Search results for: sum conditional variance
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1338

Search results for: sum conditional variance

1158 Optimization of Cutting Parameters on Delamination Using Taguchi Method during Drilling of GFRP Composites

Authors: Vimanyu Chadha, Ranganath M. Singari

Abstract:

Drilling composite materials is a frequently practiced machining process during assembling in various industries such as automotive and aerospace. However, drilling of glass fiber reinforced plastic (GFRP) composites is significantly affected by damage tendency of these materials under cutting forces such as thrust force and torque. The aim of this paper is to investigate the influence of the various cutting parameters such as cutting speed and feed rate; subsequently also to study the influence of number of layers on delamination produced while drilling a GFRP composite. A plan of experiments, based on Taguchi techniques, was instituted considering drilling with prefixed cutting parameters in a hand lay-up GFRP material. The damage induced associated with drilling GFRP composites were measured. Moreover, Analysis of Variance (ANOVA) was performed to obtain minimization of delamination influenced by drilling parameters and number layers. The optimum drilling factor combination was obtained by using the analysis of signal-to-noise ratio. The conclusion revealed that feed rate was the most influential factor on the delamination. The best results of the delamination were obtained with composites with a greater number of layers at lower cutting speeds and feed rates.

Keywords: analysis of variance, delamination, design optimization, drilling, glass fiber reinforced plastic composites, Taguchi method

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1157 Valuing Non-Market Environmental Benefits of the Biodiversity Conservation Project

Authors: Huynh Viet Khai, Mitsuyasu Yabe

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The study investigated the economic value of biodiversity attributes that could provide policy-makers reliable information to estimate welfare losses due to biodiversity reductions and analyse the trade-off between biodiversity and economics. In order to obtain the non-market benefits of biodiversity conservation, an indirect utility function and willingness to pay for biodiversity attributes were applied using the approach of choice modelling with the analysis of conditional logit model. The study found that Mekong Delta residents accepted their willingness to pay for VND 913 monthly for a one percent increase in healthy vegetation, VND 360 for an additional mammal species and VND 2,440 to avoid the welfare losses of 100 local farmers.

Keywords: choice modelling, genetic resources, wetland conservation, marginal willingness to pay

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1156 Residual Life Prediction for a System Subject to Condition Monitoring and Two Failure Modes

Authors: Akram Khaleghei, Ghosheh Balagh, Viliam Makis

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In this paper, we investigate the residual life prediction problem for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model with unknown parameters. The parameter estimation procedure based on an EM algorithm is developed and the formulas for the conditional reliability function and the mean residual life are derived, illustrated by a numerical example.

Keywords: partially observable system, hidden Markov model, competing risks, residual life prediction

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1155 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

Authors: B. Marasović, S. Pivac, S. V. Vukasović

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Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Markowitz model, fractional quadratic programming, portfolio optimization, transaction costs

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1154 Impact of a Virtual Reality-Training on Real-World Hockey Skill: An Intervention Trial

Authors: Matthew Buns

Abstract:

Training specificity is imperative for successful performance of the elite athlete. Virtual reality (VR) has been successfully applied to a broad range of training domains. However, to date there is little research investigating the use of VR for sport training. The purpose of this study was to address the question of whether virtual reality (VR) training can improve real world hockey shooting performance. Twenty four volunteers were recruited and randomly selected to complete the virtual training intervention or enter a control group with no training. Four primary types of data were collected: 1) participant’s experience with video games and hockey, 2) participant’s motivation toward video game use, 3) participants technical performance on real-world hockey, and 4) participant’s technical performance in virtual hockey. One-way multivariate analysis of variance (ANOVA) indicated that that the intervention group demonstrated significantly more real-world hockey accuracy [F(1,24) =15.43, p <.01, E.S. = 0.56] while shooting on goal than their control group counterparts [intervention M accuracy = 54.17%, SD=12.38, control M accuracy = 46.76%, SD=13.45]. One-way multivariate analysis of variance (MANOVA) repeated measures indicated significantly higher outcome scores on real-world accuracy (35.42% versus 54.17%; ES = 1.52) and velocity (51.10 mph versus 65.50 mph; ES=0.86) of hockey shooting on goal. This research supports the idea that virtual training is an effective tool for increasing real-world hockey skill.

Keywords: virtual training, hockey skills, video game, esports

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1153 A Comparative Analysis of Carbon Footprints of Households in Different Housing Types and Seasons

Authors: Taehyun Kim

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As a result of rapid urbanization, energy demands for lighting, heating and cooling of households have been concentrated in metropolitan areas. The energy resources for housing in urban areas are dominantly fossil fuel whose uses contribute to increase cost of living and carbon dioxide (CO2) emission. To achieve environmentally and economically sustainable residential development, it is important to know how energy use and cost of living can be reduced by planning and design. The purpose of this study is to examine which type of building requires less energy for housing. To do so, carbon footprint (CF) quiz survey was employed which estimates the amount of carbon dioxide required to support households’ consumption of energy uses for housing. The housing carbon footprints (HCF) of 500 households of Seoul, Korea in summer and winter were estimated and compared in three major types of housing: single-family (detached), row-house and apartment. In addition, its differences of HCF were estimated between tower and flat type of apartment. The results of T-test and analysis of variance (ANOVA) provide statistical evidence that housing type is related to housing energy use. Average HCF of detached house was higher than other housing types. Between two types of apartment, tower type shows higher HCF than flat type in winter. These findings may provide new perspectives on CF application in sustainable architecture and urban design.

