Search results for: generalized autoregressive conditional heteroskedasticity model

Authors: Ibrahim M. Mehedi, Uzair Ansari, Ubaid M. Al-Saggaf, Abdulrahman H. Bajodah

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This paper presents a methodology for balancing a rotary inverted pendulum system using Robust Generalized Dynamic Inversion (RGDI) under influence of parametric variations and external disturbances. In GDI control, dynamic constraints are formulated in the form of asymptotically stable differential equation which encapsulates the control objectives. The constraint differential equations are based on the deviation function of the angular position and its rates from their reference values. The constraint dynamics are inverted using Moore-Penrose Generalized Inverse (MPGI) to realize the control expression. The GDI singularity problem is addressed by augmenting a dynamic scale factor in the interpretation of MPGI which guarantee asymptotically stable position tracking. An additional term based on Sliding Mode Control is appended within GDI control to make it robust against parametric variations, disturbances and tracking performance deterioration due to generalized inversion scaling. The stability of the closed loop system is ensured by using positive definite Lyapunov energy function that guarantees semi-global practically stable position tracking. Numerical simulations are conducted on the dynamic model of rotary inverted pendulum system to analyze the efficiency of proposed RGDI control law. The comparative study is also presented, in which the performance of RGDI control is compared with Linear Quadratic Regulator (LQR) and is verified through experiments. Numerical simulations and real-time experiments demonstrate better tracking performance abilities and robustness features of RGDI control in the presence of parametric uncertainties and disturbances.

Keywords: generalized dynamic inversion, lyapunov stability, rotary inverted pendulum system, sliding mode control

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Authors: Afsaneh Mohammadnejad, Marianne Nygaard, Jan Baumbach, Shuxia Li, Weilong Li, Jesper Lund, Jacob v. B. Hjelmborg, Lene Christensen, Qihua Tan

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Cognitive impairment in the elderly is a key issue affecting the quality of life. Despite a strong genetic background in cognition, only a limited number of single nucleotide polymorphisms (SNPs) have been found. These explain a small proportion of the genetic component of cognitive function, thus leaving a large proportion unaccounted for. We hypothesize that one reason for this missing heritability is the misspecified modeling in data analysis concerning phenotype distribution as well as the relationship between SNP dosage and the phenotype of interest. In an attempt to overcome these issues, we introduced a model-free method based on the generalized correlation coefficient (GCC) in a genome-wide association study (GWAS) of cognitive function in twin samples and compared its performance with two popular linear regression models. The GCC-based GWAS identified two genome-wide significant (P-value < 5e-8) SNPs; rs2904650 near ZDHHC2 on chromosome 8 and rs111256489 near CD6 on chromosome 11. The kinship model also detected two genome-wide significant SNPs, rs112169253 on chromosome 4 and rs17417920 on chromosome 7, whereas no genome-wide significant SNPs were found by the linear mixed model (LME). Compared to the linear models, more meaningful biological pathways like GABA receptor activation, ion channel transport, neuroactive ligand-receptor interaction, and the renin-angiotensin system were found to be enriched by SNPs from GCC. The GCC model outperformed the linear regression models by identifying more genome-wide significant genetic variants and more meaningful biological pathways related to cognitive function. Moreover, GCC-based GWAS was robust in handling genetically related twin samples, which is an important feature in handling genetic confounding in association studies.

Keywords: cognition, generalized correlation coefficient, GWAS, twins

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Authors: Wararit Panichkitkosolkul

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The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.

Keywords: autoregressive, ordinary least squares, type i error, power of the test, Monte Carlo simulation

