Search results for: Poisson inverse Gaussian distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5706

Search results for: Poisson inverse Gaussian distribution

5646 Determining Inventory Replenishment Policy for Major Component in Assembly-to-Order of Cooling System Manufacturing

Authors: Tippawan Nasawan

Abstract:

The objective of this study is to find the replenishment policy in Assembly-to-Order manufacturing (ATO) which some of the major components have lead-time longer than customer lead-time. The variety of products, independent component demand, and long component lead-time are the difficulty that has resulted in the overstock problem. In addition, the ordering cost is trivial when compared to the cost of material of the major component. A conceptual design of the Decision Supporting System (DSS) has introduced to assist the replenishment policy. Component replenishment by using the variable which calls Available to Promise (ATP) for making the decision is one of the keys. The Poisson distribution is adopted to realize demand patterns in order to calculate Safety Stock (SS) at the specified Customer Service Level (CSL). When distribution cannot identify, nonparametric will be applied instead. The test result after comparing the ending inventory between the new policy and the old policy, the overstock has significantly reduced by 46.9 percent or about 469,891.51 US-Dollars for the cost of the major component (material cost only). Besides, the number of the major component inventory is also reduced by about 41 percent which helps to mitigate the chance of damage and keeping stock.

Keywords: Assembly-to-Order, Decision Supporting System, Component replenishment , Poisson distribution

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5645 The Effect of Measurement Distribution on System Identification and Detection of Behavior of Nonlinearities of Data

Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

Abstract:

In this paper, we considered and applied parametric modeling for some experimental data of dynamical system. In this study, we investigated the different distribution of output measurement from some dynamical systems. Also, with variance processing in experimental data we obtained the region of nonlinearity in experimental data and then identification of output section is applied in different situation and data distribution. Finally, the effect of the spanning the measurement such as variance to identification and limitation of this approach is explained.

Keywords: Gaussian process, nonlinearity distribution, particle filter, system identification

Procedia PDF Downloads 479
5644 Self-Action Effects of a Non-Gaussian Laser Beam Through Plasma

Authors: Sandeep Kumar, Naveen Gupta

Abstract:

The propagation of the Non-Gaussian laser beam results in strong self-focusing as compare to the Gaussian laser beam, which helps to achieve a prerequisite of the plasma-based electron, Terahertz generation, and higher harmonic generations. The theoretical investigation on the evolution of non-Gaussian laser beam through the collisional plasma with ramped density has been presented. The non-uniform irradiance over the cross-section of the laser beam results in redistribution of the carriers that modifies the optical response of the plasma in such a way that the plasma behaves like a converging lens to the laser beam. The formulation is based on finding a semi-analytical solution of the nonlinear Schrodinger wave equation (NLSE) with the help of variational theory. It has been observed that the decentred parameter ‘q’ of laser and wavenumber of ripples of medium contribute to providing the required conditions for the improvement of self-focusing.

Keywords: non-Gaussian beam, collisional plasma, variational theory, self-focusing

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5643 Spectral Mixture Model Applied to Cannabis Parcel Determination

Authors: Levent Basayigit, Sinan Demir, Yusuf Ucar, Burhan Kara

Abstract:

Many research projects require accurate delineation of the different land cover type of the agricultural area. Especially it is critically important for the definition of specific plants like cannabis. However, the complexity of vegetation stands structure, abundant vegetation species, and the smooth transition between different seconder section stages make vegetation classification difficult when using traditional approaches such as the maximum likelihood classifier. Most of the time, classification distinguishes only between trees/annual or grain. It has been difficult to accurately determine the cannabis mixed with other plants. In this paper, a mixed distribution models approach is applied to classify pure and mix cannabis parcels using Worldview-2 imagery in the Lakes region of Turkey. Five different land use types (i.e. sunflower, maize, bare soil, and cannabis) were identified in the image. A constrained Gaussian mixture discriminant analysis (GMDA) was used to unmix the image. In the study, 255 reflectance ratios derived from spectral signatures of seven bands (Blue-Green-Yellow-Red-Rededge-NIR1-NIR2) were randomly arranged as 80% for training and 20% for test data. Gaussian mixed distribution model approach is proved to be an effective and convenient way to combine very high spatial resolution imagery for distinguishing cannabis vegetation. Based on the overall accuracies of the classification, the Gaussian mixed distribution model was found to be very successful to achieve image classification tasks. This approach is sensitive to capture the illegal cannabis planting areas in the large plain. This approach can also be used for monitoring and determination with spectral reflections in illegal cannabis planting areas.

