Search results for: Discrete Hidden Markov Model

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

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This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

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Authors: Zina Benouaret, Djamil Aissani

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In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis

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Authors: P. K. Guha Thakurta, Shouvik Roy, Bhawana Raj

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A congestion control scheme in mobile networks is proposed in this paper through a verification based model. The model proposed in this work is represented through performance metric like buffer Occupancy, latency and packet loss rate. Based on pre-defined values, each of the metric is introduced in terms of three different states. A Markov chain based model for the proposed work is introduced to monitor the occurrence of the corresponding state transitions. Thus, the estimation of the network status is obtained in terms of performance metric. In addition, the improved performance of our proposed model over existing works is shown with experimental results.

Keywords: congestion, mobile networks, buffer, delay, call drop, markov chain

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Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: piecewise regression, bayesian, reversible jump MCMC, segmentation

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Authors: Smail Tigani, Mohamed Ouzzif

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This work presents a discrete quantitative state prediction algorithm with intelligent behavior making it able to self-improve some performance aspects. The specificity of this algorithm is the capacity of self-rectification of the prediction strategy before the final decision. The auto-rectification mechanism is based on two parallel mathematical models. In one hand, the algorithm predicts the next state based on event transition matrix updated after each observation. In the other hand, the algorithm extracts its residues trend with a linear regression representing historical residues data-points in order to rectify the first decision if needs. For a normal distribution, the interactivity between the two models allows the algorithm to self-optimize its performance and then make better prediction. Designed key performance indicator, computed during a Monte Carlo simulation, shows the advantages of the proposed approach compared with traditional one.

Keywords: discrete state, Markov Chains, linear regression, auto-adaptive systems, decision making, Monte Carlo Simulation

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Authors: Eslam Mohammed Abdelkader, Mohamed Marzouk, Tarek Zayed

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Infrastructure systems are crucial to every aspect of life on Earth. Existing Infrastructure is subjected to degradation while the demands are growing for a better infrastructure system in response to the high standards of safety, health, population growth, and environmental protection. Bridges play a crucial role in urban transportation networks. Moreover, they are subjected to high level of deterioration because of the variable traffic loading, extreme weather conditions, cycles of freeze and thaw, etc. The development of Bridge Management Systems (BMSs) has become a fundamental imperative nowadays especially in the large transportation networks due to the huge variance between the need for maintenance actions, and the available funds to perform such actions. Deterioration models represent a very important aspect for the effective use of BMSs. This paper presents a probabilistic time-based model that is capable of predicting the condition ratings of the concrete bridge decks along its service life. The deterioration process of the concrete bridge decks is modeled using semi-Markov process. One of the main challenges of the Markov Chain Decision Process (MCDP) is the construction of the transition probability matrix. Yet, the proposed model overcomes this issue by modeling the sojourn times based on some probability density functions. The sojourn times of each condition state are fitted to probability density functions based on some goodness of fit tests such as Kolmogorov-Smirnov test, Anderson Darling, and chi-squared test. The parameters of the probability density functions are obtained using maximum likelihood estimation (MLE). The condition ratings obtained from the Ministry of Transportation in Quebec (MTQ) are utilized as a database to construct the deterioration model. Finally, a comparison is conducted between the Markov Chain and semi-Markov chain to select the most feasible prediction model.

Keywords: bridge management system, bridge decks, deterioration model, Semi-Markov chain, sojourn times, maximum likelihood estimation

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Authors: Tomoaki Hashimoto

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Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the validity of the obtained stability condition.

Keywords: computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems

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Authors: Karina C. Azzolin, Luis E. Kosteski, Alisson S. Milani, Raquel C. Zydeck

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This work aims to represent Numerically tests experimentally developed in reduced scale walls with horizontal and inclined cuts by using the Lattice Discrete Element Method (LDEM) implemented On de Abaqus/explicit environment. The cuts were performed with depths of 20%, 30%, and 50% On the walls subjected to centered and eccentric loading. The parameters used to evaluate the numerical model are its strength, the failure mode, and the in-plane and out-of-plane displacements.

