Search results for: generalized correlations

Authors: H. D. Arora, Anjali Dhiman

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Uncertainty is found everywhere and its understanding is central to decision making. Uncertainty emerges as one has less information than the total information required describing a system and its environment. Uncertainty and information are so closely associated that the information provided by an experiment for example, is equal to the amount of uncertainty removed. It may be pertinent to point out that uncertainty manifests itself in several forms and various kinds of uncertainties may arise from random fluctuations, incomplete information, imprecise perception, vagueness etc. For instance, one encounters uncertainty due to vagueness in communication through natural language. Uncertainty in this sense is represented by fuzziness resulting from imprecision of meaning of a concept expressed by linguistic terms. Fuzzy set concept provides an appropriate mathematical framework for dealing with the vagueness. Both information theory, proposed by Shannon (1948) and fuzzy set theory given by Zadeh (1965) plays an important role in human intelligence and various practical problems such as image segmentation, medical diagnosis etc. Numerous approaches and theories dealing with inaccuracy and uncertainty have been proposed by different researcher. In the present communication, we generalize fuzzy entropy proposed by De Luca and Termini (1972) corresponding to Shannon entropy(1948). Further, some of the basic properties of the proposed measure were examined. We also applied the proposed measure to the real life decision making problem.

Keywords: entropy, fuzzy sets, fuzzy entropy, generalized fuzzy entropy, decision making

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Authors: Wu Di, Yeo Khoon Seng, Lim Tee Tai

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The typical insects employ a flapping-wing mode of flight. The numerical simulations on free flight of a model fruit fly (Re=143) including hovering and are presented in this paper. Unsteady aerodynamics around a flapping insect is studied by solving the three-dimensional Newtonian dynamics of the flyer coupled with Navier-Stokes equations. A hybrid-grid scheme (Generalized Finite Difference Method) that combines great geometry flexibility and accuracy of moving boundary definition is employed for obtaining flow dynamics. The results show good points of agreement and consistency with the outcomes and analyses of other researchers, which validate the computational model and demonstrate the feasibility of this computational approach on analyzing fluid phenomena in insect flight. The present modeling approach also offers a promising route of investigation that could complement as well as overcome some of the limitations of physical experiments in the study of free flight aerodynamics of insects. The results are potentially useful for the design of biomimetic flapping-wing flyers.

Keywords: free hovering flight, flapping wings, fruit fly, insect aerodynamics, leading edge vortex (LEV), computational fluid dynamics (CFD), Navier-Stokes equations (N-S), fluid structure interaction (FSI), generalized finite-difference method (GFD)

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Authors: Rosemarie Basile, Maria Loizos, John Pallarino, Karen Gibbs

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Given that complications can be significant following bariatric surgery and with rates of long-term success measured in excess weight loss varying as low as 33% after five years, an understanding of the psychological factors that may mitigate findings and increase success and result in better screening and supports prior to surgery are critical. An internally oriented locus of control (LOC) has been identified as a predictor for success in obesity therapy, but has not been investigated within the context of bariatric surgery. It is hypothesized that making behavioral changes prior to surgery which mirror those that are required post-surgery may ultimately predict long-term success. 122 subjects participated in a clinical interview and completed self-report measures including the Multidimensional Health Locus of Control Scale, Overeating Questionnaire (OQ), and Lifestyle Questionnaire (LQ). Pearson correlations were computed between locus of control orientation and likelihood to make behavior changes prior to surgery. Pearson correlations revealed a positive correlation between locus of control and likelihood to make behavior changes r = 0.23, p < .05. As hypothesized, there was a significant correlation between internal locus of control and likelihood to make behavior changes. Participants with a higher LOC believe that they are able to make decisions about their own health. Future research will focus on whether this positive correlation is a predictor for future bariatric surgery success.

Keywords: bariatric surgery, behavior modification, health locus of control, overeating questionnaire

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Authors: O. P. Oladipo, O. A. Falode

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The determination of Recovery Factor is of great importance to the reservoir engineer since it relates reserves to the initial oil in place. Reserves are the producible portion of reservoirs and give an indication of the profitability of a field Development. The core objective of this project is to develop an artificial neural network model using selected reservoir data to predict Recovery Factors (RF) of hydrocarbon reservoirs and compare the model with a couple of the existing correlations. The type of Artificial Neural Network model developed was the Single Layer Feed Forward Network. MATLAB was used as the network simulator and the network was trained using the supervised learning method, Afterwards, the network was tested with input data never seen by the network. The results of the predicted values of the recovery factors of the Artificial Neural Network Model, API Correlation for water drive reservoirs (Sands and Sandstones) and Guthrie and Greenberger Correlation Equation were obtained and compared. It was noted that the coefficient of correlation of the Artificial Neural Network Model was higher than the coefficient of correlations of the other two correlation equations, thus making it a more accurate prediction tool. The Artificial Neural Network, because of its accurate prediction ability is helpful in the correct prediction of hydrocarbon reservoir factors. Artificial Neural Network could be applied in the prediction of other Petroleum Engineering parameters because it is able to recognise complex patterns of data set and establish a relationship between them.

Keywords: recovery factor, reservoir, reserves, artificial neural network, hydrocarbon, MATLAB, API, Guthrie, Greenberger

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Authors: Takashi Shimizu, Tomoaki Hashimoto

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A class of implicit systems is known as a more generalized class of systems than a class of explicit systems. To establish a control method for such a generalized class of systems, we adopt model predictive control method which is a kind of optimal feedback control with a performance index that has a moving initial time and terminal time. However, model predictive control method is inapplicable to systems whose all state variables are not exactly known. In other words, model predictive control method is inapplicable to systems with limited measurable states. In fact, it is usual that the state variables of systems are measured through outputs, hence, only limited parts of them can be used directly. It is also usual that output signals are disturbed by process and sensor noises. Hence, it is important to establish a state estimation method for nonlinear implicit systems with taking the process noise and sensor noise into consideration. To this purpose, we apply the model predictive control method and unscented Kalman filter for solving the optimization and estimation problems of nonlinear implicit systems, respectively. The objective of this study is to establish a model predictive control with unscented Kalman filter for nonlinear implicit systems.