Keywords: Gaussian mixture discriminant analysis, spectral mixture model, Worldview-2, land parcels

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5642 An Analysis of a Queueing System with Heterogeneous Servers Subject to Catastrophes

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

Abstract:

This study analyzed a queueing system with blocking and no waiting line. The customers arrive according to a Poisson process and the service times follow exponential distribution. There are two non-identical servers in the system. The queue discipline is FCFS, and the customers select the servers on fastest server first (FSF) basis. The service times are exponentially distributed with parameters μ1 and μ2 at servers I and II, respectively. Besides, the catastrophes occur in a Poisson manner with rate γ in the system. When server I is busy or blocked, the customer who arrives in the system leaves the system without being served. Such customers are called lost customers. The probability of losing a customer was computed for the system. The explicit time dependent probabilities of system size are obtained and a numerical example is presented in order to show the managerial insights of the model. Finally, the probability that arriving customer finds system busy and average number of server busy in steady state are obtained numerically.

Keywords: queueing system, blocking, poisson process, heterogeneous servers, queue discipline FCFS, busy period

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5641 Adaptive Target Detection of High-Range-Resolution Radar in Non-Gaussian Clutter

Authors: Lina Pan

Abstract:

In non-Gaussian clutter of a spherically invariant random vector, in the cases that a certain estimated covariance matrix could become singular, the adaptive target detection of high-range-resolution radar is addressed. Firstly, the restricted maximum likelihood (RML) estimates of unknown covariance matrix and scatterer amplitudes are derived for non-Gaussian clutter. And then the RML estimate of texture is obtained. Finally, a novel detector is devised. It is showed that, without secondary data, the proposed detector outperforms the existing Kelly binary integrator.

Keywords: non-Gaussian clutter, covariance matrix estimation, target detection, maximum likelihood

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5640 Inverse Heat Transfer Analysis of a Melting Furnace Using Levenberg-Marquardt Method

Authors: Mohamed Hafid, Marcel Lacroix

Abstract:

This study presents a simple inverse heat transfer procedure for predicting the wall erosion and the time-varying thickness of the protective bank that covers the inside surface of the refractory brick wall of a melting furnace. The direct problem is solved by using the Finite-Volume model. The melting/solidification process is modeled using the enthalpy method. The inverse procedure rests on the Levenberg-Marquardt method combined with the Broyden method. The effect of the location of the temperature sensors and of the measurement noise on the inverse predictions is investigated. Recommendations are made concerning the location of the temperature sensor.

Keywords: melting furnace, inverse heat transfer, enthalpy method, levenberg–marquardt method

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5639 Least Squares Solution for Linear Quadratic Gaussian Problem with Stochastic Approximation Approach

Authors: Sie Long Kek, Wah June Leong, Kok Lay Teo

Abstract:

Linear quadratic Gaussian model is a standard mathematical model for the stochastic optimal control problem. The combination of the linear quadratic estimation and the linear quadratic regulator allows the state estimation and the optimal control policy to be designed separately. This is known as the separation principle. In this paper, an efficient computational method is proposed to solve the linear quadratic Gaussian problem. In our approach, the Hamiltonian function is defined, and the necessary conditions are derived. In addition to this, the output error is defined and the least-square optimization problem is introduced. By determining the first-order necessary condition, the gradient of the sum squares of output error is established. On this point of view, the stochastic approximation approach is employed such that the optimal control policy is updated. Within a given tolerance, the iteration procedure would be stopped and the optimal solution of the linear-quadratic Gaussian problem is obtained. For illustration, an example of the linear-quadratic Gaussian problem is studied. The result shows the efficiency of the approach proposed. In conclusion, the applicability of the approach proposed for solving the linear quadratic Gaussian problem is highly demonstrated.