Keywords: structural masonry, wall chases, small scale, numerical model, lattice discrete element method

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Authors: Elimhan N. Mahmudov

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The paper concerns the necessary and sufficient conditions of optimality for Cauchy problem of fourth order discrete (PD) and discrete-approximate (PDA) inclusions. The main problem is formulation of the fourth order adjoint discrete and discrete-approximate inclusions and transversality conditions, which are peculiar to problems including fourth order derivatives and approximate derivatives. Thus the necessary and sufficient conditions of optimality are obtained incorporating the Euler-Lagrange and Hamiltonian forms of inclusions. Derivation of optimality conditions are based on the apparatus of locally adjoint mapping (LAM). Moreover in the application of these results we consider the fourth order linear discrete and discrete-approximate inclusions.

Keywords: difference, optimization, fourth, approximation, transversality

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Authors: Suparman Suparman

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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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Authors: Sadegh Abebi

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There are problems with estimating time of product process of products, especially when there is variable serving time, like control stage. These problems will cause overestimation of process time. Layout constraints, reworking constraints and inflexible product schedule in multi product lines, needs a precise planning to reduce volume in particular situation of line stock. In this article, by analyzing real queue systems with layout constraints and by using concepts and principles of Markov chain in queue theory, a hybrid model has been presented. This model can be a base to assess queue systems with probable parameters of service. Here by presenting a case study, the proposed model will be described. so, production lines of a home application manufacturer will be analyzed.

Keywords: Queuing theory, Markov Chain, layout, line balance

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Authors: Niroshan K. Walgama Wellalage, Tieling Zhang, Richard Dwight

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State-based Markov deterioration models (SMDM) sometimes fail to find accurate transition probability matrix (TPM) values, and hence lead to invalid future condition prediction or incorrect average deterioration rates mainly due to drawbacks of existing nonlinear optimization-based algorithms and/or subjective function types used for regression analysis. Furthermore, a set of separate functions for each condition state with age cannot be directly derived by using Markov model for a given bridge element group, which however is of interest to industrial partners. This paper presents a new approach for generating Homogeneous SMDM model output, namely, the Modified Weibull approach, which consists of a set of appropriate functions to describe the percentage condition prediction of bridge elements in each state. These functions are combined with Bayesian approach and Metropolis Hasting Algorithm (MHA) based Markov Chain Monte Carlo (MCMC) simulation technique for quantifying the uncertainty in model parameter estimates. In this study, factors contributing to rail bridge deterioration were identified. The inspection data for 1,000 Australian railway bridges over 15 years were reviewed and filtered accordingly based on the real operational experience. Network level deterioration model for a typical bridge element group was developed using the proposed Modified Weibull approach. The condition state predictions obtained from this method were validated using statistical hypothesis tests with a test data set. Results show that the proposed model is able to not only predict the conditions in network-level accurately but also capture the model uncertainties with given confidence interval.

Keywords: bridge deterioration modelling, modified weibull approach, MCMC, metropolis-hasting algorithm, bayesian approach, Markov deterioration models

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Authors: Yina F. Muñoz, Alexander Paz, Hanns De La Fuente-Mella, Joaquin V. Fariña, Guilherme M. Sales

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The primary approach for estimating bridge deterioration uses Markov-chain models and regression analysis. Traditional Markov models have problems in estimating the required transition probabilities when a small sample size is used. Often, reliable bridge data have not been taken over large periods, thus large data sets may not be available. This study presents an important change to the traditional approach by using the Small Data Method to estimate transition probabilities. The results illustrate that the Small Data Method and traditional approach both provide similar estimates; however, the former method provides results that are more conservative. That is, Small Data Method provided slightly lower than expected bridge condition ratings compared with the traditional approach. Considering that bridges are critical infrastructures, the Small Data Method, which uses more information and provides more conservative estimates, may be more appropriate when the available sample size is small. In addition, regression analysis was used to calculate bridge deterioration. Condition ratings were determined for bridge groups, and the best regression model was selected for each group. The results obtained were very similar to those obtained when using Markov chains; however, it is desirable to use more data for better results.

