Search results for: extreme value distribution

Authors: Niya Chen, Jennifer Chan

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In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

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Authors: Shourav Ahmed, M. Gulam Kibria, Kais Zaman

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Control charts graphically verify variation in quality parameters. Attribute type control charts deal with quality parameters that can only hold two states, e.g., good or bad, yes or no, etc. At present, p-control chart is most commonly used to deal with attribute type data. In construction of p-control chart using binomial distribution, the value of proportion non-conforming must be known or estimated from limited sample information. As the probability distribution of fraction non-conforming (p) is considered in hyperbinomial distribution unlike a constant value in case of binomial distribution, it reduces the risk of false detection. In this study, a statistical control chart is proposed based on hyperbinomial distribution when prior estimate of proportion non-conforming is unavailable and is estimated from limited sample information. We developed the control limits of the proposed modified p-chart using the mean and variance of hyperbinomial distribution. The proposed modified p-chart can also utilize additional sample information when they are available. The study also validates the use of modified p-chart by comparing with the result obtained using cumulative distribution function of hyperbinomial distribution. The study clearly indicates that the use of hyperbinomial distribution in construction of p-control chart yields much accurate estimate of quality parameters than using binomial distribution.

Keywords: binomial distribution, control charts, cumulative distribution function, hyper binomial distribution

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Authors: Said Ali Al-Hadhrami, Amer Ibrahim Al-Omari

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In this paper, Bayesian estimation for the mean of exponential distribution is considered using Moving Extremes Ranked Set Sampling (MERSS). Three priors are used; Jeffery, conjugate and constant using MERSS and Simple Random Sampling (SRS). Some properties of the proposed estimators are investigated. It is found that the suggested estimators using MERSS are more efficient than its counterparts based on SRS.

Keywords: Bayesian, efficiency, moving extreme ranked set sampling, ranked set sampling

Procedia PDF Downloads 478

Authors: Seung Yoon Hyun, Hyeong Seung An, Myeong Ho Choi, Sung Hwan Bae, Yu Jong Sim

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In 2015, the southern part of the Korean Peninsula has 8.6 million poles, 1.25 million km power lines, and 2 million transformers, etc. It is the massive amount of distribution equipments which could cover a round-trip distance from the earth to the moon and 11 turns around the earth. These distribution equipments are spread out like capillaries and supplying power to every corner of the Korean Peninsula. In order to manage these huge power facility efficiently, KEPCO use DAS (Distribution Automation System) to operate distribution power system since 1997. DAS is integrated system that enables to remotely supervise and control breakers and switches on distribution network. Using DAS, we can reduce outage time and power loss. KEPCO has about 160,000 switches, 50%(about 80,000) of switches are automated, and 41 distribution center monitoring&control these switches 24-hour 365 days to get the best efficiency of distribution networks. However, the rapid increasing renewable energy sources become the problem in the efficient operation of distributed power system. (currently 2,400 MW, 75,000 generators operate in distribution power system). In this paper, it suggests the way to interconnect between renewable energy source and distribution power system.

Keywords: distribution, renewable, connect, DAS (Distribution Automation System)

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Authors: S. H. Arnaud Kanga, O. Hili, S. Dabo-Niang

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Spatial prediction is an issue appealing and attracting several fields such as agriculture, environmental sciences, ecology, econometrics, and many others. Although multiple non-parametric prediction methods exist for spatial data, those are based on the conditional expectation. This paper took a different approach by examining a non-parametric spatial predictor of the conditional quantile. The study especially observes the stationary multidimensional spatial process over a rectangular domain. Indeed, the proposed quantile is obtained by inverting the conditional distribution function. Furthermore, the proposed estimator of the conditional distribution function depends on three kernels, where one of them controls the distance between spatial locations, while the other two control the distance between observations. In addition, the almost complete convergence and the convergence in mean order q of the kernel predictor are obtained when the sample considered is alpha-mixing. Such approach of the prediction method gives the advantage of accuracy as it overcomes sensitivity to extreme and outliers values.