Keywords: iteration procedure, least squares solution, linear quadratic Gaussian, output error, stochastic approximation

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5638 New High Order Group Iterative Schemes in the Solution of Poisson Equation

Authors: Sam Teek Ling, Norhashidah Hj. Mohd. Ali

Abstract:

We investigate the formulation and implementation of new explicit group iterative methods in solving the two-dimensional Poisson equation with Dirichlet boundary conditions. The methods are derived from a fourth order compact nine point finite difference discretization. The methods are compared with the existing second order standard five point formula to show the dramatic improvement in computed accuracy. Numerical experiments are presented to illustrate the effectiveness of the proposed methods.

Keywords: explicit group iterative method, finite difference, fourth order compact, Poisson equation

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5637 Random Matrix Theory Analysis of Cross-Correlation in the Nigerian Stock Exchange

Authors: Chimezie P. Nnanwa, Thomas C. Urama, Patrick O. Ezepue

Abstract:

In this paper we use Random Matrix Theory to analyze the eigen-structure of the empirical correlations of 82 stocks which are consistently traded in the Nigerian Stock Exchange (NSE) over a 4-year study period 3 August 2009 to 26 August 2013. We apply the Marchenko-Pastur distribution of eigenvalues of a purely random matrix to investigate the presence of investment-pertinent information contained in the empirical correlation matrix of the selected stocks. We use hypothesised standard normal distribution of eigenvector components from RMT to assess deviations of the empirical eigenvectors to this distribution for different eigenvalues. We also use the Inverse Participation Ratio to measure the deviation of eigenvectors of the empirical correlation matrix from RMT results. These preliminary results on the dynamics of asset price correlations in the NSE are important for improving risk-return trade-offs associated with Markowitz’s portfolio optimization in the stock exchange, which is pursued in future work.

Keywords: correlation matrix, eigenvalue and eigenvector, inverse participation ratio, portfolio optimization, random matrix theory

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5636 Modeling of System Availability and Bayesian Analysis of Bivariate Distribution

Authors: Muhammad Farooq, Ahtasham Gul

Abstract:

To meet the desired standard, it is important to monitor and analyze different engineering processes to get desired output. The bivariate distributions got a lot of attention in recent years to describe the randomness of natural as well as artificial mechanisms. In this article, a bivariate model is constructed using two independent models developed by the nesting approach to study the effect of each component on reliability for better understanding. Further, the Bayes analysis of system availability is studied by considering prior parametric variations in the failure time and repair time distributions. Basic statistical characteristics of marginal distribution, like mean median and quantile function, are discussed. We use inverse Gamma prior to study its frequentist properties by conducting Monte Carlo Markov Chain (MCMC) sampling scheme.

Keywords: reliability, system availability Weibull, inverse Lomax, Monte Carlo Markov Chain, Bayesian

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5635 Interaction of Tungsten Tips with Laguerre-Gaussian Beams

Authors: Abhisek Sinha, Debobrata Rajak, Shilpa Rani, Ram Gopal, Vandana Sharma

Abstract:

The interaction of femtosecond laser pulses with metallic tips has been studied extensively, and they have proved to be a very good source of ultrashort electron pulses. A study of the interaction of femtosecond Laguerre-Gaussian (LG) laser modes with Tungsten tips is presented here. Laser pulses of 35 fs pulse durations were incident on Tungsten tips, and their electron emission rates were studied for LG (l=1, p=0) and Gaussian modes. A change in the order of the interaction for LG beams is reported, and the difference in the order of interaction is attributed to ponderomotive shifts in the energy levels corresponding to the enhanced near-field intensity supported by numerical simulations.

Keywords: femtosecond, Laguerre-Gaussian, OAM, tip

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5634 Estimation of Structural Parameters in Time Domain Using One Dimensional Piezo Zirconium Titanium Patch Model

Authors: N. Jinesh, K. Shankar

Abstract:

This article presents a method of using the one dimensional piezo-electric patch on beam model for structural identification. A hybrid element constituted of one dimensional beam element and a PZT sensor is used with reduced material properties. This model is convenient and simple for identification of beams. Accuracy of this element is first verified against a corresponding 3D finite element model (FEM). The structural identification is carried out as an inverse problem whereby parameters are identified by minimizing the deviation between the predicted and measured voltage response of the patch, when subjected to excitation. A non-classical optimization algorithm Particle Swarm Optimization is used to minimize this objective function. The signals are polluted with 5% Gaussian noise to simulate experimental noise. The proposed method is applied on beam structure and identified parameters are stiffness and damping. The model is also validated experimentally.

