Search results for: gamma conditional distributions

Authors: Parimalah Velo, Ahmad Zakaria

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Introduction: Monte Carlo simulations of preclinical imaging systems allow opportunity to enable new research that could range from designing hardware up to discovery of new imaging application. The simulation system which could accurately model an imaging modality provides a platform for imaging developments that might be inconvenient in physical experiment systems due to the expense, unnecessary radiation exposures and technological difficulties. The aim of present study is to validate the Monte Carlo simulation of thyroid phantom imaging using Geant4-GATE for Siemen’s e-cam single head gamma camera. Upon the validation of the gamma camera simulation model by comparing physical characteristic such as energy resolution, spatial resolution, sensitivity, and dead time, the GATE simulation of thyroid phantom imaging is carried out. Methods: A thyroid phantom is defined geometrically which comprises of 2 lobes with 80mm in diameter, 1 hot spot, and 3 cold spots. This geometry accurately resembling the actual dimensions of thyroid phantom. A planar image of 500k counts with 128x128 matrix size was acquired using simulation model and in actual experimental setup. Upon image acquisition, quantitative image analysis was performed by investigating the total number of counts in image, the contrast of the image, radioactivity distributions on image and the dimension of hot spot. Algorithm for each quantification is described in detail. The difference in estimated and actual values for both simulation and experimental setup is analyzed for radioactivity distribution and dimension of hot spot. Results: The results show that the difference between contrast level of simulation image and experimental image is within 2%. The difference in the total count between simulation and actual study is 0.4%. The results of activity estimation show that the relative difference between estimated and actual activity for experimental and simulation is 4.62% and 3.03% respectively. The deviation in estimated diameter of hot spot for both simulation and experimental study are similar which is 0.5 pixel. In conclusion, the comparisons show good agreement between the simulation and experimental data.

Keywords: gamma camera, Geant4 application of tomographic emission (GATE), Monte Carlo, thyroid imaging

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Authors: Salman Mohamadi, Seyed Mohammad Ali Tayaranian Hosseini, Hamidreza Amindavar

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In this paper, we provide a procedure to analyze and model EEG (electroencephalogram) signal as a time series using ARIMA-GARCH to predict an epileptic attack. The heteroskedasticity of EEG signal is examined through the ARCH or GARCH, (Autore- gressive conditional heteroskedasticity, Generalized autoregressive conditional heteroskedasticity) test. The best ARIMA-GARCH model in AIC sense is utilized to measure the volatility of the EEG from epileptic canine subjects, to forecast the future values of EEG. ARIMA-only model can perform prediction, but the ARCH or GARCH model acting on the residuals of ARIMA attains a con- siderable improved forecast horizon. First, we estimate the best ARIMA model, then different orders of ARCH and GARCH modelings are surveyed to determine the best heteroskedastic model of the residuals of the mentioned ARIMA. Using the simulated conditional variance of selected ARCH or GARCH model, we suggest the procedure to predict the oncoming seizures. The results indicate that GARCH modeling determines the dynamic changes of variance well before the onset of seizure. It can be inferred that the prediction capability comes from the ability of the combined ARIMA-GARCH modeling to cover the heteroskedastic nature of EEG signal changes.

Keywords: epileptic seizure prediction , ARIMA, ARCH and GARCH modeling, heteroskedasticity, EEG

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Authors: Kamrun N. Keya, Nasrin A. Kona, Ruhul A. Khan

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Bamboo fiber (BF) reinforced polypropylene (PP) based composites were fabricated by a conventional compression molding technique. In this investigation, bamboo composites were manufactured using different percentages of fiber, which were varying from 25-65% on the total weight of the composites. To fabricate the BF/PP composites untreated and treated fibers were selected. A systematic study was done to observe the physical, mechanical, and interfacial behavior of the composites. In this study, mechanical properties of the composites such as tensile, impact, and bending properties were observed precisely. Maximum tensile strength (TS) and bending strength (BS) were found for 50 wt% fiber composites, 65 MPa, and 85.5 MPa respectively, whereas the highest tensile modulus (TM) and bending modulus (BM) was examined, 5.73 GPa and 7.85 GPa respectively. The BF/PP based composites were treated with irradiated under gamma radiation (the source strength 50 kCi Cobalt-60) of various doses (i.e. 10, 20, 30, 40, 50 and 60 kGy doses). The effect of gamma radiation on the composites was also investigated, and it found that the effect of 30.0 kGy (i.e. units for radiation measurement is 'gray', kGy=kilogray) gamma dose showed better mechanical properties than other doses. After flexural testing, fracture sides of the untreated and treated both composites were studied by scanning electron microscope (SEM). SEM results of the treated BF/PP based composites showed better fiber-matrix adhesion and interfacial bonding than untreated BF/PP based composites. Water uptake and soil degradation tests of untreated and treated composites were also investigated.

