Search results for: generalized bass model

Authors: V. Churkin, M. Lopatin

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The purpose of the paper is to estimate the US small wind turbines market potential and forecast the small wind turbines sales in the US. The forecasting method is based on the application of the Bass model and the generalized Bass model of innovations diffusion under replacement purchases. In the work an exponential distribution is used for modeling of replacement purchases. Only one parameter of such distribution is determined by average lifetime of small wind turbines. The identification of the model parameters is based on nonlinear regression analysis on the basis of the annual sales statistics which has been published by the American Wind Energy Association (AWEA) since 2001 up to 2012. The estimation of the US average market potential of small wind turbines (for adoption purchases) without account of price changes is 57080 (confidence interval from 49294 to 64866 at P = 0.95) under average lifetime of wind turbines 15 years, and 62402 (confidence interval from 54154 to 70648 at P = 0.95) under average lifetime of wind turbines 20 years. In the first case the explained variance is 90,7%, while in the second - 91,8%. The effect of the wind turbines price changes on their sales was estimated using generalized Bass model. This required a price forecast. To do this, the polynomial regression function, which is based on the Berkeley Lab statistics, was used. The estimation of the US average market potential of small wind turbines (for adoption purchases) in that case is 42542 (confidence interval from 32863 to 52221 at P = 0.95) under average lifetime of wind turbines 15 years, and 47426 (confidence interval from 36092 to 58760 at P = 0.95) under average lifetime of wind turbines 20 years. In the first case the explained variance is 95,3%, while in the second –95,3%.

Keywords: bass model, generalized bass model, replacement purchases, sales forecasting of innovations, statistics of sales of small wind turbines in the United States

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Authors: Andreas Gohs, Reinhold Kosfeld

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This study should be of interest for practitioners who want to predict precisely the sales numbers of vehicles equipped with an innovative propulsion technology as well as for researchers interested in applied (regional) time series analysis. The study is based on the numbers of new registrations of pure electric and hybrid cars. Methods of time series analysis like ARIMA are compared with the Bass Diffusion-model concerning their forecasting performances for new registrations in Germany at the national and federal state levels. Especially it is investigated if the additional information content from regional data increases the forecasting accuracy for the national level by adding predictions for the federal states. Results of parameters of the Bass Diffusion Model estimated for Germany and its sixteen federal states are reported. While the focus of this research is on the German market, estimation results are also provided for selected European and other countries. Concerning Bass-parameters and forecasting performances, we get very different results for Germany's federal states and the member states of the European Union. This corresponds to differences across the EU-member states in the adoption process of this innovative technology. Concerning the German market, the adoption is rather proceeded in southern Germany and stays behind in Eastern Germany except for Berlin.

Keywords: bass diffusion model, electric vehicles, forecasting performance, market diffusion

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Authors: Mehmet Celik, Celal Erbas, Mehtap Baykal, Aygül Kucukgulmez, Mahmut Ali Gokce, Bilge Kaan Tekelioglu

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In this study, determination of differences in fresh meat yield and proximate compositions of different weight groups of sea bream and sea bass grown in cages in Izmir region of the Aegean Sea were aimed. For this purpose, the length and weight of five different weight groups of sea bass (I: 175.8±5.2, II: 227.3±10.2, III: 293.3±21.3, IV: 404±9.9, V: 508.7±46 g) and sea bream (I: 146.6±13.6, II: 239.8±21.7, III: 279.2±20.8, IV: 400.9±10.5, V: 546.8±0.8 g) were measured and the amount of edible and non-edible parts were determined. Besides this, protein, lipid, dry matter, ash, condition factor, HSI and VSI values were compared according to different weight groups for each species. According to the results of analysis, while the absolute meat yields of sea bream was between 69-294 g, it was between 71-252 g for the sea bass and the highest meat yields were found in fifth (V) weight groups of fish for both species. The relative meat yield (%) was determined in weight group II for sea bass and in the IV. group in sea bream with 51.9%. However, the amount of muscle tissue lipids in I. and V. weight groups of sea bream ranged between 3.6 to 11.9 % and ranged between 6.2 to 9.0 % for sea bass respectively. Protein, fillet and ash content increased in direct proportion to the weight. As a result, it can be speculated that when the meat yield and lipid rates were considered, IV. group in sea bream and II. group in sea bass are the most advantageous groups for the consumers. Acknowledgement: This work was supported by the Scientific Research Project Unit of the University of Cukurova, Turkey under grant no FBA-2015-3830.