Keywords: concrete bridges, deterioration, Markov chains, probability matrix

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Authors: F. J. Ma, A. K. H. Kwan

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Crack caused by shrinkage movement of concrete is a serious problem especially when restraint is provided. It may cause severe serviceability and durability problems. The existing prediction methods for crack width of concrete due to shrinkage movement are mainly numerical methods under simplified circumstances, which do not agree with each other. To get a more unified prediction method applicable to more sophisticated circumstances, finite element crack width analysis for shrinkage effect should be developed. However, no existing finite element analysis can be carried out to predict the crack width of concrete due to shrinkage movement because of unsolved reasons of conventional finite element analysis. In this paper, crack width analysis implemented by finite element analysis is presented with pseudo-discrete crack model, which combines traditional smeared crack model and newly proposed crack queuing algorithm. The proposed pseudo-discrete crack model is capable of simulating separate and single crack without adopting discrete crack element. And the improved finite element analysis can successfully simulate the stress redistribution when concrete is cracked, which is crucial for predicting crack width, crack spacing and crack number.

Keywords: crack queuing algorithm, crack width analysis, finite element analysis, shrinkage effect

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Authors: Mounia El Hafyani, Khalid El Himdi

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Precipitation is one of the key variables in water resource planning. The importance of modeling wet and dry durations is a crucial pointer in engineering hydrology. The objective of this study is to model and analyze the distribution of wet and dry durations. For this purpose, the daily rainfall data from 1967 to 2017 of the Moroccan city of Kenitra’s station are used. Three models are implemented for the distribution of wet and dry durations, namely the first-order Markov chain, the second-order Markov chain, and the truncated negative binomial law. The adherence of the data to the proposed models is evaluated using Chi-square and Kolmogorov-Smirnov tests. The Akaike information criterion is applied to assess the most effective model distribution. We go further and study the law of the number of wet and dry days among k consecutive days. The calculation of this law is done through an algorithm that we have implemented based on conditional laws. We complete our work by comparing the observed moments of the numbers of wet/dry days among k consecutive days to the calculated moment of the three estimated models. The study shows the effectiveness of our approach in modeling wet and dry durations of daily precipitation.

Keywords: Markov chain, rainfall, truncated negative binomial law, wet and dry durations

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Authors: Tomoaki Hashimoto

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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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Authors: Ceren Vardar Acar, Mine Caglar

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In finance, the price of a volatile asset can be modeled using fractional Brownian motion (fBm) with Hurst parameter H>1/2. The Black-Scholes model for the values of returns of an asset using fBm is given as, 〖Y_t=Y_0 e^((r+μ)t+σB)〗_t^H, 0≤t≤T where Y_0 is the initial value, r is constant interest rate, μ is constant drift and σ is constant diffusion coefficient of fBm, which is denoted by B_t^H where t≥0. Black-Scholes model can be constructed with some Markov processes such as Brownian motion. The advantage of modeling with fBm to Markov processes is its capability of exposing the dependence between returns. The real life data for a volatile asset display long-range dependence property. For this reason, using fBm is a more realistic model compared to Markov processes. Investors would be interested in any kind of information on the risk in order to manage it or hedge it. The maximum possible loss is one way to measure highest possible risk. Therefore, it is an important variable for investors. In our study, we give some theoretical bounds on the distribution of maximum possible loss of fBm. We provide both asymptotical and strong estimates for the tail probability of maximum loss of standard fBm and fBm with drift and diffusion coefficients. In the investment point of view, these results explain, how large values of possible loss behave and its bounds.

