Search results for: likelihood estimation method

Authors: Godwin Chigozie Okpara

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This paper using standard GARCH, EGARCH, and TARCH models on day of the week return series (of 246 days) from the Nigerian Stock market estimated the model variants’ VaR. An asymmetric return distribution and fat-tail phenomenon in financial time series were considered by estimating the models with normal, student t and generalized error distributions. The analysis based on Akaike Information Criterion suggests that the EGARCH model with student t innovation distribution can furnish more accurate estimate of VaR. In the light of this, we apply the likelihood ratio tests of proportional failure rates to VaR derived from EGARCH model in order to determine the short and long positions VaR performances. The result shows that as alpha ranges from 0.05 to 0.005 for short positions, the failure rate significantly exceeds the prescribed quintiles while it however shows no significant difference between the failure rate and the prescribed quantiles for long positions. This suggests that investors and portfolio managers in the Nigeria stock market have long trading position or can buy assets with concern on when the asset prices will fall. Precisely, the VaR estimates for the long position range from -4.7% for 95 percent confidence level to -10.3% for 99.5 percent confidence level.

Keywords: downside risk, value-at-risk, failure rate, kupiec LR tests, GARCH models

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Authors: Laure Wiest, Barbara Giroud, Azziz Assoumani, Francois Lestremau, Emmanuelle Vulliet

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Due to their production at high tonnages and their extensive use, surfactants are contaminants among those determined at the highest concentrations in wastewater. However, analytical methods and data regarding their occurrence in river water are scarce and concern only a few families, mainly anionic surfactants. The objective of this study was to develop an analytical method to extract and analyze a wide variety of surfactants in a minimum of steps, with a sensitivity compatible with the detection of ultra-traces in surface waters. 27 substances, from 12 families of surfactants, anionic, cationic and non-ionic were selected for method optimization. Different retention mechanisms for the extraction by solid phase extraction (SPE) were tested and compared in order to improve their detection by liquid chromatography coupled with tandem mass spectrometry (LC-MS/MS). The best results were finally obtained with a C18 grafted silica LC column and a polymer cartridge with hydrophilic lipophilic balance (HLB), and the method developed allows the extraction of the three types of surfactants with satisfactory recoveries. The final analytical method comprised only one extraction and two LC injections. It was validated and applied for the quantification of surfactants in 36 river samples. The method's limits of quantification (LQ), intra- and inter-day precision and accuracy were evaluated, and good performances were obtained for the 27 substances. As these compounds have many areas of application, contaminations of instrument and method blanks were observed and considered for the determination of LQ. Nevertheless, with LQ between 15 and 485 ng/L, and accuracy of over 80%, this method was suitable for monitoring surfactants in surface waters. Application on French river samples revealed the presence of anionic, cationic and non-ionic surfactants with median concentrations ranging from 24 ng/L for octylphenol ethoxylates (OPEO) to 4.6 µg/L for linear alkylbenzenesulfonates (LAS). The analytical method developed in this work will therefore be useful for future monitoring of surfactants in waters. Moreover, this method, which shows good performances for anionic, non-ionic and cationic surfactants, may be easily adapted to other surfactants.

Keywords: anionic surfactant, cationic surfactant, LC-MS/MS, non-ionic surfactant, SPE, surface water

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Authors: S. Benmebarek, S. Benmoussa, N. Benmebarek

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Natural soils are often deposited in layers. The estimation of the bearing capacity of the soil using conventional bearing capacity theory based on the properties of the upper layer introduces significant inaccuracies if the thickness of the top layer is comparable to the width of the foundation placed on the soil surface. In this paper, numerical computations using the FLAC code are reported to evaluate the two clay layers effect on the bearing capacity beneath rigid circular rough footing subject to axial static load. The computation results of the parametric study are used to illustrate the sensibility of the bearing capacity, the shape factor and the failure mechanisms to the layered strength and layered thickness.

Keywords: numerical modeling, circular footings, layered clays, bearing capacity, failure

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Authors: Pranvera Shehaj

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Unlike any prior analysis on the withholding tax rates negotiated in tax treaties, this study looks at the treaty heterogeneity content, by investigating the impact of the residence country’s double tax relief method and of tax-sparing agreements, on the difference between developing countries’ domestic withholding taxes on dividends on one side, and treaty negotiated withholding taxes at source on portfolio dividends on the other side. Using a dyadic panel dataset of asymmetric double tax treaties between 2005 and 2019, this study suggests first that the difference between domestic and negotiated WHTs on portfolio dividends is higher when the OECD member uses the credit method, as compared to when it uses the exemption method. Second, results suggest that the inclusion of tax-sparing provisions vanishes the positive effect of the credit method at home on the difference between domestic and negotiated WHTs on portfolio dividends, incentivizing developing countries to negotiate higher withholding taxes.

