Search results for: complex variables

Authors: Manojkumar Sabanayagam

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The Riemann hypothesis is an unsolved millennium problem and the search for a solution to the Riemann hypothesis is to study the pattern of prime number distribution. The scope of this paper is to identify the solution for the critical strip and the critical line axis, which has the non-trivial zero solutions using complex plane functions. The Riemann graphical plot is constructed using a linear complex variable function (X+iY) and is applicable only when X>1. But the investigation shows that complex variable behavior has two zones. The first zone is the transformation zone, where the definition of the complex plane should be a non-linear variable which is the critical strip zone in the graph (X=0 to 1). The second zone is the transformed zone (X>1) defined using linear variables conventionally. This paper deals with the Non-linear function in the transformation zone derived using cosine and sinusoidal time lag w.r.t imaginary number ‘i’. The alternate complex variable (Cosθ+i Sinθ) is used to understand the variables in the critical strip zone. It is concluded that the non-trivial zeros present in the Real part 0.5 are because the linear function is not the correct approach in the critical strip. This paper provides the solution to Reimann's hypothesis.

Keywords: Reimann hypothesis, critical strip, complex plane, transformation zone

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Authors: Tulin Coskun

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We investigate the approximation of analytic functions of several variables in polydisc by the sequences of linear k-positive operators in Gadjiev sence. The approximation of analytic functions of complex variable by linear k-positive operators was tackled, and k-positive operators and formulated theorems of Korovkin's type for these operators in the space of analytic functions on the unit disc were introduced in the past. Recently, very general results on convergence of the sequences of linear k-positive operators on a simply connected bounded domain within the space of analytic functions were proved. In this presentation, we extend some of these results to the approximation of analytic functions of several complex variables by sequences of linear k-positive operators.

Keywords: analytic functions, approximation of analytic functions, Linear k-positive operators, Korovkin type theorems

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Authors: Mohammad Mahdi Mozaffari, Mehdi Ajalli, Delaram Jafargholi

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The main purpose of this study is to investigate the impact of the system of ERP (Enterprise Resource Planning) and SCM (Supply Chain Management) on the competitive advantage and performance of Mamot Company. The methods for collecting information in this study are library studies and field research. A questionnaire was used to collect the data needed to determine the relationship between the variables of the research. This questionnaire contains 38 questions. The direction of the current research is applied. The statistical population of this study consists of managers and experts who are familiar with the SCM system and ERP. Number of statistical society is 210. The sampling method is simple in this research. The sample size is 136 people. Also, among the distributed questionnaires, Reliability of the Cronbach's Alpha Cronbach's Questionnaire is evaluated and its value is more than 70%. Therefore, it confirms reliability. And formal validity has been used to determine the validity of the questionnaire, and the validity of the questionnaire is confirmed by the fact that the score of the impact is greater than 1.5. In the present study, one variable analysis was used for central indicators, dispersion and deviation from symmetry, and a general picture of the society was obtained. Also, two variables were analyzed to test the hypotheses; measure the correlation coefficient between variables using structural equations, SPSS software was used. Finally, multivariate analysis was used with statistical techniques related to the SPLS structural equations to determine the effects of independent variables on the dependent variables of the research to determine the structural relationships between the variables. The results of the test of research hypotheses indicate that: 1. Supply chain management practices have a positive impact on the competitive advantage of the Mammoth industrial complex. 2. Supply chain management practices have a positive impact on the performance of the Mammoth industrial complex. 3. Planning system Organizational resources have a positive impact on the performance of the Mammoth industrial complex. 4. The system of enterprise resource planning has a positive impact on Mamot's competitive advantage. 5.The competitive advantage has a positive impact on the performance of the Mammoth industrial complex 6.The system of enterprise resource planning Mamot Industrial Complex Supply Chain Management has a positive impact. The above results indicate that the system of enterprise resource planning and supply chain management has an impact on the competitive advantage and corporate performance of Mamot Company.