Keywords: optimal control, nonlinear systems, state estimation, Kalman filter

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Authors: Ionel D. Craiu, Mihai Nedelcu

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Thin-walled cylinders are often used by the offshore industry as columns of floating installations. Based on observed strains, the inverse Finite Element Method (iFEM) may rebuild the deformation of structures. Structural Health Monitoring uses this approach extensively. However, the number of in-situ strain gauges is what determines how accurate it is, and for shell structures with complicated deformation, this number can easily become too high for practical use. Any thin-walled beam member's complicated deformation can be modeled by the Generalized Beam Theory (GBT) as a linear combination of pre-specified cross-section deformation modes. GBT uses bar finite elements as opposed to shell finite elements. This paper proposes an iFEM/GBT formulation for the shape sensing of thin-walled cylinders based on these benefits. This method significantly reduces the number of strain gauges compared to using the traditional inverse-shell finite elements. Using numerical simulations, dent damage detection is achieved by comparing the strain distributions of the undamaged and damaged members. The effect of noise on strain measurements is also investigated.

Keywords: damage detection, generalized beam theory, inverse finite element method, shape sensing

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Authors: Shahrokh Barati

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In this paper, we introduced AIDS disease at first, then proposed dynamic model illustrate its progress, after expression of a short history of nonlinear modeling by polynomial phasing systems, we considered the stability conditions of the systems, which contained a huge amount of researches in order to modeling and control of AIDS in dynamic nonlinear form, in this approach using a frame work of control any polynomial phasing modeling system which have been generalized by part of phasing model of T-S, in order to control the system in better way, the stability conditions were achieved based on polynomial functions, then we focused to design the appropriate controller, firstly we considered the equilibrium points of system and their conditions and in order to examine changes in the parameters, we presented polynomial phase model that was the generalized approach rather than previous Takagi Sugeno models, then with using case we evaluated the equations in both open loop and close loop and with helping the controlling feedback, the close loop equations of system were calculated, to simulate nonlinear model of AIDS disease, we used polynomial phasing controller output that was capable to make the parameters of a nonlinear system to follow a sustainable reference model properly.

Keywords: polynomial fuzzy, AIDS, nonlinear AIDS model, fuzzy control systems

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Authors: Petra Palic, Maruska Vizek

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We provide an in-depth analysis of interdependence of asset returns and volatilities in developed and developing countries. The analysis is split into three parts. In the first part, we use multivariate GARCH model in order to provide stylized facts on cross-market volatility spillovers. In the second part, we use a generalized vector autoregressive methodology developed by Diebold and Yilmaz (2009) in order to estimate separate measures of return spillovers and volatility spillovers among sovereign bond, equity, foreign exchange and commodity markets. In particular, our analysis is focused on cross-market return, and volatility spillovers in 19 developed and developing countries. In order to estimate named spillovers, we use daily data from 2008 to 2017. In the third part of the analysis, we use a generalized vector autoregressive framework in order to estimate total and directional volatility spillovers. We use the same daily data span for one developed and one developing country in order to characterize daily volatility spillovers across stock, bond, foreign exchange and commodities markets.

Keywords: cross-market spillovers, sovereign bond markets, equity markets, value at risk (VAR)

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Authors: Ernest Gyan Bediako, Petra Dancova, Tomas Vit

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Flow boiling heat transfer remains an important area of research due to its relevance in thermal management systems and other applications. Despite the enormous work done in the field of flow boiling heat transfer over the years to understand how flow parameters such as mass flux, heat flux, saturation conditions and tube geometries influence the characteristics of flow boiling heat transfer, there are still many contradictions and lack of agreement on the actual mechanisms controlling heat transfer and how flow parameters impact the heat transfer. This work thus seeks to experimentally investigate the heat transfer characteristics and flow patterns at low mass fluxes, low heat fluxes and low saturation pressure conditions which are of less attention in literature but prevalent in refrigeration, air-conditioning and heat pump applications. In this study, flow boiling experiment was conducted for R134a working fluid in a 5 mm internal diameter stainless steel horizontal smooth tube with mass flux ranging from 80- 100 kg/m2 s, heat fluxes ranging from 3.55kW/m2 - 25.23 kW/m2 and saturation pressure of 460 kPa. Vapor quality ranged from 0 to 1. A well-known flow pattern map created by Wojtan et al. was used to predict the flow patterns noticed during the study. The experimental results were correlated with well-known flow boiling heat transfer correlations in literature. The findings show that, heat transfer coefficient was influenced by both mass flux and heat fluxes. However, for an increasing heat flux, nucleate boiling was observed to be the dominant mechanism controlling the heat transfer especially at low vapor quality region. For an increasing mass flux, convective boiling was the dominant mechanism controlling the heat transfer especially in the high vapor quality region. Also, the study observed an unusual high heat transfer coefficient at low vapor qualities which could be due to periodic wetting of the walls of the tube due to slug flow pattern and stratified wavy flow patterns. The flow patterns predicted by Wojtan et al. flow pattern map were mixture of slug and stratified wavy, purely stratified wavy and dry out. Statistical assessment of the experimental data with various well-known correlations from literature showed that, none of the correlations reported in literature could predicted the experimental data with enough accuracy.

Keywords: flow boiling, heat transfer coefficient, mass flux, heat flux.