Keywords: conditional quantile, kernel, nonparametric, stationary

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Authors: A. Anandha Selvan, B. Malarvizhi

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In recent year the problem of space debris have become very serious. The mass of the artificial objects in orbit increased quite steadily at the rate of about 145 metric tons annually, leading to a total tally of approximately 7000 metric tons. Now most of space debris object orbiting in LEO region about 97%. The catastrophic collision can be mostly occurred in LEO region, where this collision generate the new debris. Thus, we propose a concept for cleaning the space debris in the region of thermosphere by passing the Extreme Ultraviolet (EUV) radiation to in front of space debris object from the re-orbiter. So in our concept the Extreme Ultraviolet (EUV) radiation will create the thermosphere expansion by reacting with atmospheric gas particles. So the drag is produced in front of the space debris object by thermosphere expansion. This drag force is high enough to slow down the space debris object’s relative velocity. Therefore the space debris object gradually reducing the altitude and finally enter into the earth’s atmosphere. After the first target is removed, the re-orbiter can be goes into next target. This method remove the space debris object without catching debris object. Thus it can be applied to a wide range of debris object without regard to their shapes or rotation. This paper discusses the operation of re-orbiter for removing the space debris in thermosphere region.

Keywords: active space debris removal, space debris, LEO, extreme ultraviolet, re-orbiter, thermosphere

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Authors: Ayesha S. Rahman, Khaled Haddad, Ataur Rahman

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At-site flood frequency analysis is used to estimate flood quantiles when at-site record length is reasonably long. In Australia, FLIKE software has been introduced for at-site flood frequency analysis. The advantage of FLIKE is that, for a given application, the user can compare a number of most commonly adopted probability distributions and parameter estimation methods relatively quickly using a windows interface. The new version of FLIKE has been incorporated with the multiple Grubbs and Beck test which can identify multiple numbers of potentially influential low flows. This paper presents a case study considering six catchments in eastern Australia which compares two outlier identification tests (original Grubbs and Beck test and multiple Grubbs and Beck test) and two commonly applied probability distributions (Generalized Extreme Value (GEV) and Log Pearson type 3 (LP3)) using FLIKE software. It has been found that the multiple Grubbs and Beck test when used with LP3 distribution provides more accurate flood quantile estimates than when LP3 distribution is used with the original Grubbs and Beck test. Between these two methods, the differences in flood quantile estimates have been found to be up to 61% for the six study catchments. It has also been found that GEV distribution (with L moments) and LP3 distribution with the multiple Grubbs and Beck test provide quite similar results in most of the cases; however, a difference up to 38% has been noted for flood quantiles for annual exceedance probability (AEP) of 1 in 100 for one catchment. These findings need to be confirmed with a greater number of stations across other Australian states.

Keywords: floods, FLIKE, probability distributions, flood frequency, outlier

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Authors: Manal Osman

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Sprinkler irrigation system became more popular to reduce water consumption and increase irrigation efficiency. The water distribution uniformity plays an important role in the performance of the sprinkler irrigation system. The use of low operating pressure instead of high operating pressure can be achieved many benefits including energy and water saving. An experimental study was performed to investigate the water distribution uniformity of the solid-set sprinkler irrigation system under low operating pressure. Different low operating pressures (62, 82, 102 and 122 kPa) were selected. The range of operating pressure was lower than the recommended in the previous studies to investigate the effect of low pressure on the water distribution uniformity. Different nozzle diameters (4, 5, 6 and 7 mm) were used. The outdoor single sprinkler test was performed. The water distribution of single sprinkler, the coefficients of uniformity such as coefficient of uniformity (CU), distribution uniformity of low quarter (DUlq), distribution uniformity of low half (DUlh), coefficient of variation (CV) and the distribution characteristics like rotation speed, throw radius and overlapping distance are presented in this paper.