Keywords: enterprise resource planning, supply chain management, competitive advantage, Mamot company performance

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Authors: Cunyu Zhang

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Based on Systemic Functional Linguistics, this paper aims to explore the complex aspectuality system of English. This study shows that the complex aspectuality is classified into complex viewpoint aspect which refers to the homogeneous or heterogeneous ways continuously viewing on the same situation by the speaker and complex situation aspect which is the combined configuration of the internal time schemata of situation. Through viewpoint shifting and repeating, the complex viewpoint aspect is formed in two combination ways. Complex situation aspect is combined by the way of hypotactic verbal complex and the limitation of participant and circumstance in a clause.

Keywords: aspect series, complex situation aspect, complex viewpoint aspect, systemic functional linguistics

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Authors: Abdelati El Allaoui, Said Melliani, Lalla Saadia Chadli

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The objective of this paper is to study the existence and uniqueness of Mild solutions for a complex fuzzy evolution equation with nonlocal conditions that accommodates the notion of fuzzy sets defined by complex-valued membership functions. We first propose definition of complex fuzzy strongly continuous semigroups. We then give existence and uniqueness result relevant to the complex fuzzy evolution equation.

Keywords: Complex fuzzy evolution equations, nonlocal conditions, mild solution, complex fuzzy semigroups

Procedia PDF Downloads 243

Authors: Eric Sanchis

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Although there does not exist a definitive consensus on a precise definition of a complex system, it is generally considered that a system is complex by nature. The presented work illustrates a different point of view: a system becomes complex only with regard to the question posed to it, i.e., with regard to the problem which has to be solved. A complex system is a couple (question, object). Because the number of questions posed to a given object can be potentially substantial, complexity does not present a uniform face. Two types of complex systems are clearly identified: first-order complex systems and second-order complex systems. First-order complex systems physically exist. They are well-known because they have been studied by the scientific community for a long time. In second-order complex systems, complexity results from the system composition and its articulation that are partially unknown. For some of these systems, there is no evidence of their existence. Vagueness is the keyword characterizing this kind of systems. Autonomy and free will, two mental productions of the human cognitive system, can be identified as second-order complex systems. A classification based on the properties structure makes it possible to discriminate complex properties from the others and to model this kind of second order complex systems. The final outcome is an implementable synthetic property that distinguishes the solid aspects of the actual property from those that are uncertain.

Keywords: autonomy, free will, synthetic property, vaporous complex systems

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Authors: Redouane Tlemsani, Redouane, Belkacem Kouninef, Abdelkader Benyettou

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In this paper, our system is a Markovien system which we can see it like a Dynamic Bayesian Networks. One of the major interests of these systems resides in the complete training of the models (topology and parameters) starting from training data. The Bayesian Networks are representing models of dubious knowledge on complex phenomena. They are a union between the theory of probability and the graph theory in order to give effective tools to represent a joined probability distribution on a set of random variables. The representation of knowledge bases on description, by graphs, relations of causality existing between the variables defining the field of study. The theory of Dynamic Bayesian Networks is a generalization of the Bayesians networks to the dynamic processes. Our objective amounts finding the better structure which represents the relationships (dependencies) between the variables of a dynamic bayesian network. In applications in pattern recognition, one will carry out the fixing of the structure which obliges us to admit some strong assumptions (for example independence between some variables).

Keywords: Arabic on line character recognition, dynamic Bayesian network, pattern recognition, networks

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Authors: Zahra Ranjbar

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Interpretive structural modeling (ISM) is a well-established methodology for identifying relationships among specific variables, which define a problem or an issue. In this study most important variables that have critical role in children obesity problem were introduce by ISM questionnaire technique and their relationships were determine. Our findings suggested that sedentary activities are top level variables and school teachers and administrators, public education and scientific collaborations are bottom level variables in children obesity problem. Control of dietary, Physical education program, parents, government and motivation strategies variables are depend to other variables. They are very sensitive to external variables. Also, physical education program, parents, government, motivation, school teachers and administrators, public education and collaboration variables have strong driving power. They are linkage factors; it means that they can be effective on children obesity problem directly.