Keywords: bamboo fiber, polypropylene, compression molding technique, gamma radiation, mechanical properties, scanning electron microscope

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Authors: Turban Kar, Maitree Bhattacharyya

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Curcumin, a dietary antioxidant has been identified as a wonder molecule to possess therapeutic properties protecting the cellular macromolecules from oxidative damage. In our experimental study, we have explored the effectiveness of curcumin in protecting the structural paradigm of Human Serum Albumin (HSA) when exposed to gamma irradiation. HSA, being an important transport protein of the circulatory system, is involved in binding of variety of metabolites, drugs, dyes and fatty acids due to the presence of hydrophobic pockets inside the structure. HSA is also actively involved in the transportation of drugs and metabolites to their targets, because of its long half-life and regulation of osmotic blood pressure. Gamma rays, in its increasing concentration, results in structural alteration of the protein and superoxide radical generation. Curcumin, on the other hand, mitigates the damage, which has been evidenced in the following experiments. Our study explores the possibility for protection by curcumin during the molecular and conformational changes of HSA when exposed to gamma irradiation. We used a combination of spectroscopic methods to probe the conformational ensemble of the irradiated HSA and finally evaluated the extent of restoration by curcumin. SDS - PAGE indicated the formation of cross linked aggregates as a consequence of increasing exposure of gamma radiation. CD and FTIR spectroscopy inferred significant decrease in alpha helix content of HSA from 57% to 15% with increasing radiation doses. Steady state and time resolved fluorescence studies complemented the spectroscopic measurements when lifetime decay was significantly reduced from 6.35 ns to 0.37 ns. Hydrophobic and bityrosine study showed the effectiveness of curcumin for protection against radiation induced free radical generation. Moreover, bityrosine and hydrophobic profiling of gamma irradiated HSA in presence and absence of curcumin provided light on the formation of ROS species generation and the protective (magical) role of curcumin. The molecular mechanism of curcumin protection to HSA from gamma irradiation is yet unknown, though a possible explanation has been proposed in this work using Thioflavin T assay. It was elucidated, that when HSA is irradiated at low dose of gamma radiation in presence of curcumin, it is capable of retaining the native characteristic properties to a greater extent indicating stabilization of molecular structure. Thus, curcumin may be utilized as a therapeutic strategy to protect cellular proteins.

Keywords: Bityrosine content, conformational change, curcumin, gamma radiation, human serum albumin

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Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

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This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

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Authors: J. J. Peña, J. Morales, J. García-Ravelo, L. Arcos-Díaz

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The Point canonical transformation method is applied for solving the Schrödinger equation with position-dependent mass. This class of problem has been solved for continuous mass distributions. In this work, a staggered mass distribution for the case of a free particle in an infinite square well potential has been proposed. The continuity conditions as well as normalization for the wave function are also considered. The proposal can be used for dealing with other kind of staggered mass distributions in the Schrödinger equation with different quantum potentials.

Keywords: free particle, point canonical transformation method, position-dependent mass, staggered mass distribution

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Authors: Khalifa Maha, Ben Othman Hakim, Khaled Hussainey

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Prior empirical studies have investigated the economic consequences of accounting conservatism by examining its impact on the cost of equity capital (COEC). However, findings are not conclusive. We assume that inconsistent results of such association may be attributed to the regression models used in data analysis. To address this issue, we re-examine the effect of different dimension of accounting conservatism: unconditional conservatism (U_CONS) and conditional conservatism (C_CONS) on the COEC for a sample of listed firms from Middle Eastern and North Africa (MENA) countries, applying quantile regression (QR) approach developed by Koenker and Basset (1978). While classical ordinary least square (OLS) method is widely used in empirical accounting research, however it may produce inefficient and bias estimates in the case of departures from normality or long tail error distribution. QR method is more powerful than OLS to handle this kind of problem. It allows the coefficient on the independent variables to shift across the distribution of the dependent variable whereas OLS method only estimates the conditional mean effects of a response variable. We find as predicted that U_CONS has a significant positive effect on the COEC however, C_CONS has a negative impact. Findings suggest also that the effect of the two dimensions of accounting conservatism differs considerably across COEC quantiles. Comparing results from QR method with those of OLS, this study throws more lights on the association between accounting conservatism and COEC.

Keywords: unconditional conservatism, conditional conservatism, cost of equity capital, OLS, quantile regression, emerging markets, MENA countries

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Authors: Kamrun N. Keya, Nasrin A. Kona, Ruhul A. Khan

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Sugarcane bagasse (SCB)-reinforced Polypropylene (PP) Based matrix composites (25-45 wt% fiber) were fabricated by a compression molding technique. The SCB surface was chemically modified using 5%-10% sodium hydroxide (NaOH), and after that, mechanical properties, water uptake, and soil degradation of the composites were investigated. Tensile strength (TS), tensile modulus (TM), bending strength (BS), bending modulus (BM) and elongation at break (Eb%) of the 30wt% composites were found to be 35.6 MPa, 10.2 GPa, 56 MPa, 5.6 GPa, and 11%, respectively. The SCB/PP based composites were treated with irradiated under gamma radiation (the source strength 50 kCi Cobalt-60) of various doses (2.5 kGy to 10 kGy). The effect of gamma radiation on the composites was also investigated, and it found that the effect of 5.0 kGy (i.e. units for radiation measurement is 'gray', kGy=kilogray ) gamma dose showed better mechanical properties than other doses. The results revealed that the combination of the chemical modification of the SCB fibers and irradiation of the composites were more effective in compatibility improvement than chemical modification alone. After flexural testing, fracture sides of the untreated and treated both composites were studied by scanning electron microscope (SEM). SEM results of the treated SCB/PP based composites showed better fiber-matrix adhesion than untreated SCB/PP based composites. However, it was found that the treated SCB/PP composite has better mechanical strength, durability, and more receptivity than untreated SCB/PP based composite.

