Dy, and Tb enables optimization of chromatic properties.

Keywords: glass ceramics, luminescence, phosphor, silicate

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529 A Novel Approach of Secret Communication Using Douglas-Peucker Algorithm

Authors: R. Kiruthika, A. Kannan

Abstract:

Steganography is the problem of hiding secret messages in 'innocent – looking' public communication so that the presence of the secret message cannot be detected. This paper introduces a steganographic security in terms of computational in-distinguishability from a channel of probability distributions on cover messages. This method first splits the cover image into two separate blocks using Douglas – Peucker algorithm. The text message and the image will be hided in the Least Significant Bit (LSB) of the cover image.

Keywords: steganography, lsb, embedding, Douglas-Peucker algorithm

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528 The Characteristics of Static Plantar Loading in the First-Division College Sprint Athletes

Authors: Tong-Hsien Chow

Abstract:

Background: Plantar pressure measurement is an effective method for assessing plantar loading and can be applied to evaluating movement performance of the foot. The purpose of this study is to explore the sprint athletes’ plantar loading characteristics and pain profiles in static standing. Methods: Experiments were undertaken on 80 first-division college sprint athletes and 85 healthy non-sprinters. ‘JC Mat’, the optical plantar pressure measurement was applied to examining the differences between both groups in the arch index (AI), three regional and six distinct sub-regional plantar pressure distributions (PPD), and footprint characteristics. Pain assessment and self-reported health status in sprint athletes were examined for evaluating their common pain areas. Results: Findings from the control group, the males’ AI fell into the normal range. Yet, the females’ AI was classified as the high-arch type. AI values of the sprint group were found to be significantly lower than the control group. PPD were higher at the medial metatarsal bone of both feet and the lateral heel of the right foot in the sprint group, the males in particular, whereas lower at the medial and lateral longitudinal arches of both feet. Footprint characteristics tended to support the results of the AI and PPD, and this reflected the corresponding pressure profiles. For the sprint athletes, the lateral knee joint and biceps femoris were the most common musculoskeletal pains. Conclusions: The sprint athletes’ AI were generally classified as high arches, and that their PPD were categorized between the features of runners and high-arched runners. These findings also correspond to the profiles of patellofemoral pain syndrome (PFPS)-related plantar pressure. The pain profiles appeared to correspond to the symptoms of high-arched runners and PFPS. The findings reflected upon the possible link between high arches and PFPS. The correlation between high-arched runners and PFPS development is worth further studies.

Keywords: sprint athletes, arch index, plantar pressure distributions, high arches, patellofemoral pain syndrome

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527 A Distribution Free Test for Censored Matched Pairs

Authors: Ayman Baklizi

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This paper discusses the problem of testing hypotheses about the lifetime distributions of a matched pair based on censored data. A distribution free test based on a runs statistic is proposed. Its null distribution and power function are found in a simple convenient form. Some properties of the test statistic and its power function are studied.

Keywords: censored data, distribution free, matched pair, runs statistics

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526 A Simplified Distribution for Nonlinear Seas

Authors: M. A. Tayfun, M. A. Alkhalidi

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The exact theoretical expression describing the probability distribution of nonlinear sea-surface elevations derived from the second-order narrowband model has a cumbersome form that requires numerical computations, not well-disposed to theoretical or practical applications. Here, the same narrowband model is re-examined to develop a simpler closed-form approximation suitable for theoretical and practical applications. The salient features of the approximate form are explored, and its relative validity is verified with comparisons to other readily available approximations, and oceanic data.

Keywords: ocean waves, probability distributions, second-order nonlinearities, skewness coefficient, wave steepness

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525 Parametric Inference of Elliptical and Archimedean Family of Copulas

Authors: Alam Ali, Ashok Kumar Pathak

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Nowadays, copulas have attracted significant attention for modeling multivariate observations, and the foremost feature of copula functions is that they give us the liberty to study the univariate marginal distributions and their joint behavior separately. The copula parameter apprehends the intrinsic dependence among the marginal variables, and it can be estimated using parametric, semiparametric, or nonparametric techniques. This work aims to compare the coverage rates between an Elliptical and an Archimedean family of copulas via a fully parametric estimation technique.

