Search results for: Auto-Correlation Function (ACF)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4866

Search results for: Auto-Correlation Function (ACF)

4836 Characteristic Function in Estimation of Probability Distribution Moments

Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique, author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation

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4835 Continuous-Time and Discrete-Time Singular Value Decomposition of an Impulse Response Function

Authors: Rogelio Luck, Yucheng Liu

Abstract:

This paper proposes the continuous-time singular value decomposition (SVD) for the impulse response function, a special kind of Green’s functions e⁻⁽ᵗ⁻ ᵀ⁾, in order to find a set of singular functions and singular values so that the convolutions of such function with the set of singular functions on a specified domain are the solutions to the inhomogeneous differential equations for those singular functions. A numerical example was illustrated to verify the proposed method. Besides the continuous-time SVD, a discrete-time SVD is also presented for the impulse response function, which is modeled using a Toeplitz matrix in the discrete system. The proposed method has broad applications in signal processing, dynamic system analysis, acoustic analysis, thermal analysis, as well as macroeconomic modeling.

Keywords: singular value decomposition, impulse response function, Green’s function , Toeplitz matrix , Hankel matrix

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4834 Subclasses of Bi-Univalent Functions Associated with Hohlov Operator

Authors: Rashidah Omar, Suzeini Abdul Halim, Aini Janteng

Abstract:

The coefficients estimate problem for Taylor-Maclaurin series is still an open problem especially for a function in the subclass of bi-univalent functions. A function f ϵ A is said to be bi-univalent in the open unit disk D if both f and f-1 are univalent in D. The symbol A denotes the class of all analytic functions f in D and it is normalized by the conditions f(0) = f’(0) – 1=0. The class of bi-univalent is denoted by  The subordination concept is used in determining second and third Taylor-Maclaurin coefficients. The upper bound for second and third coefficients is estimated for functions in the subclasses of bi-univalent functions which are subordinated to the function φ. An analytic function f is subordinate to an analytic function g if there is an analytic function w defined on D with w(0) = 0 and |w(z)| < 1 satisfying f(z) = g[w(z)]. In this paper, two subclasses of bi-univalent functions associated with Hohlov operator are introduced. The bound for second and third coefficients of functions in these subclasses is determined using subordination. The findings would generalize the previous related works of several earlier authors.

Keywords: analytic functions, bi-univalent functions, Hohlov operator, subordination

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4833 The Changes of Functions of Leishan Miao New-Year in Southeast Guizhou

Authors: Lanyan Peng, Ling Chen

Abstract:

Leishan Miao New-Year is one of the grandest festivals in the southeastern of Guizhou Province in China. It was officially listed in the National Intangible Cultural Heritage List in 2008, as a traditional folk cultural activity organized by the local Miao people. With the rise of cultural tourism, after 19 years of exploration, the local government has successfully built Miao New-Year into a cultural card that is well-known at home and abroad. During the Miao New-Year period, it has attracted 3.8 million tourists and achieves a win-win situation in the economy and culture. However, tourism development has changed the living environment and living state of the local people. And it is accompanied by changes in the form of the festival, the content of the festival, and the local people’s needs and attitudes to the festival. This paper uses the field investigation method to achieve 410 questionnaires and 35 interviews, exploring the process and the reasons for changes of Leishan Miao New-Year’s cultural function. Among all the functions, the economic function, identity function, and entertainment function have been enhanced, and the marriage and love function has been extended. In the meanwhile, sacrificial function has been weakened. There are some trends in functions. The function of commemorating ancestor and self-entertainment has been changed to entertaining people and economic pursuit.

Keywords: Miao New-Year, Miao nationality, festival function, changes

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4832 On Boundary Values of Hardy Space Banach Space-Valued Functions

Authors: Irina Peterburgsky

Abstract:

Let T be a unit circumference of a complex plane, E be a Banach space, E* and E** be its conjugate and second conjugate, respectively. In general, a Hardy space Hp(E), p ≥1, where functions act from the open unit disk to E, could contain a function for which even weak nontangential (angular) boundary value in the space E** does not exist at any point of the unit circumference T (C. Grossetete.) The situation is "better" when certain restrictions to the Banach space of values are applied (more or less resembling a classical case of scalar-valued functions depending on constrains, as shown by R. Ryan.) This paper shows that, nevertheless, in the case of a Banach space of a general type, the following positive statement is true: Proposition. For any function f(z) from Hp(E), p ≥ 1, there exists a function F(eiθ) on the unit circumference T to E** whose Poisson (in the Pettis sense) is integral regains the function f(z) on the open unit disk. Some characteristics of the function F(eiθ) are demonstrated.