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Authors: Alena Zemanová, Jan Zeman, Michal Šejnoha

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The polymer foil used for manufacturing of laminated glass members behaves in a viscoelastic manner with temperature dependence. This contribution aims at incorporating the time/temperature-dependent behavior of interlayer to our earlier elastic finite element model for laminated glass beams. The model is based on a refined beam theory: each layer behaves according to the finite-strain shear deformable formulation by Reissner and the adjacent layers are connected via the Lagrange multipliers ensuring the inter-layer compatibility of a laminated unit. The time/temperature-dependent behavior of the interlayer is accounted for by the generalized Maxwell model and by the time-temperature superposition principle due to the Williams, Landel, and Ferry. The resulting system is solved by the Newton method with consistent linearization and the viscoelastic response is determined incrementally by the exponential algorithm. By comparing the model predictions against available experimental data, we demonstrate that the proposed formulation is reliable and accurately reproduces the behavior of the laminated glass units.

Keywords: finite element method, finite-strain Reissner model, Lagrange multipliers, generalized Maxwell model, laminated glass, Newton method, Williams-Landel-Ferry equation

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Authors: Hadush Kidane Meresa

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The hydrological extremes frequency analysis is the foundation for the hydraulic engineering design, flood protection, drought management and water resources management and planning to utilize the available water resource to meet the desired objectives of different organizations and sectors in a country. This spatial variation of the statistical characteristics of the extreme flood and drought events are key practice for regional flood and drought analysis and mitigation management. For different hydro-climate of the regions, where the data set is short, scarcity, poor quality and insufficient, the regionalization methods are applied to transfer at-site data to a region. This study aims in regional high and low flow frequency analysis for Poland River Basins. Due to high frequent occurring of hydrological extremes in the region and rapid water resources development in this basin have caused serious concerns over the flood and drought magnitude and frequencies of the river in Poland. The magnitude and frequency result of high and low flows in the basin is needed for flood and drought planning, management and protection at present and future. Hydrological homogeneous high and low flow regions are formed by the cluster analysis of site characteristics, using the hierarchical and C- mean clustering and PCA method. Statistical tests for regional homogeneity are utilized, by Discordancy and Heterogeneity measure tests. In compliance with results of the tests, the region river basin has been divided into ten homogeneous regions. In this study, frequency analysis of high and low flows using AM for high flow and 7-day minimum low flow series is conducted using six statistical distributions. The use of L-moment and LL-moment method showed a homogeneous region over entire province with Generalized logistic (GLOG), Generalized extreme value (GEV), Pearson type III (P-III), Generalized Pareto (GPAR), Weibull (WEI) and Power (PR) distributions as the regional drought and flood frequency distributions. The 95% percentile and Flow duration curves of 1, 7, 10, 30 days have been plotted for 10 stations. However, the cluster analysis performed two regions in west and east of the province where L-moment and LL-moment method demonstrated the homogeneity of the regions and GLOG and Pearson Type III (PIII) distributions as regional frequency distributions for each region, respectively. The spatial variation and regional frequency distribution of flood and drought characteristics for 10 best catchment from the whole region was selected and beside the main variable (streamflow: high and low) we used variables which are more related to physiographic and drainage characteristics for identify and delineate homogeneous pools and to derive best regression models for ungauged sites. Those are mean annual rainfall, seasonal flow, average slope, NDVI, aspect, flow length, flow direction, maximum soil moisture, elevation, and drainage order. The regional high-flow or low-flow relationship among one streamflow characteristics with (AM or 7-day mean annual low flows) some basin characteristics is developed using Generalized Linear Mixed Model (GLMM) and Generalized Least Square (GLS) regression model, providing a simple and effective method for estimation of flood and drought of desired return periods for ungauged catchments.

Keywords: flood , drought, frequency, magnitude, regionalization, stochastic, ungauged, Poland

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Authors: Omar Sorour, Michael Leahy, Thomas Irvine, Vladimir Koren

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Introduction: Covid encephalitis is a rare yet dangerous complication, particularly affecting the older and immunocompromised. Symptoms range from confusion to delirium, coma, and seizures. Although neurological manifestations have become more well-characterized in COVID patients, little is known about whether priorneurological abnormalities may predispose patients to COVID encephalopathy. Case Description: A 73 y.o. male with a CT and MRI-confirmed stable, prior 9 mm cavernoma in the right frontal lobe and no past history of seizures was hospitalized with generalized weakness, abdominal pain, nausea, and shortness of breath with subsequent COVID pneumonia. Three days after the initial presentation, the patient developed a spontaneous generalized tonic-clonic seizure consistent with presumed COVID encephalitis, along with somnolence and confusion. A day later, the patient had two other seizure episodes. Follow-up EEG suggested an inter-ictal epileptic focus with sharp waves corresponding to roughly the same location as the patient’s pre-existing cavernoma. The patient’s seizures stopped shortly thereafter, while his encephalopathy continued for days. Conclusion: We illustrate that a pre-existing anatomic cortical abnormality may act as a potential nidus for new-onset seizure activity in the context of suggested COVID encephalopathy. Future studies may further demonstrate that manifestations of COVIDencephalopathy in certain patients may be more predictable than initially assumed.