Keywords: ISM, variable, obesity, physical education, children

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Authors: Ahmad Yame, Ahad Ali, Badih Jawad, Daw Al-Werfalli Mohamed Nasser, Sabah Abro

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Industries in general have a lot of waste. Wool textile company, Baniwalid, Libya has many complex problems that led to enormous waste generated due to the lack of lean strategies, expertise, technical support and commitment. To successfully address waste at wool textile company, this study will attempt to develop a methodical approach that integrates lean manufacturing tools to optimize performance characteristics such as lead time and delivery. This methodology will utilize Value Stream Mapping (VSM) techniques to identify the process variables that affect production. Once these variables are identified, Design of Experiments (DOE) Methodology will be used to determine the significantly influential process variables, these variables are then controlled and set at their optimal to achieve optimal levels of productivity, quality, agility, efficiency and delivery to analyze the outputs of the simulation model for different lean configurations. The goal of this research is to investigate how the tools of lean manufacturing can be adapted from the discrete to the continuous manufacturing environment and to evaluate their benefits at a specific industrial.

Keywords: lean manufacturing, DOE, value stream mapping, textiles

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Authors: Abdullah M. Alodhaiani, Yasir A. Alturki, Mohamed A. Elkady

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Complex power flow distribution factors, which relate line complex power flows to the bus injected complex powers, have been widely used in various power system planning and analysis studies. In particular, AC distribution factors have been used extensively in the recent power and energy pricing studies in free electricity market field. As was demonstrated in the existing literature, many of the electricity market related costing studies rely on the use of the distribution factors. These known distribution factors, whether the injection shift factors (ISF’s) or power transfer distribution factors (PTDF’s), are linear approximations of the first order sensitivities of the active power flows with respect to various variables. This paper presents a novel model for evaluating the universal distribution factors (UDF’s), which are appropriate for an extensive range of power systems analysis and free electricity market studies. These distribution factors are used for the calculations of lines complex power flows and its independent of bus power injections, they are compact matrix-form expressions with total flexibility in determining the position on the line at which line flows are measured. The proposed approach was tested on IEEE 9-Bus system. Numerical results demonstrate that the proposed approach is very accurate compared with exact method.

Keywords: distribution factors, power system, sensitivity factors, electricity market

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Authors: Arcady Ponosov

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A novel mathematical approach is suggested, which facilitates a compressed representation and efficient validation of parameter-rich ordinary differential equation models describing the dynamics of complex, especially biology-related, systems and which is based on identification of the system's latent variables. In particular, an efficient parameter estimation method for the compressed non-linear dynamical systems is developed. The method is applied to the so-called 'power-law systems' being non-linear differential equations typically used in Biochemical System Theory.

Keywords: generalized law of mass action, metamodels, principal components, synergetic systems

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Authors: Murtala Gada Abubakar, Aliyu T. Umar

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A substantial part of Nigeria is part of semi-arid areas of the world, underlain by basement complex (hard) rocks which are very poor in both transmission and storage of appreciable quantity of water. Recently, a growing attention is being paid on the need to develop water resources in these areas largely due to concerns about increasing droughts and the need to maintain water security challenges. While there is ample body of knowledge that captures the hydrological behaviours of the sedimentary part, reported research which unambiguously illustrates water distribution in the basement complex of the Sokoto basin remains sparse. Considering the growing need to meet the water requirements of those living in this region necessitated the call for accurate water balance estimations that can inform a sustainable planning and development to address water security challenges for the area. To meet this task, a one-dimensional soil water balance model was developed and utilised to assess the state of water distribution within the Sokoto basin basement complex using measured meteorological variables and information about different landscapes within the complex. The model simulated the soil water storage and rates of input and output of water in response to climate and irrigation where applicable using data from 2001 to 2010 inclusive. The results revealed areas within the Sokoto basin basement complex that are rich and deficient in groundwater resource. The high potential areas identified includes the fadama, the fractured rocks and the cultivated lands, while the low potential areas are the sealed surfaces and non-fractured rocks. This study concludes that the modelling approach is a useful tool for assessing the hydrological behaviour and for better understanding the water resource availability within a basement complex.