Keywords: maximum drawdown, maximum loss, fractional brownian motion, large deviation, Gaussian process

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Authors: Tarek Aboueldahab, Hanan Farag

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Parallel Job Shop Scheduling Problem (JSP) is a multi-objective and multi constrains NP- optimization problem. Traditional Artificial Intelligence techniques have been widely used; however, they could be trapped into the local minimum without reaching the optimum solution, so we propose a hybrid Artificial Intelligence model (AI) with Discrete Breeding Swarm (DBS) added to traditional Artificial Intelligence to avoid this trapping. This model is applied in the cost minimization of the Car Sequencing and Operator Allocation (CSOA) problem. The practical experiment shows that our model outperforms other techniques in cost minimization.

Keywords: parallel job shop scheduling problem, artificial intelligence, discrete breeding swarm, car sequencing and operator allocation, cost minimization

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Authors: Taiki Baba, Tomoaki Hashimoto

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The random dither quantization method enables us to achieve much better performance than the simple uniform quantization method for the design of quantized control systems. Motivated by this fact, the stochastic model predictive control method in which a performance index is minimized subject to probabilistic constraints imposed on the state variables of systems has been proposed for linear feedback control systems with random dither quantization. In other words, a method for solving optimal control problems subject to probabilistic state constraints for linear discrete-time control systems with random dither quantization has been already established. To our best knowledge, however, the feasibility of such a kind of optimal control problems has not yet been studied. Our objective in this paper is to investigate the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization. To this end, we provide the results of numerical simulations that verify the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization.

Keywords: model predictive control, stochastic systems, probabilistic constraints, random dither quantization

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Authors: Li Ji, Kaiwei Chu, Shibo Kuang, Aibing Yu

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Hydrocyclones are widely used to classify particles by size in industries such as mineral processing and chemical processing. The particles to be handled usually have a broad range of size distributions and sometimes density distributions, which has to be properly considered, causing challenges in the modelling of hydrocyclone. The combined approach of Computational Fluid Dynamics (CFD) and Discrete Element Method (DEM) offers convenience to model particle size/density distribution. However, its direct application to hydrocyclones is computationally prohibitive because there are billions of particles involved. In this work, a CFD-DEM model with the concept of the coarse-grained (CG) model is developed to model the solid-fluid flow in a hydrocyclone. The DEM is used to model the motion of discrete particles by applying Newton’s laws of motion. Here, a particle assembly containing a certain number of particles with same properties is treated as one CG particle. The CFD is used to model the liquid flow by numerically solving the local-averaged Navier-Stokes equations facilitated with the Volume of Fluid (VOF) model to capture air-core. The results are analyzed in terms of fluid and solid flow structures, and particle-fluid, particle-particle and particle-wall interaction forces. Furthermore, the calculated separation performance is compared with the measurements. The results obtained from the present study indicate that this approach can offer an alternative way to examine the flow and performance of hydrocyclones

Keywords: computational fluid dynamics, discrete element method, hydrocyclone, multiphase flow

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

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

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

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Authors: Yiqi Wu, Simon Tait, Andrew Nichols

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Management of UK railway drainage assets is challenging due to the large amounts of historical assets with long asset life cycles. A major concern for asset managers is to maintain the required performance economically and efficiently while complying with the relevant regulation and legislation. As the majority of the drainage assets are buried underground and are often difficult or costly to examine, it is important for asset managers to understand and model the degradation process in order to foresee the upcoming reduction in asset performance and conduct proactive maintenance accordingly. In this research, a Markov chain approach is used to model the deterioration process of rail drainage assets. The study is based on historical condition scores and characteristics of drainage assets across the whole railway network in England, Scotland, and Wales. The model is used to examine the effect of various characteristics on the probabilities of degradation, for example, the regional difference in probabilities of degradation, and how material and shape can influence the deterioration process for chambers, channels, and pipes.

