Search results for: generalized onsager and carrier-Maslen model

Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

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This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

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Authors: Michael Anton Kraus, Miriam Schuster, Geralt Siebert, Jens Schneider

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Polymers increasingly gained interest in construction materials over the last years in civil engineering applications. As polymeric materials typically show time- and temperature dependent material behavior, which is accounted for in the context of the theory of linear viscoelasticity. Within the context of this paper, the authors show, that some polymeric interlayers for laminated glass can not be considered as thermorheologically simple as they do not follow a simple TTSP, thus a methodology of identifying the thermorheologically complex constitutive bahavioir is needed. ‘Dynamical-Mechanical-Thermal-Analysis’ (DMTA) in tensile and shear mode as well as ‘Differential Scanning Caliometry’ (DSC) tests are carried out on the interlayer material ‘Ethylene-vinyl acetate’ (EVA). A navoel Bayesian framework for the Master Curving Process as well as the detection and parameter identification of the TTSPs along with their associated Prony-series is derived and applied to the EVA material data. To our best knowledge, this is the first time, an uncertainty quantification of the Prony-series in a Bayesian context is shown. Within this paper, we could successfully apply the derived Bayesian methodology to the EVA material data to gather meaningful Master Curves and TTSPs. Uncertainties occurring in this process can be well quantified. We found, that EVA needs two TTSPs with two associated Generalized Maxwell Models. As the methodology is kept general, the derived framework could be also applied to other thermorheologically complex polymers for parameter identification purposes.

Keywords: bayesian parameter identification, generalized Maxwell model, linear viscoelasticity, thermorheological complex

Procedia PDF Downloads 263

Authors: Milica Ž. Karadžić, Lidija R. Jevrić, Sanja Podunavac-Kuzmanović, Strahinja Z. Kovačević, Anamarija I. Mandić, Katarina Penov-Gaši, Andrea R. Nikolić, Aleksandar M. Oklješa

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This study considered selection of the in silico molecular descriptors and the models for newly synthesized steroid derivatives description and their characterization using chemometric techniques. Multiple linear regression (MLR) models were established and gave the best molecular descriptors for quantitative structure-retention relationship (QSRR) modeling of the retention of the investigated molecules. MLR models were without multicollinearity among the selected molecular descriptors according to the variance inflation factor (VIF) values. Used molecular descriptors were ranked using generalized pair correlation method (GPCM). In this method, the significant difference between independent variables can be noticed regardless almost equal correlation between dependent variable. Generated MLR models were statistically and cross-validated and the best models were kept. Models were ranked using sum of ranking differences (SRD) method. According to this method, the most consistent QSRR model can be found and similarity or dissimilarity between the models could be noticed. In this study, SRD was performed using average values of experimentally observed data as a golden standard. Chemometric analysis was conducted in order to characterize newly synthesized steroid derivatives for further investigation regarding their potential biological activity and further synthesis. This article is based upon work from COST Action (CM1105), supported by COST (European Cooperation in Science and Technology).

Keywords: generalized pair correlation method, molecular descriptors, regression analysis, steroids, sum of ranking differences

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Authors: I. Toumi, Y. Abed, A. Bouafia

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This paper presents a methodology for identifying the cohesive soil parameters that takes into account different constitutive equations. The procedure, applied to identify the parameters of generalized Prager model associated to the Drucker & Prager failure criterion from a pressuremeter expansion curve, is based on an inverse analysis approach, which consists of minimizing the function representing the difference between the experimental curve and the simulated curve using a simplex algorithm. The model response on pressuremeter path and its identification from experimental data lead to the determination of the friction angle, the cohesion and the Young modulus. Some parameters effects on the simulated curves and stresses path around pressuremeter probe are presented. Comparisons between the parameters determined with the proposed method and those obtained by other means are also presented.