Keywords: hardy spaces, Banach space-valued function, boundary values, Pettis integral

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4831 Explicit Chain Homotopic Function to Compute Hochschild Homology of the Polynomial Algebra

Authors: Zuhier Altawallbeh

Abstract:

In this paper, an explicit homotopic function is constructed to compute the Hochschild homology of a finite dimensional free k-module V. Because the polynomial algebra is of course fundamental in the computation of the Hochschild homology HH and the cyclic homology CH of commutative algebras, we concentrate our work to compute HH of the polynomial algebra.by providing certain homotopic function.

Keywords: hochschild homology, homotopic function, free and projective modules, free resolution, exterior algebra, symmetric algebra

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4830 Electrophoretic Light Scattering Based on Total Internal Reflection as a Promising Diagnostic Method

Authors: Ekaterina A. Savchenko, Elena N. Velichko, Evgenii T. Aksenov

Abstract:

The development of pathological processes, such as cardiovascular and oncological diseases, are accompanied by changes in molecular parameters in cells, tissues, and serum. The study of the behavior of protein molecules in solutions is of primarily importance for diagnosis of such diseases. Various physical and chemical methods are used to study molecular systems. With the advent of the laser and advances in electronics, optical methods, such as scanning electron microscopy, sedimentation analysis, nephelometry, static and dynamic light scattering, have become the most universal, informative and accurate tools for estimating the parameters of nanoscale objects. The electrophoretic light scattering is the most effective technique. It has a high potential in the study of biological solutions and their properties. This technique allows one to investigate the processes of aggregation and dissociation of different macromolecules and obtain information on their shapes, sizes and molecular weights. Electrophoretic light scattering is an analytical method for registration of the motion of microscopic particles under the influence of an electric field by means of quasi-elastic light scattering in a homogeneous solution with a subsequent registration of the spectral or correlation characteristics of the light scattered from a moving object. We modified the technique by using the regime of total internal reflection with the aim of increasing its sensitivity and reducing the volume of the sample to be investigated, which opens the prospects of automating simultaneous multiparameter measurements. In addition, the method of total internal reflection allows one to study biological fluids on the level of single molecules, which also makes it possible to increase the sensitivity and the informativeness of the results because the data obtained from an individual molecule is not averaged over an ensemble, which is important in the study of bimolecular fluids. To our best knowledge the study of electrophoretic light scattering in the regime of total internal reflection is proposed for the first time, latex microspheres 1 μm in size were used as test objects. In this study, the total internal reflection regime was realized on a quartz prism where the free electrophoresis regime was set. A semiconductor laser with a wavelength of 655 nm was used as a radiation source, and the light scattering signal was registered by a pin-diode. Then the signal from a photodetector was transmitted to a digital oscilloscope and to a computer. The autocorrelation functions and the fast Fourier transform in the regime of Brownian motion and under the action of the field were calculated to obtain the parameters of the object investigated. The main result of the study was the dependence of the autocorrelation function on the concentration of microspheres and the applied field magnitude. The effect of heating became more pronounced with increasing sample concentrations and electric field. The results obtained in our study demonstrated the applicability of the method for the examination of liquid solutions, including biological fluids.