Keywords: sea bream, sea bass, meat yield, proximate composition, different weight

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Authors: Sophia Anastasiou, Cosmas Nathanailides, Fotini Kakali, Kostas Karipoglou

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Wild fish are considered as testier and in fish restaurants are offered at twice the price of farmed fish. Several chemical and structural differences can affect the consumer's attitudes for farmed fish. The structure and chemical composition of fish muscle is also important for the performance of farmed fish during handling, storage and processing. In the present work we present the chemical and sensory parameters which are used as indicators of fish flesh quality and we investigated the perceptions of consumers for farmed sea bass and the organoleptic differences between samples of wild and farmed sea bass. A questionnaire was distributed to a group of various ages that were regular consumers of sea bass. The questionnaire included a survey on the perceptions on taste and appearance differences between wild and farmed sea bass. A significant percentage (>40%) of the participants stated their perception of superior taste of wild sea bass versus the farmed fish. The participants took part in an organoleptic assessment of wild and farmed sea bass prepared and cooked by a local fish restaurant. Portions were evaluated for intensity of sensorial attributes from 1 (low intensity) to 5 (high intensity). The results indicate that contrary to the assessor's perception, farmed sea bass scored better in al organoleptic parameters assessed with marked superiority in texture and taste over the wild sea bass. This research has been co-financed by the European Union (European Social Fund – ESF) and Greek national funds through the Operational Program "Education and Lifelong Learning" of the National Strategic Reference Framework (NSRF) - Research Funding Program: ARCHIMEDES III. Investing in knowledge society through the European Social Fund.

Keywords: fish marketing, farmed fish, seafood quality, wild fish

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Authors: Vinod Kumar Jaysaval, Prateek Agarwal

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Performance prediction of airborne radar is a challenging and cumbersome task in clutter scenario for different types of targets. A generalized model requires to predict the performance of Radar for air targets as well as ground moving targets. In this paper, we propose a generalized model to bring out the performance of airborne radar for different Pulsed Repetition Frequency (PRF) as well as different type of targets. The model provides a platform to bring out different subsystem parameters for different applications and performance requirements under different types of clutter terrain.

Keywords: airborne radar, blind zone, clutter, probability of detection

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Authors: Retius Chifurira

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Logistic regression model is the most used regression model to predict meteorological drought probabilities. When the dependent variable is extreme, the logistic model fails to adequately capture drought probabilities. In order to adequately predict drought probabilities, we use the generalized linear model (GLM) with the quantile function of the generalized extreme value distribution (GEVD) as the link function. The method maximum likelihood estimation is used to estimate the parameters of the generalized extreme value (GEV) regression model. We compare the performance of the logistic and the GEV regression models in predicting drought probabilities for Zimbabwe. The performance of the regression models are assessed using the goodness-of-fit tests, namely; relative root mean square error (RRMSE) and relative mean absolute error (RMAE). Results show that the GEV regression model performs better than the logistic model, thereby providing a good alternative candidate for predicting drought probabilities. This paper provides the first application of GLM derived from extreme value theory to predict drought probabilities for a drought-prone country such as Zimbabwe.

Keywords: generalized extreme value distribution, general linear model, mean annual rainfall, meteorological drought probabilities

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Authors: Christian Lavault

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In this paper, the generalized fractional integral operators of two generalized Mittag-Leffler type functions are investigated. The special cases of interest involve the generalized M-series and K-function, both introduced by Sharma. The two pairs of theorems established herein generalize recent results about left- and right-sided generalized fractional integration operators applied here to the M-series and the K-function. The note also results in important applications in physics and mathematical engineering.