Keywords: analysis of variance, carbon footprint, energy use, housing type

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1152 Performance Comparison of Wideband Covariance Matrix Sparse Representation (W-CMSR) with Other Wideband DOA Estimation Methods

Authors: Sandeep Santosh, O. P. Sahu

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In this paper, performance comparison of wideband covariance matrix sparse representation (W-CMSR) method with other existing wideband Direction of Arrival (DOA) estimation methods has been made.W-CMSR relies less on a priori information of the incident signal number than the ordinary subspace based methods.Consider the perturbation free covariance matrix of the wideband array output. The diagonal covariance elements are contaminated by unknown noise variance. The covariance matrix of array output is conjugate symmetric i.e its upper right triangular elements can be represented by lower left triangular ones.As the main diagonal elements are contaminated by unknown noise variance,slide over them and align the lower left triangular elements column by column to obtain a measurement vector.Simulation results for W-CMSR are compared with simulation results of other wideband DOA estimation methods like Coherent signal subspace method (CSSM), Capon, l1-SVD, and JLZA-DOA. W-CMSR separate two signals very clearly and CSSM, Capon, L1-SVD and JLZA-DOA fail to separate two signals clearly and an amount of pseudo peaks exist in the spectrum of L1-SVD.

Keywords: W-CMSR, wideband direction of arrival (DOA), covariance matrix, electrical and computer engineering

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1151 Pantawid Pamilyang Pilipino Program, '4P’s': Breaking the Vicious Poverty Cycle

Authors: Bernadette F. De La Cruz, Susan Marie R. Dela Cruz, Georgia D. Demavibas

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Pantawid Pamilyang Pilipino Program (4P) is a conditional cash transfer program in the Philippines pay extremely poor household-beneficiaries in order to fulfill the country’s commitment to the number one of the Millennium Development Goals (MDG). 4P's send 10,235,256 school children aged 6-18 from a total of 4,353,597 registered households with an average of two to three children. We analyze this program in Iloilo, Philippines. We show that this program can be made efficient by selecting beneficiaries and calibrating transfer for a maximum breaking of intergenerational poverty cycle of hunger, health and achieve higher education.

Keywords: ESGP-PA, millennium development goals, house hold beneficiaries, cash transfer

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1150 Estimation of a Finite Population Mean under Random Non Response Using Improved Nadaraya and Watson Kernel Weights

Authors: Nelson Bii, Christopher Ouma, John Odhiambo

Abstract:

Non-response is a potential source of errors in sample surveys. It introduces bias and large variance in the estimation of finite population parameters. Regression models have been recognized as one of the techniques of reducing bias and variance due to random non-response using auxiliary data. In this study, it is assumed that random non-response occurs in the survey variable in the second stage of cluster sampling, assuming full auxiliary information is available throughout. Auxiliary information is used at the estimation stage via a regression model to address the problem of random non-response. In particular, the auxiliary information is used via an improved Nadaraya-Watson kernel regression technique to compensate for random non-response. The asymptotic bias and mean squared error of the estimator proposed are derived. Besides, a simulation study conducted indicates that the proposed estimator has smaller values of the bias and smaller mean squared error values compared to existing estimators of finite population mean. The proposed estimator is also shown to have tighter confidence interval lengths at a 95% coverage rate. The results obtained in this study are useful, for instance, in choosing efficient estimators of the finite population mean in demographic sample surveys.

Keywords: mean squared error, random non-response, two-stage cluster sampling, confidence interval lengths

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1149 Healthy Lifestyle and Risky Behaviors amongst Students of Physical Education High Schools

Authors: Amin Amani, Masomeh Reihany Shirvan, Mahla Nabizadeh Mashizi, Mohadese Khoshtinat, Mohammad Elyas Ansarinia

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The purpose of this study is the relationship between a healthy lifestyle and risky behavior in physical education students of Bojnourd schools. The study sample consisted of teenagers studying in second and third grade of Bojnourd's high schools. According to level sampling, 604 students studying in the second grade, and 600 students studying in third grade were tested from physical education schools in Bojnourd. For sample selection, populations were divided into 4 area including north, East, West and South. Then according to the number of students of each area, sample size of each level was determined. Two questionnaires were used to collect data in this study which were consisted of three parts: The demographic data, Iranian teenagers' risk taking (IARS) and prevention methods with emphasize on the importance of family role were examined. The Central and dispersion indices, such as standard deviation, multiple variance analysis, and multivariate regression analysis were used. Results showed that the observed F is significant (P ≤ 0.01) and 21% of variance related to risky behavior is explained by the lack of awareness. Given the significance of the regression, the coefficients of risky behavior in teenagers in prediction equation showed that each of teenagers' risky behavior can have an impact on healthy lifestyle.