Keywords: basement complex, hydrological processes, Sokoto Basin, water security

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Authors: M. Abuziarov

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The designed complex is intended for the numerical simulation of fast dynamic processes of interaction of heterogeneous environments susceptible to the significant formability. The main challenges in solving such problems are associated with the construction of the numerical meshes. Currently, there are two basic approaches to solve this problem. One is using of Lagrangian or Lagrangian Eulerian grid associated with the boundaries of media and the second is associated with the fixed Eulerian mesh, boundary cells of which cut boundaries of the environment medium and requires the calculation of these cut volumes. Both approaches require the complex grid generators and significant time for preparing the code’s data for simulation. In this codes these problems are solved using two grids, regular fixed and mobile local Euler Lagrange - Eulerian (ALE approach) accompanying the contact and free boundaries, the surfaces of shock waves and phase transitions, and other possible features of solutions, with mutual interpolation of integrated parameters. For modeling of both liquids and gases, and deformable solids the Godunov scheme of increased accuracy is used in Lagrangian - Eulerian variables, the same for the Euler equations and for the Euler- Cauchy, describing the deformation of the solid. The increased accuracy of the scheme is achieved by using 3D spatial time dependent solution of the discontinuity problem (3D space time dependent Riemann's Problem solver). The same solution is used to calculate the interaction at the liquid-solid surface (Fluid Structure Interaction problem). The codes does not require complex 3D mesh generators, only the surfaces of the calculating objects as the STL files created by means of engineering graphics are given by the user, which greatly simplifies the preparing the task and makes it convenient to use directly by the designer at the design stage. The results of the test solutions and applications related to the generation and extension of the detonation and shock waves, loading the constructions are presented.

Keywords: fluid structure interaction, Riemann's solver, Euler variables, 3D codes

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Authors: Li Zhu, Binghua Wang, Yong Sun

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China is experiencing the rural development process, with the agritourism complex becoming one of the significant modes. Therefore, it is imperative to understand the energy performance of agritourism complex. This study focuses on a typical case of the agritourism complex and simulates the energy consumption performance on condition of the regular energy system. It was found that HVAC took 90% of the whole energy demand range. In order to optimize the energy supply structure, the hierarchical analysis was carried out on the level of architecture with three main factors such as construction situation, building types and energy demand types. Finally, the energy planning suggestion of the agritourism complex was put forward and the relevant results were obtained.

Keywords: agritourism complex, energy planning, energy demand simulation, hierarchical structure model

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Authors: Chanyuan Gu, Shouming Zhong

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Synchronization is a fundamental phenomenon that enables coherent behavior in networks as a result of interactions. The purpose of this research had been to investigate the problem of anti-phase synchronization for complex delayed dynamical networks with output coupling. The coupling configuration is general, with the coupling matrix not assumed to be symmetric or irreducible. The amount of the coupling variables between two connected nodes is flexible, the nodes in the drive and response systems need not to be identical and there is not any extra constraint on the coupling matrix. Some pinning controllers are designed to make the drive-response system achieve the anti-phase synchronization. For the convenience of description, we applied the matrix Kronecker product. Some new criteria are proposed based on the Lyapunov stability theory, linear matrix inequalities (LMI) and Schur complement. Lastly, some simulation examples are provided to illustrate the effectiveness of our proposed conditions.

Keywords: anti-phase synchronization, complex networks, output coupling, pinning control

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Authors: Suzana Leitão Russo, Mayara Laysa de Oliveira Silva, José Augusto Andrade Filho, Vitor Hugo Simon

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Currently, seismic methods and prospecting methods are commonly applied in the oil industry and, according to the information reported every day; oil is a source of non-renewable energy. It is easier to understand why the ownership of areas of oil extraction is coveted by many nations. It is necessary to think about ways that will enable the maximization of oil production. The technique of spectral analysis can be used to analyze the behavior of the variables already defined in oil well the profile. The main objective is to verify the series dependence of variables, and to model the variables using the frequency domain to observe the model residuals.

