Search results for: generalized method of moments (GMM)

Authors: Gitanjali Pagare, Hansa Devi, S. P. Sanyal

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Full-potential linearized augmented plane wave (FLAPW) method has been employed within the generalized gradient approximation (GGA) and local spin density approximation (LSDA) as the exchange correlation potential to investigate elastic properties of LaX (X = Cd and Hg) in their B2-type (CsCl) crystal structure. The calculated ground state properties such as lattice constant (a0), bulk modulus (B) and pressure derivative of bulk modulus (B') agree well with the available experimental results. The second order elastic constants (C11, C12 and C44) have been calculated. The ductility or brittleness of these intermetallic compounds is predicted by using Pugh’s rule B/GH and Cauchy’s pressure (C12-C44). The calculated results indicate that LaHg is the ductile whereas LaCd is brittle in nature.

Keywords: ductility/brittleness, elastic constants, equation of states, FP-LAPW method, intermetallics

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Authors: Zainab A. Bu Sinnah, David I. Graham

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The Lattice Boltzmann Method has been developed and used to simulate both steady and unsteady fluid flow problems such as turbulent flows, multiphase flow and flows in the vascular system. As an example, the study of blood flow and its properties can give a greater understanding of atherosclerosis and the flow parameters which influence this phenomenon. The blood flow in the vascular system is driven by a pulsating pressure gradient which is produced by the heart. As a very simple model of this, we simulate plane channel flow under periodic forcing. This pulsatile flow is essentially the standard Poiseuille flow except that the flow is driven by the periodic forcing term. Moment boundary conditions, where various moments of the particle distribution function are specified, are applied at solid walls. We used a second-order single relaxation time model and investigated grid convergence using two distinct approaches. In the first approach, we fixed both Reynolds and Womersley numbers and varied relaxation time with grid size. In the second approach, we fixed the Womersley number and relaxation time. The expected second-order convergence was obtained for the second approach. For the first approach, however, the numerical method converged, but not necessarily to the appropriate analytical result. An explanation is given for these observations.

Keywords: Lattice Boltzmann method, single relaxation time, pulsatile flow, moment based boundary condition

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Authors: Mai A. Ibrahim, Mohammed El-Beltagy, Motaz Khorshid

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Emerging Markets return distributions have shown significance departure from normality were they are characterized by fatter tails relative to the normal distribution and exhibit levels of skewness and kurtosis that constitute a significant departure from normality. Therefore, the classical Markowitz Mean-Variance is not applicable for emerging markets since it assumes normally-distributed returns (with zero skewness and kurtosis) and a quadratic utility function. Moreover, the Markowitz mean-variance analysis can be used in cases of moderate non-normality and it still provides a good approximation of the expected utility, but it may be ineffective under large departure from normality. Higher moments models and median models have been suggested in the literature for asset allocation in this case. Higher moments models have been introduced to account for the insufficiency of the description of a portfolio by only its first two moments while the median model has been introduced as a robust statistic which is less affected by outliers than the mean. Tail risk measures such as Value-at Risk (VaR) and Conditional Value-at-Risk (CVaR) have been introduced instead of Variance to capture the effect of risk. In this research, higher moment models including the Mean-Variance-Skewness (MVS) and Mean-Variance-Skewness-Kurtosis (MVSK) are formulated as single-objective non-linear programming problems (NLP) and median models including the Median-Value at Risk (MedVaR) and Median-Mean Absolute Deviation (MedMAD) are formulated as a single-objective mixed-integer linear programming (MILP) problems. The higher moment models and median models are compared to some benchmark portfolios and tested on real financial data in the Egyptian main Index EGX30. The results show that all the median models outperform the higher moment models were they provide higher final wealth for the investor over the entire period of study. In addition, the results have confirmed the inapplicability of the classical Markowitz Mean-Variance to the Egyptian stock market as it resulted in very low realized profits.

Keywords: Egyptian stock exchange, emerging markets, higher moment models, median models, mixed-integer linear programming, non-linear programming

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Authors: Trilok Mathur, Shivi Agarwal

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This paper deals with the solutions of fuzzy-fractional-order Riccati equations under Caputo-type fuzzy fractional derivatives. The Caputo-type fuzzy fractional derivatives are defined based on Hukuhura difference and strongly generalized fuzzy differentiability. The Laplace-Adomian-Pade method is used for solving fractional Riccati-type initial value differential equations of fractional order. Moreover, we also displayed some examples to illustrate our methods.