Keywords: healthy lifestyle, high-risk behavior, students, physical education

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1148 Contribution to the Decision-Making Process for Selecting the Suitable Maintenance Policy

Authors: Nasser Y. Mahamoud, Pierre Dehombreux, Hassan E. Robleh

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Industrial companies may be confronted with questions about their choice of maintenance policy. This choice must be guided by several numbers of decision criteria or objectives related to their production or service activities but also to their level of development and their investment prospects. A decision-support methodology to choose a maintenance policy (corrective, systematic or conditional preventive, predictive, opportunistic or not) is proposed to facilitate this choice using the main categories of the most important decision criteria. The different steps of this methodology are illustrated using theoretical case: identification of the different maintenance alternatives, determining the structure of the most important categories of the decision criteria, assessing the different maintenance policies on to the criteria by using an ordinal preference relation, and finally ranking the different maintenance policies.

Keywords: maintenance policy, decision criteria, decision-making process, AHP

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1147 Estimates of (Co)Variance Components and Genetic Parameters for Body Weights and Growth Efficiency Traits in the New Zealand White Rabbits

Authors: M. Sakthivel, A. Devaki, D. Balasubramanyam, P. Kumarasamy, A. Raja, R. Anilkumar, H. Gopi

Abstract:

The genetic parameters of growth traits in the New Zealand White rabbits maintained at Sheep Breeding and Research Station, Sandynallah, The Nilgiris, India were estimated by partitioning the variance and covariance components. The (co)variance components of body weights at weaning (W42), post-weaning (W70) and marketing (W135) age and growth efficiency traits viz., average daily gain (ADG), relative growth rate (RGR) and Kleiber ratio (KR) estimated on a daily basis at different age intervals (1=42 to 70 days; 2=70 to 135 days and 3=42 to 135 days) from weaning to marketing were estimated by restricted maximum likelihood, fitting six animal models with various combinations of direct and maternal effects. Data were collected over a period of 15 years (1998 to 2012). A log-likelihood ratio test was used to select the most appropriate univariate model for each trait, which was subsequently used in bivariate analysis. Heritability estimates for W42, W70 and W135 were 0.42 ± 0.07, 0.40 ± 0.08 and 0.27 ± 0.07, respectively. Heritability estimates of growth efficiency traits were moderate to high (0.18 to 0.42). Of the total phenotypic variation, maternal genetic effect contributed 14 to 32% for early body weight traits (W42 and W70) and ADG1. The contribution of maternal permanent environmental effect varied from 6 to 18% for W42 and for all the growth efficiency traits except for KR2. Maternal permanent environmental effect on most of the growth efficiency traits was a carryover effect of maternal care during weaning. Direct maternal genetic correlations, for the traits in which maternal genetic effect was significant, were moderate to high in magnitude and negative in direction. Maternal effect declined as the age of the animal increased. The estimates of total heritability and maternal across year repeatability for growth traits were moderate and an optimum rate of genetic progress seems possible in the herd by mass selection. The estimates of genetic and phenotypic correlations among body weight traits were moderate to high and positive; among growth efficiency traits were low to high with varying directions; between body weights and growth efficiency traits were very low to high in magnitude and mostly negative in direction. Moderate to high heritability and higher genetic correlation in body weight traits promise good scope for genetic improvement provided measures are taken to keep the inbreeding at the lowest level.

Keywords: genetic parameters, growth traits, maternal effects, rabbit genetics

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1146 Reasons of Change in Security Prices and Price Volatility: An Analysis of the European Carbon Futures Market

Authors: Boulis M. Ibrahim, Iordanis A. Kalaitzoglou

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A micro structural pricing model is proposed in which price components account for learning by incorporating changing expectations of the trading intensity and the risk level of incoming trades. An analysis of European carbon futures transactions finds expected trading intensity to increase the information component and decrease the liquidity component of price changes, but at different rates. Among the results, the expected persistence in trading intensity explains the majority of the auto correlations in the level and the conditional volatility of price changes, helps predict hourly patterns in the bid–ask spread and differentiates between the impact of buy versus sell and continuing versus reversing trades.

Keywords: CO2 emission allowances, market microstructure, duration, price discovery

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1145 The Effect of Oil Price Uncertainty on Food Price in South Africa

Authors: Goodness C. Aye

Abstract:

This paper examines the effect of the volatility of oil prices on food price in South Africa using monthly data covering the period 2002:01 to 2014:09. Food price is measured by the South African consumer price index for food while oil price is proxied by the Brent crude oil. The study employs the GARCH-in-mean VAR model, which allows the investigation of the effect of a negative and positive shock in oil price volatility on food price. The model also allows the oil price uncertainty to be measured as the conditional standard deviation of a one-step-ahead forecast error of the change in oil price. The results show that oil price uncertainty has a positive and significant effect on food price in South Africa. The responses of food price to a positive and negative oil price shocks is asymmetric.