Keywords: Fox–Wright Psi function, generalized hypergeometric function, generalized Riemann– Liouville and Erdélyi–Kober fractional integral operators, Saigo's generalized fractional calculus, Sharma's M-series and K-function

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Authors: Shiva Abdoli, Daniel T.Semere

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Several researches have been conducted to study consumption of energy in cutting process. Most of these researches are focusing to measure the consumption and propose consumption reduction methods. In this work, the relation between the cutting parameters and the consumption is investigated in order to establish a generalized energy consumption model that can be used for process and production planning in real production lines. Using the generalized model, the process planning will be carried out by taking into account the energy as a function of the selected process parameters. Similarly, the generalized model can be used in production planning to select the right operational parameters like batch sizes, routing, buffer size, etc. in a production line. The description and derivation of the model as well as a case study are given in this paper to illustrate the applicability and validity of the model.

Keywords: process parameters, cutting process, energy efficiency, Material Removal Rate (MRR)

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Authors: Weiwen Li, Hao Huang, Chengmao You, Jianji Liao, Lei Wang, Lina An

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Zooplankton are a central issue in the ecology which makes a great contribution to maintaining the balance of an ecosystem. It is critical in promoting the material cycle and energy flow within the ecosystems. A generalized additive model (GAM) was applied to analyze the relationships between the density (individuals per m³) of zooplankton and other variables in West Daya Bay. All data used in this analysis (the survey month, survey station (longitude and latitude), the depth of the water column, the superficial concentration of chlorophyll a, the benthonic concentration of chlorophyll a, the number of zooplankton species and the number of zooplankton species) were collected through monthly scientific surveys during January to December 2016. GLM model (generalized linear model) was used to choose the significant variables’ impact on the density of zooplankton, and the GAM was employed to analyze the relationship between the density of zooplankton and the significant variables. The results showed that the density of zooplankton increased with an increase of the benthonic concentration of chlorophyll a, but decreased with a decrease in the depth of the water column. Both high numbers of zooplankton species and the overall total number of zooplankton individuals led to a higher density of zooplankton.

Keywords: density, generalized linear model, generalized additive model, the West Daya Bay, zooplankton

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Authors: A. K. Sethi, R. N. Patra, B. Nayak

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In this paper, we have considered Friedmann-Robertson-Walker (FRW) metric with generalized Chaplygin gas which has viscosity in the context of Lyra geometry. The viscosity is considered in two different ways (i.e. zero viscosity, non-constant r (rho)-dependent bulk viscosity) using constant deceleration parameter which concluded that, for a special case, the viscous generalized Chaplygin gas reduces to modified Chaplygin gas. The represented model indicates on the presence of Chaplygin gas in the Universe. Observational constraints are applied and discussed on the physical and geometrical nature of the Universe.

Keywords: bulk viscosity, lyra geometry, generalized chaplygin gas, cosmology

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Authors: M. Guemmadi, A. Ouibrahim

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This numerical investigation aims to evaluate how a viscoelastic lubricant described by a generalized Maxwell model, affects the pressure distribution, the load capacity and thermal effect in a journal bearing lubrication. We use for the purpose the CFD package software completed by adapted user define functions (UDFs) to solve the coupled equations of momentum, of energy and of the viscoelastic model (generalized Maxwell model). Two parameters, viscosity and relaxation time are involved to show how viscoelasticity substantially affect the pressure distribution, the load capacity and the thermal transfer by comparison to Newtonian lubricant. These results were also compared with the available published results.

Keywords: journal bearing, lubrication, Maxwell model, viscoelastic fluids, computational modelling, load capacity

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Authors: Yesim Ozogul, Mustafa Durmuş, Fatih Ozogul, Esmeray Kuley Boğa, Yılmaz Uçar, Hatice Yazgan

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The effects of oil-in-water nanoemulsions on the sensory, chemical (total volatile basic nitrogen (TVB-N), thiobarbituric acid (TBA), peroxide value (PV) and free fatty acids (FFA), and microbiological qualities (total viable count (TVC), total psychrophilic bacteria, and total Enterbactericaea bacteria) of sea bream fillets stored at 2 ± 2°C were investigated. Physical properties of emulsions (viscosity, the particle size of droplet, thermodynamic stability, refractive index and surface tension) were determined. The results showed that the use of nanoemulsion extended the shelf life of fish 2 days when compared with the control. Treatment with nanoemulsions significantly (p<0.05) decreased the values of biochemical parameters during storage period. Bacterial growth was inhibited by the use of nanoemulsions. Based on the results, it can be concluded that nanoemulsions based on commercial oils extended the shelf life and improved the quality of sea bass fillets during storage period.