Keywords: Caputo-type fuzzy fractional derivative, Fractional Riccati differential equations, Laplace-Adomian-Pade method, Mittag Leffler function

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Authors: C. Treadgold, S. Sivaraman

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The Starlight Children's Foundation (Starlight) is an Australian non-profit organisation that delivers programs, in partnership with health professionals, to support children, adolescents, and their families who are living with a serious illness. While supporting children and adolescents with life-limiting conditions has always been a feature of Starlight's work, providing a dedicated program, specifically targeting and meeting the needs of the paediatric palliative population, is a recent area of focus. Recognising the challenges in providing children’s palliative services, Starlight initiated a research and development project to better understand and meet the needs of this group. The aim was to create a program which enhances the wellbeing of children, adolescents, and their families receiving paediatric palliative care in their community through the provision of on-going, tailored, positive experiences or 'moments'. This paper will present the results of the formative evaluation of this unique program, highlighting the development processes and outcomes of the pilot. The pilot was designed using an innovation methodology, which included a number of research components. There was a strong belief that it needed to be delivered in partnership with a dedicated palliative care team, helping to ensure the best interests of the family were always represented. This resulted in Starlight collaborating with both the Victorian Paediatric Palliative Care Program (VPPCP) at the Royal Children's Hospital, Melbourne, and the Sydney Children's Hospital Network (SCHN) to pilot the 'Moments' program. As experts in 'positive disruption', with a long history of collaborating with health professionals, Starlight was well placed to deliver a program which helps children, adolescents, and their families to experience moments of joy, connection and achieve their own sense of accomplishment. Building on Starlight’s evidence-based approach and experience in creative service delivery, the program aims to use the power of 'positive disruption' to brighten the lives of this group and create important memories. The clinical and Starlight team members collaborate to ensure that the child and family are at the centre of the program. The design of each experience is specific to their needs and ensures the creation of positive memories and family connection. It aims for each moment to enhance quality of life. The partnership with the VPPCP and SCHN has allowed the program to reach families across metropolitan and regional locations. In late 2019 a formative evaluation of the pilot was conducted utilising both quantitative and qualitative methodologies to document both the delivery and outcomes of the program. Central to the evaluation was the interviews conducted with both clinical teams and families in order to gain a comprehensive understanding of the impact of and satisfaction with the program. The findings, which will be shared in this presentation, provide practical insight into the delivery of the program, the key elements for its success with families, and areas which could benefit from additional research and focus. It will use stories and case studies from the pilot to highlight the impact of the program and discuss what opportunities, challenges, and learnings emerged.

Keywords: children, families, memory making, pediatric palliative care, support

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Authors: Vallence Ngabo M., Leonard Atuhaire, Peter Clever Rutayisire

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The main aim of this study was to establish the differences in both the determinants of stunting and the causal mechanism through which the identified determinants influence stunting amongst male and female under-fives in Uganda. Literature shows that male children below the age of five years are at a higher risk of being stunted than their female counterparts. Specifically, studies in Uganda indicate that being a male child is positively associated with stunting, while being a female is negatively associated with stunting. Data for 904 males and 829 females under-fives was extracted form UDHS-2016 survey dataset. Key variables for this study were identified and used in generating relevant models and paths. Structural equation modeling techniques were used in their generalized form (GSEM). The generalized nature necessitated specifying both the family and link functions for each response variable in the system of the model. The sex of the child (b4) was used as a grouping factor and the height for age (HAZ) scores were used to construct the status for stunting of under-fives. The estimated models and path clearly indicated that the set of underlying factors that influence male and female under-fives respectively was different and the path through which they influence stunting was different. However, some of the determinants that influenced stunting amongst male under-fives also influenced stunting amongst the female under-fives. To reduce the stunting problem to the desirable state, it is important to consider the multifaceted and complex nature of the risk factors that influence stunting amongst the under-fives but, more importantly, consider the different sex-specific factors and their causal mechanism or paths through which they influence stunting.

Keywords: stunting, underfives, sex of the child, GSEM, causal mechanism

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Authors: Naime Boudemagh, Zoheir Hammoudi

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The parameters estimation of the K-distribution is an essential part in radar detection. In fact, presence of interfering targets in reference cells causes a decrease in detection performances. In such situation, the estimate of the shape and the scale parameters are far from the actual values. In the order to avoid interfering targets, we propose an Automatic Censoring (AC) algorithm of radar interfering targets in K-distribution. The censoring technique used in this work offers a good discrimination between homogeneous and non-homogeneous environments. The homogeneous population is then used to estimate the unknown parameters by the classical Method of Moment (MOM). The AC algorithm does not need any prior information about the clutter parameters nor does it require both the number and the position of interfering targets. The accuracy of the estimation parameters obtained by this algorithm are validated and compared to various actual values of the shape parameter, using Monte Carlo simulations, this latter show that the probability of censing in multiple target situations are in good agreement.