Keywords: sugarcane bagasse (SCB), polypropylene (PP), mechanical properties, scanning electron microscope (SEM), gamma radiation, water uptake tests and soil degradation

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Authors: Hannah F. Opayinka, Adedayo A. Adepoju

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This study is an extension of a prior study on the modification of the existing m-out-of-n (moon) bootstrap method for heavy-tailed distributions in which modified m-out-of-n (mmoon) was proposed as an alternative method to the existing moon technique. In this study, both moon and mmoon techniques were applied to two real income datasets which followed Lognormal and Pareto distributions respectively with finite variances. The performances of these two techniques were compared using Standard Error (SE) and Root Mean Square Error (RMSE). The findings showed that mmoon outperformed moon bootstrap in terms of smaller SEs and RMSEs for all the sample sizes considered in the two datasets.

Keywords: Bootstrap, income data, lognormal distribution, Pareto distribution

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Authors: Wilmer Osvaldo Martinez, Manuel Dario Hernandez, Juan Manuel Julio

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We propose to assess the performance of k forecast procedures by exploring the distributions of forecast errors and error losses. We argue that non systematic forecast errors minimize when their distributions are symmetric and unimodal, and that forecast accuracy should be assessed through stochastic loss order rather than expected loss order, which is the way it is customarily performed in previous work. Moreover, since forecast performance evaluation can be understood as a one way analysis of variance, we propose to explore loss distributions under two circumstances; when a strict (but unknown) joint stochastic order exists among the losses of all forecast alternatives, and when such order happens among subsets of alternative procedures. In spite of the fact that loss stochastic order is stronger than loss moment order, our proposals are at least as powerful as competing tests, and are robust to the correlation, autocorrelation and heteroskedasticity settings they consider. In addition, since our proposals do not require samples of the same size, their scope is also wider, and provided that they test the whole loss distribution instead of just loss moments, they can also be used to study forecast distributions as well. We illustrate the usefulness of our proposals by evaluating a set of real world forecasts.

Keywords: forecast evaluation, stochastic order, multiple comparison, non parametric test

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Authors: Guilherme Henrique Gabriel, Lucí Hidalgo Nunes

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An important feature of rainfall regimes is the variability, which is subject to the atmosphere’s general and regional dynamics, geographical position and relief. Despite being inherent to the climate system, it can harshly impact virtually all human activities. In turn, global climate change has the ability to significantly affect smaller-scale rainfall regimes by altering their current variability patterns. In this regard, it is useful to know if regional climates are changing over time and whether it is possible to link these variations to climate change trends observed globally. This study is part of an international project (Metropole-FAPESP, Proc. 2012/51876-0 and Proc. 2015/11035-5) and the objective was to identify and evaluate possible changes in rainfall behavior in the state of São Paulo, southeastern Brazil, using rainfall data from 79 rain gauges for the last forty years. Cluster analysis and gamma distribution parameters were used for evaluating spatial and temporal trends, and the outcomes are presented by means of geographic information systems tools. Results show remarkable changes in rainfall distribution patterns in São Paulo over the years: changes in shape and scale parameters of gamma distribution indicate both an increase in the irregularity of rainfall distribution and the probability of occurrence of extreme events. Additionally, the spatial outcome of cluster analysis along with the gamma distribution parameters suggest that changes occurred simultaneously over the whole area, indicating that they could be related to remote causes beyond the local and regional ones, especially in a current global climate change scenario.

Keywords: climate change, cluster analysis, gamma distribution, rainfall

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Authors: Zenaida M. De Guzman, Davison T. Baldos, Gilberto T. Diano, Jeff Darren G. Valdez, Levelyn Mitos Tolentino, Gina B. Abrera, Ma. Lucia Cobar, Cristina Gragasin

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One of the factors affecting the quality of brown rice is the free fatty acid produced from surface lipids. It is the purpose of the study to determine the effect of gamma radiation, packaging materials and age and variety of paddy on the surface free fatty acid content using two different brown rice variety, namely, RC-160 and SL-7, packed in two different packaging materials, namely, regular polyethylene bag and Super bag irradiated at 0.5 and 1.0 kGy. Brown rice was produced from 2-week old (Lot 1) and two months old paddy (Lot 2) and irradiated at the Co-60 Multipurpose Irradiation Facility, PNRI. The surface Free Fatty Acid (FFA) content was obtained following the AOCS Official Method (1982) with some modifications. The experiment was laid out using Split-Plot Randomized Control Block Design. Analysis of variance (ANOVA) showed that the effects of variety, age of paddy and interactions of both were both significant. The surface FFA of SL-7 variety was found to be significantly higher than the RC-160 variety for all radiation doses. Likewise, Lot 2 was observed to have higher surface FFA than Lot 1 regardless of packaging material and radiation dose. It was observed that the surface FFA of both varieties packed in both packaging materials increased significantly up to the 2nd or 3rd month of storage and remains the same until the 5th month. On the other hand, radiation dose did not significantly affect the surface free fatty acid content for all storage/sampling time while the packaging material significantly interacts with the type of variety and radiation dose. Gamma radiation was proven to have no significant effect on the surface free fatty acid at 0.5 and 1.0 kGy and further analyses are needed to determine the action of gamma radiation to the activity of enzyme (lipase-induced and microbial) responsible for the production of other lipolytic products and the effect of gamma radiation on the integrity of the packaging materials.