Keywords: elliptical copula, archimedean copula, estimation, coverage rate

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524 Application of Gamma Frailty Model in Survival of Liver Cirrhosis Patients

Authors: Elnaz Saeedi, Jamileh Abolaghasemi, Mohsen Nasiri Tousi, Saeedeh Khosravi

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Goals and Objectives: A typical analysis of survival data involves the modeling of time-to-event data, such as the time till death. A frailty model is a random effect model for time-to-event data, where the random effect has a multiplicative influence on the baseline hazard function. This article aims to investigate the use of gamma frailty model with concomitant variable in order to individualize the prognostic factors that influence the liver cirrhosis patients’ survival times. Methods: During the one-year study period (May 2008-May 2009), data have been used from the recorded information of patients with liver cirrhosis who were scheduled for liver transplantation and were followed up for at least seven years in Imam Khomeini Hospital in Iran. In order to determine the effective factors for cirrhotic patients’ survival in the presence of latent variables, the gamma frailty distribution has been applied. In this article, it was considering the parametric model, such as Exponential and Weibull distributions for survival time. Data analysis is performed using R software, and the error level of 0.05 was considered for all tests. Results: 305 patients with liver cirrhosis including 180 (59%) men and 125 (41%) women were studied. The age average of patients was 39.8 years. At the end of the study, 82 (26%) patients died, among them 48 (58%) were men and 34 (42%) women. The main cause of liver cirrhosis was found hepatitis 'B' with 23%, followed by cryptogenic with 22.6% were identified as the second factor. Generally, 7-year’s survival was 28.44 months, for dead patients and for censoring was 19.33 and 31.79 months, respectively. Using multi-parametric survival models of progressive and regressive, Exponential and Weibull models with regard to the gamma frailty distribution were fitted to the cirrhosis data. In both models, factors including, age, bilirubin serum, albumin serum, and encephalopathy had a significant effect on survival time of cirrhotic patients. Conclusion: To investigate the effective factors for the time of patients’ death with liver cirrhosis in the presence of latent variables, gamma frailty model with parametric distributions seems desirable.

Keywords: frailty model, latent variables, liver cirrhosis, parametric distribution

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523 3D Estimation of Synaptic Vesicle Distributions in Serial Section Transmission Electron Microscopy

Authors: Mahdieh Khanmohammadi, Sune Darkner, Nicoletta Nava, Jens Randel Nyengaard, Jon Sporring

Abstract:

We study the effect of stress on nervous system and we use two experimental groups of rats: sham rats and rats subjected to acute foot-shock stress. We investigate the synaptic vesicles density as a function of distance to the active zone in serial section transmission electron microscope images in 2 and 3 dimensions. By estimating the density in 2D and 3D we compare two groups of rats.

Keywords: stress, 3-dimensional synaptic vesicle density, image registration, bioinformatics

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522 National Assessment for Schools in Saudi Arabia: Score Reliability and Plausible Values

Authors: Dimiter M. Dimitrov, Abdullah Sadaawi

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The National Assessment for Schools (NAFS) in Saudi Arabia consists of standardized tests in Mathematics, Reading, and Science for school grade levels 3, 6, and 9. One main goal is to classify students into four categories of NAFS performance (minimal, basic, proficient, and advanced) by schools and the entire national sample. The NAFS scoring and equating is performed on a bounded scale (D-scale: ranging from 0 to 1) in the framework of the recently developed “D-scoring method of measurement.” The specificity of the NAFS measurement framework and data complexity presented both challenges and opportunities to (a) the estimation of score reliability for schools, (b) setting cut-scores for the classification of students into categories of performance, and (c) generating plausible values for distributions of student performance on the D-scale. The estimation of score reliability at the school level was performed in the framework of generalizability theory (GT), with students “nested” within schools and test items “nested” within test forms. The GT design was executed via a multilevel modeling syntax code in R. Cut-scores (on the D-scale) for the classification of students into performance categories was derived via a recently developed method of standard setting, referred to as “Response Vector for Mastery” (RVM) method. For each school, the classification of students into categories of NAFS performance was based on distributions of plausible values for the students’ scores on NAFS tests by grade level (3, 6, and 9) and subject (Mathematics, Reading, and Science). Plausible values (on the D-scale) for each individual student were generated via random selection from a statistical logit-normal distribution with parameters derived from the student’s D-score and its conditional standard error, SE(D). All procedures related to D-scoring, equating, generating plausible values, and classification of students into performance levels were executed via a computer program in R developed for the purpose of NAFS data analysis.

Keywords: large-scale assessment, reliability, generalizability theory, plausible values

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521 Discrete-Time Bulk Queue with Service Capacity Depending on Previous Service Time

Authors: Yutae Lee

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This paper considers a discrete-time bulk-arrival bulkservice queueing system, where service capacity varies depending on the previous service time. By using the generating function technique and the supplementary variable method, we compute the distributions of the queue length at an arbitrary slot boundary and a departure time.