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Authors: Khaldi Youcef

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This investigation seeks to inquire into the effectiveness of using authentic videos for grammar teaching purposes. In this investigation, an English animated situation, Hercules, was used as a type of authentic multimedia to teach a particular grammatical structure, namely conditional sentences. This study also aims at investigating the EFL learners’ attitudes toward grammar learning after being exposed to such an authentic video. To reach that purpose, 56 EFL learners were required ultimately to respond to a questionnaire with an aim to reveal their attitudes towards grammar as a language entity and as a subject for being learned. Then, as a second stage of the investigation, the EFL learners were divided into a control group and an experimental group with 28 learners in each. The first group was taught grammar -conditional sentences- using a deductive-inductive approach, while the second group was exposed to an authentic video to learn conditional sentences. There was a post-lesson stage that included a questionnaire to be answered by learners of each group. The aim of this stage is to capture any change in learners' attitudes shown in the pre-lesson questionnaire. The findings of the first stage revealed learners' negative attitudes towards grammar learning. And the third stage results showed the effectiveness of authentic videos in entirely turning learners' attitudes toward grammar learning to be significantly positive. Also, the utility of authentic videos in highly motivating EFL learners can be deduced. The findings of this survey asserted the need for incorporation and integration of authentic videos in EFL classrooms as they resulted in rising effectively learners’ awareness of grammar and looking at it from a communicative perspective.

Keywords: multimedia, authentic videos, negative attitudes, grammar learning, EFL learners

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Authors: Hamdy M. Youssef, Eman A. Al-Lehaibi

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Due to many applications and problems in the fields of plasma physics, geophysics, and other many topics, the interaction between the strain field and the magnetic field has to be considered. Adomian introduced the decomposition method for solving linear and nonlinear functional equations. This method leads to accurate, computable, approximately convergent solutions of linear and nonlinear partial and ordinary differential equations even the equations with variable coefficients. This paper is dealing with a mathematical model of generalized thermoelasticity of a half-space conducting medium. A magnetic field with constant intensity acts normal to the bounding plane has been assumed. Adomian’s decomposition method has been used to solve the model when the bounding plane is taken to be traction free and thermally loaded by harmonic heating. The numerical results for the temperature increment, the stress, the strain, the displacement, the induced magnetic, and the electric fields have been represented in figures. The magnetic field, the relaxation time, and the angular thermal load have significant effects on all the studied fields.

Keywords: Adomian’s decomposition method, magneto-thermoelasticity, finite conductivity, iteration method, thermal load

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Authors: V. S. Klimash, Ye Min Thu

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Thyristor rectifiers, inverters grid-tied, and AC voltage regulators are widely used in industry, and on electrified transport, they have a lot in common both in the power circuit and in the control system. They have a common mathematical structure and switching processes. At the same time, the rectifier, but the inverter units and thyristor regulators of alternating voltage are considered separately both theoretically and practically. They are written about in different books as completely different devices. The aim of this work is to combine them into one class based on the unity of the equations describing electromagnetic processes, and then, to show this unity on the mathematical model and experimental setup. Based on research from mathematics to the product, a conclusion is made about the methodology for the rapid conduct of research and experimental design work, preparation for production and serial production of converters with a unified bundle. In recent years, there has been a transition from thyristor circuits and transistor in modular design. Showing the example of thyristor rectifiers and AC voltage regulators, we can conclude that there is a unity of mathematical structures and grid-tied thyristor converters.

Keywords: direct current, alternating current, rectifier, AC voltage regulator, generalized mathematical model

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Authors: Wong Hock Tsen

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This study aims to investigate the impact of exchange rate volatility on real export in Malaysia. The moving standard deviation with order three (MSD(3)) is used for the measurement of exchange rate volatility. The conventional and partially asymmetric autoregressive distributed lag (ARDL) models are used in the estimations. This study finds exchange rate volatility to have significant impact on real total export and some sub-categories of real total export. Moreover, this study finds that the positive or negative exchange rate volatility tends to have positive or negative impact on real export. Exchange rate volatility can be harmful to export of Malaysia.

Keywords: exchange rate volatility, autoregressive distributed lag, export, Malaysia

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Authors: Mohammad Namazi, Mohammad Sadeghzadeh Maharluie

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Predicting earnings management is vital for the capital market participants, financial analysts and managers. The aim of this research is attempting to respond to this query: Is there a significant difference between the regression model and neural networks’ models in predicting earnings management, and which one leads to a superior prediction of it? In approaching this question, a Linear Regression (LR) model was compared with two neural networks including Multi-Layer Perceptron (MLP), and Generalized Regression Neural Network (GRNN). The population of this study includes 94 listed companies in Tehran Stock Exchange (TSE) market from 2003 to 2011. After the results of all models were acquired, ANOVA was exerted to test the hypotheses. In general, the summary of statistical results showed that the precision of GRNN did not exhibit a significant difference in comparison with MLP. In addition, the mean square error of the MLP and GRNN showed a significant difference with the multi variable LR model. These findings support the notion of nonlinear behavior of the earnings management. Therefore, it is more appropriate for capital market participants to analyze earnings management based upon neural networks techniques, and not to adopt linear regression models.