Keywords: inverse problem, particle swarm optimization, PZT patches, structural identification

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5633 Characterization of the Upper Crust in Botswana Using Vp/Vs and Poisson's Ratios from Body Waves

Authors: Rapelang E. Simon, Thebeetsile A. Olebetse, Joseph R. Maritinkole, Ruth O. Moleleke

Abstract:

The P and S wave seismic velocity ratios (Vp/Vs) of some aftershocks are investigated using the method ofWadati diagrams. These aftershocks occurred after the 3rdApril 2017 Botswana’s Mw 6.5 earthquake and were recorded by the Network of Autonomously Recording Seismographs (NARS)-Botswana temporary network deployed from 2013 to 2018. In this paper, P and S wave data with good signal-to-noise ratiofrom twenty events of local magnitude greater or equal to 4.0are analysed with the Seisan software and used to infer properties of the upper crust in Botswana. The Vp/Vsratiosare determined from the travel-times of body waves and then converted to Poisson’s ratio, which is useful in determining the physical state of the subsurface materials. The Vp/Vs ratios of the upper crust in Botswana show regional variations from 1.70 to 1.77, with an average of 1.73. The Poisson’s ratios range from 0.24to 0.27 with an average of 0.25 and correlate well with the geological structures in Botswana.

Keywords: Botswana, earthquake, poisson's ratio, seismic velocity, Vp/Vs ratio

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5632 ML-Based Blind Frequency Offset Estimation Schemes for OFDM Systems in Non-Gaussian Noise Environments

Authors: Keunhong Chae, Seokho Yoon

Abstract:

This paper proposes frequency offset (FO) estimation schemes robust to the non-Gaussian noise for orthogonal frequency division multiplexing (OFDM) systems. A maximum-likelihood (ML) scheme and a low-complexity estimation scheme are proposed by applying the probability density function of the cyclic prefix of OFDM symbols to the ML criterion. From simulation results, it is confirmed that the proposed schemes offer a significant FO estimation performance improvement over the conventional estimation scheme in non-Gaussian noise environments.

Keywords: frequency offset, cyclic prefix, maximum-likelihood, non-Gaussian noise, OFDM

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5631 Relative Entropy Used to Determine the Divergence of Cells in Single Cell RNA Sequence Data Analysis

Authors: An Chengrui, Yin Zi, Wu Bingbing, Ma Yuanzhu, Jin Kaixiu, Chen Xiao, Ouyang Hongwei

Abstract:

Single cell RNA sequence (scRNA-seq) is one of the effective tools to study transcriptomics of biological processes. Recently, similarity measurement of cells is Euclidian distance or its derivatives. However, the process of scRNA-seq is a multi-variate Bernoulli event model, thus we hypothesize that it would be more efficient when the divergence between cells is valued with relative entropy than Euclidian distance. In this study, we compared the performances of Euclidian distance, Spearman correlation distance and Relative Entropy using scRNA-seq data of the early, medial and late stage of limb development generated in our lab. Relative Entropy is better than other methods according to cluster potential test. Furthermore, we developed KL-SNE, an algorithm modifying t-SNE whose definition of divergence between cells Euclidian distance to Kullback–Leibler divergence. Results showed that KL-SNE was more effective to dissect cell heterogeneity than t-SNE, indicating the better performance of relative entropy than Euclidian distance. Specifically, the chondrocyte expressing Comp was clustered together with KL-SNE but not with t-SNE. Surprisingly, cells in early stage were surrounded by cells in medial stage in the processing of KL-SNE while medial cells neighbored to late stage with the process of t-SNE. This results parallel to Heatmap which showed cells in medial stage were more heterogenic than cells in other stages. In addition, we also found that results of KL-SNE tend to follow Gaussian distribution compared with those of the t-SNE, which could also be verified with the analysis of scRNA-seq data from another study on human embryo development. Therefore, it is also an effective way to convert non-Gaussian distribution to Gaussian distribution and facilitate the subsequent statistic possesses. Thus, relative entropy is potentially a better way to determine the divergence of cells in scRNA-seq data analysis.