Keywords: lipid oxidation, nanoemulsion, sea bass, quality parameters

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Authors: Serge Provost, Abdous Saboor

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A q-analogue of the generalized extreme value distribution which includes the Gumbel distribution is introduced. The additional parameter q allows for increased modeling flexibility. The resulting distribution can have a finite, semi-infinite or infinite support. It can also produce several types of hazard rate functions. The model parameters are determined by making use of the method of maximum likelihood. It will be shown that it compares favourably to three related distributions in connection with the modeling of a certain hydrological data set.

Keywords: extreme value theory, generalized extreme value distribution, goodness-of-fit statistics, Gumbel distribution

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Authors: Jelka Pleadin, Greta Krešić, Tina Lešić, Ana Vulić, Renata Barić, Tanja Bogdanović, Dražen Oraić, Ana Legac, Snježana Zrnčić

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Fish has been acknowledged as an integral component of a well-balanced diet, providing a healthy source of energy, high-quality proteins, vitamins, essential minerals and, especially, n-3 long-chain polyunsaturated fatty acids (n-3 LC PUFA), mainly eicosapentaenoic acid (20:5 n-3 EPA), and docosahexaenoicacid, (22:6 n-3 DHA), whose pleiotropic effects in terms of health promotion and disease prevention have been increasingly recognised. In this study, the fatty acids composition of three commercially important farmed fish species: sea bream (Sparus aurata), sea bass (Dicentrarchus labrax) and dentex (Dentex dentex) was investigated. In total, 60 fish samples were retrieved during 2015 (n = 30) and 2016 (n = 30) from different locations in the Adriatic Sea. Methyl esters of fatty acids were analysed using gas chromatography (GC) with flame ionization detection (FID). The results show that the most represented fatty acid in all three analysed species is oleic acid (C18:1n-9, OA), followed by linoleic acid (C18:2n-6, LA) and palmitic acid (C16:0, PA). Dentex was shown to have two to four times higher eicosapentaenoic (EPA) and docosahexaenoic (DHA) acid content as compared to sea bream and sea bass. The recommended n-6/n-3 ratio was determined in all fish species but obtained results pointed to statistically significant differences (p < 0.05) in fatty acid composition among the analysed fish species and their potential as a dietary source of valuable fatty acids. Sea bass and sea bream had a significantly higher proportion of n-6 fatty acids, while dentex had a significantly higher proportion of n-3 (C18:4n-3, C20:4n-3, EPA, DHA) fatty acids. A higher hypocholesterolaemic and hypercholesterolaemic fatty acids (HH) ratio was determined for sea bass and sea bream, which comes as the consequence of a lower share of SFA determined in these two species in comparison to dentex. Since the analysed fish species vary in their fatty acids composition consumption of diverse fish species would be advisable. Based on the established lipid quality indicators, dentex, a fish species underutilised by the aquaculture, seems to be a highly recommendable and important source of fatty acids recommended to be included into the human diet.

Keywords: dentex, fatty acids, farmed fish, sea bass, sea bream

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Authors: Jose Francisco Ferreira Ribeiro, Alexandre Bevilacqua Leoneti, Andre Lucirton Costa

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This paper presents a mathematical model in binary variables 0/1 to make the assignment of surgical procedures to the operating rooms in a hospital. The proposed mathematical model is based on the generalized assignment problem, which maximizes the sum of preferences for the use of the operating rooms by doctors, respecting the time available in each room. The corresponding program was written in Visual Basic of Microsoft Excel, and tested to schedule surgeries at St. Lydia Hospital in Ribeirao Preto, Brazil.