Keywords: earnings management, generalized linear regression, neural networks multi-layer perceptron, Tehran stock exchange

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Authors: Mohammad Farid

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In this paper, we introduce and study an explicit iterative method based on hybrid extragradient method to approximate a common solution of generalized mixed equilibrium problem and fixed point problem for a nonexpansive semigroup in Hilbert space. Further, we prove that the sequence generated by the proposed iterative scheme converge strongly to the common solution of generalized mixed equilibrium problem and fixed point problem for a nonexpansive semigroup. This common solution is the unique solution of a variational inequality problem and is the optimality condition for a minimization problem. The results presented in this paper are the supplement, extension and generalization of the previously known results in this area.

Keywords: generalized mixed equilibrium problem, fixed-point problem, nonexpansive semigroup, variational inequality problem, iterative algorithms, hybrid extragradient method

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Authors: Syed Aziz Rasool, Ayesha Zaman

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Poverty is one of the most important problems for any developing nation. Workers’ remittances and investment plays a crucial role in development of any country by reducing the poverty level in Pakistan. This research studies the relationship between workers’ remittances and poverty alleviation. It also focused the significant effect on poverty reduction. This study uses time series data for the period of 1972-2013. Autoregressive Distributed Lag (ARDL)Model and Error Correction (ECM)Model has been used in order to find out the long run and short run relationship between the worker’s remittances and poverty level respectively. Thus, inflow of remittances showed the significant and negative impact on poverty level. Moreover, coefficient of error correction model explains the adjustment towards convergence and it has highly significant and negative value. According to this research, Policy makers should strongly focus on positive and effective policies to attract more remittances. JELCODE: JEL: J61

Keywords: ECM, ARDL, AIC, SC

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Authors: Basma Yassa

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Evidence on cash transfers’ effectiveness in mitigating macro and idiosyncratic shocks’ impacts has been mixed and is mostly concentrated in Latin America, Sub-Saharan Africa, and South Asia with very limited evidence from the MENA region. Yet conditional cash transfers schemes have been continually used, especially in Egypt, as the main social protection tool in response to the recent socioeconomic crises and macro shocks. We use 2 panel datasets and 1 cross-sectional dataset to estimate the effectiveness of cash transfers as a shock-mitigative mechanism in the Egyptian context. In this paper, the results from the different models (Panel Fixed Effects model and the Regression Discontinuity Design (RDD) model) confirm that micro and macro shocks lead to significant decline in several household-level welfare outcomes and that Takaful cash transfers have a significant positive impact in mitigating the negative shock impacts, especially on households’ debt incidence, debt levels, and asset ownership, but not necessarily on food, and non-food expenditure levels. The results indicate large positive significant effects on decreasing household incidence of debt by up to 12.4 percent and lowered the debt size by approximately 18 percent among Takaful beneficiaries compared to non-beneficiaries’. Similar evidence is found on asset ownership levels, as the RDD model shows significant positive effects on total asset ownership and productive asset ownership, but the model failed to detect positive impacts on per capita food and non-food expenditures. Further extensions are still in progress to compare the models’ results with the DID model results when using a nationally representative ELMPS panel data (2018/2024) rounds. Finally, our initial analysis suggests that conditional cash transfers are effective in buffering the negative shock impacts on certain welfare indicators even after successive macro-economic shocks in 2022 and 2023 in the Egyptian Context.