Keywords: Single cell RNA sequence, Similarity measurement, Relative Entropy, KL-SNE, t-SNE

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5630 Bayesian Analysis of Change Point Problems Using Conditionally Specified Priors

Authors: Golnaz Shahtahmassebi, Jose Maria Sarabia

Abstract:

In this talk, we introduce a new class of conjugate prior distributions obtained from conditional specification methodology. We illustrate the application of such distribution in Bayesian change point detection in Poisson processes. We obtain the posterior distribution of model parameters using a general bivariate distribution with gamma conditionals. Simulation from the posterior is readily implemented using a Gibbs sampling algorithm. The Gibbs sampling is implemented even when using conditional densities that are incompatible or only compatible with an improper joint density. The application of such methods will be demonstrated using examples of simulated and real data.

Keywords: change point, bayesian inference, Gibbs sampler, conditional specification, gamma conditional distributions

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5629 Operator Splitting Scheme for the Inverse Nagumo Equation

Authors: Sharon-Yasotha Veerayah-Mcgregor, Valipuram Manoranjan

Abstract:

A backward or inverse problem is known to be an ill-posed problem due to its instability that easily emerges with any slight change within the conditions of the problem. Therefore, only a limited number of numerical approaches are available to solve a backward problem. This paper considers the Nagumo equation, an equation that describes impulse propagation in nerve axons, which also models population growth with the Allee effect. A creative operator splitting numerical scheme is constructed to solve the inverse Nagumo equation. Computational simulations are used to verify that this scheme is stable, accurate, and efficient.

Keywords: inverse/backward equation, operator-splitting, Nagumo equation, ill-posed, finite-difference

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5628 Estimation of Endogenous Brain Noise from Brain Response to Flickering Visual Stimulation Magnetoencephalography Visual Perception Speed

Authors: Alexander N. Pisarchik, Parth Chholak

Abstract:

Intrinsic brain noise was estimated via magneto-encephalograms (MEG) recorded during perception of flickering visual stimuli with frequencies of 6.67 and 8.57 Hz. First, we measured the mean phase difference between the flicker signal and steady-state event-related field (SSERF) in the occipital area where the brain response at the flicker frequencies and their harmonics appeared in the power spectrum. Then, we calculated the probability distribution of the phase fluctuations in the regions of frequency locking and computed its kurtosis. Since kurtosis is a measure of the distribution’s sharpness, we suppose that inverse kurtosis is related to intrinsic brain noise. In our experiments, the kurtosis value varied among subjects from K = 3 to K = 5 for 6.67 Hz and from 2.6 to 4 for 8.57 Hz. The majority of subjects demonstrated leptokurtic kurtosis (K < 3), i.e., the distribution tails approached zero more slowly than Gaussian. In addition, we found a strong correlation between kurtosis and brain complexity measured as the correlation dimension, so that the MEGs of subjects with higher kurtosis exhibited lower complexity. The obtained results are discussed in the framework of nonlinear dynamics and complex network theories. Specifically, in a network of coupled oscillators, phase synchronization is mainly determined by two antagonistic factors, noise, and the coupling strength. While noise worsens phase synchronization, the coupling improves it. If we assume that each neuron and each synapse contribute to brain noise, the larger neuronal network should have stronger noise, and therefore phase synchronization should be worse, that results in smaller kurtosis. The described method for brain noise estimation can be useful for diagnostics of some brain pathologies associated with abnormal brain noise.

Keywords: brain, flickering, magnetoencephalography, MEG, visual perception, perception time

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5627 Nanofocusing of Surface Plasmon Polaritons by Partially Metal- Coated Dielectric Conical Probe: Optimal Asymmetric Distance

Authors: Ngo Thi Thu, Kazuo Tanaka, Masahiro Tanaka, Dao Ngoc Chien

Abstract:

Nanometric superfocusing of optical intensity near the tip of partially metal- coated dielectric conical probe of the convergent surface plasmon polariton wave is investigated by the volume integral equation method. It is possible to perform nanofocusing using this probe by using both linearly and radially polarized Gaussian beams as the incident waves. Strongly localized and enhanced optical near-fields can be created on the tip of this probe for the cases of both incident Gaussian beams. However the intensity distribution near the probe tip was found to be very sensitive to the shape of the probe tip.