Keywords: generalized assignment problem, logistics, optimization, scheduling

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Authors: Nitin Pipralia, Amit Kmar Sinha, Gudrun de Boeck

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Atmospheric carbon dioxide (CO2) concentrations have been increasing since the beginning of the industrial revolution due to combustion of fossils fuel and many anthropogenic means. As the number of scenarios assembled by the International Panel on Climate Change (IPCC) predict a rise of pCO2 from today’s 380 μatm to approximately 900 μatm until the year 2100 and a further rise of up to 1900 μatm by the year 2300. A rise in pCO2 results in more dissolution in ocean surface water which lead to cange in water pH, This phenomena of decrease in ocean pH due to increase on pCO2 is ocean acidification is considered a potential threat to the marine ecosystems and expected to affect fish as well as calcerious organisms. The situation may get worste when the stress of salinity adds on, due to migratory movement of fishes, where fish moves to different salinity region for various specific activities likes spawning and other. Therefore, to understand the interactive impact of these whole range of two important environmental abiotic stresses (viz. pCO2 ranging from 380 μatm, 900 μatm and 1900 μatm, along with salinity gradients of 32ppt, 10 ppt and 2.5ppt) on the ecophysiologal performance of fish, we investigated various biological adaptive response in European sea bass (Dicentrarchus labrax), a model estuarine teleost. Overall, we hypothesize that effect of ocean acidification would be exacerbate with shift in ambient salinity. Oxygen consumption, ammonia metabolism, iono-osmoregulation, energy budget, ion-regulatory enzymes, hormones and pH amendments in plasma were assayed as the potential indices of compensatory responses.

Keywords: ocean acidification, sea bass, pH climate change, salinity

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Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

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This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: electricity price, k-factor GARMA, LLWNN, G-GARCH, forecasting

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Authors: Farrukh Javed, Krzysztof Podgórski

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We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data.

Keywords: heavy tails, volatility clustering, generalized asymmetric laplace distribution, leverage effect, conditional heteroskedasticity, asymmetric power volatility, GARCH models

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Authors: Mustafa Durmuş, Yesim Ozogul, Esra Balıkcı, Saadet Gokdoğan, Fatih Ozogul, Ali Rıza Köşker, İlknur Yuvka

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Food scientists and researchers have paid attention to develop new ways for improving the nutritional value of foods. The application of nanotechnology techniques to the food industry may allow the modification of food texture, taste, sensory attributes, coloring strength, processability, and stability during shelf life of products. In this research, the effects of nanoemulsions based on commercial oils for vacuum-packed sea bass fillets stored at 2±2°C were investigated in terms of the sensory, chemical (total volatile basic nitrogen (TVB-N), thiobarbituric acid (TBA), peroxide value (PV) and free fatty acids (FFA), pH, water holding capacity (WHC)) and microbiological qualities (total anaerobic bacteria and total lactic acid bacteria). Physical properties of emulsions (viscosity, the particle size of droplet, thermodynamic stability, refractive index, and surface tension) were determined. Nanoemulsion preparation method was based on high energy principle, with ultrasonic homojenizator. Sensory analyses of raw fish showed that the demerit points of the control group were found higher than those of treated groups. The sensory score (odour, taste and texture) of the cooked fillets decreased with storage time, especially in the control. Results obtained from chemical and microbiological analyses also showed that nanoemulsions significantly (p<0.05) decreased the values of biochemical parameters and growth of bacteria during storage period, thus improving quality of vacuum-packed sea bass.

Keywords: quality parameters, nanoemulsion, sea bass, shelf life, vacuum packing

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Authors: Menghzheng Yao

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Generalized social trust among Chinese has been declining in the past few decades, making the search for its causes necessary. Drawing on the symbolic interaction theory and the 2012 Chinese General Social Survey data, this research investigated the impact of people’s socialization preferences and frequencies on their perceptions of generalized social trust in China. This research also took a preliminary step towards understanding the spatial differences of the generalized social trust using the ArcGIS software. The results show that respondents who interacted with their neighbors more frequently were more likely to have higher levels of perceptions of generalized social trust. Several demographics were also significantly related to perception of generalized social trust. Elderly and better educated Chinese and people with higher self-perceived social status were associated with greater levels of generalized social trust perception, while urban dwellers and religious respondents expressed lower levels of such perception. Implications for future research and policy are discussed.