Keywords: oil price volatility, food price, bivariate, GARCH-in-mean VAR, asymmetric

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1144 Analyzing of Speed Disparity in Mixed Vehicle Technologies on Horizontal Curves

Authors: Tahmina Sultana, Yasser Hassan

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Vehicle technologies rapidly evolving due to their multifaceted advantages. Adapted different vehicle technologies like connectivity and automation on the same roads with conventional vehicles controlled by human drivers may increase speed disparity in mixed vehicle technologies. Identifying relationships between speed distribution measures of different vehicles and road geometry can be an indicator of speed disparity in mixed technologies. Previous studies proved that speed disparity measures and traffic accidents are inextricably related. Horizontal curves from three geographic areas were selected based on relevant criteria, and speed data were collected at the midpoint of the preceding tangent and starting, ending, and middle point of the curve. Multiple linear mixed effect models (LME) were developed using the instantaneous speed measures representing the speed of vehicles at different points of horizontal curves to recognize relationships between speed variance (standard deviation) and road geometry. A simulation-based framework (Monte Carlo) was introduced to check the speed disparity on horizontal curves in mixed vehicle technologies when consideration is given to the interactions among connected vehicles (CVs), autonomous vehicles (AVs), and non-connected vehicles (NCVs) on horizontal curves. The Monte Carlo method was used in the simulation to randomly sample values for the various parameters from their respective distributions. Theresults show that NCVs had higher speed variation than CVs and AVs. In addition, AVs and CVs contributed to reduce speed disparity in the mixed vehicle technologies in any penetration rates.

Keywords: autonomous vehicles, connected vehicles, non-connected vehicles, speed variance

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1143 The Effectiveness of Solution-Focused Group Therapy on Improving Depressed Mothers of Child Abuser Families

Authors: Roya Maqami, Kaveh Qaderi Bagajan, Mohammad Mahdi Yousefi, Saeed Moradi

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The purpose of this study is to investigate the efficacy of solution-focused group therapy on improving the depressed mothers of child abuser families. This study was carried out in the form of a semi-pilot, pre-test and post-test on two groups (experimental and control). Subjects include all mothers and their children that are the members of Shush and Naser Khosro child home. Beck Depression Inventory and Child Trauma Questionnaire were used to collect data. First, child abuse questionnaire was completed by children, Then Beck Depression Inventory was completed by their mothers that 22 of them were recognized as depressed and randomly divided in two groups of experimental and control. After applying pre-test for both of these groups, the intervention of solution- focused group therapy was performed in five sessions on experimental group. Finally, post-test was applied on both groups and subsequently in a month, follow-up test was performed. T-test, multivariate variance, and repeated measurement analysis of variance were used to analyze the data. According to the findings, it can be concluded that this therapy leads to the improvement of depressed mother's mood. As a result, the intervention of solution-focused group therapy is useful in order to improve the depressing mood of mothers of child abuser families.

Keywords: child abuse, depressed mothers, child abuser families, solution focused group therapy

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1142 Coping Techniques, Repertoire, and Flexibility in Parental Adjustment to Pediatric Cancer

Authors: Michael Dolgin, Oz Hamtzani, Talma Kushnir

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A literature review has shown that while parents of children with cancer experience increased levels of psychological distress associated with their child's medical condition, considerable variability in parental adjustment is evident. Of the factors that may account for this variability, little attention has been devoted to the simultaneous interaction of three coping constructs and their role in parental adjustment: (1) Coping techniques employed, (2) Repertoire of coping techniques, and (3) Flexibility in applying coping techniques. While these constructs have been studied individually in relation to adjustment in general, studies to date have not included them together within a single conceptual model and research design and evaluated them in a clinical population. The objective of the current study was to determine how these three coping technique constructs interact to impact parental adjustment to pediatric cancer. A cross-sectional sample of 145 parents of children in active cancer treatment completed standardized measures of coping techniques, repertoire, flexibility, and parental distress. A hierarchical multiple regression analysis demonstrated that 37% of the variance in parental distress was predicted by the use of avoidance-focused coping techniques [F(1,118)=69.843, p<.001], with an additional 3% predicted by coping repertoire [F(2,117)=7.63, p=.00] for a total of 40% variance explained. Coping flexibility was found to mediate the relationship between coping repertoire and parental distress. These findings suggest that coping techniques employed by parents (problem/emotion-focused vs. avoidance-focused), as well as coping repertoire, significantly impact parental adjustment. Flexibility in applying coping techniques within one’s coping repertoire further contributes to parental adjustment. Implications for further study and clinical intervention will be presented.