Keywords: cavernoma, covid, encephalopathy, seizures

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Authors: Meng Wu, Atif Rahman, Eng Gee, Lim, Jeong Jin Yu, Rong Yan

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Context: The COVID-19 pandemic has had a profound impact on mental health, with increased rates of anxiety and depression observed. Social support, a critical factor in mental well-being, has also undergone significant changes during the pandemic. This study aims to explore the relationship between social support, anxiety, and depression during COVID-19, taking into account various demographic and contextual factors. Research Aim: The main objective of this study is to conduct a comprehensive systematic review and meta-analysis to examine the impact of social support on anxiety and depression during the COVID-19 pandemic. The study aims to determine the consistency of these relationships across different age groups, occupations, regions, and research paradigms. Methodology: A scoping review and meta-analytic approach were employed in this study. A search was conducted across six databases from 2020 to 2022 to identify relevant studies. The selected studies were then subjected to random effects models, with pooled correlations (r and ρ) estimated. Homogeneity was assessed using Q and I² tests. Subgroup analyses were conducted to explore variations across different demographic and contextual factors. Findings: The meta-analysis of both cross-sectional and longitudinal studies revealed significant correlations between social support, anxiety, and depression during COVID-19. The pooled correlations (ρ) indicated a negative relationship between social support and anxiety (ρ = -0.30, 95% CI = [-0.333, -0.255]) as well as depression (ρ = -0.27, 95% CI = [-0.370, -0.281]). However, further investigation is required to validate these results across different age groups, occupations, and regions. Theoretical Importance: This study emphasizes the multifaceted role of social support in mental health during the COVID-19 pandemic. It highlights the need to reevaluate and expand our understanding of social support's impact on anxiety and depression. The findings contribute to the existing literature by shedding light on the associations and complexities involved in these relationships. Data Collection and Analysis Procedures: The data collection involved an extensive search across six databases to identify relevant studies. The selected studies were then subjected to rigorous analysis using random effects models and subgroup analyses. Pooled correlations were estimated, and homogeneity was assessed using Q and I² tests. Question Addressed: This study aimed to address the question of the impact of social support on anxiety and depression during the COVID-19 pandemic. It sought to determine the consistency of these relationships across different demographic and contextual factors. Conclusion: The findings of this study highlight the significant association between social support, anxiety, and depression during the COVID-19 pandemic. However, further research is needed to validate these findings across different age groups, occupations, and regions. The study emphasizes the need for a comprehensive understanding of social support's multifaceted role in mental health and the importance of considering various contextual and demographic factors in future investigations.

Keywords: social support, anxiety, depression, COVID-19, meta-analysis

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Authors: Dai-Ling Li, Jung-Fa Cheng, Min-Lang Huang, Yun-Yao Chi

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The hedonic pricing model has been popularly applied to describe the economic value of environmental amenities in urban housing, but the results for cultural heritage variables remain relatively ambiguous. In this paper, integrated variables extending by GIS-based data and an existing typology of communities used to examine how cultural heritage and environmental amenities and disamenities affect housing prices across urban communities in Tainan, Taiwan. The developed models suggest that, although a sophisticated variable for central services is selected, the centrality of location is not fully controlled in the price models and thus picked up by correlated peripheral and central amenities such as cultural heritage, open space or parks. Analysis of these correlations permits us to qualify results and present a revised set of relatively reliable estimates. Positive effects on housing prices are identified for views, various types of recreational infrastructure and vicinity of nationally cultural sites and significant landscapes. Negative effects are found for several disamenities including wasteyards, refuse incinerators, petrol stations and industries. The results suggest that systematic hypothesis testing and reporting of correlations may contribute to consistent explanatory patterns in hedonic pricing estimates for cultural heritage and landscape amenities in urban.

Keywords: hedonic pricing model, cultural heritage, landscape amenities, housing

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Authors: Kassaye Bewketu Zellelew

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The Main Ethiopian Rift Valley lakes suffer from water level fluctuations due to several natural and anthropocentric factors. Lakes located at terminal positions are highly affected by the fluctuations. These fluctuations are disturbing the stability of ecosystems, putting very serious impacts on the lives of many animals and plants around the lakes. Hence, studying the hydrodynamics of the lakes was found to be very essential. The main purpose of this study is to find the most significant factors that contribute to the water level fluctuations and also to quantify the fluctuations so as to identify lakes that need special attention. The research method included correlations, least squares regressions, multi-temporal satellite image analysis and land use change assessment. The results of the study revealed that much of the fluctuations, specially, in Central Ethiopian Rift are caused by human activities. Lakes Abiyata, Chamo, Ziway and Langano are declining while Abaya and Hawassa are rising. Among the studied lakes, Abiyata is drastically reduced in size (about 28% of its area in 1986) due to both human activities (most dominant ones) and natural factors. The other seriously affected lake is Chamo with about 11% reduction in its area between 1986 and 2010. Lake Abaya was found to be relatively stable during this period (showed only a 0.8% increase in its area). Concerned bodies should pay special attention to and take appropriate measures on lakes Abiyata, Chamo and Hawassa.

Keywords: correlations, hydrodynamics, lake level fluctuation, landsat satellite images

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Authors: Ibrahim Suliman Hanaish

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Disaggregation daily rainfall using stochastic models formulated based on multivariate approach (MuDRain) is discussed in this paper. Seven rain gauge stations are considered in this study for different distances from the referred station starting from 4 km to 160 km in Peninsular Malaysia. The hourly rainfall data used are covered the period from 1973 to 2008 and July and November months are considered as an example of dry and wet periods. The cross-correlation among the rain gauges is considered for the available hourly rainfall information at the neighboring stations or not. This paper discussed the applicability of the MuDRain model for disaggregation daily rainfall to hourly rainfall for both sources of cross-correlation. The goodness of fit of the model was based on the reproduction of fitting statistics like the means, variances, coefficients of skewness, lag zero cross-correlation of coefficients and the lag one auto correlation of coefficients. It is found the correlation coefficients based on extracted correlations that was based on daily are slightly higher than correlations based on available hourly rainfall especially for neighboring stations not more than 28 km. The results showed also the MuDRain model did not reproduce statistics very well. In addition, a bad reproduction of the actual hyetographs comparing to the synthetic hourly rainfall data. Mean while, it is showed a good fit between the distribution function of the historical and synthetic hourly rainfall. These discrepancies are unavoidable because of the lowest cross correlation of hourly rainfall. The overall performance indicated that the MuDRain model would not be appropriate choice for disaggregation daily rainfall.