Keywords: low operating pressure, sprinkler irrigation system, water distribution uniformity

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Authors: Hao-Hsi Tseng, Hsin-Yun Lee

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The Most Advantageous Tender (MAT) has been criticized for its susceptibility to dictatorial situations and for its processing of same score, same rank issues. This study applies the four criteria from Arrow's Impossibility Theorem to construct a mechanism for revealing illegitimate scores in scoring methods. While commonly be used to improve on problems resulting from extreme scores, ranking methods hide significant defects, adversely affecting selection fairness. To address these shortcomings, this study relies mainly on the overall evaluated score method, using standardized scores plus normal cumulative distribution function conversion to calculate the evaluation of vender preference. This allows for free score evaluations, which reduces the influence of dictatorial behavior and avoiding same score, same rank issues. Large-scale simulations confirm that this method outperforms currently used methods using the Impossibility Theorem.

Keywords: Arrow’s impossibility theorem, cumulative normal distribution function, most advantageous tender, scoring method

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Authors: Muhammad Rasyid Angkotasan

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The soil is a dense granules and arrangement of the pores that are related to each other, so that the water can flow from one point which has higher energy to a point that has lower energy. The flow of water through the pores of the porous ground is urgently needed in water seepage estimates in ground water pumping problems, investigate for underground construction, as well as analyzing the stability of the construction of Weirs. Climate change resulted in long-term changes in the distribution of weather patterns are statistically throughout the period start time of decades to millions of years. In other words, changes in the average weather circumstances or a change in the distribution of weather events, on average, for example, the number of extreme weather events that increasingly a lot or a little. Climate change is limited to a particular regional or can occur in all regions of the Earth. Geographical location between two continents and two oceans and is located around the equator is klimatologis factor is the cause of flooding and drought in Indonesia. This caused Indonesia' geographical position is on a hemisphere with a tropical monsoon climate is very sensitive to climatic anomaly El Nino Southern Oscillation (ENSO). ENSO causes drought occurrence in sea surface temperature conditions in the Pacific Equator warms up to the middle part of the East (El Nino). Based on the analysis of the climate of the last 30 years show that there is a tendency, the formation of a new pattern of climate causes the onset of climate change. The impact of climate change on the occurrence of the agricultural sector is the bergesernya beginning of the dry season which led to the above-mentioned pattern planting due to drought. The impact of climate change (drought) which is very extreme in Indonesia affect the shrinkage dimensions grain land and reduced the value of a percentage of the soil Plasticity Index caused by climate change.

Keywords: climate change, soil shrinkage, plasticity index, shrinking dimensions

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Authors: Deginet Aklilu, Tianqi Wang, Endwoke Amsalu, Wei Feng, Zhiwei Li, Xia Li, Lixin Tao, Yanxia Luo, Moning Guo, Xiangtong Liu, Xiuhua Guo

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Extreme temperature-related cardiovascular diseases (CVDs) have become a growing public health concern. However, the impact of temperature on the cause of specific CVDs has not been well studied in the study area. The objective of this study was to assess the impact of temperature on cause-specific cardiovascular hospital admissions in Beijing, China. We obtained data from 172 large general hospitals from the Beijing Public Health Information Center Cardiovascular Case Database and China. Meteorological Administration covering 16 districts in Beijing from 2013 to 2017. We used a time-stratified case crossover design with a distributed lag nonlinear model (DLNM) to derive the impact of temperature on CVD in hospitals back to 27 days on CVD admissions. The temperature data were stratified as cold (extreme and moderate ) and hot (moderate and extreme ). Within five years (January 2013-December 2017), a total of 460,938 (male 54.9% and female 45.1%) CVD admission cases were reported. The exposure-response relationship for hospitalization was described by a "J" shape for the total and cause-specific. An increase in the six-day moving average temperature from moderate hot (30.2 °C) to extreme hot (36.9 °C) resulted in a significant increase in CVD admissions of 16.1%(95% CI = 12.8%-28.9%). However, the effect of cold temperature exposure on CVD admissions over a lag time of 0-27 days was found to be non significant, with a relative risk of 0.45 (95% CI = 0.378-0.55) for extreme cold (-8.5 °C)and 0.53 (95% CI = 0.47-0.60) for moderate cold (-5.6 °C). The results of this study indicate that exposure to extremely high temperatures is highly associated with an increase in cause-specific CVD admissions. These finding may guide to create and raise awareness of the general population, government and private sectors regarding on the effects of current weather conditions on CVD.