Keywords: coping techniques, repertoire, flexibility, adjustment

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1141 Examination of Relationship between Internet Addiction and Cyber Bullying in Adolescents

Authors: Adem Peker, Yüksel Eroğlu, İsmail Ay

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As the information and communication technologies have become embedded in everyday life of adolescents, both their possible benefits and risks to adolescents are being identified. The information and communication technologies provide opportunities for adolescents to connect with peers and to access to information. However, as with other social connections, users of information and communication devices have the potential to meet and interact with in harmful ways. One emerging example of such interaction is cyber bullying. Cyber bullying occurs when someone uses the information and communication technologies to harass or embarrass another person. Cyber bullying can take the form of malicious text messages and e-mails, spreading rumours, and excluding people from online groups. Cyber bullying has been linked to psychological problems for cyber bullies and victims. Therefore, it is important to determine how internet addiction contributes to cyber bullying. Building on this question, this study takes a closer look at the relationship between internet addiction and cyber bullying. For this purpose, in this study, based on descriptive relational model, it was hypothesized that loss of control, excessive desire to stay online, and negativity in social relationships, which are dimensions of internet addiction, would be associated positively with cyber bullying and victimization. Participants were 383 high school students (176 girls and 207 boys; mean age, 15.7 years). Internet addiction was measured by using Internet Addiction Scale. The Cyber Victim and Bullying Scale was utilized to measure cyber bullying and victimization. The scales were administered to the students in groups in the classrooms. In this study, stepwise regression analyses were utilized to examine the relationships between dimensions of internet addiction and cyber bullying and victimization. Before applying stepwise regression analysis, assumptions of regression were verified. According to stepwise regression analysis, cyber bullying was predicted by loss of control (β=.26, p<.001) and negativity in social relationships (β=.13, p<.001). These variables accounted for 9 % of the total variance, with the loss of control explaining the higher percentage (8 %). On the other hand, cyber victimization was predicted by loss of control (β=.19, p<.001) and negativity in social relationships (β=.12, p<.001). These variables altogether accounted for 8 % of the variance in cyber victimization, with the best predictor loss of control (7 % of the total variance). The results of this study demonstrated that, as expected, loss of control and negativity in social relationships predicted cyber bullying and victimization positively. However, excessive desire to stay online did not emerge a significant predictor of both cyberbullying and victimization. Consequently, this study would enhance our understanding of the predictors of cyber bullying and victimization since the results proposed that internet addiction is related with cyber bullying and victimization.

Keywords: cyber bullying, internet addiction, adolescents, regression

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1140 Variance-Aware Routing and Authentication Scheme for Harvesting Data in Cloud-Centric Wireless Sensor Networks

Authors: Olakanmi Oladayo Olufemi, Bamifewe Olusegun James, Badmus Yaya Opeyemi, Adegoke Kayode

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The wireless sensor network (WSN) has made a significant contribution to the emergence of various intelligent services or cloud-based applications. Most of the time, these data are stored on a cloud platform for efficient management and sharing among different services or users. However, the sensitivity of the data makes them prone to various confidentiality and performance-related attacks during and after harvesting. Various security schemes have been developed to ensure the integrity and confidentiality of the WSNs' data. However, their specificity towards particular attacks and the resource constraint and heterogeneity of WSNs make most of these schemes imperfect. In this paper, we propose a secure variance-aware routing and authentication scheme with two-tier verification to collect, share, and manage WSN data. The scheme is capable of classifying WSN into different subnets, detecting any attempt of wormhole and black hole attack during harvesting, and enforcing access control on the harvested data stored in the cloud. The results of the analysis showed that the proposed scheme has more security functionalities than other related schemes, solves most of the WSNs and cloud security issues, prevents wormhole and black hole attacks, identifies the attackers during data harvesting, and enforces access control on the harvested data stored in the cloud at low computational, storage, and communication overheads.

Keywords: data block, heterogeneous IoT network, data harvesting, wormhole attack, blackhole attack access control

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1139 A Study of Behaviors in Using Social Networks of Corporate Personnel of Suan Sunandha Rajabhat University

Authors: Wipada Chaiwchan

Abstract:

This research aims to study behaviors in using social networks of Corporate personnel of Suan Sunandha Rajabhat University. The sample used in the study were two groups: 1) Academic Officer 70 persons and 2) Operation Officer 143 persons were used in this study. The tools in this research consisted of questionnaire which the data were analyzed by using percentage, average (X) and Standard deviation (S.D.) and Independent Sample T-Test to test the difference between the mean values obtained from two independent samples, and One-way anova to analysis of variance, and Multiple comparisons to test that the average pair of different methods by Fisher’s Least Significant Different (LSD). The study result found that the most of corporate personnel have purpose in using social network to information awareness aspect was knowledge and online conference with social media. By using the average more than 3 hours per day in everyday. Using time in working in one day and there are computers connected to the Internet at home, by using the communication in the operational processes. Behaviors using social networks in relation to gender, age, job title, department, and type of personnel. Hypothesis testing, and analysis of variance for the effects of this analysis is divided into three aspects: The use of online social networks, the attitude of the users and the security analysis has found that Corporate Personnel of Suan Sunandha Rajabhat University. Overall and specifically at the high level, and considering each item found all at a high level. By sorting of the social network (X=3.22), The attitude of the users (X= 3.06) and the security (X= 3.11). The overall behaviors using of each side (X=3.11).