Keywords: parameters estimation, method of moments, automatic censoring, K distribution

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Authors: Naushad Mamode Khan

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The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood based estimating methodology. The joint generalized quasilikelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQLIII) that are based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: longitudinal, com-Poisson, ill-conditioned, INAR(1), GLMS, GQL

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Authors: Sujeet Kumar, Arun Prasad

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The present work investigates the effect of multiple parameters on the unconfined compressive strength of the bauxite residue-lime mix. A number of unconfined compressive strength tests considering various curing time, lime content, dry density and moisture content were carried out. The results show that an empirical correlation may be successfully developed using volumetric lime content, porosity, moisture content, curing time unconfined compressive strength for the range of the bauxite residue-lime mix studied. The proposed empirical correlations efficiently predict the strength of bauxite residue-lime mix, and it can be used as a generalized empirical equation to estimate unconfined compressive strength.

Keywords: bauxite residue, curing time, porosity/volumetric lime ratio, unconfined compressive strength

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Authors: Mustafa Taskin, Ozgur Demir, M. Mert Serveren

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The precise study of the impact of underwater explosions on structures is of great importance in the design and engineering calculations of floating structures, especially those used for military purposes, as well as power generation facilities such as offshore platforms that can become a target in case of war. Considering that ship and submarine structures are mostly curved surfaces, it is extremely important and interesting to examine the destructive effects of underwater explosions on curvilinear surfaces. In this study, geometric nonlinear dynamic analysis of cylindrical composite sandwich shells subjected to instantaneous pressure load is performed. The instantaneous pressure load is defined as an underwater explosion and the effects of the liquid medium are taken into account. There are equations in the literature for pressure due to underwater explosions, but these equations have been obtained for flat plates. For this reason, the instantaneous pressure load equations are arranged to be suitable for curvilinear structures before proceeding with the analyses. Fluid-solid interaction is defined by using Taylor's Plate Theory. The lower and upper layers of the cylindrical composite sandwich shell are modeled as composite laminate and the middle layer consists of soft core. The geometric nonlinear dynamic equations of the shell are obtained by Hamilton's principle, taken into account the von Kàrmàn theory of large displacements. Then, time dependent geometric nonlinear equations of motion are solved with the help of generalized differential quadrature method (GDQM) and dynamic behavior of cylindrical composite sandwich shells exposed to underwater explosion is investigated. An algorithm that can work parametrically for the solution has been developed within the scope of the study.

Keywords: cylindrical composite sandwich shells, generalized differential quadrature method, geometric nonlinear dynamic analysis, underwater explosion

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Authors: Abdul Hakim Chikho

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Calculating the ultimate load of a column in a sway framed structure involves, in the currently used design method, the calculation of the column effective length and utilizing the interaction formulas or tables. Therefore, no allowance is usually made for the effects of the presence of semi rigid connections or the presence of infill panels. In this paper, a new and simple design procedure is recommend to calculate the ultimate load of a framed Column allowing for the presence of rotational end restraints, semi rigid connections, the column end moments resulted from the applied vertical and horizontal loading and infill panels in real steel structure. In order to verify the accuracy of the recommended method to predict good and safe estimations of framed column ultimate loads, several examples have been solved utilizing the recommended procedure, and the results were compared to those obtained using a second order computer program, and good correlation had been obtained. Therefore, the accuracy of the proposed method to predict the Behaviour of practical steel columns in framed structures has been verified.

Keywords: column ultimate load, semi rigid connections, steel column, infill panel, steel structure

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Authors: Jonathan D. Moore, Mark G. Reith, David S. Long

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Serious games (SGs) have been shown to be an effective teaching tool in many contexts. Because of the success of SGs, several design frameworks have been created to expedite the process of making original serious games to teach specific learning objectives (LOs). Even with these frameworks, the time required to create a custom SG from conception to implementation can range from months to years. Furthermore, it is even more difficult to design a game framework that allows an instructor to create customized game variants supporting multiple LOs within the same field. This paper proposes a refactoring methodology to apply the theoretical principles from well-established design frameworks to a pre-existing serious game. The expected result is a generalized game that can be quickly customized to teach LOs not originally targeted by the game. This methodology begins by describing the general components in a game, then uses a combination of two SG design frameworks to extract the teaching elements present in the game. The identified teaching elements are then used as the theoretical basis to determine the range of LOs that can be taught by the game. This paper evaluates the proposed methodology by presenting a case study of refactoring the serious game Battlespace Next (BSN) to teach joint military capabilities. The range of LOs that can be taught by the generalized BSN are identified, and examples of creating custom LOs are given. Survey results from users of the generalized game are also provided. Lastly, the expected impact of this work is discussed and a road map for future work and evaluation is presented.