Keywords: cash transfers, fixed effects, household welfare, household debt, micro shocks, regression discontinuity design

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Authors: Aparna Lal, Ashwin Swaminathan, Teisa Holani

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Background: Clostridium difficile infections (CDIs) have been on the rise globally. In Australia, rates of CDI in all States and Territories have increased significantly since mid-2011. Identifying risk factors for CDI in the community can help inform targeted interventions to reduce infection. Methods: We examine the role of neighbourhood socio-economic status, demography, testing practices and the number of residential aged care facilities on spatial patterns in CDI incidence in the Australian Capital Territory. Data on all tests conducted for CDI were obtained from ACT Pathology by postcode for the period 1st January 2004 through 31 December 2014. Distribution of age groups and the neighbourhood Index of Relative Socio-economic Advantage Disadvantage (IRSAD) were obtained from the Australian Bureau of Statistics 2011 National Census data. A Bayesian spatial conditional autoregressive model was fitted at the postcode level to quantify the relationship between CDI and socio-demographic factors. To identify CDI hotspots, exceedance probabilities were set at a threshold of twice the estimated relative risk. Results: CDI showed a positive spatial association with the number of tests (RR=1.01, 95% CI 1.00, 1.02) and the resident population over 65 years (RR=1.00, 95% CI 1.00, 1.01). The standardized index of relative socio-economic advantage disadvantage (IRSAD) was significantly negatively associated with CDI (RR=0.74, 95% CI 0.56, 0.94). We identified three postcodes with high probability (0.8-1.0) of excess risk. Conclusions: Here, we demonstrate geographic variations in CDI in the ACT with a positive association of CDI with socioeconomic disadvantage and identify areas with a high probability of elevated risk compared with surrounding communities. These findings highlight community-based risk factors for CDI.

Keywords: spatial, socio-demographic, infection, Clostridium difficile

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Authors: Imaneh Abbasi, Ladan Fata, Majid Sadeghi, Sara Banihashemi, Abolfazl Mohammadee

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Background: Dimensional and transdiagnostic approaches as a result of high comorbidity among mental disorders have captured researchers and clinicians interests for exploring the latent factors of development and maintenance of some psychological disorders. The goal of present study is to compare some of these common factors between generalized anxiety disorder and unipolar mood disorder. Methods: 27 patients with generalized anxiety disorder, 29 patients with depression disorder were recruited using SCID-I and 69 non-clinical population were selected using GHQ cut off point. MANCOVA was used for analyzing data. Results: The results show that worry, rumination, intolerance of uncertainty, maladaptive metacognitive beliefs, and experiential avoidance were all significantly different between GAD and unipolar mood disorder groups. However, there were not any significant differences in difficulties in emotion regulation and neuroticism between GAD and unipolar mood disorder groups. Discussion: Results indicate that although there are some transdiagnostic and common factors in GAD and unipolar mood disorder, there may be some specific vulnerability factors for each disorder. Further study is needed for answering these questions.

Keywords: transdiagnostic, depression, generalized anxiety disorder, emotion regulation

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Authors: Samuel Oluwafemi Oyamakin, Angela Unna Chukwu

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Richrads growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richards growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richards growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richards nonlinear growth models better than the classical Richards growth model.

Keywords: height, diameter at breast height, DBH, hyperbolic sine function, Pinus caribaea, Richards' growth model

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Authors: Nada Farhani, Naim Terbeh, Mounir Zrigui

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The recognition of the objects contained in images has always presented a challenge in the field of research because of several difficulties that the researcher can envisage because of the variability of shape, position, contrast of objects, etc. In this paper, we will be interested in the recognition of objects. The classical Hough Transform (HT) presented a tool for detecting straight line segments in images. The technique of HT has been generalized (GHT) for the detection of arbitrary forms. With GHT, the forms sought are not necessarily defined analytically but rather by a particular silhouette. For more precision, we proposed to combine the results from the GHT with the results from a calculation of similarity between the histograms and the spatiograms of the images. The main purpose of our work is to use the concepts from recognition to generate sentences in Arabic that summarize the content of the image.

Keywords: recognition of shape, generalized hough transformation, histogram, spatiogram, learning

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Authors: Sujeet Kumar, Arun Prasad

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The present work investigates the effect of multiple parameters on the unconfined compressive strength of the bauxite residue-lime mix. A number of unconfined compressive strength tests considering various curing time, lime content, dry density and moisture content were carried out. The results show that an empirical correlation may be successfully developed using volumetric lime content, porosity, moisture content, curing time unconfined compressive strength for the range of the bauxite residue-lime mix studied. The proposed empirical correlations efficiently predict the strength of bauxite residue-lime mix, and it can be used as a generalized empirical equation to estimate unconfined compressive strength.