Keywords: double tax treaties, asymmetric investments, withholding tax, dividends, double tax relief method, tax sparing

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Authors: Nikolai Brosch, Alwine Mohnen

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Academics and business leaders increasingly call for a (re)definition of a corporate purpose beyond profit-maximization to contribute to the welfare of society. This study investigates the effect of communicating such a pro-social corporate purpose on three employee-level outcomes that constitute major cost components for most organizations: workers reservation wage, work quality, and work misbehavior. To provide causal evidence, two natural field experiments were conducted with almost 2,000 workers recruited from different online labor marketplaces. Workers were randomly assigned to treatments manipulating whether or not they received information about the employer’s corporate purpose and subsequently performed a short, real-effort task for payment. The main findings in both experiments show that receiving information about an employer’s pro-social corporate purpose causes workers to accept lower wages (9% lower in the first experiment and 28% lower in the second experiment) for the same job. Workers that personally assess high importance to organizations having a pro-social purpose are most responsive. At the same time, sacrificing wage for a corporate purpose comes at no cost of quality and even decreases the likelihood of engaging in work misbehavior. In a broader context, the results provide some evidence that the (re)definition of corporate purpose in commercial organizations is not ultimately at odds with creating profits.

Keywords: corporate purpose, natural field experiment, reservation wage, work misbehavior, work quality

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Authors: Houcine Naim, Abdelatif Hassini, Noureddine Benabadji, Alex Van Den Bossche

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In this paper, two models to estimate the overall monthly average daily radiation on a horizontal surface were applied to the site of Oran (35.38 ° N, 0.37 °W). We present a comparison between the first one is a regression equation of the Angstrom type and the second model is developed by the present authors some modifications were suggested using as input parameters: the astronomical parameters as (latitude, longitude, and altitude) and meteorological parameters as (relative humidity). The comparisons are made using the mean bias error (MBE), root mean square error (RMSE), mean percentage error (MPE), and mean absolute bias error (MABE). This comparison shows that the second model is closer to the experimental values that the model of Angstrom.

Keywords: meteorology, global radiation, Angstrom model, Oran

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Authors: Payel Das, Gnaneshwar Nelakanti

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In this paper we analyse the iterated discrete Legendre Galerkin method for Fredholm-Hammerstein integral equations with smooth kernel. Using sufficiently accurate numerical quadrature rule, we obtain superconvergence rates for the iterated discrete Legendre Galerkin solutions in both infinity and $L^2$-norm. Numerical examples are given to illustrate the theoretical results.

Keywords: hammerstein integral equations, spectral method, discrete galerkin, numerical quadrature, superconvergence

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Authors: Shubham Jaiswal

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In this study, the numerical solution of two-dimensional solute transport system in a homogeneous porous medium of finite-length is obtained. The considered transport system have the terms accounting for advection, dispersion and first-order decay with first-type boundary conditions. Initially, the aquifer is considered solute free and a constant input-concentration is considered at inlet boundary. The solution is describing the solute concentration in rectangular inflow-region of the homogeneous porous media. The numerical solution is derived using a powerful method viz., spectral collocation method. The numerical computation and graphical presentations exhibit that the method is effective and reliable during solution of the physical model with complicated boundary conditions even in the presence of reaction term.

Keywords: two-dimensional solute transport system, spectral collocation method, Chebyshev polynomials, Chebyshev differentiation matrix

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Authors: Mohamed Raouf Benmakrelouf, Wafa Karouche, Joseph Rynkiewicz

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In this paper, we propose an alternative method to construct a Bayesian Network (BN). This method relies on a convolutional neural network (CNN classifier), which determinates the edges of the network skeleton. We train a CNN on a normalized empirical probability density distribution (NEPDF) for predicting causal interactions and relationships. We have to find the optimal Bayesian network structure for causal inference. Indeed, we are undertaking a search for pair-wise causality, depending on considered causal assumptions. In order to avoid unreasonable causal structure, we consider a blacklist and a whitelist of causality senses. We tested the method on real data to assess the influence of education on the voting intention for the extreme right-wing party. We show that, with this method, we get a safer causal structure of variables (Bayesian Network) and make to identify a variable that satisfies the backdoor criterion.