Keywords: serious games, learning objectives, game design, learning theory, game framework

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Authors: Mezidi Amar

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In this research work, crack propagation at the interface of a composite beam is considered. The behavior of composite beams (CB) depends upon a law based on relationship between tangential or normal efforts with inelastic propagation. Throughout this study, composite beams are classified like composite beams with partial connection or sandwich beams of three layers. These structural systems are controlled by the same nature of differential equations regarding their behavior in the plane, as well as out-of-plane. Multi-layer elements with partial connection are typically met in the field of timber construction where the elements are assembled by joining. The formalism of the behavior in the plane and out-of-plane of these composite beams is obtained and their results concerning the engineering aspect or simple of interpretation are proposed for the case of composite beams made up of rectangular section and simply supported section. An apparent analytical peculiarity or paradox in the bending behavior of elastic–composite beams with interlayer slip, sandwich beam or other similar problems subjected to boundary moments exists. For a fully composite beam subjected to end moments, the partial composite model will render a non-vanishing uniform value for the normal force in the individual subelement. Obtained results are similar to those for the case of vibrations in the plane as well for the composite beams as for the sandwich beams where eigen-frequencies increase with related rigidity.

Keywords: composite beam, behaviour, interface, deflection, propagation

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Authors: Mohadeseh Shojaei Shahrokhabadi, Ding-Geng (Din) Chen

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Positive continuous outcomes with a substantial number of zero values and incomplete longitudinal follow-up are quite common in medical cost data. To jointly model semi-continuous longitudinal cost data and survival data and to provide marginalized covariate effect estimates, a marginalized two-part joint model (MTJM) has been developed for outcome variables with lognormal distributions. In this paper, we propose MTJM models for outcome variables from a generalized gamma (GG) family of distributions. The GG distribution constitutes a general family that includes approximately all of the most frequently used distributions like the Gamma, Exponential, Weibull, and Log Normal. In the proposed MTJM-GG model, the conditional mean from a conventional two-part model with a three-parameter GG distribution is parameterized to provide the marginal interpretation for regression coefficients. In addition, MTJM-gamma and MTJM-Weibull are developed as special cases of MTJM-GG. To illustrate the applicability of the MTJM-GG, we applied the model to a set of real electronic health record data recently collected in Iran, and we provided SAS code for application. The simulation results showed that when the outcome distribution is unknown or misspecified, which is usually the case in real data sets, the MTJM-GG consistently outperforms other models. The GG family of distribution facilitates estimating a model with improved fit over the MTJM-gamma, standard Weibull, or Log-Normal distributions.

Keywords: marginalized two-part model, zero-inflated, right-skewed, semi-continuous, generalized gamma

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Authors: Tarul Garg, P. N. Agrawal

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We propose to define the q-analogue of the α-Bernstein Kantorovich operators and then introduce the q-bivariate generalization of these operators to study the approximation of functions of two variables. We obtain the rate of convergence of these bivariate operators by means of the total modulus of continuity, partial modulus of continuity and the Peetre’s K-functional for continuous functions. Further, in order to study the approximation of functions of two variables in a space bigger than the space of continuous functions, i.e. Bögel space; the GBS (Generalized Boolean Sum) of the q-bivariate operators is considered and degree of approximation is discussed for the Bögel continuous and Bögel differentiable functions with the aid of the Lipschitz class and the mixed modulus of smoothness.

Keywords: Bögel continuous, Bögel differentiable, generalized Boolean sum, K-functional, mixed modulus of smoothness

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Authors: Kahlil Fredrick Cui, Marissa Pastor

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Earthquakes are complex phenomena, exhibiting complex correlations in space, time, and magnitude. Recently, the concept of complex networks has been used to shed light on the statistical and dynamical characteristics of regional seismicity. In this work, we study the relationships and interactions of seismic regions in Chile, Japan, and the Philippines through weighted and directed complex network analysis. Geographical areas are digitized into cells of fixed dimensions which in turn become the nodes of the network when an earthquake has occurred therein. Nodes are linked if a correlation exists between them as determined and measured by a correlation metric. The networks are found to be scale-free, exhibiting power-law behavior in the distributions of their different centrality measures: the in- and out-degree and the in- and out-strength. The evidence is also found of preferential interaction between seismically active regions through their degree-degree correlations suggesting that seismicity is dictated by the activity of a few active regions. The importance of a seismic region to the overall seismicity is measured using a generalized centrality metric taken to be an indicator of its activity or passivity. The spatial distribution of earthquake activity indicates the areas where strong earthquakes have occurred in the past while the passivity distribution points toward the likely locations an earthquake would occur whenever another one happens elsewhere. Finally, we propose a method that would project the location of the next possible earthquake using the generalized centralities coupled with correlations calculated between the latest earthquakes and a geographical point in the future.