Keywords: oil, well, spectral analysis, oil extraction

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Authors: H. Yousefnia, SJ. Ahmadi, S. Sajadi, S. Zolghadri, A. Bahrami-Samani, M. Bagherzadeh

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Nowadays, superparamagnetic iron oxide nanoparticles (SPIONs) as the multitask agents have showed advantageous characteristics. The aim of this study was the preparation and quality control of 153Sm-DTPA-DA-SPION complex. Samarium-153 was produced by neutron irradiation of the enriched 152Sm2O3 in a research reactor for 5 d. For radiolabeling purposes, 8 mg of the ligand was added to the vial containing 153SmCl3 and the mixture was sonicated 30 min, while pH was adjusted to 7-8. The radiochemical purity of the complex was checked by the ITLC method using NH4OH:MeOH:H2O (0.2:2:4) as the mobile phase. This new radiolabeled complex was prepared with a radiochemical purity of higher than 98% in 30 min at the optimized condition. The complex was kept at room temperature and in human serum at 37 °C for 48 h, showed no loss of 153Sm from the complex. Considering all of these features, this new radiolabeled complex can be considered as a good therapeutic agent; however, further studies on its biological behavior are still needed.

Keywords: iron nanoparticles, preparation, quality control, 153Sm

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Authors: Michal Kopcek, Tomas Skulavik, Michal Kebisek, Gabriela Krizanova

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The operation of nuclear power plants involves continuous monitoring of the environment in their area. This monitoring is performed using a complex data acquisition system, which collects status information about the system itself and values of many important physical variables e.g. temperature, humidity, dose rate etc. This paper describes a proposal and optimization of communication that takes place in teledosimetric system between the central control server responsible for the data processing and storing and the decentralized measuring stations, which are measuring the physical variables. Analyzes of ongoing communication were performed and consequently the optimization of the system architecture and communication was done.

Keywords: communication protocol, transmission optimization, data acquisition, system architecture

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Authors: Anastasiia Yu. Timofeeva

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Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.

Keywords: grade point average, orthogonal regression, penalized regression spline, locally weighted regression

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Authors: A. Mirzaei, S. Zolghadri, M. Athari-Allaf, H. Yousefnia, A. R. Jalilian

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Rheumatoid arthritis is the most common autoimmune disease, leading to the destruction of the joints. The aim of this study was the preparation of 90Y-chitosan complex as a novel agent for radiosynovectomy. The complex was prepared in the diluted acetic acid solution. At the optimized condition, the radiochemical purity of higher than 99% was obtained by ITLC method on Whatman No. 1 and by using a mixture of methanol/water/acetic acid (4:4:2) as the mobile phase. The complex was stable in acidic media (pH=3) and its radiochemical purity was above 98% even after 48 hours. The biodistribution data in rats showed that there was no significant leakage of the injected activity even after 48 h. Considering all of the excellent features of the complex, 90Y-chitosan can be used to manipulate synovial inflammation effectively.

Keywords: chitosan, Y-90, radiosynovectomy, biodistribution

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Authors: Assad Maalouf, Lunjin Lu, James Lynott

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We design and implement a precise model of string operations using finite state machine transformers and state transformers to approximate the values string variables can take throughout the execution of the program.We use our model to analyze Android program string variables. Our experimental results show that our string analysis is very efficient at detecting the contextual effect of string operations on the string variables. Our model proved to be very useful when it came to verifying statements about the string variables of the program.

Keywords: abstract interpretation, android, static analysis, string analysis

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Authors: Yan Wang, Yasushi Asami, Yukio Sadahiro

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In urban area, several landmarks may affect housing price and rents, hedonic analysis should employ distance variables corresponding to each landmarks. Unfortunately, the effects of distances to landmarks on housing prices are generally not consistent with the true price. These distance variables may cause magnitude error in regression, pointing a problem of spatial multicollinearity. In this paper, we provided some approaches for getting the samples with less bias and method on locating the specific sampling area to avoid the multicollinerity problem in two specific landmarks case.