Keywords: discrete-time queue, bulk queue, variable service capacity, queue length distribution

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520 Experimental and Analytical Studies for the Effect of Thickness and Axial Load on Load-Bearing Capacity of Fire-Damaged Concrete Walls

Authors: Yeo Kyeong Lee, Ji Yeon Kang, Eun Mi Ryu, Hee Sun Kim, Yeong Soo Shin

Abstract:

The objective of this paper is an investigation of the effects of the thickness and axial loading during a fire test on the load-bearing capacity of a fire-damaged normal-strength concrete wall. Two factors are attributed to the temperature distributions in the concrete members and are mainly obtained through numerous experiments. Toward this goal, three wall specimens of different thicknesses are heated for 2 h according to the ISO-standard heating curve, and the temperature distributions through the thicknesses are measured using thermocouples. In addition, two wall specimens are heated for 2 h while simultaneously being subjected to a constant axial loading at their top sections. The test results show that the temperature distribution during the fire test depends on wall thickness and axial load during the fire test. After the fire tests, the specimens are cured for one month, followed by the loading testing. The heated specimens are compared with three unheated specimens to investigate the residual load-bearing capacities. The fire-damaged walls show a minor difference of the load-bearing capacity regarding the axial loading, whereas a significant difference became evident regarding the wall thickness. To validate the experiment results, finite element models are generated for which the material properties that are obtained for the experiment are subject to elevated temperatures, and the analytical results show sound agreements with the experiment results. The analytical method based on validated thought experimental results is applied to generate the fire-damaged walls with 2,800 mm high considering the buckling effect: typical story height of residual buildings in Korea. The models for structural analyses generated to deformation shape after thermal analysis. The load-bearing capacity of the fire-damaged walls with pin supports at both ends does not significantly depend on the wall thickness, the reason for it is restraint of pinned ends. The difference of the load-bearing capacity of fire-damaged walls as axial load during the fire is within approximately 5 %.

Keywords: normal-strength concrete wall, wall thickness, axial-load ratio, slenderness ratio, fire test, residual strength, finite element analysis

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519 Energy Content and Spectral Energy Representation of Wave Propagation in a Granular Chain

Authors: Rohit Shrivastava, Stefan Luding

Abstract:

A mechanical wave is propagation of vibration with transfer of energy and momentum. Studying the energy as well as spectral energy characteristics of a propagating wave through disordered granular media can assist in understanding the overall properties of wave propagation through inhomogeneous materials like soil. The study of these properties is aimed at modeling wave propagation for oil, mineral or gas exploration (seismic prospecting) or non-destructive testing for the study of internal structure of solids. The study of Energy content (Kinetic, Potential and Total Energy) of a pulse propagating through an idealized one-dimensional discrete particle system like a mass disordered granular chain can assist in understanding the energy attenuation due to disorder as a function of propagation distance. The spectral analysis of the energy signal can assist in understanding dispersion as well as attenuation due to scattering in different frequencies (scattering attenuation). The selection of one-dimensional granular chain also helps in studying only the P-wave attributes of the wave and removing the influence of shear or rotational waves. Granular chains with different mass distributions have been studied, by randomly selecting masses from normal, binary and uniform distributions and the standard deviation of the distribution is considered as the disorder parameter, higher standard deviation means higher disorder and lower standard deviation means lower disorder. For obtaining macroscopic/continuum properties, ensemble averaging has been used. Interpreting information from a Total Energy signal turned out to be much easier in comparison to displacement, velocity or acceleration signals of the wave, hence, indicating a better analysis method for wave propagation through granular materials. Increasing disorder leads to faster attenuation of the signal and decreases the Energy of higher frequency signals transmitted, but at the same time the energy of spatially localized high frequencies also increases. An ordered granular chain exhibits ballistic propagation of energy whereas, a disordered granular chain exhibits diffusive like propagation, which eventually becomes localized at long periods of time.