Keywords: complex networks, correlations, earthquake, hazard assessment

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Authors: Septimia Sarbu

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The entropy rate of a stochastic process is a fundamental concept in information theory. It provides a limit to the amount of information that can be transmitted reliably over a communication channel, as stated by Shannon's coding theorems. Recently, researchers have focused on developing new measures of information that generalize Shannon's classical theory. The aim is to design more efficient information encoding and transmission schemes. This paper continues the study of generalized entropy rates, by deriving a closed-form solution to the Sharma-Mittal entropy rate for Gaussian processes. Using the squeeze theorem, we solve the limit in the definition of the entropy rate, for different values of alpha and beta, which are the parameters of the Sharma-Mittal entropy. In the end, we compare it with Shannon and Rényi's entropy rates for Gaussian processes.

Keywords: generalized entropies, Sharma-Mittal entropy rate, Gaussian processes, eigenvalues of the covariance matrix, squeeze theorem

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Authors: Devinder Singh, Rajneesh Kumar, Arvind Kumar

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The present investigation deals with generalized model of the equations for a homogeneous isotropic microstretch thermoelastic half space with mass diffusion medium. Theories of generalized thermoelasticity Lord-Shulman (LS) Green-Lindsay (GL) and Coupled Theory (CT) theories are applied to investigate the problem. The stresses in the considered medium have been studied due to normal force and tangential force. The normal mode analysis technique is used to calculate the normal stress, shear stress, couple stresses and microstress. A numerical computation has been performed on the resulting quantity. The computed numerical results are shown graphically.

Keywords: microstretch, thermoelastic, normal mode analysis, normal and tangential force, microstress force

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Authors: Timothy Kayode Samson, Adedoyin Isola Lawal

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The past five years have shown a sharp increase in public interest in the crypto market, with its market capitalization growing from $100 billion in June 2017 to $2158.42 billion on April 5, 2022. Despite the outrageous nature of the volatility of cryptocurrencies, the use of skewed error innovation distributions in modelling the volatility behaviour of these digital currencies has not been given much research attention. Hence, this study models the volatility of 5 largest cryptocurrencies by market capitalization (Bitcoin, Ethereum, Tether, Binance coin, and USD Coin) using four variants of GARCH models (GJR-GARCH, sGARCH, EGARCH, and APARCH) estimated using three skewed error innovation distributions (skewed normal, skewed student- t and skewed generalized error innovation distributions). Daily closing prices of these currencies were obtained from Yahoo Finance website. Finding reveals that the Binance coin reported higher mean returns compared to other digital currencies, while the skewness indicates that the Binance coin, Tether, and USD coin increased more than they decreased in values within the period of study. For both Bitcoin and Ethereum, negative skewness was obtained, meaning that within the period of study, the returns of these currencies decreased more than they increased in value. Returns from these cryptocurrencies were found to be stationary but not normality distributed with evidence of the ARCH effect. The skewness parameters in all best forecasting models were all significant (p<.05), justifying of use of skewed error innovation distributions with a fatter tail than normal, Student-t, and generalized error innovation distributions. For Binance coin, EGARCH-sstd outperformed other volatility models, while for Bitcoin, Ethereum, Tether, and USD coin, the best forecasting models were EGARCH-sstd, APARCH-sstd, EGARCH-sged, and GJR-GARCH-sstd, respectively. This suggests the superiority of skewed Student t- distribution and skewed generalized error distribution over the skewed normal distribution.

Keywords: skewed generalized error distribution, skewed normal distribution, skewed student t- distribution, APARCH, EGARCH, sGARCH, GJR-GARCH

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Authors: Muhammad Nouman Qureshi, Muhammad Hanif

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Adaptive cluster sampling (ACS) is specifically developed for the estimation of highly clumped populations and applied to a wide range of situations like animals of rare and endangered species, uneven minerals, HIV patients and drug users. In this paper, we proposed a generalized semi-exponential estimator with two auxiliary variables under the framework of ACS design. The expressions of approximate bias and mean square error (MSE) of the proposed estimator are derived. Theoretical comparisons of the proposed estimator have been made with existing estimators. A numerical study is conducted on real and artificial populations to demonstrate and compare the efficiencies of the proposed estimator. The results indicate that the proposed generalized semi-exponential estimator performed considerably better than all the adaptive and non-adaptive estimators considered in this paper.

