Search results for: stochastic errors

Authors: Ali Vaezi, Jyotirmoy Dalal, Manish Verma

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The railroad is one of the primary transportation modes for hazardous materials (hazmat) shipments in North America. Installing an emergency response network capable of providing a commensurate response is one of the primary levers to contain (or mitigate) the adverse consequences from rail hazmat incidents. To this end, we propose a two-stage stochastic program to determine the location of and equipment packages to be stockpiled at each response facility. The raw input data collected from publicly available reports were processed, fed into the proposed optimization program, and then tested on a realistic railroad network in Ontario (Canada). From the resulting analyses, we conclude that the decisions based only on empirical datasets would undermine the effectiveness of the resulting network; coverage can be improved by redistributing equipment in the network, purchasing equipment with higher containment capacity, and making use of a disutility multiplier factor.

Keywords: hazmat, rail network, stochastic programming, emergency response

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Authors: Shahadut Hossain

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Measurement errors in continuous covariates and/or misclassifications in categorical covariates are common in epidemiological studies. Regression analysis ignoring such mismeasurements seriously biases the estimated main and interaction effects of covariates on the outcome of interest. Thus, adjustments for such mismeasurements are necessary. In this research, we propose a Bayesian parametric framework for eliminating deleterious impacts of covariate mismeasurements in logistic regression. The proposed adjustment method is unified and thus can be applied to any generalized linear and non-linear regression models. Furthermore, adjustment for covariate mismeasurements requires validation data usually in the form of either gold standard measurements or replicates of the mismeasured covariates on a subset of the study population. Initial investigation shows that adequacy of such adjustment depends on the sizes of main and validation samples, especially when prevalences of the categorical covariates are low. Thus, we investigate the impact of main and validation sample sizes on the adjusted estimates, and provide a general guideline about these sample sizes based on simulation studies.

Keywords: measurement errors, misclassification, mismeasurement, validation sample, Bayesian adjustment

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Authors: Gamal F.Attia

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The baselines are the distances and lengths of the chords between projections of the positions of the laser stations on the reference ellipsoid. For the satellite geodesy, it is very important to determine the optimal length of orbital arc along which laser measurements are to be carried out. It is clear that for the dynamical methods long arcs (one month or more) are to be used. According to which more errors of modeling of different physical forces such as earth's gravitational field, air drag, solar radiation pressure, and others that may influence the accuracy of the estimation of the satellites position, at the same time the measured errors con be almost completely excluded and high stability in determination of relative coordinate system can be achieved. It is possible to diminish the influence of the errors of modeling by using short-arcs of the satellite orbit (several revolutions or days), but the station's coordinates estimated by different arcs con differ from each other by a larger quantity than statistical zero. Under the semidynamical ‘short arc’ method one or several passes of the satellite in one of simultaneous visibility from both ends of the chord is known and the estimated parameter in this case is the length of the chord. The comparison of the same baselines calculated with long and short arcs methods shows a good agreement and even speaks in favor of the last one. In this paper the Short Arc technique has been explained and 3 baselines have been determined using the ‘short arc’ method.

Keywords: baselines, short arc, dynamical, gravitational field

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Authors: A. Harrouz, A. Benatiallah, O. Harrouz

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This paper presents the search for errors in the measurement instruments in a dynamic system of metering liquid or gas and sees the tolerance defined by the international standards and recommendations. We will implement a program on MATLAB/Simulink which is calculated based on the ISO-5167. This program will take the system parameters on considerations such as: the willingness plates, the size of the orifice, the given design conditions, reference conditions, find pressure drop for a given flow, or flow for a loss of given load. The results are considered very good and satisfactory because the errors identified of measuring instruments system are within the margin of error limit by the regulations.

Keywords: analyzing, control, gas, meters system

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Authors: Emmanuel Carlo Belara, Albert John Dela Merced, Mark Anthony Dominguez, Diomari Erasga, Jerome Ferrer, Bernard Ombrog

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Social distancing errors are a common prevalence between vaccinated and unvaccinated in the Filipino community. This study aims to identify and relate the factors on how they affect our daily lives. Observed factors include memory, attention, anxiety, decision-making, and stress. Upon applying the ergonomic tools and statistical treatment such as t-test and multiple linear regression, stress and attention turned out to have the most impact to the errors of social distancing.

Keywords: vaccinated, unvaccinated, socoal distancing, filipinos

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Authors: Mansour H. Alkmim, Adriano T. Fabro, Marcus V. G. De Morais

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In this paper, a global direct search optimization algorithm to reduce vibration of a tuned liquid column damper (TLCD), a class of passive structural control device, is presented. The objective is to find optimized parameters for the TLCD under stochastic load from different wind power spectral density. A verification is made considering the analytical solution of an undamped primary system under white noise excitation. Finally, a numerical example considering a simplified wind turbine model is given to illustrate the efficacy of the TLCD. Results from the random vibration analysis are shown for four types of random excitation wind model where the response PSDs obtained showed good vibration attenuation.