Keywords: bauxite residue, curing time, porosity/volumetric lime ratio, unconfined compressive strength

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Authors: Deeksha Arora

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The study aims to explore the applicability of the widely used asset pricing models, namely, Capital Asset Pricing Model (CAPM) and the Fama-French Four Factor Model in the Indian equity market. The study will be based on the companies that form part of the Nifty Fifty Index for a period of five years: 2011 to 2016. The asset pricing model is examined by forming portfolios on the basis of three variables – market capitalization (size effect), book-to-market equity ratio (value effect) and profitability. The study provides a basis to test the presence of the Fama-French Four factor model in Indian stock market. This study may provide a basis for future research in the generalized asset pricing model comprising of multiple risk factors.

Keywords: book to market equity, Fama French four factor model, market capitalization, profitability, size effect, value effect

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Authors: A. Mansouri, F. Krim

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This paper presents two techniques for DC motor parameters identification. We propose a numerical method using the adaptive extensive recursive least squares (AERLS) algorithm for real time parameters estimation. This algorithm, based on minimization of quadratic criterion, is realized in simulation for parameters identification of DC motor autoregressive moving average with extra inputs (ARMAX). As advanced technique, we use genetic algorithms (GA) identification with biased estimation for high dynamic performance speed regulation. DC motors are extensively used in variable speed drives, for robot and solar panel trajectory control. GA effectiveness is derived through comparison of the two approaches.

Keywords: ARMAX model, DC motor, AERLS, GA, optimization, parameter identification, PID speed regulation

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Authors: Kasirga Yildirak, Ismail Gur

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We propose a model to measure hail risk of an Agricultural Insurance portfolio. Hail is one of the major catastrophic event that causes big amount of loss to an insurer. Moreover, it is very hard to predict due to its strange atmospheric characteristics. We make use of parcel based claims data on apricot damage collected by the Turkish Agricultural Insurance Pool (TARSIM). As our ultimate aim is to compute the loadings assigned to specific parcels, we build a portfolio risk model that makes use of PD and the severity of the exposures. PD is computed by Spherical-Linear and Circular –Linear regression models as the data carries coordinate information and seasonality. Severity is mapped into integer brackets so that Probability Generation Function could be employed. Individual regressions are run on each clusters estimated on different criteria. Loss distribution is constructed by Panjer Recursion technique. We also show that one risk-one crop model can easily be extended to the multi risk–multi crop model by assuming conditional independency.

Keywords: hail insurance, spherical regression, circular regression, spherical clustering

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Authors: Yonas Shuke Kitawa

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Background: Although malaria incidence has substantially fallen sharply over the past few years, the rate of decline varies by district, time, and malaria type. Despite this turn-down, malaria remains a major public health threat in various districts of Ethiopia. Consequently, the present study is aimed at developing a predictive model that helps to identify the spatio-temporal variation in malaria risk by multiple plasmodium species. Methods: We propose a multivariate spatio-temporal Bayesian model to obtain a more coherent picture of the temporally varying spatial variation in disease risk. The spatial autocorrelation in such a data set is typically modeled by a set of random effects that assign a conditional autoregressive prior distribution. However, the autocorrelation considered in such cases depends on a binary neighborhood matrix specified through the border-sharing rule. Over here, we propose a graph-based optimization algorithm for estimating the neighborhood matrix that merely represents the spatial correlation by exploring the areal units as the vertices of a graph and the neighbor relations as the series of edges. Furthermore, we used aggregated malaria count in southern Ethiopia from August 2013 to May 2019. Results: We recognized that precipitation, temperature, and humidity are positively associated with the malaria threat in the area. On the other hand, enhanced vegetation index, nighttime light (NTL), and distance from coastal areas are negatively associated. Moreover, nonlinear relationships were observed between malaria incidence and precipitation, temperature, and NTL. Additionally, lagged effects of temperature and humidity have a significant effect on malaria risk by either species. More elevated risk of P. falciparum was observed following the rainy season, and unstable transmission of P. vivax was observed in the area. Finally, P. vivax risks are less sensitive to environmental factors than those of P. falciparum. Conclusion: The improved inference was gained by employing the proposed approach in comparison to the commonly used border-sharing rule. Additionally, different covariates are identified, including delayed effects, and elevated risks of either of the cases were observed in districts found in the central and western regions. As malaria transmission operates in a spatially continuous manner, a spatially continuous model should be employed when it is computationally feasible.