Keywords: light scattering, electrophoretic light scattering, electrophoresis, total internal reflection

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4829 A Practical and Efficient Evaluation Function for 3D Model Based Vehicle Matching

Authors: Yuan Zheng

Abstract:

3D model-based vehicle matching provides a new way for vehicle recognition, localization and tracking. Its key is to construct an evaluation function, also called fitness function, to measure the degree of vehicle matching. The existing fitness functions often poorly perform when the clutter and occlusion exist in traffic scenarios. In this paper, we present a practical and efficient fitness function. Unlike the existing evaluation functions, the proposed fitness function is to study the vehicle matching problem from both local and global perspectives, which exploits the pixel gradient information as well as the silhouette information. In view of the discrepancy between 3D vehicle model and real vehicle, a weighting strategy is introduced to differently treat the fitting of the model’s wireframes. Additionally, a normalization operation for the model’s projection is performed to improve the accuracy of the matching. Experimental results on real traffic videos reveal that the proposed fitness function is efficient and robust to the cluttered background and partial occlusion.

Keywords: 3D-2D matching, fitness function, 3D vehicle model, local image gradient, silhouette information

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4828 Research on the Spatio-Temporal Evolution Pattern of Traffic Dominance in Shaanxi Province

Authors: Leng Jian-Wei, Wang Lai-Jun, Li Ye

Abstract:

In order to measure and analyze the transportation situation within the counties of Shaanxi province over a certain period of time and to promote the province's future transportation planning and development, this paper proposes a reasonable layout plan and compares model rationality. The study uses entropy weight method to measure the transportation advantages of 107 counties in Shaanxi province from three dimensions: road network density, trunk line influence and location advantage in 2013 and 2021, and applies spatial autocorrelation analysis method to analyze the spatial layout and development trend of county-level transportation, and conducts ordinary least square (OLS)regression on transportation impact factors and other influencing factors. The paper also compares the regression fitting degree of the Geographically weighted regression(GWR) model and the OLS model. The results show that spatially, the transportation advantages of Shaanxi province generally show a decreasing trend from the Weihe Plain to the surrounding areas and mainly exhibit high-high clustering phenomenon. Temporally, transportation advantages show an overall upward trend, and the phenomenon of spatial imbalance gradually decreases. People's travel demands have changed to some extent, and the demand for rapid transportation has increased overall. The GWR model regression fitting degree of transportation advantages is 0.74, which is higher than the OLS regression model's fitting degree of 0.64. Based on the evolution of transportation advantages, it is predicted that this trend will continue for a period of time in the future. To improve the transportation advantages of Shaanxi province increasing the layout of rapid transportation can effectively enhance the transportation advantages of Shaanxi province. When analyzing spatial heterogeneity, geographic factors should be considered to establish a more reliable model

Keywords: traffic dominance, GWR model, spatial autocorrelation analysis, temporal and spatial evolution

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4827 Elaboration and Characterization of Silver Nanoparticles for Therapeutic and Environmental Applications

Authors: Manel Bouloudenine, Karima Djeddou, Hadjer Ben Manser, Hana Soualah Alila, Mohmed Bououdina

Abstract:

This survey research involves the elaboration and characterization of silver nanoparticles for therapeutic and environmental applications. The silver nanoparticles "Ag NPs" were synthesized by reducing AgNO3 with microwaves. The characterization of nanoparticles was done by using Transmission Electron Microscopy " TEM ", Energy Dispersive Spectroscopy "EDS", Selected Area Electron Diffraction "SEAD", UV-Visible Spectroscopy and Dynamic Light Scattering "DLS". Transmission Electron Microscopy and Electron Diffraction have confirmed the nanoscale, the shape, and the crystalline quality of as synthesized silver nanoparticles. Elementary analysis has proved the purity of Ag NPs and the presence of the Surface Plasmon Resonance phenomenon "SPR". A strong absorption shift was observed in the visible range of the UV-visible spectrum of as synthesized Ag NPs, which indicates the presence of metallic silver. When the strong absorption in the ultraviolet range of the spectrum has revealed the presence of ionic Ag NPs ionic Ag aggregates species. The autocorrelation function measured by the Dynamic Light Scattering has shown a strong monodispersed character of Ag NPs, which is indicated by the presence of a single size population, with a minima and a maxima laying between 40 and 111 nm. Related to other research, our results confirm the performance properties of as synthesized Ag NPs, which allows them to be performing in many technological applications, including therapeutic and environmental ones.