Keywords: deterioration, degradation, markov models, probability, railway drainage

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Authors: G. N. Srinivas, K. Raju

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This paper presents Markov processes for determining the reliability indices of distribution system. The continuous Markov modeling is applied to a complex radial distribution system and electrical equivalent circuits are developed for the modeling. In general PSPICE is being used for electrical and electronic circuits and various applications of power system like fault analysis, transient analysis etc. In this paper, the SPICE modeling equivalent circuits which are developed are applied in a novel way to Distribution System reliability analysis. These circuits are simulated using PSPICE software to obtain the state probabilities, the basic and performance indices. Thus the basic indices and the performance indices obtained by this method are compared with those obtained by FMEA technique. The application of the concepts presented in this paper are illustrated and analyzed for IEEE-Roy Billinton Test System (RBTS).

Keywords: distribution system, Markov Model, reliability indices, spice simulation

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Authors: Giriraj Achari, Malay Bhattacharyya

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In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.

Keywords: Copula, Markov Switching, multifractal, value-at-risk

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Authors: Abdolrasoul Ghasemi, Ali Arabmazar Yazdi, Yasaman Boroumand, Aliasghar Banouei

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In regional studies, choosing an appropriate approach to analyze regional success or failure has always been a challenge. Hence, this study introduces an innovative approach to establish a link between regional success and failure in the past as well as the potential success of a region in the future. The former can be sought in the historical evaluation of comparative advantages, while the latter is portrayed as competitive advantage analysis with a forward-looking approach. Based on the interaction of comparative and competitive advantages, activities are classified into four groups, including activities with no advantage, hidden advantage, fragile advantage and synergistic advantage. In analyzing the comparative advantage of activities, the location quotient method is applied, and in analyzing their competitive advantage, Porter`s diamond model using the survey method is applied. According to the results, the share of no advantage, fragile advantage, hidden advantage and synergic advantage activities are respectively 10%, 42%, 16%, and 32%. Also, to achieve economic development in regional activities, our model provides various levels of priority. First, the activities with synergistic advantage should be prioritized, then the ones with hidden advantage, and finally the activities with fragile advantage.

Keywords: regional advantage, comparative advantage, competitive advantage, Porter's diamond model

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Authors: Afnan Khoja, Ittisak Subrungruang, Kritchaya Ritruechai, Linda Jones, David Wall

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Background: Some characteristics might be stated as an objective of the curriculum and some might be hidden. The hidden curriculum is the unwritten and unintended lessons and perspectives that students absorb in school. Though, the hidden characteristics are expected that tutors hope students might have in order to become medical educators. We suspected our faculty hoped we would develop skills, know and develop beyond the written outcomes. Our research question aimed to explore the hidden curriculum; as part of our learning; we had to design and report findings. Summary of Work: We undertook semi-structured interviews with a sample of the centre for medical education faculty at Dundee. Participants answered the question , of what are the hidden characteristics that they hope Dundee MMed graduates might have after graduation. Thematic analysis was carried out on the interview scripts. Summary of Results: A thematic analysis was carried out on the interview transcripts. Three main themes were identified from all respondents' comments. These were lifelong learners, being flexible and problem solvers. In addition individual respondents also described sense of humour, collaboration, humility, role model, inquisitiveness, optimism, and ability to express oneself clearly. Discussion: Tutors put great value on three behaviours lifelong learner, flexible, and problem solver, which are part of professional characteristics in leadership. Therefore, leadership characteristics is incorporated as the outcomes of hidden characteristics that tutors would like to see. Conclusion: Tutors in the Master's program of medical education at the University of Dundee hope that medical education students should present the three main hidden characteristics, which are lifelong learner, flexible, and problem solver after graduation. Take-home Messages: These hidden characteristics are considered as informal unless a change has been made to the formal curriculum. Therefore, to reach the tutors’ expectations, further studies might be held to make this personal characteristics transformation more accessible.