Keywords: social network, behaviors, social media, computer information systems

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1138 Genetic Trait Analysis of RIL Barley Genotypes to Sort-out the Top Ranked Elites for Advanced Yield Breeding Across Multi Environments of Tigray, Ethiopia

Authors: Hailekiros Tadesse Tekle, Yemane Tsehaye, Fetien Abay

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Barley (Hordeum vulgare L.) is one of the most important cereal crops in the world, grown for the poor farmers in Tigray with low yield production. The purpose of this research was to estimate the performance of 166 barley genotypes against the quantitative traits with detailed analysis of the variance component, heritability, genetic advance, and genetic usefulness parameters. The finding of ANOVA was highly significant variation (p ≤ 0:01) for all the genotypes. We found significant differences in coefficient of variance (CV of 15%) for 5 traits out of the 12 quantitative traits. The topmost broad sense heritability (H2) was recorded for seeds per spike (98.8%), followed by thousand seed weight (96.5%) with 79.16% and 56.25%, respectively, of GAM. The traits with H2 ≥ 60% and GA/GAM ≥ 20% suggested the least influenced by the environment, governed by the additive genes and direct selection for improvement of such beneficial traits for the studied genotypes. Hence, the 20 outstanding recombinant inbred lines (RIL) barley genotypes performing early maturity, high yield, and 1000 seed weight traits simultaneously were the top ranked group barley genotypes out of the 166 genotypes. These are; G5, G25, G33, G118, G36, G123, G28, G34, G14, G10, G3, G13, G11, G32, G8, G39, G23, G30, G37, and G26. They were early in maturity, high TSW and GYP (TSW ≥ 55 g, GYP ≥ 15.22 g/plant, and DTM below 106 days). In general, the 166 genotypes were classified as high (group 1), medium (group 2), and low yield production (group 3) genotypes in terms of yield and yield component trait analysis by clustering; and genotype parameter analysis such as the heritability, genetic advance, and genetic usefulness traits in this investigation.

Keywords: barley, clustering, genetic advance, heritability, usefulness, variability, yield

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1137 Modeling of Alpha-Particles’ Epigenetic Effects in Short-Term Test on Drosophila melanogaster

Authors: Z. M. Biyasheva, M. Zh. Tleubergenova, Y. A. Zaripova, A. L. Shakirov, V. V. Dyachkov

Abstract:

In recent years, interest in ecogenetic and biomedical problems related to the effects on the population of radon and its daughter decay products has increased significantly. Of particular interest is the assessment of the consequence of irradiation at hazardous radon areas, which includes the Almaty region due to the large number of tectonic faults that enhance radon emanation. In connection with the foregoing, the purpose of this work was to study the genetic effects of exposure to supernormal radon doses on the alpha-radiation model. Irradiation does not affect the growth of the cell, but rather its ability to differentiate. In addition, irradiation can lead to somatic mutations, morphoses and modifications. These damages most likely occur from changes in the composition of the substances of the cell. Such changes are epigenetic since they affect the regulatory processes of ontogenesis. Variability in the expression of regulatory genes refers to conditional mutations that modify the formation of signs of intraspecific similarity. Characteristic features of these conditional mutations are the dominant type of their manifestation, phenotypic asymmetry and their instability in the generations. Currently, the terms “morphosis” and “modification” are used to describe epigenetic variability, which are maintained in Drosophila melanogaster cultures using linkaged X- chromosomes, and the mutant X-chromosome is transmitted along the paternal line. In this paper, we investigated the epigenetic effects of alpha particles, whose source in nature is mainly radon and its daughter decay products. In the experiment, an isotope of plutonium-238 (Pu238), generating radiation with an energy of about 5500 eV, was used as a source of alpha particles. In an experiment in the first generation (F1), deformities or morphoses were found, which can be called "radiation syndromes" or mutations, the manifestation of which is similar to the pleiotropic action of genes. The proportion of morphoses in the experiment was 1.8%, and in control 0.4%. In this experiment, the morphoses in the flies of the first and second generation looked like black spots, or melanomas on different parts of the imago body; "generalized" melanomas; curled, curved wings; shortened wing; bubble on one wing; absence of one wing, deformation of thorax, interruption and violation of tergite patterns, disruption of distribution of ocular facets and bristles; absence of pigmentation of the second and third legs. Statistical analysis by the Chi-square method showed the reliability of the difference in experiment and control at P ≤ 0.01. On the basis of this, it can be considered that alpha particles, which in the environment are mainly generated by radon and its isotopes, have a mutagenic effect that manifests itself, mainly in the formation of morphoses or deformities.

Keywords: alpha-radiation, genotoxicity, morphoses, radioecology, radon

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1136 Uneven Development: Structural Changes and Income Outcomes across States in Malaysia

Authors: Siti Aiysyah Tumin

Abstract:

This paper looks at the nature of structural changes—the transition of employment from agriculture, to manufacturing, then to different types of services—in different states in Malaysia and links it to income outcomes for households and workers. Specifically, this paper investigates the conditional association between the concentration of different economic activities and income outcomes (household incomes and employee wages) in almost four decades. Using publicly available state-level employment and income data, we found that significant wage premium was associated with “modern” services (finance, real estate, professional, information and communication), which are urban-based services sectors that employ a larger proportion of skilled and educated workers. However, employment in manufacturing and other services subsectors was significantly associated with a lower income dispersion and inequality, alluding to their importance in welfare improvements.