Keywords: disease mapping, MSTCAR, graph-based optimization algorithm, P. falciparum, P. vivax, waiting matrix

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Authors: Lela Mirtskhulava, Mariam Khunjgurua, Nino Lomineishvili, Koba Bakuria

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Software reliability prediction gives a great opportunity to measure the software failure rate at any point throughout system test. A software reliability prediction model provides with the technique for improving reliability. Software reliability is very important factor for estimating overall system reliability, which depends on the individual component reliabilities. It differs from hardware reliability in that it reflects the design perfection. Main reason of software reliability problems is high complexity of software. Various approaches can be used to improve the reliability of software. We focus on software reliability model in this article, assuming that there is a time redundancy, the value of which (the number of repeated transmission of basic blocks) can be an optimization parameter. We consider given mathematical model in the assumption that in the system may occur not only irreversible failures, but also a failure that can be taken as self-repairing failures that significantly affect the reliability and accuracy of information transfer. Main task of the given paper is to find a time distribution function (DF) of instructions sequence transmission, which consists of random number of basic blocks. We consider the system software unreliable; the time between adjacent failures has exponential distribution.

Keywords: exponential distribution, conditional mean time to failure, distribution function, mathematical model, software reliability

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Authors: Z. M. Biyasheva, M. Zh. Tleubergenova, Y. A. Zaripova, A. L. Shakirov, V. V. Dyachkov

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In recent years, interest in ecogenetic and biomedical problems related to the effects on the population of radon and its daughter decay products has increased significantly. Of particular interest is the assessment of the consequence of irradiation at hazardous radon areas, which includes the Almaty region due to the large number of tectonic faults that enhance radon emanation. In connection with the foregoing, the purpose of this work was to study the genetic effects of exposure to supernormal radon doses on the alpha-radiation model. Irradiation does not affect the growth of the cell, but rather its ability to differentiate. In addition, irradiation can lead to somatic mutations, morphoses and modifications. These damages most likely occur from changes in the composition of the substances of the cell. Such changes are epigenetic since they affect the regulatory processes of ontogenesis. Variability in the expression of regulatory genes refers to conditional mutations that modify the formation of signs of intraspecific similarity. Characteristic features of these conditional mutations are the dominant type of their manifestation, phenotypic asymmetry and their instability in the generations. Currently, the terms “morphosis” and “modification” are used to describe epigenetic variability, which are maintained in Drosophila melanogaster cultures using linkaged X- chromosomes, and the mutant X-chromosome is transmitted along the paternal line. In this paper, we investigated the epigenetic effects of alpha particles, whose source in nature is mainly radon and its daughter decay products. In the experiment, an isotope of plutonium-238 (Pu²³⁸), generating radiation with an energy of about 5500 eV, was used as a source of alpha particles. In an experiment in the first generation (F₁), deformities or morphoses were found, which can be called "radiation syndromes" or mutations, the manifestation of which is similar to the pleiotropic action of genes. The proportion of morphoses in the experiment was 1.8%, and in control 0.4%. In this experiment, the morphoses in the flies of the first and second generation looked like black spots, or melanomas on different parts of the imago body; "generalized" melanomas; curled, curved wings; shortened wing; bubble on one wing; absence of one wing, deformation of thorax, interruption and violation of tergite patterns, disruption of distribution of ocular facets and bristles; absence of pigmentation of the second and third legs. Statistical analysis by the Chi-square method showed the reliability of the difference in experiment and control at P ≤ 0.01. On the basis of this, it can be considered that alpha particles, which in the environment are mainly generated by radon and its isotopes, have a mutagenic effect that manifests itself, mainly in the formation of morphoses or deformities.