Keywords: admission, Beijing, cardiovascular diseases, distributed lag non linear model, temperature

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Authors: R. Rezaeipour, A. R. Mehrabi

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Recent increase of the DGs and microgrids in distribution systems, disturbs the tradition structure of the system. Coordination between protection devices in such a system becomes the concern of the network operators. This paper presents a new method for fault location detection in the active distribution networks, independent of the fault type or its resistance. The method uses synchronized voltage and current measurements at the interconnection of DG units and is able to adapt to changes in the topology of the system. The method has been tested on a 38-bus distribution system, with very encouraging results.

Keywords: fault location detection, active distribution system, micro grids, network operators

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Authors: Sudip Kumar Kundu, Charu Singh

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As a great physiographic divide, the Himalayas affecting a large system of water and air circulation which helps to determine the climatic condition in the Indian subcontinent to the south and mid-Asian highlands to the north. It creates obstacles by defending chill continental air from north side into India in winter and also defends rain-bearing southwesterly monsoon to give up maximum precipitation in that area in monsoon season. Nowadays extreme weather conditions such as heavy precipitation, cloudburst, flash flood, landslide and extreme avalanches are the regular happening incidents in the region of North Western Himalayan (NWH). The present study has been planned to investigate the suitable model(s) to find out the rainfall pattern over that region. For this investigation, selected models from Coordinated Regional Climate Downscaling Experiment (CORDEX) and Coupled Model Intercomparison Project Phase 5 (CMIP5) has been utilized in a consistent framework for the period of 1976 to 2000 (historical). The ability of these driving models from CORDEX domain and CMIP5 has been examined according to their capability of the spatial distribution as well as time series plot of rainfall over NWH in the rainy season and compared with the ground-based Indian Meteorological Department (IMD) gridded rainfall data set. It is noted from the analysis that the models like MIROC5 and MPI-ESM-LR from the both CORDEX and CMIP5 provide the best spatial distribution of rainfall over NWH region. But the driving models from CORDEX underestimates the daily rainfall amount as compared to CMIP5 driving models as it is unable to capture daily rainfall data properly when it has been plotted for time series (TS) individually for the state of Uttarakhand (UK) and Himachal Pradesh (HP). So finally it can be said that the driving models from CMIP5 are better than CORDEX domain models to investigate the rainfall pattern over NWH region.

Keywords: global warming, rainfall, CMIP5, CORDEX, NWH

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Authors: Adrian O'Hagan, Robert McLoughlin

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Considerable focus in the world of insurance risk quantification is placed on modeling loss values from lines of business (LOBs) that possess upper tail dependence. Copulas such as the Joe, Gumbel and Student-t copula may be used for this purpose. The copula structure imparts a desired level of tail dependence on the joint distribution of claims from the different LOBs. Alternatively, practitioners may possess historical or simulated data that already exhibit upper tail dependence, through the impact of catastrophe events such as hurricanes or earthquakes. In these circumstances, it is not desirable to induce additional upper tail dependence when modeling the joint distribution of the loss values from the individual LOBs. Instead, it is of interest to accurately assess the degree of tail dependence already present in the data. The empirical copula and its associated upper tail dependence coefficient are presented in this paper as robust, efficient means of achieving this goal.

Keywords: empirical copula, extreme events, insurance loss reserving, upper tail dependence coefficient

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Authors: Mehul Srivastava, Sharma Tushar Ravikant, Mridul Krishn Mishra

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In structural design, the evaluation of safety and probability failure of structure is of significant importance, mainly when the variables are random. On real structures, structural reliability can be evaluated obtaining an implicit limit state function. The structural reliability limit state function is obtained depending upon the statistically independent variables. In the analysis of reliability, we considered the statistically independent random variables to be the load intensity applied and the depth or height of the beam member considered. There are many approaches for structural reliability problems. In this paper Extreme Learning Machine technique and First Order Second Moment Method is used to determine the reliability indices for the same set of variables. The reliability index obtained using ELM is compared with the reliability index obtained using FOSM. Higher the reliability index, more feasible is the method to determine the reliability.