Keywords: silvers nanoparticles, microwaves, EDS, TEM

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4826 Modelling of the Linear Operator in the Representation of the Function of Wave of a Micro Particle

Authors: Mohammedi Ferhate

Abstract:

This paper deals with the generalized the notion of the function of wave a micro particle moving free, the concept of the linear operator in the representation function delta of Dirac which is a generalization of the symbol of Kronecker to the case of a continuous variation of the sizes concerned with the condition of orthonormation of the Eigen functions the use of linear operators and their Eigen functions in connection with the solution of given differential equations, it is of interest to study the properties of the operators themselves and determine which of them follow purely from the nature of the operators, without reference to specific forms of Eigen functions. The models simulation examples are also presented.

Keywords: function, operator, simulation, wave

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4825 Bayesian Estimation under Different Loss Functions Using Gamma Prior for the Case of Exponential Distribution

Authors: Md. Rashidul Hasan, Atikur Rahman Baizid

Abstract:

The Bayesian estimation approach is a non-classical estimation technique in statistical inference and is very useful in real world situation. The aim of this paper is to study the Bayes estimators of the parameter of exponential distribution under different loss functions and then compared among them as well as with the classical estimator named maximum likelihood estimator (MLE). In our real life, we always try to minimize the loss and we also want to gather some prior information (distribution) about the problem to solve it accurately. Here the gamma prior is used as the prior distribution of exponential distribution for finding the Bayes estimator. In our study, we also used different symmetric and asymmetric loss functions such as squared error loss function, quadratic loss function, modified linear exponential (MLINEX) loss function and non-linear exponential (NLINEX) loss function. Finally, mean square error (MSE) of the estimators are obtained and then presented graphically.

Keywords: Bayes estimator, maximum likelihood estimator (MLE), modified linear exponential (MLINEX) loss function, Squared Error (SE) loss function, non-linear exponential (NLINEX) loss function

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4824 Remarks on the Lattice Green's Function for the Anisotropic Face Cantered Cubic Lattice

Authors: Jihad H. Asad

Abstract:

An expression for the Green’s function (GF) of anisotropic face cantered cubic (IFCC) lattice is evaluated analytically and numerically for a single impurity problem. The density of states (DOS), phase shift and scattering cross section are expressed in terms of complete elliptic integrals of the first kind.

Keywords: lattice Green's function, elliptic integral, physics, cubic lattice

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4823 An Analytical Wall Function for 2-D Shock Wave/Turbulent Boundary Layer Interactions

Authors: X. Wang, T. J. Craft, H. Iacovides

Abstract:

When handling the near-wall regions of turbulent flows, it is necessary to account for the viscous effects which are important over the thin near-wall layers. Low-Reynolds- number turbulence models do this by including explicit viscous and also damping terms which become active in the near-wall regions, and using very fine near-wall grids to properly resolve the steep gradients present. In order to overcome the cost associated with the low-Re turbulence models, a more advanced wall function approach has been implemented within OpenFoam and tested together with a standard log-law based wall function in the prediction of flows which involve 2-D shock wave/turbulent boundary layer interactions (SWTBLIs). On the whole, from the calculation of the impinging shock interaction, the three turbulence modelling strategies, the Lauder-Sharma k-ε model with Yap correction (LS), the high-Re k-ε model with standard wall function (SWF) and analytical wall function (AWF), display good predictions of wall-pressure. However, the SWF approach tends to underestimate the tendency of the flow to separate as a result of the SWTBLI. The analytical wall function, on the other hand, is able to reproduce the shock-induced flow separation and returns predictions similar to those of the low-Re model, using a much coarser mesh.

Keywords: SWTBLIs, skin-friction, turbulence modeling, wall function

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4822 Defuzzification of Periodic Membership Function on Circular Coordinates

Authors: Takashi Mitsuishi, Koji Saigusa

Abstract:

This paper presents circular polar coordinates transformation of periodic fuzzy membership function. The purpose is identification of domain of periodic membership functions in consequent part of IF-THEN rules. The proposed methods are applied to the simple color construct system.