Keywords: employment, labor market, structural change, wage

Procedia PDF Downloads 144
1135 Estimation of the Mean of the Selected Population

Authors: Kalu Ram Meena, Aditi Kar Gangopadhyay, Satrajit Mandal

Abstract:

Two normal populations with different means and same variance are considered, where the variances are known. The population with the smaller sample mean is selected. Various estimators are constructed for the mean of the selected normal population. Finally, they are compared with respect to the bias and MSE risks by the method of Monte-Carlo simulation and their performances are analysed with the help of graphs.

Keywords: estimation after selection, Brewster-Zidek technique, estimators, selected populations

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1134 Optimization of Smart Beta Allocation by Momentum Exposure

Authors: J. B. Frisch, D. Evandiloff, P. Martin, N. Ouizille, F. Pires

Abstract:

Smart Beta strategies intend to be an asset management revolution with reference to classical cap-weighted indices. Indeed, these strategies allow a better control on portfolios risk factors and an optimized asset allocation by taking into account specific risks or wishes to generate alpha by outperforming indices called 'Beta'. Among many strategies independently used, this paper focuses on four of them: Minimum Variance Portfolio, Equal Risk Contribution Portfolio, Maximum Diversification Portfolio, and Equal-Weighted Portfolio. Their efficiency has been proven under constraints like momentum or market phenomenon, suggesting a reconsideration of cap-weighting.
 To further increase strategy return efficiency, it is proposed here to compare their strengths and weaknesses inside time intervals corresponding to specific identifiable market phases, in order to define adapted strategies depending on pre-specified situations. 
Results are presented as performance curves from different combinations compared to a benchmark. If a combination outperforms the applicable benchmark in well-defined actual market conditions, it will be preferred. It is mainly shown that such investment 'rules', based on both historical data and evolution of Smart Beta strategies, and implemented according to available specific market data, are providing very interesting optimal results with higher return performance and lower risk.
 Such combinations have not been fully exploited yet and justify present approach aimed at identifying relevant elements characterizing them.

Keywords: smart beta, minimum variance portfolio, equal risk contribution portfolio, maximum diversification portfolio, equal weighted portfolio, combinations

Procedia PDF Downloads 317
1133 A Fundamental Functional Equation for Lie Algebras

Authors: Ih-Ching Hsu

Abstract:

Inspired by the so called Jacobi Identity (x y) z + (y z) x + (z x) y = 0, the following class of functional equations EQ I: F [F (x, y), z] + F [F (y, z), x] + F [F (z, x), y] = 0 is proposed, researched and generalized. Research methodologies begin with classical methods for functional equations, then evolve into discovering of any implicit algebraic structures. One of this paper’s major findings is that EQ I, under two additional conditions F (x, x) = 0 and F (x, y) + F (y, x) = 0, proves to be a fundamental functional equation for Lie Algebras. Existence of non-trivial solutions for EQ I can be proven by defining F (p, q) = [p q] = pq –qp, where p and q are quaternions, and pq is the quaternion product of p and q. EQ I can be generalized to the following class of functional equations EQ II: F [G (x, y), z] + F [G (y, z), x] + F [G (z, x), y] = 0. Concluding Statement: With a major finding proven, and non-trivial solutions derived, this research paper illustrates and provides a new functional equation scheme for studies in two major areas: (1) What underlying algebraic structures can be defined and/or derived from EQ I or EQ II? (2) What conditions can be imposed so that conditional general solutions to EQ I and EQ II can be found, investigated and applied?

Keywords: fundamental functional equation, generalized functional equations, Lie algebras, quaternions

Procedia PDF Downloads 198
1132 Estimation and Forecasting with a Quantile AR Model for Financial Returns

Authors: Yuzhi Cai

Abstract:

This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

Procedia PDF Downloads 320
1131 Analysis of Overall Thermo-Elastic Properties of Random Particulate Nanocomposites with Various Interphase Models

Authors: Lidiia Nazarenko, Henryk Stolarski, Holm Altenbach

Abstract:

In the paper, a (hierarchical) approach to analysis of thermo-elastic properties of random composites with interphases is outlined and illustrated. It is based on the statistical homogenization method – the method of conditional moments – combined with recently introduced notion of the energy-equivalent inhomogeneity which, in this paper, is extended to include thermal effects. After exposition of the general principles, the approach is applied in the investigation of the effective thermo-elastic properties of a material with randomly distributed nanoparticles. The basic idea of equivalent inhomogeneity is to replace the inhomogeneity and the surrounding it interphase by a single equivalent inhomogeneity of constant stiffness tensor and coefficient of thermal expansion, combining thermal and elastic properties of both. The equivalent inhomogeneity is then perfectly bonded to the matrix which allows to analyze composites with interphases using techniques devised for problems without interphases. From the mechanical viewpoint, definition of the equivalent inhomogeneity is based on Hill’s energy equivalence principle, applied to the problem consisting only of the original inhomogeneity and its interphase. It is more general than the definitions proposed in the past in that, conceptually and practically, it allows to consider inhomogeneities of various shapes and various models of interphases. This is illustrated considering spherical particles with two models of interphases, Gurtin-Murdoch material surface model and spring layer model. The resulting equivalent inhomogeneities are subsequently used to determine effective thermo-elastic properties of randomly distributed particulate composites. The effective stiffness tensor and coefficient of thermal extension of the material with so defined equivalent inhomogeneities are determined by the method of conditional moments. Closed-form expressions for the effective thermo-elastic parameters of a composite consisting of a matrix and randomly distributed spherical inhomogeneities are derived for the bulk and the shear moduli as well as for the coefficient of thermal expansion. Dependence of the effective parameters on the interphase properties is included in the resulting expressions, exhibiting analytically the nature of the size-effects in nanomaterials. As a numerical example, the epoxy matrix with randomly distributed spherical glass particles is investigated. The dependence of the effective bulk and shear moduli, as well as of the effective thermal expansion coefficient on the particle volume fraction (for different radii of nanoparticles) and on the radius of nanoparticle (for fixed volume fraction of nanoparticles) for different interphase models are compared to and discussed in the context of other theoretical predictions. Possible applications of the proposed approach to short-fiber composites with various types of interphases are discussed.

Keywords: effective properties, energy equivalence, Gurtin-Murdoch surface model, interphase, random composites, spherical equivalent inhomogeneity, spring layer model

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1130 Covariate-Adjusted Response-Adaptive Designs for Semi-Parametric Survival Responses

Authors: Ayon Mukherjee

Abstract:

Covariate-adjusted response-adaptive (CARA) designs use the available responses to skew the treatment allocation in a clinical trial in towards treatment found at an interim stage to be best for a given patient's covariate profile. Extensive research has been done on various aspects of CARA designs with the patient responses assumed to follow a parametric model. However, ranges of application for such designs are limited in real-life clinical trials where the responses infrequently fit a certain parametric form. On the other hand, robust estimates for the covariate-adjusted treatment effects are obtained from the parametric assumption. To balance these two requirements, designs are developed which are free from distributional assumptions about the survival responses, relying only on the assumption of proportional hazards for the two treatment arms. The proposed designs are developed by deriving two types of optimum allocation designs, and also by using a distribution function to link the past allocation, covariate and response histories to the present allocation. The optimal designs are based on biased coin procedures, with a bias towards the better treatment arm. These are the doubly-adaptive biased coin design (DBCD) and the efficient randomized adaptive design (ERADE). The treatment allocation proportions for these designs converge to the expected target values, which are functions of the Cox regression coefficients that are estimated sequentially. These expected target values are derived based on constrained optimization problems and are updated as information accrues with sequential arrival of patients. The design based on the link function is derived using the distribution function of a probit model whose parameters are adjusted based on the covariate profile of the incoming patient. To apply such designs, the treatment allocation probabilities are sequentially modified based on the treatment allocation history, response history, previous patients’ covariates and also the covariates of the incoming patient. Given these information, an expression is obtained for the conditional probability of a patient allocation to a treatment arm. Based on simulation studies, it is found that the ERADE is preferable to the DBCD when the main aim is to minimize the variance of the observed allocation proportion and to maximize the power of the Wald test for a treatment difference. However, the former procedure being discrete tends to be slower in converging towards the expected target allocation proportion. The link function based design achieves the highest skewness of patient allocation to the best treatment arm and thus ethically is the best design. Other comparative merits of the proposed designs have been highlighted and their preferred areas of application are discussed. It is concluded that the proposed CARA designs can be considered as suitable alternatives to the traditional balanced randomization designs in survival trials in terms of the power of the Wald test, provided that response data are available during the recruitment phase of the trial to enable adaptations to the designs. Moreover, the proposed designs enable more patients to get treated with the better treatment during the trial thus making the designs more ethically attractive to the patients. An existing clinical trial has been redesigned using these methods.

Keywords: censored response, Cox regression, efficiency, ethics, optimal allocation, power, variability

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1129 Investigating Real Ship Accidents with Descriptive Analysis in Turkey

Authors: İsmail Karaca, Ömer Söner

Abstract:

The use of advanced methods has been increasing day by day in the maritime sector, which is one of the sectors least affected by the COVID-19 pandemic. It is aimed to minimize accidents, especially by using advanced methods in the investigation of marine accidents. This research aimed to conduct an exploratory statistical analysis of particular ship accidents in the Transport Safety Investigation Center of Turkey database. 46 ship accidents, which occurred between 2010-2018, have been selected from the database. In addition to the availability of a reliable and comprehensive database, taking advantage of the robust statistical models for investigation is critical to improving the safety of ships. Thus, descriptive analysis has been used in the research to identify causes and conditional factors related to different types of ship accidents. The research outcomes underline the fact that environmental factors and day and night ratio have great influence on ship safety.

Keywords: descriptive analysis, maritime industry, maritime safety, ship accident statistics

Procedia PDF Downloads 119