Keywords: generalized pattern search, parameter optimization, random vibration analysis, vibration suppression

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Authors: Michael Lousis

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This research study is concerned with learner’s errors on Arithmetic and Algebra. The data resulted from a broader international comparative research program called Kassel Project. However, its conceptualisation differed from and contrasted with that of the main program, which was mostly based on socio-demographic data. The way in which the research study was conducted, was not dependent on the researcher’s discretion, but was absolutely dictated by the nature of the problem under investigation. This is because the phenomenon of learners’ mathematical errors is due neither to the intentions of learners nor to institutional processes, rules and norms, nor to the educators’ intentions and goals; but rather to the way certain information is presented to learners and how their cognitive apparatus processes this information. Several approaches for the study of learners’ errors have been developed from the beginning of the 20th century, encompassing different belief systems. These approaches were based on the behaviourist theory, on the Piagetian- constructivist research framework, the perspective that followed the philosophy of science and the information-processing paradigm. The researcher of the present study was forced to disclose the learners’ course of thinking that led them in specific observable actions with the result of showing particular errors in specific problems, rather than analysing scripts with the students’ thoughts presented in a written form. This, in turn, entailed that the choice of methods would have to be appropriate and conducive to seeing and realising the learners’ errors from the perspective of the participants in the investigation. This particular fact determined important decisions to be made concerning the selection of an appropriate framework for analysing the mathematical errors and giving explanations. Thus the rejection of the belief systems concerning behaviourism, the Piagetian-constructivist, and philosophy of science perspectives took place, and the information-processing paradigm in conjunction with the philosophy of mind were adopted as a general account for the elaboration of data. This paper explains why these decisions were appropriate and beneficial for conducting the present study and for the establishment of the ensued thesis. Additionally, the reasons for the adoption of the information-processing paradigm in conjunction with the philosophy of mind give sound and legitimate bases for the development of future studies concerning mathematical error analysis are explained.

Keywords: advantages-disadvantages of theoretical prospects, behavioral prospect, critical evaluation of theoretical prospects, error analysis, information-processing paradigm, opting for the appropriate approach, philosophy of science prospect, Piagetian-constructivist research frameworks, review of research in mathematical errors

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Authors: Tefera Kebede Leyu

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The purpose of this study was to estimate the impact of LIVES project participation on the level of technical efficiency of farm households in three regions of Ethiopia. We used household-level data gathered by IRLI between February and April 2014 for the year 2013(retroactive). Data on 1,905 (754 intervention and 1, 151 control groups) sample households were analyzed using STATA software package version 14. Efforts were made to combine stochastic frontier modeling with impact evaluation methodology using the Heckman (1979) two-stage model to deal with possible selectivity bias arising from unobservable characteristics in the stochastic frontier model. Results indicate that farmers in the two groups are not efficient and operate below their potential frontiers i.e., there is a potential to increase crop productivity through efficiency improvements in both groups. In addition, the empirical results revealed selection bias in both groups of farmers confirming the justification for the use of selection bias corrected stochastic frontier model. It was also found that intervention farmers achieved higher technical efficiency scores than the control group of farmers. Furthermore, the selectivity bias-corrected model showed a different technical efficiency score for the intervention farmers while it more or less remained the same for that of control group farmers. However, the control group of farmers shows a higher dispersion as measured by the coefficient of variation compared to the intervention counterparts. Among the explanatory variables, the study found that farmer’s age (proxy to farm experience), land certification, frequency of visit to improved seed center, farmer’s education and row planting are important contributing factors for participation decisions and hence technical efficiency of farmers in the study areas. We recommend that policies targeting the design of development intervention programs in the agricultural sector focus more on providing farmers with on-farm visits by extension workers, provision of credit services, establishment of farmers’ training centers and adoption of modern farm technologies. Finally, we recommend further research to deal with this kind of methodological framework using a panel data set to test whether technical efficiency starts to increase or decrease with the length of time that farmers participate in development programs.