Keywords: auxiliary information, adaptive cluster sampling, clustered populations, Hansen-Hurwitz estimation

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Authors: Riadh Zorgati, Thomas Triboulet

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In quite diverse application areas such as astronomy, medical imaging, geophysics or nondestructive evaluation, many problems related to calibration, fitting or estimation of a large number of input parameters of a model from a small amount of output noisy data, can be cast as inverse problems. Due to noisy data corruption, insufficient data and model errors, most inverse problems are ill-posed in a Hadamard sense, i.e. existence, uniqueness and stability of the solution are not guaranteed. A wide class of inverse problems in physics relates to the Fredholm equation of the first kind. The ill-posedness of such inverse problem results, after discretization, in a very ill-conditioned linear system of equations, the condition number of the associated matrix can typically range from 109 to 1018. This condition number plays the role of an amplifier of uncertainties on data during inversion and then, renders the inverse problem difficult to handle numerically. Similar problems appear in other areas such as numerical optimization when using interior points algorithms for solving linear programs leads to face ill-conditioned systems of linear equations. Devising efficient solution approaches for such system of equations is therefore of great practical interest. Efficient iterative algorithms are proposed for solving a system of linear equations. The approach is based on a preconditioning of the initial matrix of the system with an approximation of a generalized inverse leading to a stochastic preconditioned matrix. This approach, valid for non-negative matrices, is first extended to hermitian, semi-definite positive matrices and then generalized to any complex rectangular matrices. The main results obtained are as follows: 1) We are able to build a generalized inverse of any complex rectangular matrix which satisfies the convergence condition requested in iterative algorithms for solving a system of linear equations. This completes the (short) list of generalized inverse having this property, after Kaczmarz and Cimmino matrices. Theoretical results on both the characterization of the type of generalized inverse obtained and the convergence are derived. 2) Thanks to its properties, this matrix can be efficiently used in different solving schemes as Richardson-Tanabe or preconditioned conjugate gradients. 3) By using Lp norms, we propose generalized Kaczmarz’s type matrices. We also show how Cimmino's matrix can be considered as a particular case consisting in choosing the Euclidian norm in an asymmetrical structure. 4) Regarding numerical results obtained on some pathological well-known test-cases (Hilbert, Nakasaka, …), some of the proposed algorithms are empirically shown to be more efficient on ill-conditioned problems and more robust to error propagation than the known classical techniques we have tested (Gauss, Moore-Penrose inverse, minimum residue, conjugate gradients, Kaczmarz, Cimmino). We end on a very early prospective application of our approach based on stochastic matrices aiming at computing some parameters (such as the extreme values, the mean, the variance, …) of the solution of a linear system prior to its resolution. Such an approach, if it were to be efficient, would be a source of information on the solution of a system of linear equations.

Keywords: conditioning, generalized inverse, linear system, norms, stochastic matrix

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Authors: Rich Murphy

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‘The Racism Found in Capitalism’s Poetry’ claims that since the death of philosophy and the end of art modern poetry has been upstaged by capitalist poetry using similar strategies and techniques; while both sublime moments use spectacle one is more effective. The essay also claims that capitalist poetry is open to racism and analyzes KFC advertising campaign to produce evidence of wide spread acceptance in an era of ‘micro-aggressions’ and confederate flag removals. The essay spends considerable time outlining the history of advertising and the weak literary counters to it that inevitably lent its assistance in education. The essay also suggests that the concept of ‘Enormous Irony’ may be the only way to counter. However, as long as capitalism is the method of the economy and governance, the essay suggests, there was little hope in spite of Obama’s election.

Keywords: modern poetry, advertising, Kentucky fried chicken, capitalism, poetry

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Authors: Jiwon Lee, Si-hwan Jang, Sanghyun Joo

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The popularity of emoticons are on the rise since the mobile messengers are generalized. At the same time, few problems of emoticons are also occurred due to innate characteristics of emoticons. Too many emoticons make difficult people to select one which is well-suited for user's intention. On the contrary to this, sometimes user cannot find the emoticon which expresses user's exact intention. Poor information delivery of emoticon is another problem due to a major part of current emoticons are focused on emotion delivery. In this situation, we propose a new concept of emoticons, editable emoticons, to solve above drawbacks of emoticons. User can edit the components inside the proposed editable emoticon and send it to express his exact intention. By doing so, the number of editable emoticons can be maintained reasonable, and it can express user's exact intention. Further, editable emoticons can be used as information deliverer according to user's intention and editing skills. In this paper, we propose the concept of editable emoticons and schema based editable emoticon description method. The proposed description method is 200 times superior to the compared screen capturing method in the view of transmission bandwidth. Further, the description method is designed to have compatibility since it follows MPEG-UD international standard. The proposed editable emoticons can be exploited not only mobile applications, but also various fields such as education and medical field.