Keywords: rainfall disaggregation, multivariate disaggregation rainfall model, correlation, stochastic model

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Authors: Khodzhaberdi Allaberdiev

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Substituted phenols are widely used for the synthesis of advanced polycondensation polymers. In terms of the structure regularity and practical value of obtained polymers are of special interest the p-substituted phenols. The lanthanide induced shifts (LIS) of the aromatic ring and the OH protons by addition Eu(fod)3 to various p-substituted phenols in CDCL3 solvent were measured Nuclear Magnetic Resonance spectroscopy. A linear relationship has been observed between the LIS of protons (∆=δcomplex –δsubstrate) and Eu(fod)3/substrate molar ratios. The LIS protons of the investigated phenols decreases in the following order: ОН > ortho > meta. The LIS of these protons also depends on both steric and electronic effects of p-substituents. The effect on the LIS of protons steric hindrance of substituents by way of example p-substituted alkyl phenols was studied. Alkyl phenols exhibit pronounced europium- induced shifts, their sensitivity increasing in the order: CH3 > C2H5 > sym-C5H11 > tert-C5H11 > tert-C4H9, i.e. in parallel with decreasing steric hindrance. The influence steric hindrance p-substituents of phenols on the LIS of protons in sequence following decreases: OH> meta >ortho. Contrary to the expectations, it is found that the LIS of the ortho protons an excellent linear correlation with meta-substituent constants, σm for 14 p-substituted phenols: ∆H2, 6=8.165-9.896 σm (r2=0,999). Moreover, a linear correlation between the LIS of the ortho protons and ionization constants, РКa of p-substituted phenols has been revealed. Similarly, the linear relationships for the LIS of the meta and the OH protons were obtained. Use the LIS of the phenolic hydroxyl groups for linear relationships is necessary with care, because of the signal broadening of the OH protons. New constants may be determinate with unusual case by this approach.

Keywords: novel correlations, NMR spectroscopy, phenols, shift reagent

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Authors: Kwabena Asare, Ezekiel N. N. Nortey, Felix O. Mettle

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Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model.

Keywords: extreme value theory, expected shortfall, generalized pareto distribution, peak over threshold, value at risk

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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: Timothy Quinn, Ronald Croce, Aliaksandr Leuchanka, Justin Walker

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Many endurance athletes train at or just below an intensity associated with their lactate threshold (LT) and often the heart rate (HR) that these athletes use for their LT are above their true LT-HR measured in a laboratory. Training above their true LT-HR may lead to overtraining and injury. Few athletes have the capability of measuring their LT in a laboratory and rely on perception to guide them, as accurate field tests to determine LT are limited. Therefore, the purpose of this study was to determine if an 8-minute field test could accurately define the HR associated with LT as measured in the laboratory. On Day 1, fifteen male runners (mean±SD; age, 27.8±4.1 years; height, 177.9±7.1 cm; body mass, 72.3±6.2 kg; body fat, 8.3±3.1%) performed a discontinuous treadmill LT/maximal oxygen consumption (LT/VO2max) test using a portable metabolic gas analyzer (Cosmed K4b2) and a lactate analyzer (Analox GL5). The LT (and associated HR) was determined using the 1/+1 method, where blood lactate increased by 1 mMol•L-1 over baseline followed by an additional 1 mMol•L-1 increase. Days 2 and 3 were randomized, and the athletes performed either an 8-minute run on the treadmill (TM) or on a 160-m indoor track (TR) in an effort to cover as much distance as possible while maintaining a high intensity throughout the entire 8 minutes. VO2, HR, ventilation (VE), and respiratory exchange ratio (RER) were measured using the Cosmed system, and rating of perceived exertion (RPE; 6-20 scale) was recorded every minute. All variables were averaged over the 8 minutes. The total distance covered over the 8 minutes was measured in both conditions. At the completion of the 8-minute runs, blood lactate was measured. Paired sample t-tests and pairwise Pearson correlations were computed to determine the relationship between variables measured in the field tests versus those obtained in the laboratory at LT. An alpha level of <0.05 was required for statistical significance. The HR (mean +SD) during the TM (167+9 bpm) and TR (172+9 bpm) tests were strongly correlated to the HR measured during the laboratory LT (169+11 bpm) test (r=0.68; p<0.03 and r=0.88; p<0.001, respectively). Blood lactate values during the TM and TR tests were not different from each other but were strongly correlated with the laboratory LT (r=0.73; p<0.04 and r=0.66; p<0.05, respectively). VE (Lmin-1) was significantly greater during the TR (134.8+11.4 Lmin-1) as compared to the TM (123.3+16.2 Lmin-1) with moderately strong correlations to the laboratory threshold values (r=0.38; p=0.27 and r=0.58; p=0.06, respectively). VO2 was higher during TR (51.4 mlkg-1min-1) compared to TM (47.4 mlkg-1min-1) with correlations of 0.33 (p=0.35) and 0.48 (p=0.13), respectively to threshold values. Total distance run was significantly greater during the TR (2331.6+180.9 m) as compared to the TM (2177.0+232.6 m), but they were strongly correlated with each other (r=0.82; p<0.002). These results suggest that an 8-minute running field test can accurately predict the HR associated with the LT and may be a simple test that athletes and coaches could implement to aid in training techniques.