Keywords: reliability, reliability index, statistically independent, extreme learning machine

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Authors: N. V. Nikhil, S. R. Lee, Do Won Park

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Korean peninsula receives about two third of the annual rainfall during summer season. The extreme rainfall pattern due to typhoon and heavy rainfall results in severe mountain disasters among which 55% of them are debris flows, a major natural hazard especially when occurring around major settlement areas. The basic mechanism underlined for this kind of failure is the unsaturated shallow slope failure by reduction of matric suction due to infiltration of water and liquefaction of the failed mass due to generation of positive pore water pressure leading to abrupt loss of strength and commencement of flow. However only an empirical model cannot simulate this complex mechanism. Hence, we have employed an empirical-physical based approach for hazard analysis of debris flow using TRIGRS, a debris flow initiation criteria and DAN3D in mountain Woonmyun, South Korea. Debris flow initiation criteria is required to discern the potential landslides which can transform into debris flow. DAN-3D, being a new model, does not have the calibrated values of rheology parameters for Korean conditions. Thus, in our analysis we have used the recent 2011 debris flow event in mountain Woonmyun san for calibration of both TRIGRS model and DAN-3D, thereafter identifying and predicting the debris flow initiation points, path, run out velocity, and area of spreading for future extreme rainfall based scenarios.

Keywords: debris flow, DAN-3D, extreme rainfall, hazard analysis

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Authors: T. Lydon, A. McNabola, P. Coughlan

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Energy consumption in the water distribution network (WDN) is a well established problem equating to the industry contributing heavily to carbon emissions, with 0.9 kg CO2 emitted per m3 of water supplied. It is indicated that 85% of energy wasted in the WDN can be recovered by installing turbines. Existing potential in networks is present at small capacity sites (5-10 kW), numerous and dispersed across networks. However, traditional turbine technology cannot be scaled down to this size in an economically viable fashion, thus alternative approaches are needed. This research aims to enable energy recovery potential within the WDN by exploring the potential of pumps-as-turbines (PATs), to realise this potential. PATs are estimated to be ten times cheaper than traditional micro-hydro turbines, presenting potential to contribute to an economically viable solution. However, a number of technical constraints currently prohibit their widespread use, including the inability of a PAT to control pressure, difficulty in the selection of PATs due to lack of performance data and a lack of understanding on how PATs can cater for fluctuations as extreme as +/- 50% of the average daily flow, characteristic of the WDN. A PAT prototype is undergoing testing in order to identify the capabilities of the technology. Results of preliminary testing, which involved testing the efficiency and power potential of the PAT for varying flow and pressure conditions, in order to develop characteristic and efficiency curves for the PAT and a baseline understanding of the technologies capabilities, are presented here: •The limitations of existing selection methods which convert BEP from pump operation to BEP in turbine operation was highlighted by the failure of such methods to reflect the conditions of maximum efficiency of the PAT. A generalised selection method for the WDN may need to be informed by an understanding of impact of flow variations and pressure control on system power potential capital cost, maintenance costs, payback period. •A clear relationship between flow and efficiency rate of the PAT has been established. The rate of efficiency reductions for flows +/- 50% BEP is significant and more extreme for deviations in flow above the BEP than below, but not dissimilar to the reaction of efficiency of other turbines. •PAT alone is not sufficient to regulate pressure, yet the relationship of pressure across the PAT is foundational in exploring ways which PAT energy recovery systems can maintain required pressure level within the WDN. Efficiencies of systems of PAT energy recovery systems operating conditions of pressure regulation, which have been conceptualise in current literature, need to be established. Initial results guide the focus of forthcoming testing and exploration of PAT technology towards how PATs can form part of an efficiency energy recovery system.

Keywords: energy recovery, pump-as-turbine, water distribution network, water distribution network

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Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor Sookia

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In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that 'fat-tailedness' alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: extreme value theory, financial crisis 2008, value at risk, frontier markets

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Authors: Marjan Majdi, MohammadAli Moradi, Elham Samarikhalaj

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Income distribution is one of the most topics in macro economic theories. There are many categories in economy such as income distribution that have the most influenced by economic policies. Human capital has an impact on economic growth and it has significant effect on income distributions. The results of this study confirm that the effects of oil revenue and human capital on income distribution are negative and significant but the value of the estimated coefficient is too small in a real sample in period time (1969-2006).