Keywords: China, generalized social trust, symbolic interaction, ArcGIS

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Authors: M. Y. Bakeir

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Rough set theory is a recent approach for reasoning about data. It has achieved a large amount of applications in various real-life fields. The main idea of rough sets corresponds to the lower and upper set approximations. These two approximations are exactly the interior and the closure of the set with respect to a certain topology on a collection U of imprecise data acquired from any real-life field. The base of the topology is formed by equivalence classes of an equivalence relation E defined on U using the available information about data. The theory of generalized topology was studied by Cs´asz´ar. It is well known that generalized topology in the sense of Cs´asz´ar is a generalization of the topology on a set. On the other hand, many important collections of sets related with the topology on a set form a generalized topology. The notion of Nano topology was introduced by Lellis Thivagar, which was defined in terms of approximations and boundary region of a subset of an universe using an equivalence relation on it. The purpose of this paper is to introduce a new generalized topology in terms of rough set called nano generalized topology

Keywords: rough sets, topological space, generalized topology, nano topology

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Authors: Li-Zhi Liao

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The central path has played the key role in the interior point method. However, the convergence of the central path may not be true even in some convex programming problems with linear constraints. In this paper, the generalized central paths are introduced for convex programming. One advantage of the generalized central paths is that the paths will always converge to some optimal solutions of the convex programming problem for any initial interior point. Some additional theoretical properties for the generalized central paths will be also reported.

Keywords: central path, convex programming, generalized central path, interior point method

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Authors: Rada Somkhuean, Sa-aat Niwitpong, Suparat Niwitpong

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This paper presents the generalized p-values for testing the difference between two future population means when the variances are unknown, in both cases for when the variances are equal and unequal. We also derive a closed form expression of the upper bound of the proposed generalized p-value.

Keywords: generalized p-value, two future population means, upper bound, variances

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Authors: Mahdy ‎Esmailian, Mahdi ‎Doostparast, Ahmad ‎Parsian

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‎In this article‎, ‎sequential order statistics (SOS) censoring type II samples coming from the generalized Pareto distribution are considered‎. ‎Maximum likelihood (ML) estimators of the unknown parameters are derived on the basis of the available multiple SOS data‎. ‎Necessary conditions for existence and uniqueness of the derived ML estimates are given‎. Due to complexity in the proposed likelihood function‎, ‎a useful re-parametrization is suggested‎. ‎For illustrative purposes‎, ‎a Monte Carlo simulation study is conducted and an illustrative example is analysed‎.

Keywords: bayesian estimation‎, generalized pareto distribution‎, ‎maximum likelihood estimation‎, sequential order statistics

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Authors: Debjit Dutta, P. Roy, O. Panella

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In recent years, non Hermitian interaction in non relativistic as well as relativistic quantum mechanics have been examined from various aspect. We can observe interesting fact that for such systems a class of potentials, namely the PT symmetric and η-pseudo Hermitian admit real eigenvalues despite being non Hermitian and analogues of those system have been experimentally verified. Point to be noted that relativistic non Hermitian (PT symmetric) interactions can be realized in optical structures and also there exists photonic realization of the (1 + 1) dimensional Dirac oscillator. We have thoroughly studied generalized Dirac oscillators with non Hermitian interactions in (1 + 1) dimensions. To be more specific, we have examined η pseudo Hermitian interactions within the framework of generalized Dirac oscillator in (1 + 1) dimensions. In particular, we have obtained a class of interactions which are η-pseudo Hermitian and the metric operator η could have been also found explicitly. It is possible to have exact solutions of the generalized Dirac oscillator for some choices of the interactions. Subsequently we have employed the mapping between the generalized Dirac oscillator and the Jaynes Cummings (JC) model by spin flip to obtain a class of exactly solvable non Hermitian JC as well as anti Jaynes Cummings (AJC) type models.