Keywords: alpha-radiation, genotoxicity, morphoses, radioecology, radon

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Authors: Christian H. Sanabria-Montaña, Rodrigo Huerta-Quintanilla

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A lattice network is a special type of network in which all nodes have the same number of links, and its boundary conditions are periodic. The most basic lattice network is the ring, a one-dimensional network with periodic border conditions. In contrast, the Cartesian product of d rings forms a d-dimensional lattice network. An analytical expression currently exists for the clustering coefficient in this type of network, but the theoretical value is valid only up to certain connectivity value; in other words, the analytical expression is incomplete. Here we obtain analytically the clustering coefficient expression in d-dimensional lattice networks for any link density. Our analytical results show that the clustering coefficient for a lattice network with density of links that tend to 1, leads to the value of the clustering coefficient of a fully connected network. We developed a model on criminology in which the generalized clustering coefficient expression is applied. The model states that delinquents learn the know-how of crime business by sharing knowledge, directly or indirectly, with their friends of the gang. This generalization shed light on the network properties, which is important to develop new models in different fields where network structure plays an important role in the system dynamic, such as criminology, evolutionary game theory, econophysics, among others.

Keywords: clustering coefficient, criminology, generalized, regular network d-dimensional

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Authors: Akram Khaleghei, Ghosheh Balagh, Viliam Makis

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In this paper, we investigate the residual life prediction problem for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model with unknown parameters. The parameter estimation procedure based on an EM algorithm is developed and the formulas for the conditional reliability function and the mean residual life are derived, illustrated by a numerical example.

Keywords: partially observable system, hidden Markov model, competing risks, residual life prediction

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Authors: Paul R Armstrong

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Doubled haploids (DHs) have become an important breeding tool for creating maize inbred lines, although several bottlenecks in the DH production process limit wider development, application, and adoption of the technique. DH kernels are typically sorted manually and represent about 10% of the seeds in a much larger pool where the remaining 90% are hybrid siblings. This introduces time constraints on DH production and manual sorting is often not accurate. Automated sorting based on the chemical composition of the kernel can be effective, but devices, namely NMR, have not achieved the sorting speed to be a cost-effective replacement to manual sorting. This study evaluated a single kernel near-infrared reflectance spectroscopy (skNIR) platform to accurately identify DH kernels based on oil content. The skNIR platform is a higher-throughput device, approximately 3 seeds/s, that uses spectra to predict oil content of each kernel from maize crosses intentionally developed to create larger than normal oil differences, 1.5%-2%, between DH and hybrid kernels. Spectra from the skNIR were used to construct a partial least squares regression (PLS) model for oil and for a categorical reference model of 1 (DH kernel) or 2 (hybrid kernel) and then used to sort several crosses to evaluate performance. Two approaches were used for sorting. The first used a general PLS model developed from all crosses to predict oil content and then used for sorting each induction cross, the second was the development of a specific model from a single induction cross where approximately fifty DH and one hundred hybrid kernels used. This second approach used a categorical reference value of 1 and 2, instead of oil content, for the PLS model and kernels selected for the calibration set were manually referenced based on traditional commercial methods using coloration of the tip cap and germ areas. The generalized PLS oil model statistics were R2 = 0.94 and RMSE = .93% for kernels spanning an oil content of 2.7% to 19.3%. Sorting by this model resulted in extracting 55% to 85% of haploid kernels from the four induction crosses. Using the second method of generating a model for each cross yielded model statistics ranging from R2s = 0.96 to 0.98 and RMSEs from 0.08 to 0.10. Sorting in this case resulted in 100% correct classification but required models that were cross. In summary, the first generalized model oil method could be used to sort a significant number of kernels from a kernel pool but was not close to the accuracy of developing a sorting model from a single cross. The penalty for the second method is that a PLS model would need to be developed for each individual cross. In conclusion both methods could find useful application in the sorting of DH from hybrid kernels.

Keywords: NIR, haploids, maize, sorting

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Authors: Thomas Monahan, Nicolas Gorius, Thanh Nguyen