Keywords: gini coefficient, human capital, income distribution, oil revenue

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Authors: R. A. Deshpande, P. Chandhra Sekhar, V. Sankar

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In this paper, we discussed the basic reliability evaluation techniques needed to evaluate the reliability of distribution systems which are applied in distribution system planning and operation. Basically, the reliability study can also help to predict the reliability performance of the system after quantifying the impact of adding new components to the system. The number and locations of new components needed to improve the reliability indices to certain limits are identified and studied.

Keywords: distribution system, reliability indices, urban feeder, rural feeder

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Authors: Abderrahmen Aloulou, Younes Boujelbene

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The current paper displays a new method of extracting information content from options prices by eliminating biases caused by daily variation of contract maturity. Based on Kernel regression tool, this non-parametric technique serves to obtain a spectrum of interpolated options with constant maturity horizons from negotiated optional contracts on the S&P TSX 60 index. This method makes it plausible to compare daily risk neutral densities from which extracting time continuous indicators allows the detection traders attitudes’ evolution, such as, belief homogeneity, asymmetry and extreme Risk Perception. Our findings indicate that the applied method contribute to develop effective trading strategies and to adjust monetary policies through controlling trader’s reactions to economic and monetary news.

Keywords: risk neutral densities, kernel, constant maturity horizons, homogeneity, asymmetry and extreme risk perception

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Authors: Alexandru George Vaduva, Adriana Vlad, Bogdan Badea

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In this research, we conduct a Monte Carlo analysis on a two-dimensional χ2 test, which is used to determine the minimum distance required for independent sampling in the context of chaotic signals. We investigate the impact of transforming initial data sets from any probability distribution to new signals with a uniform distribution using the Spearman rank correlation on the χ2 test. This transformation removes the randomness of the data pairs, and as a result, the observed distribution of χ2 test values differs from the expected distribution. We propose a solution to this problem and evaluate it using another chaotic signal.

Keywords: chaotic signals, logistic map, Pearson’s test, Chi Square test, bivariate distribution, statistical independence

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Authors: Jan-Tore H. Horn, Jørgen Juncher Jensen

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Uncertainties related to fatigue damage estimation of non-linear systems are highly dependent on the tail behaviour and extreme values of the stress range distribution. By using a combination of the First Order Reliability Method (FORM) and Monte Carlo simulations (MCS), the accuracy of the fatigue estimations may be improved for the same computational efforts. The method is applied to a bottom-fixed, monopile-supported large offshore wind turbine, which is a non-linear and dynamically sensitive system. Different curve fitting techniques to the fatigue damage distribution have been used depending on the sea-state dependent response characteristics, and the effect of a bi-linear S-N curve is discussed. Finally, analyses are performed on several environmental conditions to investigate the long-term applicability of this multistep method. Wave loads are calculated using state-of-the-art theory, while wind loads are applied with a simplified model based on rotor thrust coefficients.

Keywords: fatigue damage, FORM, monopile, Monte Carlo, simulation, wind turbine

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Authors: Zahira Belkacemi

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One of the most important tools in conservation biology is information on the geographic distribution of species and the variables determining those patterns. In this study, we used maximum-entropy niche modeling (Maxent) to predict the current and future distribution of Anthus pratensis using climatic variables. The results showed that the species would not be highly affected by the climate change in shifting its distribution; however, the results of this study should be improved by taking into account other predictors, and that the NATURA 2000 protected sites will be efficient at 42% in protecting the species.