Keywords: blood lactate, heart rate, running, training

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Authors: Ping Bo, Meng Yunshan

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Satellite-derived sea surface temperature (SST) is a key parameter for many operational and scientific applications. However, the disadvantage of SST data is a high percentage of missing data which is mainly caused by cloud coverage. Data Interpolating Empirical Orthogonal Function (DINEOF) algorithm is an EOF-based technique for reconstructing the missing data and has been widely used in oceanographic field. The reconstruction of SST images within a long time series using DINEOF can cause large discontinuities and one solution for this problem is to filter the temporal covariance matrix to reduce the spurious variability. Based on the previous researches, an algorithm is presented in this paper to improve the temporal correlations in EOF expansion. Similar with the previous researches, a filter, such as Laplacian filter, is implemented on the temporal covariance matrix, but the temporal relationship between two consecutive images which is used in the filter is considered in the presented algorithm, for example, two images in the same season are more likely correlated than those in the different seasons, hence the latter one is less weighted in the filter. The presented approach is tested for the monthly nighttime 4-km Advanced Very High Resolution Radiometer (AVHRR) Pathfinder SST for the long-term period spanning from 1989 to 2006. The results obtained from the presented algorithm are compared to those from the original DINEOF algorithm without filtering and from the DINEOF algorithm with filtering but without taking temporal relationship into account.

Keywords: data interpolating empirical orthogonal function, image reconstruction, sea surface temperature, temporal filter

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Authors: Najrullah Khan, Athar Ali Khan

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The Topp-Leone distribution was introduced by Topp- Leone in 1955. In this paper, an attempt has been made to fit Topp-Leone Generalized exponential (TPGE) distribution. A real survival data set is used for illustrations. Implementation is done using R and JAGS and appropriate illustrations are made. R and JAGS codes have been provided to implement censoring mechanism using both optimization and simulation tools. The main aim of this paper is to describe and illustrate the Bayesian modelling approach to the analysis of survival data. Emphasis is placed on the modeling of data and the interpretation of the results. Crucial to this is an understanding of the nature of the incomplete or 'censored' data encountered. Analytic approximation and simulation tools are covered here, but most of the emphasis is on Markov chain based Monte Carlo method including independent Metropolis algorithm, which is currently the most popular technique. For analytic approximation, among various optimization algorithms and trust region method is found to be the best. In this paper, TPGE model is also used to analyze the lifetime data in Bayesian paradigm. Results are evaluated from the above mentioned real survival data set. The analytic approximation and simulation methods are implemented using some software packages. It is clear from our findings that simulation tools provide better results as compared to those obtained by asymptotic approximation.

Keywords: Bayesian Inference, JAGS, Laplace Approximation, LaplacesDemon, posterior, R Software, simulation

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Authors: Soumia Merat, Lynda Djerbal, Ramdane Bahar, Mohammed Amin Benbouras

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Along with shear wave, many soil parameters are associated with the standard penetration test (SPT) as a dynamic in situ experiment. Both SPT-N data and geophysical data do not often exist in the same area. Statistical analysis of correlation between these parameters is an alternate method to estimate Vₛ conveniently and without additional investigations or data acquisition. Shear wave velocity is a basic engineering tool required to define dynamic properties of soils. In many instances, engineers opt for empirical correlations between shear wave velocity (Vₛ) and reliable static field test data like standard penetration test (SPT) N value, CPT (Cone Penetration Test) values, etc., to estimate shear wave velocity or dynamic soil parameters. The relation between Vs and SPT- N values of Algiers area is predicted using the collected data, and it is also compared with the previously suggested formulas of Vₛ determination by measuring Root Mean Square Error (RMSE) of each model. Algiers area is situated in high seismic zone (Zone III [RPA 2003: réglement parasismique algerien]), therefore the study is important for this region. The principal aim of this paper is to compare the field measurements of Down-hole test and the empirical models to show which one of these proposed formulas are applicable to predict and deduce shear wave velocity values.

Keywords: empirical models, RMSE, shear wave velocity, standard penetration test

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Authors: S. J. M. Mohd Saleh, S. Guo

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Composite materials have become an important option for the primary structure of aircraft due to their design flexibility and ability to improve the overall performance. At present, the option for composite usage in aircraft component is largely based on experience, knowledge, benchmarking and partly market driven. An inevitable iterative design during the design stage and validation process will increase the development time and cost. This paper aims at presenting the correlation between laminate and composite thin-wall beam structure, which contains the theoretical and numerical investigations on stiffness estimation of composite aerostructures with applications to aircraft wings. Classical laminate theory and thin-walled beam theory were applied to define the correlation between 1-dimensional composite laminate and 2-dimensional composite beam structure, respectively. Then FE model was created to represent the 3-dimensional structure. A detailed study on stiffness matrix of composite laminates has been carried out to understand the effects of stacking sequence on the coupling between extension, shear, bending and torsional deformation of wing box structures for 1-dimensional, 2-dimensional and 3-dimensional structures. Relationships amongst composite laminates and composite wing box structures of the same material have been developed in this study. These correlations will be guidelines for the design engineers to predict the stiffness of the wing box structure during the material selection process and laminate design stage.

Keywords: aircraft design, aircraft structures, classical lamination theory, composite structures, laminate theory, structural design, thin-walled beam theory, wing box design