Keywords: Bayesian network, structure learning, optimal search, convolutional neural network, causal inference

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Authors: nafees mahbub, blake tindol, utkarsh shrivastava, kuanchin chen

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Online shopping has become an integral part of businesses today. Big players such as Amazon are setting the bar for delivery services, and many businesses are working towards meeting them. However, what happens if a seller underestimates or overestimates the delivery time? Does it translate to consumer comments, ratings, or lost sales? Although several prior studies have investigated the impact of poor logistics on customer satisfaction, that impact of under estimation of delivery times has been rarely considered. The study uses real-time customer online purchase data to study the impact of missed delivery times on satisfaction.

Keywords: LOST SALES, DELIVERY TIME, CUSTOMER SATISFACTION, CUSTOMER REVIEWS

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Authors: Moien Mojabi, Aurelien Hospital, Daniel Potts, Chris Young, Albert Leung

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The wave analysis is an integral part of the hydrotechnical assessment carried out during the permitting and design phases for coastal structures, such as marinas. This analysis aims in quantifying: i) the Suitability of the coastal structure design against Small Craft Harbour wave tranquility safety criterion; ii) Potential environmental impacts of the structure (e.g., effect on wave, flow, and sediment transport); iii) Mooring and dock design and iv) Requirements set by regulatory agency’s (e.g., WSA section 11 application). While a complex three-dimensional hydrodynamic modelling approach can be applied on large-scale projects, the need for an efficient and reliable wave analysis method suitable for smaller scale marina projects was identified. As a result, Tetra Tech has developed and applied an integrated analysis framework (hereafter TT approach), which takes the advantage of the state-of-the-art numerical models while preserving the level of simplicity that fits smaller scale projects. The present paper aims to describe the TT approach and highlight the key advantages of using this integrated framework in lake marina projects. The core of this methodology is made by integrating wind, water level, bathymetry, and structure geometry data. To respond to the needs of specific projects, several add-on modules have been added to the core of the TT approach. The main advantages of this method over the simplified analytical approaches are i) Accounting for the proper physics of the lake through the modelling of the entire lake (capturing real lake geometry) instead of a simplified fetch approach; ii) Providing a more realistic representation of the waves by modelling random waves instead of monochromatic waves; iii) Modelling wave-structure interaction (e.g. wave transmission/reflection application for floating structures and piles amongst others); iv) Accounting for wave interaction with the lakebed (e.g. bottom friction, refraction, and breaking); v) Providing the inputs for flow and sediment transport assessment at the project site; vi) Taking in consideration historical and geographical variations of the wind field; and vii) Independence of the scale of the reservoir under study. Overall, in comparison with simplified analytical approaches, this integrated framework provides a more realistic and reliable estimation of wave parameters (and its spatial distribution) in lake marinas, leading to a realistic hydrotechnical assessment accessible to any project size, from the development of a new marina to marina expansion and pile replacement. Tetra Tech has successfully utilized this approach since many years in the Okanagan area.

Keywords: wave modelling, wind-wave, extreme value analysis, marina

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Authors: Brinda Sharma, Saakshi S. Sarpotdar

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Deep-fat frying is popular standard method that has been studied basically to clarify the complicated mechanisms of fat decomposition at high temperatures and to assess their effects on human health. The aim of this paper is to point out the application of method engineering that has been recently improved our understanding of the fundamental principles and mechanisms concerned at different scales and different times throughout the process: pretreatment, frying, and cooling. It covers the several aspects of deep-fat drying. New results regarding the understanding of the frying method that are obtained as a results of major breakthroughs in on-line instrumentation (heat, steam flux, and native pressure sensors), within the methodology of microstructural and imaging analysis (NMR, MRI, SEM) and in software system tools for the simulation of coupled transfer and transport phenomena. Such advances have opened the approach for the creation of significant information of the behavior of varied materials and to the event of latest tools to manage frying operations via final product quality in real conditions. Lastly, this paper promotes an integrated approach to the frying method as well as numerous competencies like those of chemists, engineers, toxicologists, nutritionists, and materials scientists also as of the occupation and industrial sectors.