Keywords: brown rice, free fatty acid, gamma radiation, polyethylene bag

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Authors: Kalai Lamia, Jilani Faouzi

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Measuring and controlling risk is one of the most attractive issues in finance. With the persistence of uncontrolled and erratic stocks movements, volatility is perceived as a barometer of daily fluctuations. An objective measure of this variable seems then needed to control risks and cover those that are considered the most important. Non-linear autoregressive modeling is our first evaluation approach. In particular, we test the presence of “persistence” of conditional variance and the presence of a degree of a leverage effect. In order to resolve for the problem of “asymmetry” in volatility, the retained specifications point to the importance of stocks reactions in response to news. Effects of shocks on volatility highlight also the need to study the “long term” behaviour of conditional variance of stocks returns and articulate the presence of long memory and dependence of time series in the long run. We note that the integrated fractional autoregressive model allows for representing time series that show long-term conditional variance thanks to fractional integration parameters. In order to stop at the dynamics that manage time series, a comparative study of the results of the different models will allow for better understanding volatility structure over the Tunisia stock market, with the aim of accurately predicting fluctuation risks.

Keywords: asymmetry volatility, clustering, stylised facts, leverage effect

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Authors: Kanika S. Raheja, A. Pandey, Shaila Bahl, Pratik Kumar, S. P. Lochab

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The subject of undertaking for this paper is the study of BaSO4 nanophosphor doped with Europium in which mainly the concentration of the rare earth impurity Eu (0.05, 0.1, 0.2, 0.5, and 1 mol %) has been varied. A comparative study of the thermoluminescence(TL) properties of the given nanophosphor has also been done using a well-known standard dosimetry material i.e. TLD-100.Firstly, a number of samples were prepared successfully by the chemical co-precipitation method. The whole lot was then compared to a well established standard material (TLD-100) for its TL sensitivity property. BaSO4:Eu ( 0.2 mol%) showed the highest sensitivity out of the lot. It was also found that when compared to the standard TLD-100, BaSo4:Eu (0.2mol%) showed surprisingly high sensitivity for a large range of doses. The TL response curve for all prepared samples has also been studied over a wide range of doses i.e 10Gy to 2kGy for gamma radiation. Almost all the samples of BaSO4:Eu showed a remarkable linearity for a broad range of doses, which is a characteristic feature of a fine TL dosimeter. The graph remained linear even beyond 1kGy for gamma radiation. Thus, the given nanophosphor has been successfully optimised for the concentration of the dopant material to achieve its highest TL sensitivity. Further, the comparative study with the standard material revealed that the current optimised sample shows an astonishingly better TL sensitivity and a phenomenal linear response curve for an incredibly wide range of doses for gamma radiation (Co-60) as compared to the standard TLD-100, which makes the current optimised BaSo4:Eu quite promising as an efficient gamma radiation dosimeter. Lastly, the present phosphor has been optimised for its annealing temperature to acquire the best results while also studying its fading and reusability properties.

Keywords: gamma radiation, nanoparticles, radiation dosimetry, thermoluminescence

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Authors: Tz-Bang Du, Cheng-Han Hsieh, Li-Ping Ju, Hung-Jie Liou

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Polyether amines synthesize by secondary hydroxyl polyether diol play an important role in epoxy hardener. The low molecular weight product is used in low viscosity and high transparent polyamine product for the logo, ground cover, especially for wind turbine blade, while the high molecular weight products are used in advanced agricultures such as a high-speed railway. High-pressure reductive amination process is required for producing these amines. In the condition of higher than 150 atm pressure and 200 degrees Celsius temperature, supercritical ammonia is used as a reactant and also a solvent. It would be a great challenge to select a catalyst support for such high-temperature alkaline circumstance. In this study, we have established a six-autoclave-type (SAT) high-pressure reactor for amination catalyst screening, which six experiment conditions with different temperature and pressure could be examined at the same time. We synthesized copper-nickel catalyst on different shaped alumina catalyst support and evaluated the catalyst activity for high-pressure reductive amination of polypropylene glycol (PPG) by SAT reactor. Ball type gamma alumina, ball type activated alumina and pellet type gamma alumina catalyst supports are evaluated in this study. Gamma alumina supports have shown better activity on PPG reductive amination than activated alumina support. In addition, the catalysts are evaluated in fixed bed reactor. The diamine product was successfully synthesized via this catalyst and the strength of the catalysts is measured. The crush strength of blank supports is about 13.5 lb for both gamma alumina and activated alumina. The strength increases to 20.3 lb after synthesized to be copper-nickel catalyst. After test in the fixed bed high-pressure reductive amination process for 100 hours, the crush strength of the used catalyst is 3.7 lb for activated alumina support, 12.0 lb for gamma alumina support. The gamma alumina is better than activated alumina to use as catalyst support in high-pressure reductive amination process.