Keywords: cohesive soils, cavity expansion, pressuremeter test, finite element method, optimization procedure, simplex algorithm

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Authors: Saba Riaz, Syed A. Hussain

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This paper is addressing the estimation method of the unknown population variance of the variable of interest. A new generalized class of estimators of the finite population variance has been suggested using the auxiliary information. To improve the precision of the proposed class, known population variance of the auxiliary variable has been used. Mathematical expressions for the biases and the asymptotic variances of the suggested class are derived under large sample approximation. Theoretical and numerical comparisons are made to investigate the performances of the proposed class of estimators. The empirical study reveals that the suggested class of estimators performs better than the usual estimator, classical ratio estimator, classical product estimator and classical linear regression estimator. It has also been found that the suggested class of estimators is also more efficient than some recently published estimators.

Keywords: study variable, auxiliary variable, finite population variance, bias, asymptotic variance, percent relative efficiency

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Authors: Olga I. Moskalenko, Vladislav A. Khanadeev, Anastasya D. Koloskova, Alexey A. Koronovskii, Anatoly A. Pivovarov

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Generalized synchronization is one of the most intricate phenomena in nonlinear science. It can be observed both in systems with a unidirectional and mutual type of coupling including the complex networks. Such a phenomenon has a number of practical applications, for example, for the secure information transmission through the communication channel with a high level of noise. Known methods for the secure information transmission needs in the increase of the privacy of data transmission that arises a question about the observation of such phenomenon in systems with a complex topology of chaotic attractor possessing two or more positive Lyapunov exponents. The present report is devoted to the study of such phenomenon in two unidirectionally and mutually coupled dynamical systems being in chaotic (with one positive Lyapunov exponent) and hyperchaotic (with two or more positive Lyapunov exponents) regimes, respectively. As the systems under study, we have used two mutually coupled modified Lorenz oscillators and two unidirectionally coupled time-delayed generators. We have shown that in both cases the generalized synchronization regime can be detected by means of the calculation of Lyapunov exponents and phase tube approach whereas due to the complex topology of attractor the nearest neighbor method is misleading. Moreover, the auxiliary system approaches being the standard method for the synchronous regime observation, for the mutual type of coupling results in incorrect results. To calculate the Lyapunov exponents in time-delayed systems we have proposed an approach based on the modification of Gram-Schmidt orthogonalization procedure in the context of the time-delayed system. We have studied in detail the mechanisms resulting in the generalized synchronization regime onset paying a great attention to the field where one positive Lyapunov exponent has already been become negative whereas the second one is a positive yet. We have found the intermittency here and studied its characteristics. To detect the laminar phase lengths the method based on a calculation of local Lyapunov exponents has been proposed. The efficiency of the method has been verified using the example of two unidirectionally coupled Rössler systems being in the band chaos regime. We have revealed the main characteristics of intermittency, i.e. the distribution of the laminar phase lengths and dependence of the mean length of the laminar phases on the criticality parameter, for all systems studied in the report. This work has been supported by the Russian President's Council grant for the state support of young Russian scientists (project MK-531.2018.2).

Keywords: complex topology of attractor, generalized synchronization, hyperchaos, Lyapunov exponents

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Authors: Mihai Rebenciuc, Simona Mihaela Bibic

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Branch of modern mathematics, graphs represent instruments for optimization and solving practical applications in various fields such as economic networks, engineering, network optimization, the geometry of social action, generally, complex systems including contemporary urban problems (path or transport efficiencies, biourbanism, & c.). In this paper is studied the interconnection of some urban network, which can lead to a simulation problem of a digraph through another digraph. The simulation is made univoc or more general multivoc. The concepts of fragment and atom are very useful in the study of connectivity in the digraph that is simulation - including an alternative evaluation of k- connectivity. Rough set approach in (bi)digraph which is proposed in premier in this paper contribute to improved significantly the evaluation of k-connectivity. This rough set approach is based on generalized rough sets - basic facts are presented in this paper.

Keywords: (bi)digraphs, rough set theory, systems of interacting agents, complex systems

Procedia PDF Downloads 243

Authors: Gholamreza Ghodrati Amiri, Mojtaba Jafarian Abyaneh, Ali Zare Hosseinzadeh

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This paper presents an effective model updating strategy for damage localization and quantification in frames by defining damage detection problem as an optimization issue. A generalized version of the Modal Residual Force (MRF) is employed for presenting a new damage-sensitive cost function. Then, Grey Wolf Optimization (GWO) algorithm is utilized for solving suggested inverse problem and the global extremums are reported as damage detection results. The applicability of the presented method is investigated by studying different damage patterns on the benchmark problem of the IASC-ASCE, as well as a planar shear frame structure. The obtained results emphasize good performance of the method not only in free-noise cases, but also when the input data are contaminated with different levels of noises.