Keywords: periodic membership function, polar coordinates transformation, defuzzification, circular coordinates

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4821 Assessing Spatial Associations of Mortality Patterns in Municipalities of the Czech Republic

Authors: Jitka Rychtarikova

Abstract:

Regional differences in mortality in the Czech Republic (CR) may be moderate from a broader European perspective, but important discrepancies in life expectancy can be found between smaller territorial units. In this study territorial units are based on Administrative Districts of Municipalities with Extended Powers (MEP). This definition came into force January 1, 2003. There are 205 units and the city of Prague. MEP represents the smallest unit for which mortality patterns based on life tables can be investigated and the Czech Statistical Office has been calculating such life tables (every five-years) since 2004. MEP life tables from 2009-2013 for males and females allowed the investigation of three main life cycles with the use of temporary life expectancies between the exact ages of 0 and 35; 35 and 65; and the life expectancy at exact age 65. The results showed regional survival inequalities primarily in adult and older ages. Consequently, only mortality indicators for adult and elderly population were related to census 2011 unlinked data for the same age groups. The most relevant socio-economic factors taken from the census are: having a partner, educational level and unemployment rate. The unemployment rate was measured for adults aged 35-64 completed years. Exploratory spatial data analysis methods were used to detect regional patterns in spatially contiguous units of MEP. The presence of spatial non-stationarity (spatial autocorrelation) of mortality levels for male and female adults (35-64), and elderly males and females (65+) was tested using global Moran’s I. Spatial autocorrelation of mortality patterns was mapped using local Moran’s I with the intention to depict clusters of low or high mortality and spatial outliers for two age groups (35-64 and 65+). The highest Moran’s I was observed for male temporary life expectancy between exact ages 35 and 65 (0.52) and the lowest was among women with life expectancy of 65 (0.26). Generally, men showed stronger spatial autocorrelation compared to women. The relationship between mortality indicators such as life expectancies and socio-economic factors like the percentage of males/females having a partner; percentage of males/females with at least higher secondary education; and percentage of unemployed males/females from economically active population aged 35-64 years, was evaluated using multiple regression (OLS). The results were then compared to outputs from geographically weighted regression (GWR). In the Czech Republic, there are two broader territories North-West Bohemia (NWB) and North Moravia (NM), in which excess mortality is well established. Results of the t-test of spatial regression showed that for males aged 30-64 the association between mortality and unemployment (when adjusted for education and partnership) was stronger in NM compared to NWB, while educational level impacted the length of survival more in NWB. Geographic variation and relationships in mortality of the CR MEP will also be tested using the spatial Durbin approach. The calculations were conducted by means of ArcGIS 10.6 and SAS 9.4.

Keywords: Czech Republic, mortality, municipality, socio-economic factors, spatial analysis

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4820 The Effect of Internal Auditing Function on the Quality of Financial Reporting: A Theoretical Framework

Authors: Hani Albogami

Abstract:

The internal audit function is considered as one of the internal corporate governance mechanisms that may have an impact on improving earnings quality by constraining earnings management. The internal audit function is also a unique corporate governance mechanism because internal auditors have more involvement with the day-to-day operations comparing to the audit committee, and also internal auditors audit their companies the whole year compared to the external auditor who audits only a certain time of the year. The relationships between internal audit function and earnings management can be understood by some theories. Therefore, this paper provides a theoretical background of the influence of the quality of internal audit function on earnings management. In particular, the agency theory, institutional theory, singling theory, and resource dependency theory are adapted by this paper to provide some understanding and analyses that can be a basis for future research to contribute to the corporate governance academic studies.

Keywords: internal audit, corporate governance, earnings management, accounting

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4819 Efficient Estimation for the Cox Proportional Hazards Cure Model

Authors: Khandoker Akib Mohammad

Abstract:

While analyzing time-to-event data, it is possible that a certain fraction of subjects will never experience the event of interest, and they are said to be cured. When this feature of survival models is taken into account, the models are commonly referred to as cure models. In the presence of covariates, the conditional survival function of the population can be modelled by using the cure model, which depends on the probability of being uncured (incidence) and the conditional survival function of the uncured subjects (latency), and a combination of logistic regression and Cox proportional hazards (PH) regression is used to model the incidence and latency respectively. In this paper, we have shown the asymptotic normality of the profile likelihood estimator via asymptotic expansion of the profile likelihood and obtain the explicit form of the variance estimator with an implicit function in the profile likelihood. We have also shown the efficient score function based on projection theory and the profile likelihood score function are equal. Our contribution in this paper is that we have expressed the efficient information matrix as the variance of the profile likelihood score function. A simulation study suggests that the estimated standard errors from bootstrap samples (SMCURE package) and the profile likelihood score function (our approach) are providing similar and comparable results. The numerical result of our proposed method is also shown by using the melanoma data from SMCURE R-package, and we compare the results with the output obtained from the SMCURE package.