Keywords: landmarks, hedonic regression, distance variables, collinearity, multicollinerity

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Authors: Yan Wang, Yasushi Asami, Yukio Sadahiro

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In urban context, urban nodes such as amenity or hazard will certainly affect house price, while classic hedonic analysis will employ distance variables measured from each urban nodes. However, effects from distances to facilities on house prices generally do not represent the true price of the property. Distance variables measured on the same surface are suffering a problem called multicollinearity, which is usually presented as magnitude variance and mean value in regression, errors caused by instability. In this paper, we provided a theoretical framework to identify and gather the data with less bias, and also provided specific sampling method on locating the sample region to avoid the spatial multicollinerity problem in three distance variable’s case.

Keywords: hedonic regression, urban node, distance variables, multicollinerity, collinearity

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Authors: Jihye Jeon

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This paper analyzes the conceptual framework of three statistical methods, multiple regression, path analysis, and structural equation models. When establishing research model of the statistical modeling of complex social phenomenon, it is important to know the strengths and limitations of three statistical models. This study explored the character, strength, and limitation of each modeling and suggested some strategies for accurate explaining or predicting the causal relationships among variables. Especially, on the studying of depression or mental health, the common mistakes of research modeling were discussed.

Keywords: multiple regression, path analysis, structural equation models, statistical modeling, social and psychological phenomenon

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Authors: Bakhtishod Matmuratov, Sakhiba Madraximova, Rakhmat Esanov, Alimjan Matchanov

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Studies have been performed to obtain complexes of glycyrrhizic acid and kinetins in a 2:1 ratio. The complex of glycyrrhizic acid and kinetins in a 2:1 ratio was considered evidence of the formation of a molecular complex by determining the molecular masses using chromato-mass spectroscopy and analyzing the IR spectra.

Keywords: monoammonium salt of glycyrrhizic acid, glycyrrhizic acid, supramolecular complex, isomolar series, IR spectroscopy

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Authors: Zhidong Zhang, Zhi-Chao Zhang

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This study focuses on early adolescent externalizing behavioral problems which specifically concentrate on rule breaking behavior and aggressive behavior using the instrument of Achenbach System of Empirically Based Assessment (ASEBA). The purpose was to analyze the relationships between the externalizing behavioral problems and relevant background variables such as sports activities, hobbies, chores and the number of close friends. The stratified sampling method was used to collect data from 1975 participants. The results indicated that several background variables as predictors could significantly predict rule breaking behavior and aggressive behavior. Further, a hierarchical modeling method was used to explore the causal relations among background variables, breaking behavior variables and aggressive behavior variables.

Keywords: aggressive behavior, breaking behavior, early adolescence, externalizing problem

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Authors: Seung-Seok Bak, Chang-Mu Jung

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An enough amount supply of industrial complexes is an important national policy in South Korea, which is highly dependent on foreign trade. A development process of the industrial complex can distinguish between the planning stage and the construction stage. The planning stage consists of the process of consulting with many stakeholders on the contents of the development of industrial complex, feasibility study, compliance with the Regional policies, and so on. The industrial complex planning stage, including licensing procedure, usually takes about three years in South Korea. The government determined that the appropriate supply of industrial complexes have been delayed, due to the long licensing period and drafted a law to shorten the license period in 2008. The law was expected to shorten the period of licensing, which was about three years, to six months. This paper attempts to show that the shortening of the licensing period does not positively affect the appropriate supply of industrial complexes. To do this, we used Interrupted Time Series Designs. As a result, it was found that the supply of industrial complexes was influenced more by other factors such as actual industrial complex demand of private sector and macro-level economic variables. In addition, the specific provisions of the law conflict with local policy and cause some problems such as damage to nature and agricultural land, traffic congestion.