Keywords: waveguide, surface plasmons, electromagnetic theory

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5626 Spectroscopic, Molecular Structure and Electrostatic Potential, Polarizability, Hyperpolarizability, and HOMO–LUMO Analysis of Monomeric and Dimeric Structures of N-(2-Methylphenyl)-2-Nitrobenzenesulfonamide

Authors: A. Didaoui, N. Benhalima, M. Elkeurti, A. Chouaih, F. Hamzaoui

Abstract:

The monomer and dimer structures of the title molecule have been obtained from density functional theory (DFT) B3LYP method with 6-31G (d,p) as basis set calculations. The optimized geometrical parameters obtained by B3LYP/6-31G (d,p) method show good agreement with xperimental X-ray data. The polarizability and first order hyperpolarizabilty of the title molecule were calculated and interpreted. the intermolecular N–H•••O hydrogen bonds are discussed in dimer structure of the molecule. The vibrational wave numbers and their assignments were examined theoretically using the Gaussian 03 set of quantum chemistry codes. The predicted frontier molecular orbital energies at B3LYP/6-31G(d,p) method set show that charge transfer occurs within the molecule. The frontier molecular orbital calculations clearly show the inverse relationship of HOMO–LUMO gap with the total static hyperpolarizability. The results also show that N-(2-Methylphenyl)-2-nitrobenzenesulfonamide molecule may have nonlinear optical (NLO) comportment with non-zero values.

Keywords: DFT, Gaussian 03, NLO, N-(2-Methylphenyl)-2-nitrobenzenesulfonamide

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5625 The Spectroscopic, Molecular Structure and Electrostatic Potential, Polarizability, Hyperpolarizability, and HOMO–LUMO Analysis of Monomeric and Dimeric Structures of N-(2-Methylphenyl)-2-Nitrobenzenesulfonamide

Authors: A. Didaoui, N. Benhalima, M. Elkeurti, A. Chouaih, F. Hamzaoui

Abstract:

The monomer and dimer structures of the title molecule have been obtained from density functional theory (DFT) B3LYP method with 6-31G(d,p) as basis set calculations. The optimized geometrical parameters obtained by B3LYP/6-31G(d,p) method show good agreement with experimental X-ray data. The polarizability and first order hyperpolarizability of the title molecule were calculated and interpreted. The intermolecular N–H•••O hydrogen bonds are discussed in dimer structure of the molecule. The vibrational wave numbers and their assignments were examined theoretically using the Gaussian 03 set of quantum chemistry codes. The predicted frontier molecular orbital energies at B3LYP/6-31G(d,p) method set show that charge transfer occurs within the molecule. The frontier molecular orbital calculations clearly show the inverse relationship of HOMO–LUMO gap with the total static hyperpolarizability. The results also show that N-(2-Methylphenyl)-2-nitrobenzenesulfonamide molecule may have nonlinear optical (NLO) comportment with non-zero values.

Keywords: DFT, Gaussian 03, NLO, N-(2-Methylphenyl)-2-nitrobenzenesulfonamide, polarizability

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5624 Generative AI: A Comparison of Conditional Tabular Generative Adversarial Networks and Conditional Tabular Generative Adversarial Networks with Gaussian Copula in Generating Synthetic Data with Synthetic Data Vault

Authors: Lakshmi Prayaga, Chandra Prayaga. Aaron Wade, Gopi Shankar Mallu, Harsha Satya Pola

Abstract:

Synthetic data generated by Generative Adversarial Networks and Autoencoders is becoming more common to combat the problem of insufficient data for research purposes. However, generating synthetic data is a tedious task requiring extensive mathematical and programming background. Open-source platforms such as the Synthetic Data Vault (SDV) and Mostly AI have offered a platform that is user-friendly and accessible to non-technical professionals to generate synthetic data to augment existing data for further analysis. The SDV also provides for additions to the generic GAN, such as the Gaussian copula. We present the results from two synthetic data sets (CTGAN data and CTGAN with Gaussian Copula) generated by the SDV and report the findings. The results indicate that the ROC and AUC curves for the data generated by adding the layer of Gaussian copula are much higher than the data generated by the CTGAN.