Keywords: high pressure reductive amination, copper nickel catalyst, polyether amine, alumina

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Authors: Z. Nourmohammadi, F. Farahani, M. Shaker

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Aloe is an important commercial crop available in a wide range of species and varieties in international markets. The applications of this plant have been recorded in the ancient cultures of India, Egypt, Greece, Rome and China. Aloe has been used for centuries and is currently being actively studied for medicinal purposes. Aloe is propagated through lateral buds, which is slow, very expensive and low income practice. Nowadays, it has been cultured by in vitro propagation for rapid multiplication of plants, genetic improvement of crops, obtaining disease-free clones and for progressive valuable germplasm. The present study focused on the influence of different phytohormones on rapid in vitro propagation of Aloe plants. We also investigated the effect of gamma radiation on biochemical characters as well as genetic changes. Shoot tip of 2-3 cm were collected from offshoot of Aloe barbadensis and Aloe littoralis, and were inoculated with MS medium containing various concentrations of BA (0.5, 1, 2 mg/l), IAA (0.5, 1 mg/l). The best treatment for a highest shoot number and bud proliferation was MS medium containing 2 mg/l BAP and 0.5 mg/l IAA in A. barbadensis and A. littoralis. Maximum percentage of proliferated shoot buds (90% and 95%) from a single explant were obtained in MS medium after 4-5 weeks of the second and the first subcultures, respectively. Different genome sizes were also indicated among treatments and subcultures. The mixoploids identified in flow cytometery histograms in different treatments. The effect of gamma radiation on A. littoralis showed that by increasing the dose of gamma radiation, amounts of chlorophyll A, B, carotenoids, total protein content and superoxide dismutase were significantly increased compared to control plants. Genetic variation analysis also revealed significant genetic differences between control and gamma radiation treated regenerated plants by AMOVA test. Higher genetic heterozygocity was observed in radiation treated plants. Our findings may provide useful method for improving of Aloe plant proliferation with increasing of useful material such as antioxidant enzymes.

Keywords: aloe, antioxidant enzyme, micropropagation, gamma radiation, genetic variation

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Authors: G. Medkour Ishak-Boushaki, A. Taibi, M. Allab

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Quantitative environmental radioactivity measurements are needed to determine the level of exposure of a population to ionizing radiations and for the assessment of the associated risks. Gamma spectrometry remains a very powerful tool for the analysis of radionuclides present in an environmental sample but the basic problem in such measurements is the low rate of detected events. Using large environmental samples could help to get around this difficulty but, unfortunately, new issues are raised by gamma rays attenuation and self-absorption. Recently, a new method has been suggested, to detect and identify without quantification, in a short time, a gamma ray of a low count source. This method does not require, as usually adopted in gamma spectrometry measurements, a pulse height spectrum acquisition. It is based on a chronological record of each detected photon by simultaneous measurements of its energy ε and its arrival time τ on the detector, the pair parameters [ε,τ] defining an event mode sequence (EMS). The EMS serials are analyzed sequentially by a Bayesian approach to detect the presence of a given radioactive source. The main object of the present work is to test the applicability of this sequential approach in radioactive environmental materials detection. Moreover, for an appropriate health oversight of the public and of the concerned workers, the analysis has been extended to get a reliable quantification of the radionuclides present in environmental samples. For illustration, we consider as an example, the problem of detection and quantification of 238U. Monte Carlo simulated experience is carried out consisting in the detection, by a Ge(Hp) semiconductor junction, of gamma rays of 63 keV emitted by 234Th (progeny of 238U). The generated EMS serials are analyzed by a Bayesian inference. The application of the sequential Bayesian approach, in environmental radioactivity analysis, offers the possibility of reducing the measurements time without requiring large environmental samples and consequently avoids the attached inconvenient. The work is still in progress.

Keywords: Bayesian approach, event mode sequence, gamma spectrometry, Monte Carlo method

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Authors: Aries Nawel, Bentarzi Mohamed

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This paper deals with the study of some probabilistic and statistical properties of a Periodic Integer-Valued Moving Average Model (PINMA_{S}(q)). The closed forms of the mean, the second moment and the periodic autocovariance function are obtained. Furthermore, the time reversibility of the model is discussed in details. Moreover, the estimation of the underlying parameters are obtained by the Yule-Walker method, the Conditional Least Square method (CLS) and the Weighted Conditional Least Square method (WCLS). A simulation study is carried out to evaluate the performance of the estimation method. Moreover, an application on real data set is provided.

Keywords: periodic integer-valued moving average, periodically correlated process, time reversibility, count data

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Authors: Manoel Pereira, Alvaro Veiga, Camila Epprecht, Renato Costa

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This paper introduces an empirical version of the Esscher transform for risk-neutral option pricing. Traditional parametric methods require the formulation of an explicit risk-neutral model and are operational only for a few probability distributions for the returns of the underlying. In our proposal, we make only mild assumptions on the pricing kernel and there is no need for the formulation of the risk-neutral model for the returns. First, we simulate sample paths for the returns under the physical distribution. Then, based on the empirical Esscher transform, the sample is reweighted, giving rise to a risk-neutralized sample from which derivative prices can be obtained by a weighted sum of the options pay-offs in each path. We compare our proposal with some traditional parametric pricing methods in four experiments with artificial and real data.