Keywords: anthus pratensis, climate change, Europe, species distribution model

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Authors: Abdisalam Hassan Muse, Samuel Mwalili, Oscar Ngesa

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A generalized log-logistic distribution with variable shapes of the hazard rate was introduced and studied, extending the log-logistic distribution by adding an extra parameter to the classical distribution, leading to greater flexibility in analysing and modeling various data types. The proposed distribution has a large number of well-known lifetime special sub-models such as; Weibull, log-logistic, exponential, and Burr XII distributions. Its basic mathematical and statistical properties were derived. The method of maximum likelihood was adopted for estimating the unknown parameters of the proposed distribution, and a Monte Carlo simulation study is carried out to assess the behavior of the estimators. The importance of this distribution is that its tendency to model both monotone (increasing and decreasing) and non-monotone (unimodal and bathtub shape) or reversed “bathtub” shape hazard rate functions which are quite common in survival and reliability data analysis. Furthermore, the flexibility and usefulness of the proposed distribution are illustrated in a real-life data set and compared to its sub-models; Weibull, log-logistic, and BurrXII distributions and other parametric survival distributions with 3-parmaeters; like the exponentiated Weibull distribution, the 3-parameter lognormal distribution, the 3- parameter gamma distribution, the 3-parameter Weibull distribution, and the 3-parameter log-logistic (also known as shifted log-logistic) distribution. The proposed distribution provided a better fit than all of the competitive distributions based on the goodness-of-fit tests, the log-likelihood, and information criterion values. Finally, Bayesian analysis and performance of Gibbs sampling for the data set are also carried out.

Keywords: hazard rate function, log-logistic distribution, maximum likelihood estimation, generalized log-logistic distribution, survival data, Monte Carlo simulation

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Authors: Bouthiba Amina

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The estimation of the statistics bound to the precipitation represents a vast domain, which puts numerous challenges to meteorologists and hydrologists. Sometimes, it is necessary, to approach in value the extreme events for sites where there is little, or no datum, as well as their periods of return. The search for a model of the frequency of the heights of daily rains dresses a big importance in operational hydrology: It establishes a basis for predicting the frequency and intensity of floods by estimating the amount of precipitation in past years. The most known and the most common approach is the statistical approach, It consists in looking for a law of probability that fits best the values observed by the random variable " daily maximal rain " after a comparison of various laws of probability and methods of estimation by means of tests of adequacy. Therefore, a frequent analysis of the annual series of daily maximal rains was realized on the data of 54 pluviometric stations of the pond of high and average. This choice was concerned with five laws usually applied to the study and the analysis of frequent maximal daily rains. The chosen period is from 1970 to 2013. It was of use to the forecast of quantiles. The used laws are the law generalized by extremes to three components, those of the extreme values to two components (Gumbel and log-normal) in two parameters, the law Pearson typifies III and Log-Pearson III in three parameters. In Algeria, Gumbel's law has been used for a long time to estimate the quantiles of maximum flows. However, and we will check and choose the most reliable law.

Keywords: return period, extreme flow, statistics laws, Gumbel, estimation

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Authors: Chanjuan Sun, Shijie Hong, Jialing Zhang, Yuchao Guo, Zhijun Zou, Chen Huang

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Background: Studies on associations between air temperature and childhood respiratory diseases are lack in China. Objectives: We aim to analyze the relationship between air temperature and childhood respiratory diseases. Methods: We conducted the on-site inspection into 454 residences and questionnaires survey. Indoor air temperature were from field inspection and outdoor air temperature were from website. Multiple logistic regression analyses were used to investigate the associations. Results: Indoor extreme hot air temperature was positively correlated with duration of a common cold (>=2 weeks), and outdoor extreme hot air temperature was also positively related with pneumonia among children. Indoor and outdoor extreme cold air temperature was a risk factor for rhinitis among children. The biggest indoor air temperature difference (indoor maximum air temperature minus indoor minimum air temperature) (Imax minus Imin) (the 4th quartile, >4 oC) and outdoor air temperature difference (outdoor maximum air temperature minus outdoor minimum air temperature) (Omax minus Omin) (the 4th quartile, >8oC) were positively related to pneumonia among children. Meanwhile, indoor air temperature difference (Imax minus Imin) (the 4th quartile, >4 oC) was positively correlated with diagnosed asthma among children. Air temperature difference between indoor and outdoor was negatively related with the most childhood respiratory diseases. This may be partly related to the avoidance behavior. Conclusions: Improper air temperature may affect the respiratory diseases among children.