Keywords: frame, grey wolf optimization algorithm, modal residual force, structural damage detection

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Authors: R. Pilafkan, M. Kaffash Irzarahimi, S. F. Asbaghian Namin

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The biaxial buckling behavior of single-layered graphene sheets (SLGSs) is studied in the present work. To consider the size-effects in the analysis, Eringen’s nonlocal elasticity equations are incorporated into classical plate theory (CLPT). A Generalized Differential Quadrature Method (GDQM) approach is utilized and numerical solutions for the critical buckling loads are obtained. Then, molecular dynamics (MD) simulations are performed for a series of zigzag SLGSs with different side-lengths and with various boundary conditions, the results of which are matched with those obtained by the nonlocal plate model to numerical the appropriate values of nonlocal parameter relevant to each type of boundary conditions.

Keywords: biaxial buckling, single-layered graphene sheets, nonlocal elasticity, molecular dynamics simulation, classical plate theory

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Authors: Sergio Haram Sarmiento, Arcady Ponosov

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Based on appropriate multivariate statistical methodology, we suggest a generic framework for efficient parameter estimation for ordinary differential equations and the corresponding nonlinear models. In this framework classical linear regression strategies is refined into a nonlinear regression by a locally linear modelling technique (known as metamodelling). The approach identifies those latent variables of the given model that accumulate most information about it among all approximations of the same dimension. The method is applied to several benchmark problems, in particular, to the so-called ”power-law systems”, being non-linear differential equations typically used in Biochemical System Theory.

Keywords: principal component analysis, generalized law of mass action, parameter estimation, metamodels

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Authors: Yulong Wang, Yuan Yan Tang, Cuiming Zou, Lina Yang

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This paper presents a novel sparse representation method for robust pattern classification. Generalized orthogonal matching pursuit (GOMP) is a recently proposed efficient sparse representation technique. However, GOMP adopts the mean square error (MSE) criterion and assign the same weights to all measurements, including both severely and slightly corrupted ones. To reduce the limitation, we propose an information-theoretic GOMP (ITGOMP) method by exploiting the correntropy induced metric. The results show that ITGOMP can adaptively assign small weights on severely contaminated measurements and large weights on clean ones, respectively. An ITGOMP based classifier is further developed for robust pattern classification. The experiments on public real datasets demonstrate the efficacy of the proposed approach.

Keywords: correntropy induced metric, matching pursuit, pattern classification, sparse representation

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Authors: M. H. Kazemi, D. Salac

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A semi-implicit phase field method for droplet evolution is proposed. Using the phase field Cahn-Hilliard equation, we are able to track the interface in multiphase flow. The idea of a semi-implicit finite difference scheme is reviewed and employed to solve two nonlinear equations, including the Navier-Stokes and the Cahn-Hilliard equations. The use of a semi-implicit method allows us to have larger time steps compared to explicit schemes. The governing equations are coupled and then solved by a GMRES solver (generalized minimal residual method) using modified Gram-Schmidt orthogonalization. To show the validity of the method, we apply the method to the simulation of a rising droplet, a leaky dielectric drop and the coalescence of drops. The numerical solutions to the phase field model match well with existing solutions over a defined range of variables.