Keywords: description schema, editable emoticon, emoticon transmission, mobile applications

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Authors: Ren Moses, Emmanuel Kidando, Eren Ozguven, Yassir Abdelrazig

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This study applied traffic speed and occupancy to develop clustering models that identify different traffic conditions. Particularly, these models are based on the Dirichlet Process Mixture of Generalized Linear regression (DML) and change-point regression (CR). The model frameworks were implemented using 2015 historical traffic data aggregated at a 15-minute interval from an Interstate 295 freeway in Jacksonville, Florida. Using the deviance information criterion (DIC) to identify the appropriate number of mixture components, three traffic states were identified as free-flow, transitional, and congested condition. Results of the DML revealed that traffic occupancy is statistically significant in influencing the reduction of traffic speed in each of the identified states. Influence on the free-flow and the congested state was estimated to be higher than the transitional flow condition in both evening and morning peak periods. Estimation of the critical speed threshold using CR revealed that 47 mph and 48 mph are speed thresholds for congested and transitional traffic condition during the morning peak hours and evening peak hours, respectively. Free-flow speed thresholds for morning and evening peak hours were estimated at 64 mph and 66 mph, respectively. The proposed approaches will facilitate accurate detection and prediction of traffic congestion for developing effective countermeasures.

Keywords: traffic congestion, multistate speed distribution, traffic occupancy, Dirichlet process mixtures of generalized linear model, Bayesian change-point detection

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Authors: Aziz Sezgin

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We consider the problem of stabilization of an unstable heat equation in a 2-D, 3-D and generally n-D domain by deriving a generalized backstepping boundary control design methodology. To stabilize the systems, we design boundary backstepping controllers inspired by the 1-D unstable heat equation stabilization procedure. We assume that one side of the boundary is hinged and the other side is controlled for each direction of the domain. Thus, controllers act on two boundaries for 2-D domain, three boundaries for 3-D domain and ”n” boundaries for n-D domain. The main idea of the design is to derive ”n” controllers for each of the dimensions by using ”n” kernel functions. Thus, we obtain ”n” controllers for the ”n” dimensional case. We use a transformation to change the system into an exponentially stable ”n” dimensional heat equation. The transformation used in this paper is a generalized Volterra/Fredholm type with ”n” kernel functions for n-D domain instead of the one kernel function of 1-D design.

Keywords: backstepping, boundary control, 2-D, 3-D, n-D heat equation, distributed parameter systems

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Authors: Paul R Armstrong

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Doubled haploids (DHs) have become an important breeding tool for creating maize inbred lines, although several bottlenecks in the DH production process limit wider development, application, and adoption of the technique. DH kernels are typically sorted manually and represent about 10% of the seeds in a much larger pool where the remaining 90% are hybrid siblings. This introduces time constraints on DH production and manual sorting is often not accurate. Automated sorting based on the chemical composition of the kernel can be effective, but devices, namely NMR, have not achieved the sorting speed to be a cost-effective replacement to manual sorting. This study evaluated a single kernel near-infrared reflectance spectroscopy (skNIR) platform to accurately identify DH kernels based on oil content. The skNIR platform is a higher-throughput device, approximately 3 seeds/s, that uses spectra to predict oil content of each kernel from maize crosses intentionally developed to create larger than normal oil differences, 1.5%-2%, between DH and hybrid kernels. Spectra from the skNIR were used to construct a partial least squares regression (PLS) model for oil and for a categorical reference model of 1 (DH kernel) or 2 (hybrid kernel) and then used to sort several crosses to evaluate performance. Two approaches were used for sorting. The first used a general PLS model developed from all crosses to predict oil content and then used for sorting each induction cross, the second was the development of a specific model from a single induction cross where approximately fifty DH and one hundred hybrid kernels used. This second approach used a categorical reference value of 1 and 2, instead of oil content, for the PLS model and kernels selected for the calibration set were manually referenced based on traditional commercial methods using coloration of the tip cap and germ areas. The generalized PLS oil model statistics were R2 = 0.94 and RMSE = .93% for kernels spanning an oil content of 2.7% to 19.3%. Sorting by this model resulted in extracting 55% to 85% of haploid kernels from the four induction crosses. Using the second method of generating a model for each cross yielded model statistics ranging from R2s = 0.96 to 0.98 and RMSEs from 0.08 to 0.10. Sorting in this case resulted in 100% correct classification but required models that were cross. In summary, the first generalized model oil method could be used to sort a significant number of kernels from a kernel pool but was not close to the accuracy of developing a sorting model from a single cross. The penalty for the second method is that a PLS model would need to be developed for each individual cross. In conclusion both methods could find useful application in the sorting of DH from hybrid kernels.