Keywords: air temperature, extreme air temperature, air temperature difference, respiratory diseases, children

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Authors: A. Amar

Abstract:

A new model, namely the crystal model, has been modified to calculate the radius and density distribution of light nuclei up to ⁸Be. The crystal model has been modified according to solid-state physics, which uses the analogy between nucleon distribution and atoms distribution in the crystal. The model has analytical analysis to calculate the radius where the density distribution of light nuclei has obtained from analogy of crystal lattice. The distribution of nucleons over crystal has been discussed in a general form. The equation that has been used to calculate binding energy was taken from the solid-state model of repulsive and attractive force. The numbers of the protons were taken to control repulsive force, where the atomic number was responsible for the attractive force. The parameter has been calculated from the crystal model was found to be proportional to the radius of the nucleus. The density distribution of light nuclei was taken as a summation of two clusters distribution as in ⁶Li=alpha+deuteron configuration. A test has been done on the data obtained for radius and density distribution using double folding for d+⁶,⁷Li with M3Y nucleon-nucleon interaction. Good agreement has been obtained for both the radius and density distribution of light nuclei. The model failed to calculate the radius of ⁹Be, so modifications should be done to overcome discrepancy.

Keywords: nuclear physics, nuclear lattice, study nucleus as crystal, light nuclei till to ⁸Be

Procedia PDF Downloads 142

Authors: Phutthiwat Waiyawuththanapoom, Wannapong Waiyawuththanapoom, Pimploi Tirastittam

Abstract:

Nowadays, it is a globalization era which social media plays an important role to the lifestyle as an information source, tools to connect people together and etc. This research is object to find out about the significant level of the social media as a distribution channel to the agriculture product of Thailand. In this research, the agriculture product is the Rice Berry which is the cross-bred unmilled rice producing dark violet grain, is a combination of Hom Nin Rice and Thai Jasmine/ Fragrant Rice 105. Rice Berry has a very high nutrition and nice aroma so the product is in the growth stage of the product cycle. The problem for the Rice Berry product in Thailand is the production and the distribution channel. This study is to confirm that the social media is another option as the distribution channel for the product which is not a mass production product. This will be the role model for the other niche market product to select the distribution channel.

Keywords: distribution, social media, rice berry, distribution channel

Procedia PDF Downloads 402

Authors: Eva L. Suarez, Daniel E. Meeroff, Yan Yong

Abstract:

Current flooding risk modeling focuses on resilience, defined as the probability of recovery from a severe flooding event. However, the long-term damage to property and well-being by nuisance flooding and its long-term effects on communities are not typically included in risk assessments. An approach was developed to address the probability of recovering from a severe flooding event combined with the probability of community performance during a nuisance event. A consolidated model, namely the conflation flooding recovery (&FR) model, evaluates risk-coping mitigation strategies for communities based on the recovery time from catastrophic events, such as hurricanes or extreme surges, and from everyday nuisance flooding events. The &FR model assesses the variation contribution of each independent input and generates a weighted output that favors the distribution with minimum variation. This approach is especially useful if the input distributions have dissimilar variances. The &FR is defined as a single distribution resulting from the product of the individual probability density functions. The resulting conflated distribution resides between the parent distributions, and it infers the recovery time required by a community to return to basic functions, such as power, utilities, transportation, and civil order, after a flooding event. The &FR model is more accurate than averaging individual observations before calculating the mean and variance or averaging the probabilities evaluated at the input values, which assigns the same weighted variation to each input distribution. The main disadvantage of these traditional methods is that the resulting measure of central tendency is exactly equal to the average of the input distribution’s means without the additional information provided by each individual distribution variance. When dealing with exponential distributions, such as resilience from severe flooding events and from nuisance flooding events, conflation results are equivalent to the weighted least squares method or best linear unbiased estimation. The combination of severe flooding risk with nuisance flooding improves flood risk management for highly populated coastal communities, such as in South Florida, USA, and provides a method to estimate community flood recovery time more accurately from two different sources, severe flooding events and nuisance flooding events.

Keywords: community resilience, conflation, flood risk, nuisance flooding

Procedia PDF Downloads 61