Keywords: frying, cooling, imaging analysis (NMR, MRI, SEM), deep-fat frying

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Authors: Taekyun Doo, Cheongmin Ji, Manpyo Hong

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Like a closed-circuit television (CCTV), video surveillance system is widely placed for gathering video from unspecified people to prevent crime, surveillance, or many other purposes. However, abuse of CCTV brings about concerns of personal privacy invasions. In this paper, we propose an encryption method to protect personal privacy system in H.264 compressed video bitstream with encrypting only regions of interest (ROI). There is no need to change the existing video surveillance system. In addition, encrypting ROI in compressed video bitstream is a challenging work due to spatial and temporal drift errors. For this reason, we propose a novel drift mitigation method when ROI is encrypted. The proposed method was implemented by using JM reference software based on the H.264 compressed videos, and experimental results show the verification of our proposed methods and its effectiveness.

Keywords: H.264/AVC, video encryption, privacy protection, post compression, region of interest

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Authors: Prashant Pandey

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In the present article, an effective Laguerre collocation method is used to obtain the approximate solution of a system of coupled fractional-order non-linear reaction-advection-diffusion equation with prescribed initial and boundary conditions. In the proposed scheme, Laguerre polynomials are used together with an operational matrix and collocation method to obtain approximate solutions of the coupled system, so that our proposed model is converted into a system of algebraic equations which can be solved employing the Newton method. The solution profiles of the coupled system are presented graphically for different particular cases. The salient feature of the present article is finding the stability analysis of the proposed method and also the demonstration of the lower variation of solute concentrations with respect to the column length in the fractional-order system compared to the integer-order system. To show the higher efficiency, reliability, and accuracy of the proposed scheme, a comparison between the numerical results of Burger’s coupled system and its existing analytical result is reported. There are high compatibility and consistency between the approximate solution and its exact solution to a higher order of accuracy. The exhibition of error analysis for each case through tables and graphs confirms the super-linearly convergence rate of the proposed method.

Keywords: fractional coupled PDE, stability and convergence analysis, diffusion equation, Laguerre polynomials, spectral method

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Authors: Sung-Hyeon Park, Jin-Wook Jang, Hak-Sung Kim

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In recent years, Terahertz (THz) time-domain spectroscopy (TDS) imaging method has been received considerable interest as a promising non-destructive technique for detection of internal defects. In comparison to other non-destructive techniques such as x-ray inspection method, scanning acoustic tomograph (SAT) and microwave inspection method, THz-TDS imaging method has many advantages: First, it can measure the exact thickness and location of defects. Second, it doesn’t require the liquid couplant while it is very crucial to deliver that power of ultrasonic wave in SAT method. Third, it didn’t damage to materials and be harmful to human bodies while x-ray inspection method does. Finally, it exhibits better spatial resolution than microwave inspection method. However, this technology couldn’t be applied to IC package because THz radiation can penetrate through a wide variety of materials including polymers and ceramics except of metals. Therefore, it is difficult to detect the defects in IC package which are composed of not only epoxy and semiconductor materials but also various metals such as copper, aluminum and gold. In this work, we proposed a special method for detecting the void in the IC package using THz-TDS imaging system. The IC package specimens for this study are prepared by Packaging Engineering Team in Samsung Electronics. Our THz-TDS imaging system has a special reflection mode called pitch-catch mode which can change the incidence angle in the reflection mode from 10 o to 70 o while the others have transmission and the normal reflection mode or the reflection mode fixed at certain angle. Therefore, to find the voids in the IC package, we investigated the appropriate angle as changing the incidence angle of THz wave emitter and detector. As the results, the voids in the IC packages were successfully detected using our THz-TDS imaging system.

Keywords: terahertz, non-destructive technique, void, IC package

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Authors: Ramlan Jantan, Norfadilah Kamaruddin, Shahriman Zainal Abidin

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In this era of technology, the co-creation method has become a new development trend. In this light, most design businesses have currently transformed their development strategy from being goods-dominant into service-dominant where more attention is given to the end-users and their roles in the development process. As a result, the conventional development process has been replaced with a more cooperative one. Consequently, numerous studies have been conducted to explore the extension of co-creation method in the design development process and most studies have focused on issues found during the production process. In the meantime, this study aims to investigate potential values established during the pre-production process, which is also known as the ‘circumstances value creation’. User involvement is questioned and crucially debate at the entry level of pre-production process in value in-exchange jointly spheres; thus user experiences took place. Thus, this paper proposed a potential framework of the co-creation method for Malaysian interactive product development. The framework is formulated from both parties involved: the users and designers. The framework will clearly give an explanation of the value of the co-creation method, and it could assist relevant design industries/companies in developing a blueprint for the design process. This paper further contributes to the literature on the co-creation of value and digital ecosystems.