Keywords: esscher transform, generalized autoregressive Conditional Heteroscedastic (GARCH), nonparametric option pricing

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Authors: Thuvanan Borvornvitchotikarn, Werasak Kurutach

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Mutual information (MI) is widely used in medical image registration. In the different medical images analysis, it is difficult to choose an optimal bins size number for calculating the probability distributions in MI. As the result, this paper presents a new adaptive bins number selection approach that named a hybrid EMPCA-Scott approach. This work combines an expectation maximization principal component analysis (EMPCA) and the modified Scott’s rule. The proposed approach solves the binning problem from the various intensity values in medical images. Experimental results of this work show the lower registration errors compared to other adaptive binning approaches.

Keywords: mutual information, EMPCA, Scott, probability distributions

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Authors: Fayaz Moosavi, Saeid Moradyfard

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One of the methods in avoiding management fraud and increasing the quality of financial information, is the notification of qualitative features of financial information, including conservatism characteristic. Although taking a conservatism approach, while boosting the quality of financial information, is able to reduce the informational risk and the cost of capital stock of commercial department, by presenting an improper image about the situation of the commercial department, raises the risk of failure in returning the main and capital interest, and consequently the cost of capital of the commercial department. In order to know if conservatism finally leads to the increase or decrease of the cost of capital or does not have any influence on it, information regarding accepted companies in Tehran stock exchange is utilized by application of pooling method from 2007 to 2012 and it included 124 companies. The results of the study revealed that there is an opposite and meaningful relationship between conditional conservatism and the cost of capital of the company. In other words, if bad and unsuitable news and signs are reflected sooner than good news in accounting profit, the cost of capital of the company increases. In addition, there is a positive and meaningful relationship between the cost of capital and lack of information asymmetry.

Keywords: conditional conservatism, lack of information asymmetry, the cost of capital, stock exchange

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Authors: Aminah Muchdar

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To increase the genetic diversity of soybean in order to adapt to agroecology in Indonesia conducted ways including introduction, cross, mutation and genetic transformation. The purpose of this research is to obtain early maturity soybean mutant lines, large seed tolerant to drought with high yield potential. This study consisted of two stages: the first is sensitivity of gamma rays carried out in the Laboratory BATAN. The genetic variety used is Anjasmoro. The method seeds irradiated with gamma rays at a rate of activity with the old ci 1046.16976 irradiation 0-71 minutes. Irradiation doses of 0, 100, 200, 300, 400, 500, 600, 700, 800, 900 and 1000gy. The results indicated all seeds irradiated with doses of 0 - 1000gy, just a dose of 200 and 300gy are able to show the percentage of germination, plant height, number of leaves, number of normal sprouts and green leaves of the best and can be continued for a second trial in order to assemble and to get mutants which is expected. The result of second stage of soybean M2 Population irradiated with diversity Gamma Irradiation performed that in the form of soybean planting, the seed planted is the first derivative of the M2 irradiated seeds. The result after the age of 30ADP has already showing growth and development of plants that vary when compared to its parent, both in terms of plant height, number of leaves, leaf shape and leaf forage level. In the generative phase, a plant that has been irradiated 200 and 300 gy seen some plants flower form packs, but not formed pods, there is also a form packs of flowers, but few pods produce soybean morphological characters such as plant height, number of branches, pods, days to flowering, harvesting, seed weight and seed number.

Keywords: gamma ray, genetic mutation, irradiation, soybean

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Authors: Nataša Todorović, Jovana Nikolov

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Despite the great interest in β⁻β⁻ decay, β⁺β⁺ decays are rarely investigated due to the low probability of detecting these processes with available low-level equipment. If β⁺β⁺, β⁺EC, or ECEC decay occurs in a thin sample of a material, the positrons will be stopped and annihilated inside the material, leading to the emission of two or four coincidence gamma photons energy of 511 keV. The paper presents the results of measurements of double beta decay of ⁶⁴Zn, ⁵⁰Cr, and ⁵⁴Fe isotopes. In the first experiment, 511-keV gamma rays originating from the annihilation of positrons in natural zinc were measured by a coincidence technique to obtain a non-zero value for the (0ν+2ν) half-life. In the second experiment, the result of measuring double beta decay of ⁵⁰Cr is presented, which suggests a result other than zero at 95% CL and gives the lowest limit for the half-life of this process. In the third experiment, neutrino-less ECEC decay of ⁵⁴Fe was examined. Under the decay theory, gamma rays are emitted whose energy does not coincide with the energies of gamma rays emitted by nuclei from known discrete excited states. Iron shield of an internal volume of 1 m³ and thickness of 25 cm served as a source for measuring the (0ν+2ν) process in ⁵⁴Fe, whose yield in natural iron is 5.4%. We obtain the lower limit for the half-life for ⁵⁴Fe: T(0ν, K, K)>4.4x10²⁰ yr, T(0ν, K, L)>4.1x10²⁰ yr, and T(0ν, L, L)>5.0x10²⁰ yr. For ⁵⁰Cr limit for the half-life is T(0ν+2ν)>1.3(6)x10¹⁸ yr, and for ⁶⁴Zn T(0ν+2ν, ECβ+)=1.1(0.9)x10⁹ years.