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Authors: Robert Caulk

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A generalized framework for adaptive machine learning deployments in algorithmic trading is introduced, tested, and released as open-source code. The presented software aims to test the hypothesis that recent data contains enough information to form a probabilistically favorable short-term price prediction. Further, the framework contains various adaptive machine learning techniques that are geared toward generating profit during strong trends and minimizing losses during trend changes. Results demonstrate that this adaptive machine learning approach is capable of capturing trends and generating profit. The presentation also discusses the importance of defining the parameter space associated with the dynamic training data-set and using the parameter space to identify and remove outliers from prediction data points. Meanwhile, the generalized architecture enables common users to exploit the powerful machinery while focusing on high-level feature engineering and model testing. The presentation also highlights common strengths and weaknesses associated with the presented technique and presents a broad range of well-tested starting points for feature set construction, target setting, and statistical methods for enforcing risk management and maintaining probabilistically favorable entry and exit points. The presentation also describes the end-to-end data processing tools associated with FreqAI, including automatic data fetching, data aggregation, feature engineering, safe and robust data pre-processing, outlier detection, custom machine learning and statistical tools, data post-processing, and adaptive training backtest emulation, and deployment of adaptive training in live environments. Finally, the generalized user interface is also discussed in the presentation. Feature engineering is simplified so that users can seed their feature sets with common indicator libraries (e.g. TA-lib, pandas-ta). The user also feeds data expansion parameters to fill out a large feature set for the model, which can contain as many as 10,000+ features. The presentation describes the various object-oriented programming techniques employed to make FreqAI agnostic to third-party libraries and external data sources. In other words, the back-end is constructed in such a way that users can leverage a broad range of common regression libraries (Catboost, LightGBM, Sklearn, etc) as well as common Neural Network libraries (TensorFlow, PyTorch) without worrying about the logistical complexities associated with data handling and API interactions. The presentation finishes by drawing conclusions about the most important parameters associated with a live deployment of the adaptive learning framework and provides the road map for future development in FreqAI.

Keywords: machine learning, market trend detection, open-source, adaptive learning, parameter space exploration

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Authors: Gordana Branković, Dejan Dodig, Vesna Pajić, Vesna Kandić, Desimir Knežević, Nenad Đurić

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The wheat grain quality properties are influenced by genotype, environmental conditions and genotype × environment interaction (GEI). The increasing request of more nutritious wheat products will direct future breeding programmes. Therefore, the aim of investigation was to determine: i) variability of the protein content (PC), wet gluten content (WG) and Zeleny sedimentation volume (ZS); ii) components of variance, heritability in a broad sense (hb2), and expected genetic advance as percent of mean (GAM) for PC, WG, and ZS; iii) correlations between PC, WG, ZS, and most important agronomic traits; in order to assess expected breeding success versus environmental impact for these quality traits. The plant material consisted of 30 genotypes of bread wheat (Triticum aestivum L. ssp. aestivum) and durum wheat (Triticum durum Desf.). The trials were sown at the three test locations in Serbia: Rimski Šančevi, Zemun Polje and Padinska Skela during 2010-2011 and 2011-2012. The experiments were set as randomized complete block design with four replications. The plot consisted of five rows of 1 m2 (5 × 0.2 m × 1 m). PC, WG and ZS were determined by the use of Near infrared spectrometry (NIRS) with the Infraneo analyser (Chopin Technologies, France). PC, WG and ZS, in bread wheat, were in the range 13.4-16.4%, 22.8-30.3%, and 39.4-67.1 mL, respectively, and in durum wheat, in the range 15.3-18.1%, 28.9-36.3%, 37.4-48.3 mL, respectively. The dominant component of variance for PC, WG, and ZS, in bread wheat, was genotype with the genetic variance/GEI variance (VG/VG × E) relation of 3.2, 2.9 and 1.0, respectively, and in durum wheat was GEI with the VG/VG × E relation of 0.70, 0.69 and 0.49, respectively. hb2 and GAM values for PC, WG and ZS, in bread wheat, were 94.9% and 12.6%, 93.7% and 18.4%, and 86.2% and 28.1%, respectively, and in durum wheat, 80.7% and 7.6%, 79.7% and 10.2%, and 74% and 11.2%, respectively. The most consistent through six environments, statistically significant correlations, for bread wheat, were between PC and spike length (-0.312 to -0.637); PC, WG, ZS and grain number per spike (-0.320 to -0.620; -0.369 to -0.567; -0.301 to -0.378, respectively); PC and grain thickness (0.338 to 0.566), and for durum wheat, were between PC, WG, ZS and yield (-0.290 to -0.690; -0.433 to -0.753; -0.297 to -0.660, respectively); PC and plant height (-0.314 to -0.521); PC, WG and spike length (-0.298 to -0.597; -0.293 to -0.627, respectively); PC, WG and grain thickness (0.260 to 0.575; 0.269 to 0.498, respectively); PC, WG and grain vitreousness (0.278 to 0.665; 0.357 to 0.690, respectively). Breeding success can be anticipated for ZS in bread wheat due to coupled high values for hb2 and GAM, suggesting existence of additive genetic effects, and also for WG in bread wheat, due to very high hb2 and medium high GAM. The small, and medium, negative correlations between PC, WG, ZS, and yield or yield components, indicate difficulties to select simultaneously for high quality and yield, depending on linkage for particular genetic arrangements to be broken by recombination.

Keywords: bread and durum wheat, genetic advance, protein and wet gluten content, Zeleny sedimentation volume

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Authors: Abhinay Puvvala, Veerendra Kumar Rai

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A bottleneck situation arises when the outflow is lesser than the inflow in a pipe-like setup. A more practical interpretation of bottlenecks emphasizes on the realization of Service Level Objectives (SLOs) at given workloads. Our approach detects two key aspects of bottlenecks – when and where. To identify ‘when’ we continuously poll on certain key metrics such as resource utilization, processing time, request backlog and throughput at a system level. Further, when the slope of the expected sojourn time at a workload is greater than ‘K’ times the slope of expected sojourn time at the previous step of the workload while the workload is being gradually increased in discrete steps, a bottleneck situation arises. ‘K’ defines the threshold condition and is computed based on the system’s service level objectives. The second aspect of our approach is to identify the location of the bottleneck. In multi-tier systems with a complex network of layers, it is a challenging problem to locate bottleneck that affects the overall system performance. We stage the system by varying workload incrementally to draw a correlation between load increase and system performance to the point where Service Level Objectives are violated. During the staging process, multiple metrics are monitored at hardware and application levels. The correlations are drawn between metrics and the overall system performance. These correlations along with the Service Level Objectives are used to arrive at the threshold conditions for each of these metrics. Subsequently, the same method used to identify when a bottleneck occurs is used on metrics data with threshold conditions to locate bottlenecks.