Keywords: co-creation method, co-creation framework, co-creation, co-production

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Authors: Ilqar Ramazanli

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The matrix completion problem has been studied broadly under many underlying conditions. The problem has been explored under adaptive or non-adaptive, exact or estimation, single-phase or multi-phase, and many other categories. In most of these cases, the observation cost of each entry is uniform and has the same cost across the columns. However, in many real-life scenarios, we could expect elements from distinct columns or distinct positions to have a different cost. In this paper, we explore this generalization under adaptive conditions. We approach the problem under two different cost models. The first one is that entries from different columns have different observation costs, but within the same column, each entry has a uniform cost. The second one is any two entry has different observation cost, despite being the same or different columns. We provide complexity analysis of our algorithms and provide tightness guarantees.

Keywords: matroid optimization, matrix completion, linear algebra, algorithms

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Authors: Mequanent Wale Mekonen, Edoardo Otranto, Angela Alibrandi

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Diabetic kidney disease is one of the main microvascular complications caused by diabetes. Several clinical and biochemical variables are reported to be associated with diabetic kidney disease in people with type 2 diabetes. However, their interrelations could distort the effect estimation of these variables for the disease's progression. The objective of the study is to determine how the biochemical and clinical variables in people with type 2 diabetes are interrelated with each other and their effects on kidney disease progression through advanced statistical methods. First, principal component analysis was used to explore how the biochemical and clinical variables intercorrelate with each other, which helped us reduce a set of correlated biochemical variables to a smaller number of uncorrelated variables. Then, ordered logit regression models (cumulative, stage, and adjacent) were employed to assess the effect of biochemical and clinical variables on the order-level response variable (progression of kidney function) by considering the proportionality assumption for more robust effect estimation. This retrospective cross-sectional study retrieved data from a type 2 diabetic cohort in a polyclinic hospital at the University of Messina, Italy. The principal component analysis yielded three uncorrelated components. These are principal component 1, with negative loading of glycosylated haemoglobin, glycemia, and creatinine; principal component 2, with negative loading of total cholesterol and low-density lipoprotein; and principal component 3, with negative loading of high-density lipoprotein and a positive load of triglycerides. The ordered logit models (cumulative, stage, and adjacent) showed that the first component (glycosylated haemoglobin, glycemia, and creatinine) had a significant effect on the progression of kidney disease. For instance, the cumulative odds model indicated that the first principal component (linear combination of glycosylated haemoglobin, glycemia, and creatinine) had a strong and significant effect on the progression of kidney disease, with an effect or odds ratio of 0.423 (P value = 0.000). However, this effect was inconsistent across levels of kidney disease because the first principal component did not meet the proportionality assumption. To address the proportionality problem and provide robust effect estimates, alternative ordered logit models, such as the partial cumulative odds model, the partial adjacent category model, and the partial continuation ratio model, were used. These models suggested that clinical variables such as age, sex, body mass index, medication (metformin), and biochemical variables such as glycosylated haemoglobin, glycemia, and creatinine have a significant effect on the progression of kidney disease.

Keywords: diabetic kidney disease, ordered logit model, principal component analysis, type 2 diabetes