Keywords: impact evaluation, efficiency analysis and selection bias, stochastic frontier model, Heckman-two step

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Authors: Azizul Baten, Kamrul Hossain, Abdullah-Al-Zabir

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The objective of this study is to develop an appropriate stochastic frontier secondary schools efficiency model by ICT Intervention and to examine the impact of ICT challenges on secondary schools efficiency in the Sylhet division in Bangladesh using stochastic frontier analysis. The Translog stochastic frontier model was found an appropriate than the Cobb-Douglas model in secondary schools efficiency by ICT Intervention. Based on the results of the Cobb-Douglas model, it is found that the coefficient of the number of teachers, the number of students, and teaching ability had a positive effect on increasing the level of efficiency. It indicated that these are related to technical efficiency. In the case of inefficiency effects for both Cobb-Douglas and Translog models, the coefficient of the ICT lab decreased secondary school inefficiency, but the online class in school was found to increase the level of inefficiency. The coefficients of teacher’s preference for ICT tools like multimedia projectors played a contributor role in decreasing the secondary school inefficiency in the Sylhet division of Bangladesh. The interaction effects of the number of teachers and the classrooms, and the number of students and the number of classrooms, the number of students and teaching ability, and the classrooms and teaching ability of the teachers were recorded with the positive values and these have a positive impact on increasing the secondary school efficiency. The overall mean efficiency of urban secondary schools was found at 84.66% for the Translog model, while it was 83.63% for the Cobb-Douglas model. The overall mean efficiency of rural secondary schools was found at 80.98% for the Translog model, while it was 81.24% for the Cobb-Douglas model. So, the urban secondary schools performed better than the rural secondary schools in the Sylhet division. It is observed from the results of the Tobit model that the teacher-student ratio had a positive influence on secondary school efficiency. The teaching experiences of those who have 1 to 5 years and 10 years above, MPO type school, conventional teaching method have had a negative and significant influence on secondary school efficiency. The estimated value of σ-square (0.0625) was different from Zero, indicating a good fit. The value of γ (0.9872) was recorded as positive and it can be interpreted as follows: 98.72 percent of random variation around in secondary school outcomes due to inefficiency.

Keywords: efficiency, secondary schools, ICT, stochastic frontier analysis

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Authors: Asfa Hussain, Chee Tang, Mien Nguyen

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Introduction: The safe usage of medications is dependent on clear, well-documented prescribing. Medical drug charts should be regularly checked to ensure that they are fit for purpose. Aims: The purpose of this study was to evaluate whether the Isabel Hospice drug charts were effective or prone to medical errors. The aim was to create a comprehensive palliative care drug chart in line with medico-legal guidelines and to minimise drug administration and prescription errors. Methodology: 50 medical drug charts were audited from March to April 2020, to assess whether they complied with medico-legal guidelines, in a hospice within East of England. Meetings were held with the larger multi-disciplinary team (MDT), including the pharmacists, nursing staff and doctors, to raise awareness of the issue. A preliminary drug chart was created, using the input from the wider MDT. The chart was revised and trialled over 15 times, and each time feedback from the MDT was incorporated into the subsequent template. In the midst of the COVID-19 pandemic in September 2020, the finalised drug chart was trialled. 50 new palliative drug charts were re-audited, to evaluate the changes made. Results: Prescribing and administration errors were high prior to the implementation of the new chart. This improved significantly after introducing the new drug charts, therefore improving patient safety and care. The percentage of inadequately documented allergies went down from 66% to 20% and incorrect oxygen prescription from 40% to 16%. The prescription drug-drug interactions decreased by 30%. Conclusion: It is vital to have clear standardised drug charts, in line with medico-legal standards, to allow ease of prescription and administration of medications and ensure optimum patient-centred care. This closed loop audit demonstrated significant improvement in documentation and prevention of possible fatal drug errors and interactions.

Keywords: palliative care, drug chart, medication errors, drug-drug interactions, COVID-19, patient safety

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Authors: Nozar Kishi, Babak Kamrani, Filmon Habte

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Natural hazards such as earthquakes and tropical storms, are very frequent and highly destructive in Japan. Japan experiences, every year on average, more than 10 tropical cyclones that come within damaging reach, and earthquakes of moment magnitude 6 or greater. We have developed stochastic catastrophe models to address the risk associated with the entire suite of damaging events in Japan, for use by insurance, reinsurance, NGOs and governmental institutions. KCC’s (Karen Clark and Company) catastrophe models are procedures constituted of four modular segments: 1) stochastic events sets that would represent the statistics of the past events, hazard attenuation functions that could model the local intensity, vulnerability functions that would address the repair need for local buildings exposed to the hazard, and financial module addressing policy conditions that could estimates the losses incurring as result of. The events module is comprised of events (faults or tracks) with different intensities with corresponding probabilities. They are based on the same statistics as observed through the historical catalog. The hazard module delivers the hazard intensity (ground motion or wind speed) at location of each building. The vulnerability module provides library of damage functions that would relate the hazard intensity to repair need as percentage of the replacement value. The financial module reports the expected loss, given the payoff policies and regulations. We have divided Japan into regions with similar typhoon climatology, and earthquake micro-zones, within each the characteristics of events are similar enough for stochastic modeling. For each region, then, a set of stochastic events is developed that results in events with intensities corresponding to annual occurrence probabilities that are of interest to financial communities; such as 0.01, 0.004, etc. The intensities, corresponding to these probabilities (called CE, Characteristics Events) are selected through a superstratified sampling approach that is based on the primary uncertainty. Region specific hazard intensity attenuation functions followed by vulnerability models leads to estimation of repair costs. Extensive economic exposure model addresses all local construction and occupancy types, such as post-linter Shinand Okabe wood, as well as concrete confined in steel, SRC (Steel-Reinforced Concrete), high-rise.