Keywords: synthetic data generation, generative adversarial networks, conditional tabular GAN, Gaussian copula

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5623 Jacobson Semisimple Skew Inverse Laurent Series Rings

Authors: Ahmad Moussavi

Abstract:

In this paper, we are concerned with the Jacobson semisimple skew inverse Laurent series rings R((x−1; α, δ)) and the skew Laurent power series rings R[[x, x−1; α]], where R is an associative ring equipped with an automorphism α and an α-derivation δ. Examples to illustrate and delimit the theory are provided.

Keywords: skew polynomial rings, Laurent series, skew inverse Laurent series rings

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5622 Examining the Relationship between Chi-Square Test Statistics and Skewness of Weibull Distribution: Simulation Study

Authors: Rafida M. Elobaid

Abstract:

Most of the literature on goodness-of-fit test try to provide a theoretical basis for studying empirical distribution functions. Such goodness-of-fit tests are Kolmogorove-Simirnov and Crumer-Von Mises Type tests. However, it is likely that most of literature has not focused in details on the relationship of the values of the test statistics and skewness or kurtosis. The aim of this study is to investigate the behavior of the values of the χ2 test statistic with the variation of the skewness of right skewed distribution. A simulation study is conducted to generate random numbers from Weibull distribution. For a fixed sample sizes, different levels of skewness are considered, and the corresponding values of the χ2 test statistic are calculated. Using different sample sizes, the results show an inverse relationship between the value of χ2 test and the level of skewness for Wiebull distribution, i.e the value of χ2 test statistic decreases as the value of skewness increases. The research results also show that with large values of skewness we are more confident that the data follows the assumed distribution. Nonparametric Kendall τ test is used to confirm these results.

Keywords: goodness-of-fit test, chi-square test, simulation, continuous right skewed distributions

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5621 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis

Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the credit-scoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: credit-scoring models, multidimensional subordinated Lévy model, probability of default

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5620 Tracking the Effect of Ibutilide on Amplitude and Frequency of Fibrillatory Intracardiac Electrograms Using the Regression Analysis

Authors: H. Hajimolahoseini, J. Hashemi, D. Redfearn

Abstract:

Background: Catheter ablation is an effective therapy for symptomatic atrial fibrillation (AF). The intracardiac electrocardiogram (IEGM) collected during this procedure contains precious information that has not been explored to its full capacity. Novel processing techniques allow looking at these recordings from different perspectives which can lead to improved therapeutic approaches. In our previous study, we showed that variation in amplitude measured through Shannon Entropy could be used as an AF recurrence risk stratification factor in patients who received Ibutilide before the electrograms were recorded. The aim of this study is to further investigate the effect of Ibutilide on characteristics of the recorded signals from the left atrium (LA) of a patient with persistent AF before and after administration of the drug. Methods: The IEGMs collected from different intra-atrial sites of 12 patients were studied and compared before and after Ibutilide administration. First, the before and after Ibutilide IEGMs that were recorded within a Euclidian distance of 3 mm in LA were selected as pairs for comparison. For every selected pair of IEGMs, the Probability Distribution Function (PDF) of the amplitude in time domain and magnitude in frequency domain was estimated using the regression analysis. The PDF represents the relative likelihood of a variable falling within a specific range of values. Results: Our observations showed that in time domain, the PDF of amplitudes was fitted to a Gaussian distribution while in frequency domain, it was fitted to a Rayleigh distribution. Our observations also revealed that after Ibutilide administration, the IEGMs would have significantly narrower short-tailed PDFs both in time and frequency domains. Conclusion: This study shows that the PDFs of the IEGMs before and after administration of Ibutilide represents significantly different properties, both in time and frequency domains. Hence, by fitting the PDF of IEGMs in time domain to a Gaussian distribution or in frequency domain to a Rayleigh distribution, the effect of Ibutilide can easily be tracked using the statistics of their PDF (e.g., standard deviation) while this is difficult through the waveform of IEGMs itself.