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Authors: Dong Zhao

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Even though the recent claim of room temperature superconductivity by LK-99 was confirmed an unsuccessful attempt, this work reawakened people’s century striving to get applicable superconductors with Tc of room temperature or higher and under ambient pressure. One of the efforts was focusing on exploring the thorium salts. This is because certain thorium compounds revealed an unusual property of having both high electrical conductivity and diamagnetism or the so-called “coexistence of high electrical conductivity and diamagnetism.” It is well known that this property of the coexistence of high electrical conductivity and diamagnetism is held by superconductors because of the electron pairings. Consequently, the likelihood for these thorium compounds to have superconducting properties becomes great. However, as a surprise, these thorium salts possess this property at room temperature and atmosphere pressure. This gives rise to solid evidence for these thorium compounds to be room-temperature superconductors without a need for external pressure. Among these thorium compound superconductors claimed in that work, thorium di-iodide (ThI₂) is a unique one and has received comprehensive discussion. ThI₂ was synthesized and structurally analyzed by the single crystal diffraction method in the 1960s. Its special property of coexistence of high electrical conductivity and diamagnetism was revealed. Because of this unique property, a special molecular configuration was sketched. Except for an ordinary oxidation of +2 for the thorium cation, the thorium’s oxidation state in ThI₂ is +4. According to the experimental results, ThI₂‘s actual molecular configuration was determined as an unusual one of [Th4+(e-)2](I-)2. This means that the ThI₂ salt’s cation is composed of a [Th4+(e-)2]2+ cation core. In other words, the cation of ThI₂ is constructed by combining an oxidation state +4 of the thorium atom and a pair of electrons or an electron lone pair located on the thorium atom. This combination of the thorium atom and the electron lone pair leads to an oxidation state +2 for the [Th4+(e-)2]2+ cation core. This special construction of the thorium cation is very distinctive, which is believed to be the factor that grants ThI₂ the room temperature superconductivity. Actually, the key for ThI₂ to become a room-temperature superconductor is this characteristic electron lone pair residing on the thorium atom along with the formation of a network constructed by the thorium atoms. This network specializes in a way that allows the electron lone pairs to hop over it and, thus, to generate the supercurrent. This work will discuss, in detail, the special electrical and magnetic properties of ThI₂ as well as its structural features at ambient conditions. The exploration of how the electron pairing in combination with the structurally specialized network works together to bring ThI₂ into a superconducting state. From the experimental results, strong evidence has definitely pointed out that the ThI₂ should be a superconductor, at least at room temperature and under atmosphere pressure.

Keywords: co-existence of high electrical conductivity and diamagnetism, electron lone pair, room temperature superconductor, special molecular configuration of thorium di-iodide ThI₂

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Authors: Kyu Chul Lee, Sung Hyun Yoo, Choon Ki Ahn, Myo Taeg Lim

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Recent experimental evidences have shown that because of a fast convergence and a nice accuracy, neural networks training via extended Kalman filter (EKF) method is widely applied. However, as to an uncertainty of the system dynamics or modeling error, the performance of the method is unreliable. In order to overcome this problem in this paper, a new finite impulse response (FIR) filter based learning algorithm is proposed to train radial basis function neural networks (RBFN) for nonlinear function approximation. Compared to the EKF training method, the proposed FIR filter training method is more robust to those environmental conditions. Furthermore, the number of centers will be considered since it affects the performance of approximation.

Keywords: extended Kalman filter, classification problem, radial basis function networks (RBFN), finite impulse response (FIR) filter

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Authors: Dmytro Zubov, Francesco Volponi

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In this paper, D-Wave quantum computing Ising model is used for the forecasting of positive extremes of daily mean air temperature. Forecast models are designed with two to five qubits, which represent 2-, 3-, 4-, and 5-day historical data respectively. Ising model’s real-valued weights and dimensionless coefficients are calculated using daily mean air temperatures from 119 places around the world, as well as sea level (Aburatsu, Japan). In comparison with current methods, this approach is better suited to predict heat wave values because it does not require the estimation of a probability distribution from scarce observations. Proposed forecast quantum computing algorithm is simulated based on traditional computer architecture and combinatorial optimization of Ising model parameters for the Ronald Reagan Washington National Airport dataset with 1-day lead-time on learning sample (1975-2010 yr). Analysis of the forecast accuracy (ratio of successful predictions to total number of predictions) on the validation sample (2011-2014 yr) shows that Ising model with three qubits has 100 % accuracy, which is quite significant as compared to other methods. However, number of identified heat waves is small (only one out of nineteen in this case). Other models with 2, 4, and 5 qubits have 20 %, 3.8 %, and 3.8 % accuracy respectively. Presented three-qubit forecast model is applied for prediction of heat waves at other five locations: Aurel Vlaicu, Romania – accuracy is 28.6 %; Bratislava, Slovakia – accuracy is 21.7 %; Brussels, Belgium – accuracy is 33.3 %; Sofia, Bulgaria – accuracy is 50 %; Akhisar, Turkey – accuracy is 21.4 %. These predictions are not ideal, but not zeros. They can be used independently or together with other predictions generated by different method(s). The loss of human life, as well as environmental, economic, and material damage, from extreme air temperatures could be reduced if some of heat waves are predicted. Even a small success rate implies a large socio-economic benefit.