Keywords: typhoon, earthquake, Japan, catastrophe modelling, stochastic modeling, stratified sampling, loss model, ERM

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Authors: Bohli Afef

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The fifth-generation (5G) wireless systems is featured by extreme densities of cell stations to overcome the higher future demand. Hence, interference management is a crucial challenge in 5G ultra-dense cellular networks. In contrast to the classical inter-cell interference coordination approach, which is no longer fit for the high density of cell-tiers, this paper proposes a novel virtual coordination based on the dynamic common cognitive monitor channel protocol to deal with the inter-cell interference issue. A tractable and flexible model for the coverage probability of a typical user is developed through the use of the stochastic geometry model. The analyses of the performance of the suggested protocol are illustrated both analytically and numerically in terms of coverage probability.

Keywords: ultra dense heterogeneous networks, dynamic common channel protocol, cognitive radio, stochastic geometry, coverage probability

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Authors: Yaping Zhao

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In the present study, the exact solutions for the steady response of quasi-linear systems under non-white wide-band random excitation are considered by means of the stochastic averaging method. The non linearity of the systems contains the power-law damping and the cross-product term of the power-law damping and displacement. The drift and diffusion coefficients of the Fokker-Planck-Kolmogorov (FPK) equation after averaging are obtained by a succinct approach. After solving the averaged FPK equation, the joint probability density function and the marginal probability density function in steady state are attained. In the process of resolving, the eigenvalue problem of ordinary differential equation is handled by integral equation method. Some new results are acquired and the novel method to deal with the problems in nonlinear random vibration is proposed.

Keywords: random vibration, stochastic averaging method, FPK equation, transition probability density

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Authors: Zakaria Khatraoui

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Interlanguage has transcendentally capitalized its central role over a considerable metropolitan landscape. Either academically driven or pedagogically oriented, Interlanguage has principally floated as important than ever before. It academically probes theoretical and linguistic issues in the turf and further malleably flows from idea to reality to vindicate a bridging philosophy between theory and educational rehearsal. Characteristically, the present research grants a prolifically developed theoretical framework that is conversely sustained by empirical teaching practices, along with teasing apart the narrowly confined implementation. The focus of this interlingual study is placed stridently on syntactic errors projected in students’ writing as performance. To attain this endeavor, the paper appropriates qualitatively a plethora of focal methodological choices sponsored by a solid design. The steadily undeniable ipso facto to be examined is the creative sense of syntactic errors unequivocally endorsed by the tangible dominance of cognitively intralingual errors over linguistically interlingual ones. Subsequently, this paper attempts earnestly to highlight transferable implications worth indicating both theoretical and pedagogically professional principles. In particular, results are fundamentally relative to the scholarly community in a multidimensional sense to recommend actions of educational value.

Keywords: interlanguage, interference, error, writing

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Authors: Zohreh Mohammadi, Jan Kaspar, Peter Lohmander, Robert Marusak, Harald Vacik, Ljusk Ola Eriksson

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Storms are important damaging agents in European forest ecosystems. In the latest decades, significant economic losses in European forestry occurred due to storms. This study investigates the problem of optimal harvest planning when forest stands risk to be felled by storms. One of the most applicable mathematical methods which are being used to optimize forest management is stochastic dynamic programming (SDP). This method belongs to the adaptive optimization class. Sequential decisions, such as harvest decisions, can be optimized based on sequential information about events that cannot be perfectly predicted, such as the future storms and the future states of wind protection from other forest stands. In this paper, stochastic dynamic programming is used to maximize the expected present value of the profits from an area consisting of several forest stands. The region of analysis is the Czech Republic. The harvest decisions, in a particular time period, should be simultaneously taken in all neighbor stands. The reason is that different stands protect each other from possible winds. The optimal harvest age of a particular stand is a function of wind speed and different wind protection effects. The optimal harvest age often decreases with wind speed, but it cannot be determined for one stand at a time. When we consider a particular stand, this stand also protects other stands. Furthermore, the particular stand is protected by neighbor stands. In some forest stands, it may even be rational to increase the harvest age under the influence of stronger winds, in order to protect more valuable stands in the neighborhood. It is important to integrate wind risk in forestry decision-making.