Keywords: coalescence, leaky dielectric, numerical method, phase field, rising droplet, semi-implicit method

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Authors: Roshanak Afrakhteh, Abdolrasoul Salman Mahini, Mahdi Motagh, Hamidreza Kamyab

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Urban Heat Islands (UHIs) are distinctive urban areas characterized by densely populated central cores surrounded by less densely populated peripheral lands. These areas experience elevated temperatures, primarily due to impermeable surfaces and specific land use patterns. The consequences of these temperature variations are far-reaching, impacting the environment and society negatively, leading to increased energy consumption, air pollution, and public health concerns. This paper emphasizes the need for simplified approaches to comprehend UHI temperature dynamics and explains how urban development patterns contribute to land surface temperature variation. To illustrate this relationship, the study focuses on the Guilan Plain, utilizing techniques like principal component analysis and generalized additive models. The research centered on mapping land use and land surface temperature in the low-lying area of Guilan province. Satellite data from Landsat sensors for three different time periods (2002, 2012, and 2021) were employed. Using eCognition software, a spatial unit known as a "city block" was utilized through object-based analysis. The study also applied the normalized difference vegetation index (NDVI) method to estimate land surface radiance. Predictive variables for urban land surface temperature within residential city blocks were identified categorized as intrinsic (related to the block's structure) and neighboring (related to adjacent blocks) variables. Principal Component Analysis (PCA) was used to select significant variables, and a Generalized Additive Model (GAM) approach, implemented using R's mgcv package, modeled the relationship between urban land surface temperature and predictor variables.Notable findings included variations in urban temperature across different years attributed to environmental and climatic factors. Block size, shared boundary, mother polygon area, and perimeter-to-area ratio were identified as main variables for the generalized additive regression model. This model showed non-linear relationships, with block size, shared boundary, and mother polygon area positively correlated with temperature, while the perimeter-to-area ratio displayed a negative trend. The discussion highlights the challenges of predicting urban surface temperature and the significance of block size in determining urban temperature patterns. It also underscores the importance of spatial configuration and unit structure in shaping urban temperature patterns. In conclusion, this study contributes to the growing body of research on the connection between land use patterns and urban surface temperature. Block size, along with block dispersion and aggregation, emerged as key factors influencing urban surface temperature in residential areas. The proposed methodology enhances our understanding of parameter significance in shaping urban temperature patterns across various regions, particularly in Iran.

Keywords: urban heat island, land surface temperature, LST modeling, GAM, Gilan province

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Authors: Jose Juan Peña, J. Morales, J. García-Ravelo

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In the search of potential models applied in the theoretical treatment of diatomic molecules, some of them have been constructed by using standard hyperbolic functions as well as from the so-called q-deformed hyperbolic functions (sc q-dhf) for displacing and modifying the shape of the potential under study. In order to transcend the scope of hyperbolic functions, in this work, a kind of generalized q-deformed hyperbolic functions (g q-dhf) is presented. By a suitable transformation, through the q deformation parameter, it is shown that these g q-dhf can be expressed in terms of their corresponding standard ones besides they can be reduced to the sc q-dhf. As a useful application of the proposed approach, and considering a class of exactly solvable multi-parameter exponential-type potentials, some new q-deformed quantum interactions models that can be used as interesting alternative in quantum physics and quantum states are presented. Furthermore, due that quantum potential models are conditioned on the q-dependence of the parameters that characterize to the exponential-type potentials, it is shown that many specific cases of q-deformed potentials are obtained as particular cases from the proposal.

Keywords: diatomic molecules, exponential-type potentials, hyperbolic functions, q-deformed potentials

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Authors: Milica Karadzic, Lidija Jevric, Sanja Podunavac-Kuzmanovic, Strahinja Kovacevic, Aleksandra Tepic-Horecki, Zdravko Sumic

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In this paper, the influence of six different phytochemical content (phenols, carotenoids, chlorophyll a, chlorophyll b, chlorophyll a + b and vitamin C) on antioxidant potential of Murai and Levistro lettuce varieties was evaluated. Variable selection was made by generalized pair correlation method (GPCM) as a novel ranking method. This method is used for the discrimination between two variables that almost equal correlate to a dependent variable. Fisher’s conditional exact and McNemar’s test were carried out. Established multiple linear (MLR) models were statistically evaluated. As the best phytochemicals for the antioxidant potential prediction, chlorophyll a, chlorophyll a + b and total carotenoids content stand out. This was confirmed through both GPCM and MLR, predictive ability of obtained MLR can be used for antioxidant potential estimation for similar lettuce samples. This article is based upon work from the project of the Provincial Secretariat for Science and Technological Development of Vojvodina (No. 114-451-347/2015-02).