Keywords: Cox PH model, cure model, efficient score function, EM algorithm, implicit function, profile likelihood

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4818 A Pilot Study on the Sensory Processing Difficulty Pattern Association between the Hot and Cold Executive Function Deficits in Attention Deficit Hyperactivity Deficit Child

Authors: Sheng-Fen Fan, Sung-Hui Tseng

Abstract:

Attention deficit hyperactivity deficit (ADHD) child display diverse sensory processing difficulty behaviors. There is less evidence to figure out how the association between executive function and sensory deficit. To determine whether sensory deficit influence the executive functions, we examined sensory processing by SPM and try to indicate hot/cold executive function (EF) by BRIEF2, respectively. We found that the hot executive function deficit might associate with auditory processing in a variety of settings, and vestibular input to maintain balance and upright posture; the cold EF deficit might opposite to the hot EF deficit, the vestibular sensory modulation difficulty association with emotion shifting and emotional regulation. These results suggest that sensory processing might be another consideration factor to influence the higher cognitive control or emotional regulation of EF. Overall, this study indicates the distinction between hot and cold EF impairments with different sensory modulation problem. Moreover, for clinician, it needs more cautious consideration to conduct intervention with ADHD.

Keywords: hot executive function, cold executive function, sensory processing, ADHD

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4817 Statistical Time-Series and Neural Architecture of Malaria Patients Records in Lagos, Nigeria

Authors: Akinbo Razak Yinka, Adesanya Kehinde Kazeem, Oladokun Oluwagbenga Peter

Abstract:

Time series data are sequences of observations collected over a period of time. Such data can be used to predict health outcomes, such as disease progression, mortality, hospitalization, etc. The Statistical approach is based on mathematical models that capture the patterns and trends of the data, such as autocorrelation, seasonality, and noise, while Neural methods are based on artificial neural networks, which are computational models that mimic the structure and function of biological neurons. This paper compared both parametric and non-parametric time series models of patients treated for malaria in Maternal and Child Health Centres in Lagos State, Nigeria. The forecast methods considered linear regression, Integrated Moving Average, ARIMA and SARIMA Modeling for the parametric approach, while Multilayer Perceptron (MLP) and Long Short-Term Memory (LSTM) Network were used for the non-parametric model. The performance of each method is evaluated using the Mean Absolute Error (MAE), R-squared (R2) and Root Mean Square Error (RMSE) as criteria to determine the accuracy of each model. The study revealed that the best performance in terms of error was found in MLP, followed by the LSTM and ARIMA models. In addition, the Bootstrap Aggregating technique was used to make robust forecasts when there are uncertainties in the data.

Keywords: ARIMA, bootstrap aggregation, MLP, LSTM, SARIMA, time-series analysis

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4816 Estimation of Fuel Cost Function Characteristics Using Cuckoo Search

Authors: M. R. Al-Rashidi, K. M. El-Naggar, M. F. Al-Hajri

Abstract:

The fuel cost function describes the electric power generation-cost relationship in thermal plants, hence, it sheds light on economical aspects of power industry. Different models have been proposed to describe this relationship with the quadratic function model being the most popular one. Parameters of second order fuel cost function are estimated in this paper using cuckoo search algorithm. It is a new population based meta-heuristic optimization technique that has been used in this study primarily as an accurate estimation tool. Its main features are flexibility, simplicity, and effectiveness when compared to other estimation techniques. The parameter estimation problem is formulated as an optimization one with the goal being minimizing the error associated with the estimated parameters. A case study is considered in this paper to illustrate cuckoo search promising potential as a valuable estimation and optimization technique.