Keywords: bottleneck, workload, service level objectives (SLOs), throughput, system performance

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Authors: Berta Rodrigues Maia, Mariana Marques, Frederica Carvalho

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Introduction: Personality traits play is related to many forms of psychological distress, such as body dissatisfaction. Aim: To explore the associations between appearance schemas and personality traits. Method: 494 Portuguese university students (80.2% females, and 99.2% single), with a mean age of 20.17 years old (SD = 1.77; range: 18-20), filled in the appearance schemas inventory-revised, the NEO personality inventory (a Portuguese short version), and the composite multidimensional perfectionism scale. Results: An independent-samples t-test was conducted to compare the scores in appearance schemas by sex, with a significant difference being found in self-evaluation salience scores [females (M = 37.99, SD = 7.82); males (M = 35.36, SD = 6.60); t (489) = -3.052, p = .002]. Finally, there was no significant difference in motivational salience scores, by sex [females (M = 27.67, SD = 4.84); males (M = 26.70, SD = 4.99); t (489) = -1.748, p = .081]. Having conducted correlations separately, by sex, self-evaluation salience was positively correlated with concern over mistakes (r = .27), doubts about actions (r = .35), and socially prescribed perfectionism (r = .23). moreover, for females, self-evaluation salience was positively correlated with concern over mistakes (r = .34), personal standards (r = .25), doubts about actions (r = .33), parental expectations (r = .24), parental criticism (r = .24), organization (r = .11), socially prescribed perfectionism (r = .31), self-oriented perfectionism (r = .32), and neuroticism (r = .33). concerning motivational salience, in the total sample (not separately, by sex), this scale/dimension significantly correlated with conscientiousness (r = . 18), personal standards (r = .23), socially prescribed perfectionism (r = . 10), and self-oriented perfectionism (r = .29). All correlations were significant at a level of significance of 0.01 (2-tailed), except for socially prescribed perfectionism. All the other correlations (with neuroticism, extroversion, openness, agreeableness, concern over mistakes, doubts about actions, parental expectations, and parental criticism) were not significant. Conclusions: Females seem to value more their self-appearance than males, and, in females, the salience of appearance in life seems to be associated with maladaptive perfectionism, as well as with adaptive perfectionism. In males, the salience of appearance was only related to adaptive perfectionism. These results seem to show that males are more concerned with their own standards regarding appearance, while for females, other's standards are also relevant. In females, the level of the salience of appearance in life seems to relate to the experience of feelings, such as anxiety and depression (neuroticism). The motivation to improve appearance seemed to be particularly related, in both sexes, to adaptive perfectionism (in a general way concerning more the personal standards). Longitudinal studies are needed to clarify the causality of the results. Acknowledgment: This study was carried out under the strategic project of the Centre for Philosophical and Humanistic Studies (CEFH) UID/FIL/00683/2019, funded by the Fundação para a Ciência e a Tecnologia (FCT).

Keywords: appearance schemas, personality traits, university students, sex

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Authors: Elena M. Kopteva, Pavlina Jaluvkova, Zdenek Stuchlik

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In spite of the numerous attempts to close the discussion about the influence of cosmological expansion on local gravitationally bounded systems, this question arises in literature again and again and remains still far from its final resolution. Here one of the main problems is the problem of obtaining a physically adequate model of strongly gravitating object immersed in non-static cosmological background. Such objects are usually called ‘cosmological’ black holes and are of great interest in wide set of cosmological and astrophysical areas. In this work the set of new exact solutions of the Einstein equations is derived for the flat space that generalizes the known Lemaitre-Tolman-Bondi solution for the case of nonzero pressure. The solutions obtained are pretending to describe the black hole immersed in nonstatic cosmological background and give a possibility to investigate the hot problems concerning the effects of the cosmological expansion in gravitationally bounded systems, the structure formation in the early universe, black hole thermodynamics and other related problems. It is shown that each of the solutions obtained contains either the Reissner-Nordstrom or the Schwarzschild black hole in the central region of the space. It is demonstrated that the approach of the mass function use in solving of the Einstein equations allows clear physical interpretation of the resulting solutions, that is of much benefit to any their concrete application.

Keywords: exact solutions of the Einstein equations, cosmological black holes, generalized Lemaitre-Tolman-Bondi solutions, nonzero pressure

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Authors: Alireza Rasekh, Peter Sergeant, Jan Vierendeels

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This paper copes with the numerical simulation for convective heat transfer in the stator disk of an axial flux permanent magnet (AFPM) electrical machine. Overheating is one of the main issues in the design of AFMPs, which mainly occurs in the stator disk, so that it needs to be prevented. A rotor-stator configuration with 16 magnets at the periphery of the rotor is considered. Air is allowed to flow through openings in the rotor disk and channels being formed between the magnets and in the gap region between the magnets and the stator surface. The rotating channels between the magnets act as a driving force for the air flow. The significant non-dimensional parameters are the rotational Reynolds number, the gap size ratio, the magnet thickness ratio, and the magnet angle ratio. The goal is to find correlations for the Nusselt number on the stator disk according to these non-dimensional numbers. Therefore, CFD simulations have been performed with the multiple reference frame (MRF) technique to model the rotary motion of the rotor and the flow around and inside the machine. A minimization method is introduced by a pattern-search algorithm to find the appropriate values of the reference temperature. It is found that the correlations are fast, robust and is capable of predicting the stator heat transfer with a good accuracy. The results reveal that the magnet angle ratio diminishes the stator heat transfer, whereas the rotational Reynolds number and the magnet thickness ratio improve the convective heat transfer. On the other hand, there a certain gap size ratio at which the stator heat transfer reaches a maximum.

Keywords: AFPM, CFD, magnet parameters, stator heat transfer

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