Keywords: antioxidant activity, generalized pair correlation method, lettuce, regression analysis

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

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In this paper, we consider stochastic queueing models for Steady-state behavior of a multi-phase M/M/1 queue in random evolution subject to catastrophe failure. The arrival flow of customers is described by a marked Markovian arrival process. The service times of different type customers have a phase-type distribution with different parameters. To facilitate the investigation of the system we use a generalized phase-type service time distribution. This model contains a repair state, when a catastrophe occurs the system is transferred to the failure state. The paper focuses on the steady-state equation, and observes that, the steady-state behavior of the underlying queueing model along with the average queue size is analyzed.

Keywords: M/G/1 queuing system, multi-phase, random evolution, steady-state equation, catastrophe failure

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Authors: Pan Long, Bi Dongjie, Li Xifeng, Xie Yongle

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The near-field synthetic aperture radar (SAR) imaging is an advanced nondestructive testing and evaluation (NDT&E) technique. This paper investigates the complex-valued signal processing related to the near-field SAR imaging system, where the measurement data turns out to be noncircular and improper, meaning that the complex-valued data is correlated to its complex conjugate. Furthermore, we discover that the degree of impropriety of the measurement data and that of the target image can be highly correlated in near-field SAR imaging. Based on these observations, A modified generalized sparse Bayesian learning algorithm is proposed, taking impropriety and noncircularity into account. Numerical results show that the proposed algorithm provides performance gain, with the help of noncircular assumption on the signals.

Keywords: complex-valued signal processing, synthetic aperture radar, 2-D radar imaging, compressive sensing, sparse Bayesian learning

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Authors: Adel Bougamouza, Boualam Remini, Abd El Hadi Ammari, Feteh Sakhraoui

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The assessment of sediments being carried by a river is importance for planning and designing of various water resources projects. In this study, Artificial Neural Network Techniques are used to estimate the daily suspended sediment concentration for the corresponding daily discharge flow in the upstream of Foum El Gherza dam, Biskra, Algeria. The FFNN, GRNN, and RBNN models are established for estimating current suspended sediment values. Some statistics involving RMSE and R2 were used to evaluate the performance of applied models. The comparison of three AI models showed that the RBNN model performed better than the FFNN and GRNN models with R2 = 0.967 and RMSE= 5.313 mg/l. Therefore, the ANN model had capability to improve nonlinear relationships between discharge flow and suspended sediment with reasonable precision.

Keywords: artificial neural network, Oued Abiod watershed, feedforward network, generalized regression network, radial basis network, sediment concentration

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Authors: Entisar A. Elgmati

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Recurrent infant diarrhea is studied using daily data collected in Salvador, Brazil over one year and three months. A logistic regression model is fitted instead of Aalen's additive model using the same covariates that were used in the analysis with the additive model. The model gives reasonably similar results to that using additive regression model. In addition, the problem with the estimated conditional probabilities not being constrained between zero and one in additive model is solved here. Also martingale residuals that have been used to judge the goodness of fit for the additive model are shown to be useful for judging the goodness of fit of the logistic model.

Keywords: additive model, cumulative probabilities, infant diarrhoea, recurrent event

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Authors: D. Srinivasacharya, Nidhi Humnekar

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The goal of this research is to numerically investigate the convection of nanofluid flow in an inclined porous channel. Brownian motion and thermophoresis effects are accounted for by nanofluid. In addition, the flow in the porous region governs Brinkman’s equation. The perturbed state of the generalized eigenvalue problem is obtained using normal mode analysis, and Chebyshev spectral collocation was used to solve this problem. For various values of the governing parameters, the critical wavenumber and critical Rayleigh number are calculated, and preferred modes are identified.