Keywords: characteristics, hidden curriculum, transformation, informal

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Authors: Mohsin Raza, Arne Bilberg, Thomas Ditlev Brunø, Ann-Louise Andersen, Filip SKärin

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Shifting from a dedicated or flexible manufacturing system to a reconfigurable manufacturing system (RMS) requires a significant amount of time, money, and effort. Therefore, it is vital to verify beforehand that the potential reconfigurable solution will be able to achieve the organizational objectives. Discrete event simulation offers the opportunity of assessing several reconfigurable alternatives against the set objectives. This study signifies the importance of using discrete-event simulation as a tool to verify several reconfiguration options. Two different industrial cases have been presented in the study to elaborate on the role of discrete event simulation in the implementation methodology of RMSs. The study concluded that discrete event simulation is one of the important tools to consider in the RMS implementation methodology.

Keywords: reconfigurable manufacturing system, discrete event simulation, Tecnomatix plant simulation, RMS

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Authors: A. Bere, H. G. Sithuba, K. Kyei, C. Sigauke

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We employ a discrete logit survival model to investigate the risk factors for early alcohol intake among students at two tertiary institutions in Thohoyandou, South Africa. Data were collected from a sample of 744 students using a self-administered questionnaire. Significant covariates were arrived at through a regularization algorithm implemented using the glmmLasso package. The tuning parameter was determined using a five-fold cross-validation algorithm. The baseline hazard was modelled as a smooth function of time through the use of spline functions. The results show that the hazard of initial alcohol intake peaks at the age of about 16 years and that at any given time, being of a male gender, prior use of other drugs, having drinking peers, having experienced negative life events and physical abuse are associated with a higher risk of alcohol intake debut.

Keywords: cross-validation, discrete hazard model, LASSO, smooth baseline hazard

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Authors: Ofosuhene O. Apenteng, Noor Azina Ismail

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Over the last several years, concern has developed over how to minimize the spread of HIV/AIDS epidemic in many countries. AIDS epidemic has tremendously stimulated the development of mathematical models of infectious diseases. The transmission dynamics of HIV infection that eventually developed AIDS has taken a pivotal role of much on building mathematical models. From the initial HIV and AIDS models introduced in the 80s, various improvements have been taken into account as how to model HIV/AIDS frameworks. In this paper, we present the impact of migration on the spread of HIV/AIDS. Epidemic model is considered by a system of nonlinear differential equations to supplement the statistical method approach. The model is calibrated using HIV incidence data from Malaysia between 1986 and 2011. Bayesian inference based on Markov Chain Monte Carlo is used to validate the model by fitting it to the data and to estimate the unknown parameters for the model. The results suggest that the migrants stay for a long time contributes to the spread of HIV. The model also indicates that susceptible individual becomes infected and moved to HIV compartment at a rate that is more significant than the removal rate from HIV compartment to AIDS compartment. The disease-free steady state is unstable since the basic reproduction number is 1.627309. This is a big concern and not a good indicator from the public heath point of view since the aim is to stabilize the epidemic at the disease equilibrium.

Keywords: epidemic model, HIV, MCMC, parameter estimation

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Authors: Chia-Hao Chang, Geng-Gui Wang, Jee-Cheng Wu

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The prediction of a landslide is a difficult task because it requires a detailed study of past activities using a complete range of investigative methods to determine the changing condition. In this research, first step, LiDAR 1-meter by 1-meter resolution of digital elevation model (DEM) was used to generate six environmental factors of landslide. Then, back-propagation neural networks (BPNN) was adopted to identify scarp, landslide areas and non-landslide areas. The BPNN uses 6 environmental factors in input layer and 1 output layer. Moreover, 6 landslide areas are used as training areas and 4 landslide areas as test areas in the BPNN. The hidden layer is set to be 1 and 2; the hidden layer neurons are set to be 4, 5, 6, 7 and 8; the learning rates are set to be 0.01, 0.1 and 0.5. When using 1 hidden layer with 7 neurons and the learning rate sets to be 0.5, the result of Network training root mean square error is 0.001388. Finally, evaluation of BPNN classification accuracy by the confusion matrix shows that the overall accuracy can reach 94.4%, and the Kappa value is 0.7464.

Keywords: digital elevation model, DEM, environmental factors, back-propagation neural network, BPNN, LiDAR

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