Keywords: atrial fibrillation, catheter ablation, probability distribution function, time-frequency characteristics

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5619 Velocity Distribution in Density Currents Flowing over Rough Beds

Authors: Reza Nasrollahpour, Mohamad Hidayat Bin Jamal, Zulhilmi Bin Ismail

Abstract:

Density currents are generated when the fluid of one density is released into another fluid with a different density. These currents occur in a variety of natural and man-made environments, and this emphasises the importance of studying them. In most practical cases, the density currents flow over the surfaces which are not plane; however, there have been limited investigations in this regard. This study uses laboratory experiments to analyse the influence of bottom roughness on the velocity distribution within these dense underflows. The currents are analysed over a plane surface and three different configurations of beam-roughened beds. The velocity profiles are collected using Acoustic Doppler Velocimetry technique, and the distribution of velocity within these currents is formulated for the tested beds. The results indicate that the empirical power and Gaussian relations can describe the velocity distribution in the inner and outer regions of the profiles, respectively. Moreover, it is found that the bottom roughness is the primary controlling parameter in the inner region.

Keywords: density currents, velocity profiles, Acoustic Doppler Velocimeter, bed roughness

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5618 Mathematical Study for Traffic Flow and Traffic Density in Kigali Roads

Authors: Kayijuka Idrissa

Abstract:

This work investigates a mathematical study for traffic flow and traffic density in Kigali city roads and the data collected from the national police of Rwanda in 2012. While working on this topic, some mathematical models were used in order to analyze and compare traffic variables. This work has been carried out on Kigali roads specifically at roundabouts from Kigali Business Center (KBC) to Prince House as our study sites. In this project, we used some mathematical tools to analyze the data collected and to understand the relationship between traffic variables. We applied the Poisson distribution method to analyze and to know the number of accidents occurred in this section of the road which is from KBC to Prince House. The results show that the accidents that occurred in 2012 were at very high rates due to the fact that this section has a very narrow single lane on each side which leads to high congestion of vehicles, and consequently, accidents occur very frequently. Using the data of speeds and densities collected from this section of road, we found that the increment of the density results in a decrement of the speed of the vehicle. At the point where the density is equal to the jam density the speed becomes zero. The approach is promising in capturing sudden changes on flow patterns and is open to be utilized in a series of intelligent management strategies and especially in noncurrent congestion effect detection and control.

Keywords: statistical methods, traffic flow, Poisson distribution, car moving technics

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5617 Machine Learning Analysis of Student Success in Introductory Calculus Based Physics I Course

Authors: Chandra Prayaga, Aaron Wade, Lakshmi Prayaga, Gopi Shankar Mallu

Abstract:

This paper presents the use of machine learning algorithms to predict the success of students in an introductory physics course. Data having 140 rows pertaining to the performance of two batches of students was used. The lack of sufficient data to train robust machine learning models was compensated for by generating synthetic data similar to the real data. CTGAN and CTGAN with Gaussian Copula (Gaussian) were used to generate synthetic data, with the real data as input. To check the similarity between the real data and each synthetic dataset, pair plots were made. The synthetic data was used to train machine learning models using the PyCaret package. For the CTGAN data, the Ada Boost Classifier (ADA) was found to be the ML model with the best fit, whereas the CTGAN with Gaussian Copula yielded Logistic Regression (LR) as the best model. Both models were then tested for accuracy with the real data. ROC-AUC analysis was performed for all the ten classes of the target variable (Grades A, A-, B+, B, B-, C+, C, C-, D, F). The ADA model with CTGAN data showed a mean AUC score of 0.4377, but the LR model with the Gaussian data showed a mean AUC score of 0.6149. ROC-AUC plots were obtained for each Grade value separately. The LR model with Gaussian data showed consistently better AUC scores compared to the ADA model with CTGAN data, except in two cases of the Grade value, C- and A-.

Keywords: machine learning, student success, physics course, grades, synthetic data, CTGAN, gaussian copula CTGAN

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