Keywords: Brinkman model, inclined channel, nanofluid, linear stability, porous media

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Authors: Soroush Hooshyar, Mohamadali Masoudian, Natalie Germann

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Many soft materials such as polymer solutions can develop localized bands with different shear rates, which are known as shear bands. Using the generalized bracket approach of nonequilibrium thermodynamics, we recently developed a new two-fluid model to study shear banding for semi-dilute polymer solutions. The two-fluid approach is an appropriate means for describing diffusion processes such as Fickian diffusion and stress-induced migration. In this approach, it is assumed that the local gradients in concentration and, if accounted for, also stress generate a nontrivial velocity difference between the components. Since the differential velocity is treated as a state variable in our model, the implementation of the boundary conditions arising from the derivative diffusive terms is straightforward. Our model is a good candidate for benchmark simulations because of its simplicity. We analyzed its behavior in cylindrical Couette flow, a rectilinear channel flow, and a 4:1 planar contraction flow. The latter problem was solved using the OpenFOAM finite volume package and the impact of shear banding on the lip and salient vortices was investigated. For the other smooth geometries, we employed a standard Chebyshev pseudospectral collocation method. The results showed that the steady-state solution is unique with respect to initial conditions, deformation history, and the value of the diffusivity constant. However, smaller the value of the diffusivity constant is, the more time it takes to reach the steady state.

Keywords: nonequilibrium thermodynamics, planar contraction, polymer solutions, shear banding, two-fluid approach

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Authors: Heba Esaily, Rawhia Eledl, Daila Aboelela, Rasha Noreldin

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Objective: Assess serum level of Transforming growth factor beta 2 (TGF-β2) and Matrilin-3 (MATN3) SNP6 polymorphism in osteoarthritic patients Background: Osteoarthritis (OA) is a musculoskeletal disease characterized by pain and joint stiffness. TGF-β 2 is involved in chondrogenesis and osteogenesis, It has found that MATN3 gene and protein expression was correlated with the extent of tissue damage in OA. Findings suggest that regulation of MATN3 expression is essential for maintenance of the cartilage extracellular matrix microenvironment Subjects and Methods: 72 cases of primary OA (56 with knee OA and 16 with generalized OA were compared with that of 18 healthy controls. Radiographs were scored with the Kellgren-Lawrence scale. Serum TGF-β2 was measured by using (ELISA), levels of marker were correlated to radiographic grading of disease and MATN3 SNP6 polymorphism was determined by (PCR-RFLP). Results: MATN3 SNP6 polymorphism and serum level of TGF-β2 were higher in OA compared with controls. Genotype, NN and N allele frequency were higher in patients with OA compared with controls. NN genotype and N allele frequency were higher in knee osteoarthritis than generalized OA. Significant positive correlation between level of TGFβ2 and radiographic grading in group with knee OA, but no correlation between serum level of TGFβ2 and radiographic grading in generalized OA. Conclusion: MATN3 SNP6 polymorphism and TGF-β2 implicated in the pathogenesis of osteoarthritis. Association of N/N genotype with primary osteoarthritis emphasizes on the need for prospective study include larger sample size to confirm the results of the present study.

Keywords: Matrilin-3, transforming growth factor beta 2, primary osteoarthritis, knee osteoarthritis

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Authors: M. A. Ansari, A. Hussain, A. Uddin

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A side weir is a flow diversion structure provided in the side wall of a channel to divert water from the main channel to a branch channel. The trapezoidal labyrinth weir is a special type of weir in which crest length of the weir is increased to pass higher discharge. Experimental and numerical studies related to the coefficient of discharge of trapezoidal labyrinth weir in an open channel have been presented in the present study. Group Method of Data Handling (GMDH) with the transfer function of quadratic polynomial has been used to predict the coefficient of discharge for the side trapezoidal labyrinth weir. A new model is developed for coefficient of discharge of labyrinth weir by regression method. Generalized models for predicting the coefficient of discharge for labyrinth weir using Group Method of Data Handling (GMDH) network have also been developed. The prediction based on GMDH model is more satisfactory than those given by traditional regression equations.