Keywords: Czech republic, forest stands, stochastic dynamic programming, wind risk

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Authors: Mannan Mridha, Mohammad S. Islam

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Innovative medical technologies offer more effective medical care, with less risk to patient and healthcare personnel. Medical technology and devices when properly used provide better data, precise monitoring and less invasive treatments and can be more targeted and often less costly. The Intensive Care Unit (ICU) equipped with patient monitoring, respiratory and cardiac support, pain management, emergency resuscitation and life support devices is particularly prone to medical errors for various reasons. Many people in the developing countries now wonder whether their visit to hospital might harm rather than help them. This is because; clinicians in the developing countries are required to maintain an increasing workload with limited resources and absence of well-functioning safety system. A team of experts from the medical, biomedical and clinical engineering in Sweden and Bangladesh have worked together to study the incidents, adverse events at the ICU in Bangladesh. The study included both public and private hospitals to provide a better understanding for physical structure, organization and practice in operating processes of care, and the occurrence of adverse outcomes the errors, risks and accidents related to medical devices at the ICU, and to develop a ICT based support system in order to reduce hazards and errors and thus improve the quality of performance, care and cost effectiveness at the ICU. Concrete recommendations and guidelines have been made for preparing appropriate ICT related tools and methods for improving the routine for use of medical devices, reporting and analyzing of the incidents at the ICU in order to reduce the number of undetected and unsolved incidents and thus improve the patient safety.

Keywords: intensive care units, medical errors, medical devices, patient care and safety

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Authors: Germán Gálvez-García, Marta Lavin, Javiera Peña, Javier Albayay, Claudio Bascour, Jesus Fernandez-Gomez, Alicia Pérez-Gálvez

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We studied the effectiveness of response inhibition in movements with different degrees of motor complexity when they were executed in isolation and alternately. Sixteen participants performed the Stroop task which was used as a measure of response inhibition. Participants responded by lifting the index finger and reaching the screen with the same finger. Both actions were performed separately and alternately in different experimental blocks. Repeated measures ANOVAs were used to compare reaction time, movement time, kinematic errors and Movement errors across conditions (experimental block, movement, and congruency). Delta plots were constructed to perform distributional analyses of response inhibition and accuracy rate. The effectiveness of response inhibition did not show difference when the movements were performed in separated blocks. Nevertheless, it showed differences when they were performed alternately in the same experimental block, being more effective for the lifting action. This could be due to a competition of the available resources during a more complex scenario which also demands to adopt some strategy to avoid errors.

Keywords: response inhibition, motor complexity, Stroop task, delta plots

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Authors: Amit Ghosh, Chanchal Kundu

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Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem.

Keywords: cumulative past inaccuracy, marginal and conditional past lifetimes, conditional proportional reversed hazard rate model, usual stochastic order

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Authors: Epaminondas G. Kyriakidis, Theodosis D. Dimitrakos, Constantinos C. Karamatsoukis

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The vehicle routing problem (VRP) is a well-known problem in Operations Research and has been widely studied during the last fifty-five years. The context of the VRP is that of delivering products located at a central depot to customers who are scattered in a geographical area and have placed orders for these products. A vehicle or a fleet of vehicles start their routes from the depot and visit the customers in order to satisfy their demands. Special attention has been given to the capacitated VRP in which the vehicles have limited carrying capacity of the goods that must be delivered. In the present work, we present a specific capacitated stochastic vehicle routing problem which has realistic applications to distributions of materials to shops or to healthcare facilities or to military units. A vehicle starts its route from a depot loaded with items of two similar but not identical products. We name these products, product 1 and product 2. The vehicle must deliver the products to N customers according to a predefined sequence. This means that first customer 1 must be serviced, then customer 2 must be serviced, then customer 3 must be serviced and so on. The vehicle has a finite capacity and after servicing all customers it returns to the depot. It is assumed that each customer prefers either product 1 or product 2 with known probabilities. The actual preference of each customer becomes known when the vehicle visits the customer. It is also assumed that the quantity that each customer demands is a random variable with known distribution. The actual demand is revealed upon the vehicle’s arrival at customer’s site. The demand of each customer cannot exceed the vehicle capacity and the vehicle is allowed during its route to return to the depot to restock with quantities of both products. The travel costs between consecutive customers and the travel costs between the customers and the depot are known. If there is shortage for the desired product, it is permitted to deliver the other product at a reduced price. The objective is to find the optimal routing strategy, i.e. the routing strategy that minimizes the expected total cost among all possible strategies. It is possible to find the optimal routing strategy using a suitable stochastic dynamic programming algorithm. It is also possible to prove that the optimal routing strategy has a specific threshold-type structure, i.e. it is characterized by critical numbers. This structural result enables us to construct an efficient special-purpose dynamic programming algorithm that operates only over those routing strategies having this structure. The findings of the present study lead us to the conclusion that the dynamic programming method may be a very useful tool for the solution of specific vehicle routing problems. A problem for future research could be the study of a similar stochastic vehicle routing problem in which the vehicle instead of delivering, it collects products from ordered customers.