Keywords: Dirac oscillator, non-Hermitian quantum system, Hermitian, relativistic

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Authors: O. Anan, D. Böhning, A. Maruotti

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The purpose of the study is to estimate the elusive target population size under a truncated count model that accounts for heterogeneity. The purposed estimator is based on the generalized Poisson distribution (GPD), which extends the Poisson distribution by adding a dispersion parameter. Thus, it becomes an useful model for capture-recapture data where concurrent events are not homogeneous. In addition, it can account for over-dispersion and under-dispersion. The ratios of neighboring frequency counts are used as a tool for investigating the validity of whether generalized Poisson or Poisson distribution. Since capture-recapture approaches do not provide the zero counts, the estimated parameters can be achieved by modifying the EM-algorithm technique for the zero-truncated generalized Poisson distribution. The properties and the comparative performance of proposed estimator were investigated through simulation studies. Furthermore, some empirical examples are represented insights on the behavior of the estimators.

Keywords: capture, recapture methods, ratio plot, heterogeneous population, zero-truncated count

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Authors: Pitsanu Tongkhow, Pichet Jiraprasertwong

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This research investigates risk factors for defective products in autoparts factories. Under a Bayesian framework, a generalized linear mixed model (GLMM) in which the dependent variable, the number of defective products, has a Poisson distribution is adopted. Its performance is compared with the Poisson GLM under a Bayesian framework. The factors considered are production process, machines, and workers. The products coded RT50 are observed. The study found that the Poisson GLMM is more appropriate than the Poisson GLM. For the production Process factor, the highest risk of producing defective products is Process 1, for the Machine factor, the highest risk is Machine 5, and for the Worker factor, the highest risk is Worker 6.

Keywords: defective autoparts products, Bayesian framework, generalized linear mixed model (GLMM), risk factors

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Authors: Puttharapong Sakulwaropas, Uraiwan Jaroengeratikun

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Casualty insurance business, the optimal premium pricing and adequate cost for an insurance company are important in risk management. Normally, the insurance pure premium can be determined by multiplying the claim frequency with the claim cost. The aim of this research was to study in the application of generalized linear models to select the risk factor for model of claim frequency and claim cost for estimating a pure premium. In this study, the data set was the claim of comprehensive motor insurance, which was provided by one of the insurance company in Thailand. The results of this study found that the risk factors significantly related to pure premium at the 0.05 level consisted of no claim bonus (NCB) and used of the car (Car code).

Keywords: generalized linear models, risk factor, pure premium, regression model

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying

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Authors: Hafiz Muhammad Adeel Sharif, Tian Li, Changping Li

Abstract:

Recently, the emission of nitrogen-sulphur oxides (NOₓ, SO₂) has become a global issue and causing serious threats to health and the environment. Catalytic reduction of NOx and SOₓ gases into friendly gases is considered one of the best approaches. However, regeneration of the catalyst, higher bond-dissociation energy for NOx, i.e., 150.7 kcal/mol, escape of intermediate gas (N₂O, a greenhouse gas) with treated flue-gas, and limited activity of catalyst remains a great challenge. Here, a cheap, binderless naturally-extracted bass-wood thin carbon electrode (TCE) is presented, which shows excellent catalytic activity towards NOx reduction. The bass-wood carbonization at 900 ℃ followed by thermal activation in the presence of CO2 gas at 750 ℃. The thermal activation resulted in an increase in epoxy groups on the surface of the TCE and enhancement in the surface area as well as the degree of graphitization. The TCE unique 3D strongly inter-connected network through hierarchical micro/meso/macro pores that allow large electrode/electrolyte interface. Owing to these characteristics, the TCE exhibited excellent catalytic efficiency towards NOx (~83.3%) under ambient conditions and enhanced catalytic response under pH and sulphite exposure as well as excellent stability up to 168 hours. Moreover, a temperature-dependent activity trend was found where the highest catalytic activity was achieved at 80 ℃, beyond which the electrolyte became evaporative and resulted in a performance decrease. The designed electrocatalyst showed great potential for effective NOx-reduction, which is highly cost-effective, green, and sustainable.

Keywords: electrocatalyst, NOx-reduction, bass-wood electrode, integrated wet-scrubbing, sustainable

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