Keywords: discharge coefficient, group method of data handling, open channel, side labyrinth weir

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Authors: Michalis Linardakis, Vasilis Grammatikopoulos, Athanasios Gregoriadis, Kalliopi Trouli

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Discrete choice models belong to the family of Conjoint analysis that are applied on the preferences of the respondents towards a set of scenarios that describe alternative choices. The scenarios have been pre-designed to cover all the attributes of the alternatives that may affect the choices. In this study, we examine how preschool educators integrate physical activities into their everyday teaching practices through the use of discrete choice models. One of the advantages of discrete choice models compared to other more traditional data collection methods (e.g. questionnaires and interviews that use ratings) is that the respondent is called to select among competitive and realistic alternatives, rather than objectively rate each attribute that the alternatives may have. We present the effort to construct and choose representative attributes that would cover all possible choices of the respondents, and the scenarios that have arisen. For the purposes of the study, we used a sample of 50 preschool educators in Greece that responded to 4 scenarios (from the total of 16 scenarios that the orthogonal design resulted), with each scenario having three alternative teaching practices. Seven attributes of the alternatives were used in the scenarios. For the analysis of the data, we used multinomial logit model with random effects, multinomial probit model and generalized mixed logit model. The conclusions drawn from the estimated parameters of the models are discussed.

Keywords: conjoint analysis, discrete choice models, educational data, multivariate statistical analysis

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Authors: Lina Wu, Ye Li

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An equivalent relation between a harmonic form and a closed co-closed form is established on a complete non-compact manifold. This equivalence has been generalized for a differential k-form ω from Lq spaces to non-Lq spaces when q=2 in the context of p-balanced growth where p=2. Especially for a simple differential k-form on a complete non-compact manifold, the equivalent relation has been verified with the extended scope of q for from finite q-energy in Lq spaces to infinite q-energy in non-Lq spaces when with 2-balanced growth. Generalized Hadamard Theorem, Cauchy-Schwarz Inequality, and Calculus skills including Integration by Parts as well as Convergent Series have been applied as estimation techniques to evaluate growth rates for a differential form. In particular, energy growth rates as indicated by an appropriate power range in a selected test function lead to a balance between a harmonic differential form and a closed co-closed differential form. Research ideas and computational methods in this paper could provide an innovative way in the study of broadening Lq spaces to non-Lq spaces with a wide variety of infinite energy growth for a differential form.

Keywords: closed forms, co-closed forms, harmonic forms, L^q spaces, p-balanced growth, simple differential k-forms

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Authors: A. D. Zikiryahodjaev, L. V. Bolotina, A. S. Sukhotko

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Purpose. To evaluate the expediency and timeliness of performance of surgical treatment as a component of multi-therapy treatment of patients with stage IV breast cancers. Materials and Methods. This investigation comparatively analyzed the results of complex treatment with or without surgery in patients with metastatic breast cancer. We analyzed retrospectively treatment experience of 196 patients with generalized breast cancer in the department of oncology and breast reconstructive surgery of P.A. Herzen Moscow Cancer Research Institute from 2000 to 2012. The average age was (58±1,1) years. Invasive ductul carcinoma was verified in128 patients (65,3%), invasive lobular carcinoma-33 (16,8%), complex form - 19 (9,7%). Complex palliative care involving drug and radiation therapies was performed in two patient groups. The first group includes 124 patients who underwent surgical intervention as complex treatment, the second group includes 72 patients with only medical therapy. Standard systemic therapy was given to all patients. Results. Overall, 3-and 5-year survival in fist group was 43,8 and 21%, in second - 15,1 and 9,3% respectively [p=0,00002 log-rank]. Median survival in patients with surgical treatment composed 32 months, in patients with only systemic therapy-21. The factors having influencing an influence on the prognosis and the quality of life outcomes for of patients with generalized breast cancer were are also studied: hormone-dependent tumor, Her2/neu hyper-expression, reproductive function status (age, menopause existence). Conclusion.Removing primary breast tumor in patients with generalized breast cancer improve long-term outcomes. Three- and five-year survival increased by 28,7 and 16,3% respectively, and median survival–for 11 months. These patients may benefit from resection of the breast tumor. One explanation for the effect of this resection is that reducing the tumor load influences metastatic growth.