Keywords: heat wave, D-wave, forecast, Ising model, quantum computing

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Authors: Takahiro Nishigaki, Katsumi Nitta, Takashi Onoda

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In this paper, we present a method of applying Independent Topic Analysis (ITA) to increasing the number of document data. The number of document data has been increasing since the spread of the Internet. ITA was presented as one method to analyze the document data. ITA is a method for extracting the independent topics from the document data by using the Independent Component Analysis (ICA). ICA is a technique in the signal processing; however, it is difficult to apply the ITA to increasing number of document data. Because ITA must use the all document data so temporal and spatial cost is very high. Therefore, we present Incremental ITA which extracts the independent topics from increasing number of document data. Incremental ITA is a method of updating the independent topics when the document data is added after extracted the independent topics from a just previous the data. In addition, Incremental ITA updates the independent topics when the document data is added. And we show the result applied Incremental ITA to benchmark datasets.

Keywords: text mining, topic extraction, independent, incremental, independent component analysis

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Authors: Yan Zeng, Hongfang Ma, Haitao Zhang, Weiyong Ying

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Ni-based catalysts with different amounts of Na as promoter from 2 to 6 wt % were prepared by solution combustion method. The catalytic activity was investigated in syngas methanation reaction. Carbon oxides conversion and methane selectivity are greatly influenced by sodium loading. Adding 2 wt% Na remarkably improves catalytic activity and long-term stability, attributed to its smaller mean NiO particle size, better distribution, and milder metal-support interaction. However, excess addition of Na results in deactivation distinctly due to the blockage of active sites.

Keywords: nickel catalysts, syngas methanation, sodium, solution combustion method

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Authors: Hamid Havasi, Mohamad Reza Gholami Dehbalaei, Hamed Khorami, Shahram Karimi, Hamdi Abdi

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Doubly-fed induction generator (DFIG) equipped with a power converter is an efficient tool for converting mechanical energy of a variable speed system to a fixed-frequency electrical grid. Since electrical energy sources faces with production problems such as harmonics caused by nonlinear loads, so in this paper, compensation performance of DPC and FOC method on harmonics reduction of a DFIG wind turbine connected to a nonlinear load in MATLAB Simulink model has been simulated and effect of each method on nonlinear load harmonic elimination has been compared. Results of the two mentioned control methods shows the advantage of the FOC method on DPC method for harmonic compensation. Also, the fifth and seventh harmonic components of the network and THD greatly reduced.

Keywords: DFIG machine, energy conversion, nonlinear load, THD, DPC, FOC

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Authors: S. Channgam, A. Sae-Tang, T. Termsaithong

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In this research, the occurrences of large size events in various system sizes of the Bak-Tang-Wiesenfeld sandpile model are considered. The system sizes (square lattice) of model considered here are 25×25, 50×50, 75×75 and 100×100. The cross-correlation between the ratio of sites containing 3 grain time series and the large size event time series for these 4 system sizes are also analyzed. Moreover, a prediction method of the large-size event for the 50×50 system size is also introduced. Lastly, it can be shown that this prediction method provides a slightly higher efficiency than random predictions.

Keywords: Bak-Tang-Wiesenfeld sandpile model, cross-correlation, avalanches, prediction method

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Authors: K. Vinutha

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The stress corrosion resistance of ZA-27 / TiO2 metal matrix composites (MMC’s) in high temperature acidic media has been evaluated using an autoclave. The liquid melt metallurgy technique using vortex method was used to fabricate MMC’s. TiO2 particulates of 50-80 µm in size are added to the matrix. ZA-27 containing 2,4,6 weight percentage of TiO2 are prepared. Stress corrosion tests were conducted by weight loss method for different exposure time, normality and temperature of the acidic medium. The corrosion rates of composites were lower to that of matrix ZA-27 alloy under all conditions.

Keywords: autoclave, MMC’s, stress corrosion, vortex method

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Authors: E. Selçuk, Z. Karaçor, P. Yardımcı

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Trade liberalization and its effects on the economies of developing countries have been investigated by many different studies, and some of them have focused on its impact on the current account balance. Turkey, as being one of the countries, which has liberalized its foreign trade in the 1980s, also needs to be studied in terms of the impact of liberalization on current account deficits. Therefore, the aim of this study is to find out whether trade liberalization has affected Turkey’s trade and current account balances. In order to determine this, yearly data of Turkey from 1980 to 2013 is used. As liberalization dummy, the year 1989, which was set for Turkey, is selected. Structural break test and model estimation results show that trade liberalization has a negative impact on trade balance but do not have a significant impact on the current account balance.