Keywords: collection of similar products, dynamic programming, stochastic demands, stochastic preferences, vehicle routing problem

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Authors: Jyotsna Rosario, K. R. Shanmugam

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Since elementary education is a merit good, considerable public resources are allocated to universalise it. However, elementary education outcomes vary across the Indian States. Evidences indicate that while some states are lagging in elementary education outcome primarily due to lack of resources and poor schooling infrastructure, others are lagging despite resource abundance and well-developed schooling infrastructure. Addressing the issue of efficiency, the study employs Stochastic Frontier Analysis for panel data of 27 Indian states from 2012-13 to 2017-18 to estimate the technical efficiency of State governments in generating enrolment. The mean efficiency of states was estimated to be 58%. Punjab, Meghalaya, and West Bengal were found to be the most efficient states. Whereas Jammu and Kashmir, Nagaland, Madhya Pradesh, and Odisha are one of the most inefficient states. This study emphasizes the efficient utilisation of public resources and helps in the identification of best practices.

Keywords: technical efficiency, public expenditure, elementary education outcome, stochastic frontier analysis

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Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

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One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

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Authors: Jihad S. Daba, J. P. Dubois

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Understanding the statistics of non-isotropic scattering multipath channels that fade randomly with respect to time, frequency, and space in a mobile environment is very crucial for the accurate detection of received signals in wireless and cellular communication systems. In this paper, we derive stochastic models for the probability density function (PDF) of the shift in the carrier frequency caused by the Doppler Effect on the received illuminating signal in the presence of a dominant line of sight. Our derivation is based on a generalized Clarke’s and a two-wave partially developed scattering models, where the statistical distribution of the frequency shift is shown to be consistent with the power spectral density of the Doppler shifted signal.

Keywords: Doppler shift, filtered Poisson process, generalized Clark’s model, non-isotropic scattering, partially developed scattering, Rician distribution

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Authors: Juan-Pedro Rica-Peromingo

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Nowadays, corpus linguistics has become a key research methodology for Translation Studies, which broadens the scope of cross-linguistic studies. In the case of the study presented here, the approach used focuses on learners with little or no experience to study, at an early stage, general mistakes and errors, the correct or incorrect use of translation strategies, and to improve the translational competence of the students. Led by Sylviane Granger and Marie-Aude Lefer of the Centre for English Corpus Linguistics of the University of Louvain, the MUST corpus (MUltilingual Student Translation Corpus) is an international project which brings together partners from Europe and worldwide universities and connects Learner Corpus Research (LCR) and Translation Studies (TS). It aims to build a corpus of translations carried out by students including both direct (L2 > L1) an indirect (L1 > L2) translations, from a great variety of text types, genres, and registers in a wide variety of languages: audiovisual translations (including dubbing, subtitling for hearing population and for deaf population), scientific, humanistic, literary, economic and legal translation texts. This paper focuses on the work carried out by the Spanish team from the Complutense University (UCMA), which is part of the MUST project, and it describes the specific features of the corpus built by its members. All the texts used by UCMA are either direct or indirect translations between English and Spanish. Students’ profiles comprise translation trainees, foreign language students with a major in English, engineers studying EFL and MA students, all of them with different English levels (from B1 to C1); for some of the students, this would be their first experience with translation. The MUST corpus is searchable via Hypal4MUST, a web-based interface developed by Adam Obrusnik from Masaryk University (Czech Republic), which includes a translation-oriented annotation system (TAS). A distinctive feature of the interface is that it allows source texts and target texts to be aligned, so we can be able to observe and compare in detail both language structures and study translation strategies used by students. The initial data obtained point out the kind of difficulties encountered by the students and reveal the most frequent strategies implemented by the learners according to their level of English, their translation experience and the text genres. We have also found common errors in the graduate and postgraduate university students’ translations: transfer errors, lexical errors, grammatical errors, text-specific translation errors, and cultural-related errors have been identified. Analyzing all these parameters will provide more material to bring better solutions to improve the quality of teaching and the translations produced by the students.