Keywords: breast cancer, combination therapy, factors of prognosis, primary tumor

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Authors: R. Vigneswaran, S. Thilakanathan

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Variable time-stepping algorithms for solving dynamical systems performed poorly for long time computations which pass close to a fixed point. To overcome this difficulty, several authors considered phase space error controls for numerical simulation of dynamical systems. In one generalized phase space error control, a step-size selection scheme was proposed, which allows this error control to be incorporated into the standard adaptive algorithm as an extra constraint at negligible extra computational cost. For this generalized error control, it was already analyzed the forward Euler method applied to the linear system whose coefficient matrix has real and negative eigenvalues. In this paper, this result was extended to the linear system whose coefficient matrix has complex eigenvalues with negative real parts. Some theoretical results were obtained and numerical experiments were carried out to support the theoretical results.

Keywords: adaptivity, fixed point, long time simulations, stability, linear system

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Authors: Abhijith Asok

Abstract:

This paper presents a generalized approach for the simple linear data transformation, Y=bX, through an integration of multidimensional coordinate geometry, vector space theory and polygonal geometry. The scaling is performed by adding an additional ’Dummy Dimension’ to the n-dimensional data, which helps plot two dimensional component-wise straight lines on pairs of dimensions. The end result is a set of scaled extensions of observations in any of the 2n spatial divisions, where n is the total number of applicable dimensions/dataset variables, created by shifting the n-dimensional plane along the ’Dummy Axis’. The derived scaling factor was found to be dependent on the coordinates of the common point of origin for diverging straight lines and the plane of extension, chosen on and perpendicular to the ’Dummy Axis’, respectively. This result indicates the geometrical interpretation of a linear data transformation and hence, opportunities for a more informed choice of the factor ’b’, based on a better choice of these coordinate values. The paper follows on to identify the effect of this transformation on certain popular distance metrics, wherein for many, the distance metric retained the same scaling factor as that of the features.

Keywords: data transformation, dummy dimension, linear transformation, scaling

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Authors: Godwin Chigozie Okpara

Abstract:

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: V. Mantey, N. Findlay, I. Maddox

Abstract:

The quality and quantity of global satellite data have been increasing exponentially in recent years as spaceborne systems become more affordable and the sensors themselves become more sophisticated. This is a valuable resource for many applications, including disaster management and relief. However, while more information can be valuable, the volume of data available is impossible to manually examine. Therefore, the question becomes how to extract as much information as possible from the data with limited manpower. Buildings are a key feature of interest in satellite imagery with applications including telecommunications, population models, and disaster relief. Machine learning tools are fast becoming one of the key resources to solve this problem, and models have been developed to detect buildings in optical satellite imagery. However, by and large, most models focus on affluent regions where buildings are generally larger and constructed further apart. This work is focused on the more difficult problem of detection in populated regions. The primary challenge with detecting small buildings in densely populated regions is both the spatial and spectral resolution of the optical sensor. Densely packed buildings with similar construction materials will be difficult to separate due to a similarity in color and because the physical separation between structures is either non-existent or smaller than the spatial resolution. This study finds that training models until they are overfitting the input sample can perform better in these areas than a more robust, generalized model. An overfitted model takes less time to fine-tune from a generalized pre-trained model and requires fewer input data. The model developed for this study has also been fine-tuned using existing, open-source, building vector datasets. This is particularly valuable in the context of disaster relief, where information is required in a very short time span. Leveraging existing datasets means that little to no manpower or time is required to collect data in the region of interest. The training period itself is also shorter for smaller datasets. Requiring less data means that only a few quality areas are necessary, and so any weaknesses or underpopulated regions in the data can be skipped over in favor of areas with higher quality vectors. In this study, a landcover classification model was developed in conjunction with the building detection tool to provide a secondary source to quality check the detected buildings. This has greatly reduced the false positive rate. The proposed methodologies have been implemented and integrated into a configurable production environment and have been employed for a number of large-scale commercial projects, including continent-wide DEM production, where the extracted building footprints are being used to enhance digital elevation models. Overfitted machine learning models are often considered too specific to have any predictive capacity. However, this study demonstrates that, in cases where input data is scarce, overfitted models can be judiciously applied to solve time-sensitive problems.

Keywords: building detection, disaster relief, mask-RCNN, satellite mapping

Procedia PDF Downloads 169