Keywords: cuckoo search, parameters estimation, fuel cost function, economic dispatch

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4815 A Hazard Rate Function for the Time of Ruin

Authors: Sule Sahin, Basak Bulut Karageyik

Abstract:

This paper introduces a hazard rate function for the time of ruin to calculate the conditional probability of ruin for very small intervals. We call this function the force of ruin (FoR). We obtain the expected time of ruin and conditional expected time of ruin from the exact finite time ruin probability with exponential claim amounts. Then we introduce the FoR which gives the conditional probability of ruin and the condition is that ruin has not occurred at time t. We analyse the behavior of the FoR function for different initial surpluses over a specific time interval. We also obtain FoR under the excess of loss reinsurance arrangement and examine the effect of reinsurance on the FoR.

Keywords: conditional time of ruin, finite time ruin probability, force of ruin, reinsurance

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4814 Modeling and Simulation of a CMOS-Based Analog Function Generator

Authors: Madina Hamiane

Abstract:

Modelling and simulation of an analogy function generator is presented based on a polynomial expansion model. The proposed function generator model is based on a 10th order polynomial approximation of any of the required functions. The polynomial approximations of these functions can then be implemented using basic CMOS circuit blocks. In this paper, a circuit model is proposed that can simultaneously generate many different mathematical functions. The circuit model is designed and simulated with HSPICE and its performance is demonstrated through the simulation of a number of non-linear functions.

Keywords: modelling and simulation, analog function generator, polynomial approximation, CMOS transistors

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4813 Diagonal Vector Autoregressive Models and Their Properties

Authors: Usoro Anthony E., Udoh Emediong

Abstract:

Diagonal Vector Autoregressive Models are special classes of the general vector autoregressive models identified under certain conditions, where parameters are restricted to the diagonal elements in the coefficient matrices. Variance, autocovariance, and autocorrelation properties of the upper and lower diagonal VAR models are derived. The new set of VAR models is verified with empirical data and is found to perform favourably with the general VAR models. The advantage of the diagonal models over the existing models is that the new models are parsimonious, given the reduction in the interactive coefficients of the general VAR models.

Keywords: VAR models, diagonal VAR models, variance, autocovariance, autocorrelations

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4812 A Computational Fluid Dynamics Study of Turbulence Flow and Parameterization of an Aerofoil

Authors: Mohamed Z. M. Duwahir, Shian Gao

Abstract:

The main objective of this project was to introduce and test a new scheme for parameterization of subsonic aerofoil, using a function called Shape Function. Python programming was used to create a user interactive environment for geometry generation of aerofoil using NACA and Shape Function methodologies. Two aerofoils, NACA 0012 and NACA 1412, were generated using this function. Testing the accuracy of the Shape Function scheme was done by Linear Square Fitting using Python and CFD modelling the aerofoil in Fluent. NACA 0012 (symmetrical aerofoil) was better approximated using Shape Function than NACA 1412 (cambered aerofoil). The second part of the project involved comparing two turbulent models, k-ε and Spalart-Allmaras (SA), in Fluent by modelling the aerofoils NACA 0012 and NACA 1412 in conditions of Reynolds number of 3 × 106. It was shown that SA modelling is better for aerodynamic purpose. The experimental coefficient of lift (Cl) and coefficient of drag (Cd) were compared with empirical wind tunnel data for a range of angle of attack (AOA). As a further step, this project involved drawing and meshing 3D wings in Gambit. The 3D wing flow was solved and compared with 2D aerofoil section experimental results and wind tunnel data.

Keywords: CFD simulation, shape function, turbulent modelling, aerofoil

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4811 Super-ellipsoidal Potential Function for Autonomous Collision Avoidance of a Teleoperated UAV

Authors: Mohammed Qasim, Kyoung-Dae Kim

Abstract:

In this paper, we present the design of the super-ellipsoidal potential function (SEPF), that can be used for autonomous collision avoidance of an unmanned aerial vehicle (UAV) in a 3-dimensional space. In the design of SEPF, we have the full control over the shape and size of the potential function. In particular, we can adjust the length, width, height, and the amount of flattening at the tips of the potential function so that the collision avoidance motion vector generated from the potential function can be adjusted accordingly. Based on the idea of the SEPF, we also propose an approach for the local autonomy of a UAV for its collision avoidance when the UAV is teleoperated by a human operator. In our proposed approach, a teleoperated UAV can not only avoid collision autonomously with other surrounding objects but also track the operator’s control input as closely as possible. As a result, an operator can always be in control of the UAV for his/her high-level guidance and navigation task without worrying too much about the UAVs collision avoidance while it is being teleoperated. The effectiveness of the proposed approach is demonstrated through a human-in-the-loop simulation of quadrotor UAV teleoperation using virtual robot experimentation platform (v-rep) and Matlab programs.

Keywords: artificial potential function, autonomous collision avoidance, teleoperation, quadrotor

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4810 Function Approximation with Radial Basis Function Neural Networks via FIR Filter

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

Abstract:

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

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

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4809 Development a Fine Motor and Executive Function Assessment (FiM&EF) for Assessing School Aged Children with Attention Deficit/Hyperactivity Disorder (AD/HD)

Authors: Negar Miri-Lavasani

Abstract:

Background: Children with Attention-deficit/hyperactivity disorder (ADHD) show fine motor skills difficulties, and it is controversial whether this difficulty is based on problems in their fine motor skills or their executive function impairments. Objectives of Study: The Fine Motor and Executive Function assessment tool (FiM&EF) was developed to answer the question, ‘Do the fine motor skill deficits in children with ADHD come from their fine motor problems or is it caused by their executive function problems?’. This paper describes the development of a new assessment of Fine Motor and Executive Function (FiM &EF) needed by primary school students with ADHD aged 6-12 years with ADHD. Methods: A study on the content validity established through a survey of a panel of nine experts is explained in detail. Findings: Most the experts agreed such an assessment was needed and two items were deleted as a result of experts’ feedback. Relevance to Clinical Practice: Distinguishing the main reason of fine motor problem in these children could help the clinician for their therapy plans. Knowledge on the influence of executive functioning on fine motor ability in selected age children with ADHD would provide a clearer clinical picture of the fine motor capabilities and executive function for these children.

Keywords: children with ADHD, executive function, fine motor, test

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4808 Weighted Rank Regression with Adaptive Penalty Function

Authors: Kang-Mo Jung

Abstract:

The use of regularization for statistical methods has become popular. The least absolute shrinkage and selection operator (LASSO) framework has become the standard tool for sparse regression. However, it is well known that the LASSO is sensitive to outliers or leverage points. We consider a new robust estimation which is composed of the weighted loss function of the pairwise difference of residuals and the adaptive penalty function regulating the tuning parameter for each variable. Rank regression is resistant to regression outliers, but not to leverage points. By adopting a weighted loss function, the proposed method is robust to leverage points of the predictor variable. Furthermore, the adaptive penalty function gives us good statistical properties in variable selection such as oracle property and consistency. We develop an efficient algorithm to compute the proposed estimator using basic functions in program R. We used an optimal tuning parameter based on the Bayesian information criterion (BIC). Numerical simulation shows that the proposed estimator is effective for analyzing real data set and contaminated data.

Keywords: adaptive penalty function, robust penalized regression, variable selection, weighted rank regression

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4807 Nonparametric Specification Testing for the Drift of the Short Rate Diffusion Process Using a Panel of Yields

Authors: John Knight, Fuchun Li, Yan Xu

Abstract:

Based on a new method of the nonparametric estimator of the drift function, we propose a consistent test for the parametric specification of the drift function in the short rate diffusion process using observations from a panel of yields. The test statistic is shown to follow an asymptotic normal distribution under the null hypothesis that the parametric drift function is correctly specified, and converges to infinity under the alternative. Taking the daily 7-day European rates as a proxy of the short rate, we use our test to examine whether the drift of the short rate diffusion process is linear or nonlinear, which is an unresolved important issue in the short rate modeling literature. The testing results indicate that none of the drift functions in this literature adequately captures the dynamics of the drift, but nonlinear specification performs better than the linear specification.

Keywords: diffusion process, nonparametric estimation, derivative security price, drift function and volatility function

Procedia PDF Downloads 341