Keywords: corpus studies, students’ corpus, the MUST corpus, translation studies

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Authors: Syazreen N. Shair, Saiful A. Ishak, Aida Y. Yusof, Azizah Murad

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In this paper, we forecast age-specific Malaysian mortality rates and life expectancy at births by gender and ethnic groups including Malay, Chinese and Indian. Two mortality forecasting models are adopted the original Lee-Carter model and its recent modified version, the product ratio coherent model. While the first forecasts the mortality rates for each subpopulation independently, the latter accounts for the relationship between sub-populations. The evaluation of both models is performed using the out-of-sample forecast errors which are mean absolute percentage errors (MAPE) for mortality rates and mean forecast errors (MFE) for life expectancy at births. The best model is then used to perform the long-term forecasts up to the year 2030, the year when Malaysia is expected to become an aged nation. Results suggest that in terms of overall accuracy, the product ratio model performs better than the original Lee-Carter model. The association of lower mortality group (Chinese) in the subpopulation model can improve the forecasts of high mortality groups (Malay and Indian).

Keywords: coherent forecasts, life expectancy at births, Lee-Carter model, product-ratio model, mortality rates

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Authors: Franklin Nantui Mabe, Samuel A. Donkoh, Seidu Al-Hassan

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Rice yields among agro-ecological zones are heterogeneous. Farmers, researchers and policy makers are making frantic efforts to bridge rice yield gaps between agro-ecological zones through the promotion of improved agricultural technologies (IATs). Farmers are also modifying these IATs and blending them with indigenous farming practices (IFPs) to form farmer innovation systems (FISs). Also, different metafrontier models have been used in estimating productivity performances and their drivers. This study used the two-step stochastic metafrontier model to estimate the productivity performances of rice farmers and their determining factors in GSZ, FSTZ and CSZ. The study used both primary and secondary data. Farmers in CSZ are the most technically efficient. Technical inefficiencies of farmers are negatively influenced by age, sex, household size, education years, extension visits, contract farming, access to improved seeds, access to irrigation, high rainfall amount, less lodging of rice, and well-coordinated and synergized adoption of technologies. Albeit farmers in CSZ are doing well in terms of rice yield, they still have the highest potential of increasing rice yield since they had the lowest TGR. It is recommended that government through the ministry of food and agriculture, development partners and individual private companies promote the adoption of IATs as well as educate farmers on how to coordinate and synergize the adoption of the whole package. Contract farming concept and agricultural extension intensification should be vigorously pursued to the latter.

Keywords: efficiency, farmer innovation systems, improved agricultural technologies, two-step stochastic metafrontier approach

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Authors: Sungkyung Kim, Jee-Hyeon Na, Dong-Seung Kwon

Abstract:

Future mobile networks following 5th generation will be characterized by one thousand times higher gains in capacity; connections for at least one hundred billion devices; user experience capable of extremely low latency and response times. To be close to the capacity requirements and higher reliability, advanced technologies have been studied, such as multiple connectivity, small cell enhancement, heterogeneous networking, and advanced interference and mobility management. This paper is focused on the multiple connectivity in heterogeneous cellular networks. We investigate the performance of coverage and user throughput in several deployment scenarios. Using the stochastic geometry approach, the SINR distributions and the coverage probabilities are derived in case of dual connection. Also, to compare the user throughput enhancement among the deployment scenarios, we calculate the spectral efficiency and discuss our results.

Keywords: heterogeneous networks, multiple connectivity, small cell enhancement, stochastic geometry

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Authors: Jerome Joshi

Abstract:

The paper presents the modelling of financial markets using the Stochastic Pi Calculus model. The Stochastic Pi Calculus model is mainly used for biological applications; however, the feature of this model promotes its use in financial markets, more prominently in high frequency trading. The trading system can be broadly classified into exchange, market makers or intermediary traders and fundamental traders. The exchange is where the action of the trade is executed, and the two types of traders act as market participants in the exchange. High frequency trading, with its complex networks and numerous market participants (intermediary and fundamental traders) poses a difficulty while modelling. It involves the participants to seek the advantage of complex trading algorithms and high execution speeds to carry out large volumes of trades. To earn profits from each trade, the trader must be at the top of the order book quite frequently by executing or processing multiple trades simultaneously. This would require highly automated systems as well as the right sentiment to outperform other traders. However, always being at the top of the book is also not best for the trader, since it was the reason for the outbreak of the ‘Hot – Potato Effect,’ which in turn demands for a better and more efficient model. The characteristics of the model should be such that it should be flexible and have diverse applications. Therefore, a model which has its application in a similar field characterized by such difficulty should be chosen. It should also be flexible in its simulation so that it can be further extended and adapted for future research as well as be equipped with certain tools so that it can be perfectly used in the field of finance. In this case, the Stochastic Pi Calculus model seems to be an ideal fit for financial applications, owing to its expertise in the field of biology. It is an extension of the original Pi Calculus model and acts as a solution and an alternative to the previously flawed algorithm, provided the application of this model is further extended. This model would focus on solving the problem which led to the ‘Flash Crash’ which is the ‘Hot –Potato Effect.’ The model consists of small sub-systems, which can be integrated to form a large system. It is designed in way such that the behavior of ‘noise traders’ is considered as a random process or noise in the system. While modelling, to get a better understanding of the problem, a broader picture is taken into consideration with the trader, the system, and the market participants. The paper goes on to explain trading in exchanges, types of traders, high frequency trading, ‘Flash Crash,’ ‘Hot-Potato Effect,’ evaluation of orders and time delay in further detail. For the future, there is a need to focus on the calibration of the module so that they would interact perfectly with other modules. This model, with its application extended, would provide a basis for researchers for further research in the field of finance and computing.