Keywords: neutrinoless double beta decay, half-life, ⁶⁴Zn, ⁵⁰Cr, and, ⁵⁴Fe

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Authors: Cheng Zeng, George Michailidis, Hitoshi Iyatomi, Leo L. Duan

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The conditional density characterizes the distribution of a response variable y given other predictor x and plays a key role in many statistical tasks, including classification and outlier detection. Although there has been abundant work on the problem of Conditional Density Estimation (CDE) for a low-dimensional response in the presence of a high-dimensional predictor, little work has been done for a high-dimensional response such as images. The promising performance of normalizing flow (NF) neural networks in unconditional density estimation acts as a motivating starting point. In this work, the authors extend NF neural networks when external x is present. Specifically, they use the NF to parameterize a one-to-one transform between a high-dimensional y and a latent z that comprises two components [zₚ, zₙ]. The zₚ component is a low-dimensional subvector obtained from the posterior distribution of an elementary predictive model for x, such as logistic/linear regression. The zₙ component is a high-dimensional independent Gaussian vector, which explains the variations in y not or less related to x. Unlike existing CDE methods, the proposed approach coined Augmented Posterior CDE (AP-CDE) only requires a simple modification of the common normalizing flow framework while significantly improving the interpretation of the latent component since zₚ represents a supervised dimension reduction. In image analytics applications, AP-CDE shows good separation of 𝑥-related variations due to factors such as lighting condition and subject id from the other random variations. Further, the experiments show that an unconditional NF neural network based on an unsupervised model of z, such as a Gaussian mixture, fails to generate interpretable results.

Keywords: conditional density estimation, image generation, normalizing flow, supervised dimension reduction

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Authors: Win-Jin Chang, Haw-Long Lee, Yu-Ching Yang

Abstract:

Atomic finite element simulation is applied to investigate the vibration frequency of a single-layer gamma graphyne with an attached mass for the CCCC, SSSS, CFCF, SFSF boundary conditions using the commercial code ANSYS. The fundamental frequencies of the graphyne sheet are compared with the results of the previous study. The results of the comparison are very good in all considered cases. The attached mass causes a shift in the resonant frequency of the graphyne. The frequencies of the single-layer gamma graphyne with an attached mass for different boundary conditions are obtained, and the order based on the boundary condition is CCCC >SSSS > CFCF> SFSF. The highest frequency shift is obtained when the attached mass is located at the center of the graphyne sheet. This is useful for the design of a highly sensitive graphyne-based mass sensor.

Keywords: graphyne, finite element analysis, vibration analysis, frequency shift

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Authors: Wilai Masanga, Chirapha Tannanonta, Sangutid Thongsawad, Sasikarn Chamchod, Todsaporn Fuangrod

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The major factors of radiotherapy for head and neck (HN) cancers include patient’s anatomical changes and tumour shrinkage. These changes can significantly affect the planned dose distribution that causes the treatment plan deterioration. A measured transit EPID images compared to a predicted EPID images using gamma analysis has been clinically implemented to verify the dose accuracy as part of adaptive radiotherapy protocol. However, a global gamma analysis dose not sensitive to some critical organ changes as the entire treatment field is compared. The objective of this feasibility study is to evaluate the dosimetric response to patient anatomical changes during the treatment course in HN IMRT (Head and Neck Intensity-Modulated Radiation Therapy) using a novel comparison method; organ-of-interest gamma analysis. This method provides more sensitive to specific organ change detection. Random replanned 5 HN IMRT patients with causes of tumour shrinkage and patient weight loss that critically affect to the parotid size changes were selected and evaluated its transit dosimetry. A comprehensive physics-based model was used to generate a series of predicted transit EPID images for each gantry angle from original computed tomography (CT) and replan CT datasets. The patient structures; including left and right parotid, spinal cord, and planning target volume (PTV56) were projected to EPID level. The agreement between the transit images generated from original CT and replanned CT was quantified using gamma analysis with 3%, 3mm criteria. Moreover, only gamma pass-rate is calculated within each projected structure. The gamma pass-rate in right parotid and PTV56 between predicted transit of original CT and replan CT were 42.8%( ± 17.2%) and 54.7%( ± 21.5%). The gamma pass-rate for other projected organs were greater than 80%. Additionally, the results of organ-of-interest gamma analysis were compared with 3-dimensional cone-beam computed tomography (3D-CBCT) and the rational of replan by radiation oncologists. It showed that using only registration of 3D-CBCT to original CT does not provide the dosimetric impact of anatomical changes. Using transit EPID images with organ-of-interest gamma analysis can provide additional information for treatment plan suitability assessment.