Keywords: discrete elements, energy attenuation, mass disorder, granular chain, spectral energy, wave propagation

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518 Study of Proton-9,11Li Elastic Scattering at 60~75 MeV/Nucleon

Authors: Arafa A. Alholaisi, Jamal H. Madani, M. A. Alvi

Abstract:

The radial form of nuclear matter distribution, charge and the shape of nuclei are essential properties of nuclei, and hence, are of great attention for several areas of research in nuclear physics. More than last three decades have witnessed a range of experimental means employing leptonic probes (such as muons, electrons etc.) for exploring nuclear charge distributions, whereas the hadronic probes (for example alpha particles, protons, etc.) have been used to investigate the nuclear matter distributions. In this paper, p-9,11Li elastic scattering differential cross sections in the energy range  to  MeV have been studied by means of Coulomb modified Glauber scattering formalism. By applying the semi-phenomenological Bhagwat-Gambhir-Patil [BGP] nuclear density for loosely bound neutron rich 11Li nucleus, the estimated matter radius is found to be 3.446 fm which is quite large as compared to so known experimental value 3.12 fm. The results of microscopic optical model based calculation by applying Bethe-Brueckner–Hartree–Fock formalism (BHF) have also been compared. It should be noted that in most of phenomenological density model used to reproduce the p-11Li differential elastic scattering cross sections data, the calculated matter radius lies between 2.964 and 3.55 fm. The calculated results with phenomenological BGP model density and with nucleon density calculated in the relativistic mean-field (RMF) reproduces p-9Li and p-11Li experimental data quite nicely as compared to Gaussian- Gaussian or Gaussian-Oscillator densities at all energies under consideration. In the approach described here, no free/adjustable parameter has been employed to reproduce the elastic scattering data as against the well-known optical model based studies that involve at least four to six adjustable parameters to match the experimental data. Calculated reaction cross sections σR for p-11Li at these energies are quite large as compared to estimated values reported by earlier works though so far no experimental studies have been performed to measure it.

Keywords: Bhagwat-Gambhir-Patil density, Coulomb modified Glauber model, halo nucleus, optical limit approximation

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517 Velocity Distribution in Open Channels with Sand: An Experimental Study

Authors: E. Keramaris

Abstract:

In this study, laboratory experiments in open channel flows over a sand bed were conducted. A porous bed (sand bed) with porosity of ε=0.70 and porous thickness of s΄=3 cm was tested. Vertical distributions of velocity were evaluated by using a two-dimensional (2D) Particle Image Velocimetry (PIV). Velocity profiles are measured above the impermeable bed and above the sand bed for the same different total water heights (h= 6, 8, 10 and 12 cm) and for the same slope S=1.5. Measurements of mean velocity indicate the effects of the bed material used (sand bed) on the flow characteristics (Velocity distribution and Reynolds number) in comparison with those above the impermeable bed.

Keywords: particle image velocimetry, sand bed, velocity distribution, Reynolds number

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516 A Study on Stochastic Integral Associated with Catastrophes

Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan

Abstract:

We analyze stochastic integrals associated with a mutation process. To be specific, we describe the cell population process and derive the differential equations for the joint generating functions for the number of mutants and their integrals in generating functions and their applications. We obtain first-order moments of the processes of the two-way mutation process in first-order moment structure of X (t) and Y (t) and the second-order moments of a one-way mutation process. In this paper, we obtain the limiting behaviour of the integrals in limiting distributions of X (t) and Y (t).

Keywords: stochastic integrals, single–server queue model, catastrophes, busy period

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515 Pride and Prejudice in Higher Education: Countering Elitist Perspectives in the Curriculum at Imperial College London

Authors: Mark R. Skopec, Hamdi M. Issa, Henock B. Taddese, Kate Ippolito, Matthew J. Harris

Abstract:

In peer review, there is a skew toward research from high-income countries, otherwise known as geographic bias. Research from well-known and prestigious institutions is often favored in the peer review process and is more frequently cited in biomedical research. English clinicians have been found to rate research from low-income countries worse compared to the same research presented as if from high-income countries. This entrenched bias, which is rooted in the perceived superiority of academic institutions in high-income countries is damaging in many regards. Crucially, it reinforces colonial roots by strengthening the dominance of knowledge bases in high-income contexts and perpetuates the perceived inferiority of research from low-income settings. We report on the interventions that Imperial College London is conducting to “decolonize” the higher education curriculum – a root and branch review of reading material in the Masters of Public Health course; identification of unconscious bias against low-income country research in faculty and staff; in-depth interviews with faculty members on their experiences and practices with respect to inclusion of low-income country research in their own teaching and learning practice; and exploring issues surrounding entrenched biases and structural impediments for enabling desirable changes. We intend to use these findings to develop frameworks and approaches, including workshops and online resources, to effect sustainable changes to diversify the curriculum at Imperial College London.

Keywords: curriculum design, diversity, geographic bias, higher education, implicit associations, inclusivity

Procedia PDF Downloads 171