Keywords: concurrent computing, high frequency trading, financial markets, stochastic pi calculus

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Authors: Michael Lousis

Abstract:

Mathematical competence is the great aim of every mathematical teaching and learning endeavour. This can be defined as an idealised conceptualisation of the quality of cognition and the ability of implementation in practice of the mathematical subject matter, which is included in the curriculum, and is displayed only through performance of doing mathematics. The present study gives a clear definition of mathematical competence in the domains of Arithmetic and Algebra that stems from the explanation of the learners’ errors in these domains. The learners, whose errors are explained, were Greek and English participants of a large, international, longitudinal, comparative research program entitled the Kassel Project. The participants’ errors emerged as results of their work in dealing with mathematical questions and problems of the tests, which were presented to them. The construction of the tests was such as only the outcomes of the participants’ work was to be encompassed and not their course of thinking, which resulted in these outcomes. The intention was that the tests had to provide undeviating comparable results and simultaneously avoid any probable bias. Any bias could stem from obtaining results by involving so many markers from different countries and cultures, with so many different belief systems concerning the assessment of learners’ course of thinking. In this way the validity of the research was protected. This fact forced the implementation of specific research methods and theoretical prospects to take place in order the participants’ erroneous way of thinking to be disclosed. These were Methodological Pragmatism, Symbolic Interactionism, Philosophy of Mind and the ideas of Computationalism, which were used for deciding and establishing the grounds of the adequacy and legitimacy of the obtained kinds of knowledge through the explanations given by the error analysis. The employment of this methodology and of these theoretical prospects resulted in the definition of the learners’ mathematical competence, which is the thesis of the present study. Thus, learners’ mathematical competence is depending upon three key elements that should be developed in their minds: appropriate representations, appropriate meaning, and appropriate developed schemata. This definition then determined the development of appropriate teaching practices and interventions conducive to the achievement and finally the entailment of mathematical competence.

Keywords: representations, meaning, appropriate developed schemata, computationalism, error analysis, explanations for the probable causes of the errors, Kassel Project, mathematical competence

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Authors: Benjamin Leiby, Darryl Ahner

Abstract:

This study demonstrates an alternative stochastic imputation approach for large datasets when preferred commercial packages struggle to iterate due to numerical problems. A large country conflict dataset motivates the search to impute missing values well over a common threshold of 20% missingness. The methodology capitalizes on correlation while using model residuals to provide the uncertainty in estimating unknown values. Examination of the methodology provides insight toward choosing linear or nonlinear modeling terms. Static tolerances common in most packages are replaced with tailorable tolerances that exploit residuals to fit each data element. The methodology evaluation includes observing computation time, model fit, and the comparison of known values to replaced values created through imputation. Overall, the country conflict dataset illustrates promise with modeling first-order interactions while presenting a need for further refinement that mimics predictive mean matching.

Keywords: correlation, country conflict, imputation, stochastic regression

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Authors: Seyed Mehran Kazemi, Bahare Fatemi

Abstract:

Sudoku is a logic-based combinatorial puzzle game which is popular among people of different ages. Due to this popularity, computer softwares are being developed to generate and solve Sudoku puzzles with different levels of difficulty. Several methods and algorithms have been proposed and used in different softwares to efficiently solve Sudoku puzzles. Various search methods such as stochastic local search have been applied to this problem. Genetic Algorithm (GA) is one of the algorithms which have been applied to this problem in different forms and in several works in the literature. In these works, chromosomes with little or no information were considered and obtained results were not promising. In this paper, we propose a new way of applying GA to this problem which uses more-informed chromosomes than other works in the literature. We optimize the parameters of our GA using puzzles with different levels of difficulty. Then we use the optimized values of the parameters to solve various puzzles and compare our results to another GA-based method for solving Sudoku puzzles.

Keywords: genetic algorithm, optimization, solving Sudoku puzzles, stochastic local search

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