Keywords: re-plan, anatomical change, transit electronic portal imaging device, EPID, head, and neck

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Authors: Kamrun N. Keya, Nasrin A. Kona, Ruhul A. Khan

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Pineapple leaf fiber (PALF) reinforced polypropylene (PP) based composites were fabricated by a conventional compression molding technique. In this investigation, PALF composites were manufactured using different percentages of fiber, which were varying from 25-50% on the total weight of the composites. To fabricate the PALF/PP composites, untreated and treated fibers were selected. A systematic study was done to observe the physical, mechanical and interfacial behavior of the composites. In this study, mechanical properties of the composites such as tensile, impact and bending properties were observed precisely. It was found that 45wt% of fiber composites showed better mechanical properties than others. Maximum tensile strength (TS) and bending strength (BS) was observed, 65 MPa and 50 MPa respectively, whereas the highest tensile modulus (TM) and bending modulus (BM) was examined, 1.7 GPa and 0.85 GPa respectively. The PALF/PP based composites were treated with irradiated under gamma radiation (the source strength 50 kCi Cobalt-60) of various doses (2.5 kGy to 10 kGy). The effect of gamma radiation on the composites was also investigated, and it found that the effect of 5.0 kGy (i.e. units for radiation measurement is 'gray', kGy=kilogray ) gamma dose showed better mechanical properties than other doses. The values of TS, BS, TM, and BM of the irradiated (5.0 kGy) composites were found to improve by 19%, 23%, 17% and 25 % over non-irradiated composites. After flexural testing, fracture sides of the untreated and treated both composites were studied by scanning electron microscope (SEM). SEM results of the treated PALF/PP based composites showed better fiber-matrix adhesion and interfacial bonding than untreated PALF/PP based composites. Water uptake and soil degradation tests of untreated and treated composites were also investigated.

Keywords: PALF, polypropylene, compression molding technique, gamma radiation, mechanical properties, scanning electron microscope

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Authors: Li-Ching Chen

Abstract:

The case-control design has been widely applied in clinical and epidemiological studies to investigate the association between risk factors and a given disease. The retrospective design can be easily implemented and is more economical over prospective studies. To adjust effects for confounding factors, methods such as stratification at the design stage and may be adopted. When some major confounding factors are difficult to be quantified, a matching design provides an opportunity for researchers to control the confounding effects. The matching effects can be parameterized by the intercepts of logistic models and the conditional logistic regression analysis is then adopted. This study demonstrates an information-matrix-based goodness-of-fit statistic to test the validity of the logistic regression model for matched case-control data. The asymptotic null distribution of this proposed test statistic is inferred. It needs neither to employ a simulation to evaluate its critical values nor to partition covariate space. The asymptotic power of this test statistic is also derived. The performance of the proposed method is assessed through simulation studies. An example of the real data set is applied to illustrate the implementation of the proposed method as well.

Keywords: conditional logistic model, goodness-of-fit, information matrix, matched case-control studies

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Authors: Obioma Uche

Abstract:

Due to the recent volatility in oil & gas prices as well as increased development of non-conventional resources, it has become even more essential to critically evaluate the profitability of petroleum prospects prior to making any investment decisions. Traditionally, simple Monte Carlo (MC) algorithms have been used to randomly sample probability distributions of economic and geological factors (e.g. price, OPEX, CAPEX, reserves, productive life, etc.) in order to obtain probability distributions for profitability metrics such as Net Present Value (NPV). In recent years, second-order MC algorithms have been shown to offer an advantage over simple MC techniques due to the added consideration of uncertainties associated with the probability distributions of the relevant variables. Here, a strategy for the application of the second-order MC technique to a case study is demonstrated to analyze its effectiveness as a tool for portfolio management.

Keywords: Monte Carlo algorithms, portfolio management, profitability, risk analysis

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Authors: Mehrdad Ahmadi, Mohamad Babaie, Shiva Osouli, Bahareh Salehi, Nadia Kalantaraian

Abstract:

The olive fruit fly, Bactrocera oleae Gmelin (Diptera: Tephritidae), is one of the most serious pests in olive orchards in growing province in Iran. The female lay eggs in green olive fruit and larvae hatch inside the fruit, where they feed upon the fruit matters. One of the main ecologically friendly and species-specific systems of pest control is the sterile insect technique (SIT) which is based on the release of large numbers of sterilized insects. The objective of our work was to develop a SIT against B. oleae by using of gamma radiation for the laboratory and field trial in Iran. Oviposition of female mated by irradiated males is one of the main parameters to determine achievement of SIT. To conclude the sterile dose, pupae were placed under 0 to 160 Gy of gamma radiation. The main factor in SIT is the productivity of females which are mated by irradiated males. The emerged adults from irradiated pupae were mated with untreated adults of the same age by confining them inside the transparent cages. The fecundity of the irradiated males mated with non-irradiated females was decreased with the increasing radiation dose level. It was observed that the number of eggs and also the percentage of the egg hatching was significantly (P < 0.05) affected in either IM x NF crosses compared with NM x NF crosses in F₁ generation at all doses. Also, the statistical analysis showed a significant difference (P < 0.05) in the mean number of eggs laid between irradiated and non-irradiated females crossed with irradiated males, which suggests that the males were susceptible to gamma radiation. The egg hatching percentage declined markedly with the increase of the radiation dose of the treated males in mating trials which demonstrated that egg hatch rate was dose dependent. Our results specified that gamma radiation affects the longevity of irradiated B. oleae larvae (established from irradiated pupae) and significantly increased their larval duration. Results show the gamma radiation, and SIT can be used successfully against olive fruit flies.

Keywords: fertility, olive fruit fly, radiation, sterile insect technique

Procedia PDF Downloads 170