Keywords: development of industrial complexes, industrial complexes, interrupted time series designs, simplification of licensing procedures for industrial complexes, time series regression

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Authors: A. Buruzs, M. F. Hatwágner, A. Torma, L. T. Kóczy

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The development, operation and maintenance of Integrated Waste Management Systems (IWMS) affects essentially the sustainable concern of every region. The features of such systems have great influence on all of the components of sustainability. In order to reach the optimal way of processes, a comprehensive mapping of the variables affecting the future efficiency of the system is needed such as analysis of the interconnections among the components and modelling of their interactions. The planning of a IWMS is based fundamentally on technical and economical opportunities and the legal framework. Modelling the sustainability and operation effectiveness of a certain IWMS is not in the scope of the present research. The complexity of the systems and the large number of the variables require the utilization of a complex approach to model the outcomes and future risks. This complex method should be able to evaluate the logical framework of the factors composing the system and the interconnections between them. The authors of this paper studied the usability of the Fuzzy Cognitive Map (FCM) approach modelling the future operation of IWMS’s. The approach requires two input data set. One is the connection matrix containing all the factors affecting the system in focus with all the interconnections. The other input data set is the time series, a retrospective reconstruction of the weights and roles of the factors. This paper introduces a novel method to develop time series by content analysis.

Keywords: content analysis, factors, integrated waste management system, time series

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Authors: Mohammad Irfan

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The purpose of this paper is to investigate the relationship among the key macroeconomic variables and Islamic stock market in India. This study is based on the time series data of financial years 2009-2015 to explore the consistency of relationship between macroeconomic variables and Shariah Indices. The ADF (Augmented Dickey–Fuller Test Statistic) and PP (Phillips–Perron Test Statistic) tests are employed to check stationarity of the data. The study depicts the long run relationship between Shariah indices and macroeconomic variables by using the Johansen Co-integration test. BSE Shariah and Nifty Shariah have uni-direct Granger causality. The outcome of VECM is significantly confirming the applicability of best fitted model. Thus, Islamic stock indices are proficiently working for the development of Indian economy. It suggests that by keeping eyes on Islamic stock market which will be more interactive in the future with other macroeconomic variables.

Keywords: Indian Shariah Indices, macroeconomic variables, co-integration, Granger causality, vector error correction model (VECM)

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Authors: Agnieszka Dudzik

Abstract:

The problem of correlation between random variables in the structural reliability analysis has been extensively discussed in literature on the subject. The cases taken under consideration were usually related to correlation between random variables from one side of ultimate limit state: correlation between particular loads applied on structure or correlation between resistance of particular members of a structure as a system. It has been proved that positive correlation between these random variables reduces the reliability of structure and increases the probability of failure. In the paper, the problem of correlation between random variables from both side of the limit state equation will be taken under consideration. The simplest case where these random variables are of the normal distributions will be concerned. The case when a degree of that correlation is described by the covariance or the coefficient of correlation will be used. Special attention will be paid on questions: how much that correlation changes the reliability level and can it be ignored. In reliability analysis will be used well-known methods for assessment of the failure probability: based on the Hasofer-Lind reliability index and Monte Carlo method adapted to the problem of correlation. The main purpose of this work will be a presentation how correlation of random variables influence on reliability index of steel bar structures. Structural design parameters will be defined as deterministic values and random variables. The latter will be correlated. The criterion of structural failure will be expressed by limit functions related to the ultimate and serviceability limit state. In the description of random variables will be used only for the normal distribution. Sensitivity of reliability index to the random variables will be defined. If the reliability index sensitivity due to the random variable X will be low when compared with other variables, it can be stated that the impact of this variable on failure probability is small. Therefore, in successive computations, it can be treated as a deterministic parameter. Sensitivity analysis leads to simplify the description of the mathematical model, determine the new limit functions and values of the Hasofer-Lind reliability index. In the examples, the NUMPRESS software will be used in the reliability analysis.

Keywords: correlation of random variables, reliability index, sensitivity of reliability index, steel structure

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