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Exoplanet atmospheric parameters retrieval is a complex, computationally intensive, inverse modeling problem in which an exoplanet’s atmospheric composition is extracted from an observed spectrum. Traditional Bayesian sampling methods require extensive time and computation, involving algorithms that compare large numbers of known atmospheric models to the input spectral data. Runtimes are directly proportional to the number of parameters under consideration. These increased power and runtime requirements are difficult to accommodate in space missions where model size, speed, and power consumption are of particular importance. The use of traditional Bayesian sampling methods, therefore, compromise model complexity or sampling accuracy. The Atmospheric Retrievals conditional Generative Adversarial Network (ARcGAN) is a deep convolutional generative adversarial network that improves on the previous model’s speed and accuracy. We demonstrate the efficacy of artificial intelligence to quickly and reliably predict atmospheric parameters and present it as a viable alternative to slow and computationally heavy Bayesian methods. In addition to its broad applicability across instruments and planetary types, ARcGAN has been designed to function on low power application-specific integrated circuits. The application of edge computing to atmospheric retrievals allows for real or near-real-time quantification of atmospheric constituents at the instrument level. Additionally, edge computing provides both high-performance and power-efficient computing for AI applications, both of which are critical for space missions. With the edge computing chip implementation, ArcGAN serves as a strong basis for the development of a similar machine-learning algorithm to reduce the downlinked data volume from the Compact Ultraviolet to Visible Imaging Spectrometer (CUVIS) onboard the DAVINCI mission to Venus.

Keywords: deep learning, generative adversarial network, edge computing, atmospheric parameters retrieval

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Authors: Kailash C. Madan

Abstract:

We study the steady state behaviour of a batch arrival single server queue in which the first service with general service times is compulsory and the second service with general service times is optional. We term such a two phase service as generalized Coxian-2 service. Just after completion of a service the server must take a vacation of random length of time with general vacation times. We obtain steady state probability generating functions for the queue size as well as the steady state mean queue size at a random epoch of time in explicit and closed forms. Some particular cases of interest including some known results have been derived.

Keywords: batch arrivals, compound Poisson process, generalized Coxian-2 service, steady state

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Authors: S. O. Oyamakin, A. U. Chukwu

Abstract:

Richard's growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richard's growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richard's growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richard's nonlinear growth models better than the classical Richard's growth model.

Keywords: height, Dbh, forest, Pinus caribaea, hyperbolic, Richard's, stochastic

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Authors: Omar Alzeley, Sergey Utev

Abstract:

Minimizing a constrained multivariate function is the fundamental of Machine learning, and these algorithms are at the core of data mining and data visualization techniques. The decision function that maps input points to output points is based on the result of optimization. This optimization is the central of learning theory. One approach to complex systems where the dynamics of the system is inferred by a statistical analysis of the fluctuations in time of some associated observable is time series analysis. The purpose of this paper is a mathematical transition from the autoregressive model of classical time series to the matrix formalization of quantum theory. Firstly, we have proposed a quantum time series model (QTS). Although Hamiltonian technique becomes an established tool to detect a deterministic chaos, other approaches emerge. The quantum probabilistic technique is used to motivate the construction of our QTS model. The QTS model resembles the quantum dynamic model which was applied to financial data. Secondly, various statistical methods, including machine learning algorithms such as the Kalman filter algorithm, are applied to estimate and analyses the unknown parameters of the model. Finally, simulation techniques such as Markov chain Monte Carlo have been used to support our investigations. The proposed model has been examined by using real and simulated data. We establish the relation between quantum statistical machine and quantum time series via random matrix theory. It is interesting to note that the primary focus of the application of QTS in the field of quantum chaos was to find a model that explain chaotic behaviour. Maybe this model will reveal another insight into quantum chaos.

Keywords: machine learning, simulation techniques, quantum probability, tensor product, time series

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Authors: N. Meddeb, A. M. Makhlouf, M. A. Ben Ayed

Abstract:

Due to the real-time requirement of message in Vehicular Ad hoc NETworks (VANET), it is necessary to authenticate vehicles to achieve security, efficiency, and conditional privacy-preserving. Privacy is of utmost relevance in VANETs. For this reason, we have proposed a new protocol called ‘Multilevel Authentication Protocol’ (MAP) that considers different vehicle categories. The proposed protocol is based on our Multilevel Authentication protocol for Vehicular networks (MAVnet). But the MAP leads to human safety, where the priority is given to the ambulance vehicles. For evaluation, we used the Java language to develop a demo application and deployed it on the Network Security Simulation (Nessi2). Compared with existing authentication protocols, MAP markedly enhance the communication overhead and decreases the delay of exchanging messages while preserving conditional privacy.

Keywords: Vehicular Ad hoc NETworks (VANET), vehicle categories, safety, databases, privacy, authentication, throughput, delay

Procedia PDF Downloads 263