Keywords: NIR, haploids, maize, sorting

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Authors: Janne Engblom, Elias Oikarinen

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A panel dataset is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. Panel data models include a variety of fixed and random effects models which form a wide range of linear models. A special case of panel data models are dynamic in nature. A complication regarding a dynamic panel data model that includes the lagged dependent variable is endogeneity bias of estimates. Several approaches have been developed to account for this problem. In this paper, the panel models were estimated using the Arellano-Bover/Blundell-Bond Generalized method of moments (GMM) estimator which is an extension of the Arellano-Bond model where past values and different transformations of past values of the potentially problematic independent variable are used as instruments together with other instrumental variables. The Arellano–Bover/Blundell–Bond estimator augments Arellano–Bond by making an additional assumption that first differences of instrument variables are uncorrelated with the fixed effects. This allows the introduction of more instruments and can dramatically improve efficiency. It builds a system of two equations—the original equation and the transformed one—and is also known as system GMM. In this study, Finnish housing price dynamics were examined empirically by using the Arellano–Bover/Blundell–Bond estimation technique together with ordinary OLS. The aim of the analysis was to provide a comparison between conventional fixed-effects panel data models and dynamic panel data models. The Arellano–Bover/Blundell–Bond estimator is suitable for this analysis for a number of reasons: It is a general estimator designed for situations with 1) a linear functional relationship; 2) one left-hand-side variable that is dynamic, depending on its own past realizations; 3) independent variables that are not strictly exogenous, meaning they are correlated with past and possibly current realizations of the error; 4) fixed individual effects; and 5) heteroskedasticity and autocorrelation within individuals but not across them. Based on data of 14 Finnish cities over 1988-2012 differences of short-run housing price dynamics estimates were considerable when different models and instrumenting were used. Especially, the use of different instrumental variables caused variation of model estimates together with their statistical significance. This was particularly clear when comparing estimates of OLS with different dynamic panel data models. Estimates provided by dynamic panel data models were more in line with theory of housing price dynamics.

Keywords: dynamic model, fixed effects, panel data, price dynamics

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Authors: Ashenafi Beyene Fanta, Daniel Makina

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Economic theory predicts that finance promotes economic growth. Although the finance-growth link is among the most researched areas in financial economics, our understanding of the link between the two is still incomplete. This is caused by, among others, wrong econometric specifications, using weak proxies of financial development, and inability to address the endogeneity problem. Studies on the finance growth link in South Africa consistently report economic growth driving financial development. Early studies found that economic growth drives financial development in South Africa, and recent studies have confirmed this using different econometric models. However, the monetary aggregate (i.e. M2) utilized used in these studies is considered a weak proxy for financial development. Furthermore, the fact that the models employed do not address the endogeneity problem in the finance-growth link casts doubt on the validity of the conclusions. For this reason, the current study examines the finance growth link in South Africa using data for the period 1990 to 2011 by employing a generalized method of moments (GMM) technique that is capable of addressing endogeneity, simultaneity and omitted variable bias problems. Unlike previous cross country and country case studies that have also used the same technique, our contribution is that we account for the development of bond markets and non-bank financial institutions rather than being limited to stock market and banking sector development. We find that bond market development affects economic growth in South Africa, and no similar effect is observed for the bank and non-bank financial intermediaries and the stock market. Our findings show that examination of individual elements of the financial system is important in understanding the unique effect of each on growth. The observation that bond markets rather than private credit and stock market development promotes economic growth in South Africa induces an intriguing question as to what unique roles bond markets play that the intermediaries and equity markets are unable to play. Crucially, our results support observations in the literature that using appropriate measures of financial development is critical for policy advice. They also support the suggestion that individual elements of the financial system need to be studied separately to consider their unique roles in advancing economic growth. We believe that our understanding of the channels through which bond market contribute to growth would be a fertile ground for future research.

Keywords: bond market, finance, financial sector, growth

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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: Mihai Rebenciuc, Simona Mihaela Bibic

Abstract:

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

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