Keywords: budget deficit, liberalization, Turkish economy, current account

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Authors: Anders Troedsson

Abstract:

For us humans, risk and insecurity are intimately linked to vulnerabilities - where there is vulnerability, there is potentially risk and insecurity. Reducing vulnerability through compensatory measures means decreasing the likelihood of a certain external event be qualified as a risk/threat/assault, and thus also means increasing the individual’s sense of security. The paper suggests that a meaningful way to approach the study of risk/ insecurity is to organize thinking about the vulnerabilities that external phenomena evoke in humans as perceived by them. Such phenomena are, through a set of given vulnerabilities, potentially translated into perceptions of "insecurity." An ontological discussion about salient timespace characteristics of external phenomena as perceived by humans, including such which potentially can be qualified as risk/threat/assault, leads to the positing of two dimensions which are central for describing what in the paper is called the essence of risk/threat/assault. As is argued, such modeling helps analysis steer free of the subjective factor which is intimately connected to human perception and which mediates between phenomena “out there” potentially identified as risk/threat/assault, and their translation into an experience of security or insecurity. A proposed set of universally given vulnerabilities are scrutinized with the help of the two dimensions, resulting in a modeling effort featuring four realms of vulnerabilities which together represent a dynamic whole. This model in turn informs modeling on human security.

Keywords: human vulnerabilities, human security, immediate-inert, material-immaterial, timespace

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Authors: Saghar Heidari

Abstract:

In this paper, we study the valuation problem of European continuous-installment options under Markov-modulated models with a partial differential equation approach. Due to the opportunity for continuing or stopping to pay installments, the valuation problem under regime-switching models can be formulated as coupled partial differential equations (CPDE) with free boundary features. To value the installment options, we express the truncated CPDE as a linear complementarity problem (LCP), then a finite element method is proposed to solve the resulted variational inequality. Under some appropriate assumptions, we establish the stability of the method and illustrate some numerical results to examine the rate of convergence and accuracy of the proposed method for the pricing problem under the regime-switching model.

Keywords: continuous-installment option, European option, regime-switching model, finite element method

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Authors: Maryam Kheirollahpour, Mahmoud Danaee, Amir Faisal Merican, Asma Ahmad Shariff

Abstract:

Background: The presence of nonlinearity among the risk factors of eating behavior causes a bias in the prediction models. The accuracy of estimation of eating behaviors risk factors in the primary prevention of obesity has been established. Objective: The aim of this study was to explore the potential of a hybrid model of structural equation modeling (SEM) and Artificial Neural Networks (ANN) to predict eating behaviors. Methods: The Partial Least Square-SEM (PLS-SEM) and a hybrid model (SEM-Artificial Neural Networks (SEM-ANN)) were applied to evaluate the factors affecting eating behavior patterns among university students. 340 university students participated in this study. The PLS-SEM analysis was used to check the effect of emotional eating scale (EES), body shape concern (BSC), and body appreciation scale (BAS) on different categories of eating behavior patterns (EBP). Then, the hybrid model was conducted using multilayer perceptron (MLP) with feedforward network topology. Moreover, Levenberg-Marquardt, which is a supervised learning model, was applied as a learning method for MLP training. The Tangent/sigmoid function was used for the input layer while the linear function applied for the output layer. The coefficient of determination (R²) and mean square error (MSE) was calculated. Results: It was proved that the hybrid model was superior to PLS-SEM methods. Using hybrid model, the optimal network happened at MPLP 3-17-8, while the R² of the model was increased by 27%, while, the MSE was decreased by 9.6%. Moreover, it was found that which one of these factors have significantly affected on healthy and unhealthy eating behavior patterns. The p-value was reported to be less than 0.01 for most of the paths. Conclusion/Importance: Thus, a hybrid approach could be suggested as a significant methodological contribution from a statistical standpoint, and it can be implemented as software to be able to predict models with the highest accuracy.

Keywords: hybrid model, structural equation modeling, artificial neural networks, eating behavior patterns

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