Search results for: generalized gamma distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5911

Search results for: generalized gamma distribution

5761 Neural Network Approach for Solving Integral Equations

Authors: Bhavini Pandya

Abstract:

This paper considers Hη: T2 → T2 the Perturbed Cerbelli-Giona map. That is a family of 2-dimensional nonlinear area-preserving transformations on the torus T2=[0,1]×[0,1]= ℝ2/ ℤ2. A single parameter η varies between 0 and 1, taking the transformation from a hyperbolic toral automorphism to the “Cerbelli-Giona” map, a system known to exhibit multifractal properties. Here we study the multifractal properties of the family of maps. We apply a box-counting method by defining a grid of boxes Bi(δ), where i is the index and δ is the size of the boxes, to quantify the distribution of stable and unstable manifolds of the map. When the parameter is in the range 0.51< η <0.58 and 0.68< η <1 the map is ergodic; i.e., the unstable and stable manifolds eventually cover the whole torus, although not in a uniform distribution. For accurate numerical results we require correspondingly accurate construction of the stable and unstable manifolds. Here we use the piecewise linearity of the map to achieve this, by computing the endpoints of line segments which define the global stable and unstable manifolds. This allows the generalized fractal dimension Dq, and spectrum of dimensions f(α), to be computed with accuracy. Finally, the intersection of the unstable and stable manifold of the map will be investigated, and compared with the distribution of periodic points of the system.

Keywords: feed forward, gradient descent, neural network, integral equation

Procedia PDF Downloads 152
5760 Generalized Mean-Field Theory of Phase Unwrapping via Multiple Interferograms

Authors: Yohei Saika

Abstract:

On the basis of Bayesian inference using the maximizer of the posterior marginal estimate, we carry out phase unwrapping using multiple interferograms via generalized mean-field theory. Numerical calculations for a typical wave-front in remote sensing using the synthetic aperture radar interferometry, phase diagram in hyper-parameter space clarifies that the present method succeeds in phase unwrapping perfectly under the constraint of surface- consistency condition, if the interferograms are not corrupted by any noises. Also, we find that prior is useful for extending a phase in which phase unwrapping under the constraint of the surface-consistency condition. These results are quantitatively confirmed by the Monte Carlo simulation.

Keywords: Bayesian inference, generalized mean-field theory, phase unwrapping, multiple interferograms, statistical mechanics

Procedia PDF Downloads 447
5759 Invasive Ranges of Gorse (Ulex europaeus) in South Australia and Sri Lanka Using Species Distribution Modelling

Authors: Champika S. Kariyawasam

Abstract:

The distribution of gorse (Ulex europaeus) plants in South Australia has been modelled using 126 presence-only location data as a function of seven climate parameters. The predicted range of U. europaeus is mainly along the Mount Lofty Ranges in the Adelaide Hills and on Kangaroo Island. Annual precipitation and yearly average aridity index appeared to be the highest contributing variables to the final model formulation. The Jackknife procedure was employed to identify the contribution of different variables to gorse model outputs and response curves were used to predict changes with changing environmental variables. Based on this analysis, it was revealed that the combined effect of one or more variables could make a completely different impact to the original variables on their own to the model prediction. This work also demonstrates the need for a careful approach when selecting environmental variables for projecting correlative models to climatically distinct area. Maxent acts as a robust model when projecting the fitted species distribution model to another area with changing climatic conditions, whereas the generalized linear model, bioclim, and domain models to be less robust in this regard. These findings are important not only for predicting and managing invasive alien gorse in South Australia and Sri Lanka but also in other countries of the invasive range.

Keywords: invasive species, Maxent, species distribution modelling, Ulex europaeus

Procedia PDF Downloads 97
5758 Optimization of FGM Sandwich Beams Using Imperialist Competitive Algorithm

Authors: Saeed Kamarian, Mahmoud Shakeri

Abstract:

Sandwich structures are used in a variety of engineering applications including aircraft, construction and transportation where strong, stiff and light structures are required. In this paper, frequency maximization of Functionally Graded Sandwich (FGS) beams resting on Pasternak foundations is investigated. A generalized power-law distribution with four parameters is considered for material distribution through the thicknesses of face layers. Since the search space is large, the optimization processes becomes so complicated and too much time consuming. Thus a novel meta–heuristic called Imperialist Competitive Algorithm (ICA) which is a socio-politically motivated global search strategy is implemented to improve the speed of optimization process. Results show the success of applying ICA for engineering problems especially for design optimization of FGM sandwich beams.

Keywords: sandwich beam, functionally graded materials, optimization, imperialist competitive algorithm

Procedia PDF Downloads 538
5757 Efficient Design of Distribution Logistics by Using a Model-Based Decision Support System

Authors: J. Becker, R. Arnold

Abstract:

The design of distribution logistics has a decisive impact on a company's logistics costs and performance. Hence, such solutions make an essential contribution to corporate success. This article describes a decision support system for analyzing the potential of distribution logistics in terms of logistics costs and performance. In contrast to previous procedures of business process re-engineering (BPR), this method maps distribution logistics holistically under variable distribution structures. Combined with qualitative measures the decision support system will contribute to a more efficient design of distribution logistics.

Keywords: decision support system, distribution logistics, potential analyses, supply chain management

Procedia PDF Downloads 369
5756 Modelling Operational Risk Using Extreme Value Theory and Skew t-Copulas via Bayesian Inference

Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

Abstract:

Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

Procedia PDF Downloads 554
5755 Determination of Critical Organ Doses for Liver Scintigraphy Using Cr-51

Authors: O. Maranci, A. B. Tugrul

Abstract:

Scintigraphy is an imaging method of nuclear events provoked by collisions or charged current interactions with radiation. It is used for diagnostic test used in nuclear medicine via radiopharmaceuticals emitting radiation which is captured by gamma cameras to form two-dimensional images. Liver scintigraphy is widely used in nuclear medicine.Tc-99m and Cr-51 gamma radioisotopes can be used for this purpose. Cr-51 usage is more important for patients’ organ dose that has higher energy and longer half-life as compared to Tc-99m. In this study, it is aimed to determine the required dose for critical organs of patient through liver scintigraphy via Cr-51 gamma radioisotope. Experimental studies were conducted on patients even though conducting experimental studies on patients is extremely difficult for determination of critical organ doses. Torso phantom was utilized to simulate the liver scintigraphy by using 20 mini packages of Cr-51 that were placed on the organ. The radioisotope was produced by irradiation in central thimble of TRIGA MARK II Reactor at 250 KW power. As the results of the study, critical organ doses were determined and evaluated with different critic organs.

Keywords: critical organ doses, liver, scintigraphy, TRIGA Mark-II

Procedia PDF Downloads 521
5754 Effect of Dose-Dependent Gamma Irradiation on the Fatty Acid Profile of Mud Crab, Scylla Serrata: A GC-FID Study

Authors: Keethadath Arshad, Kappalli Sudha

Abstract:

Mud crab, Scylla Serrata, a commercially important shellfish with high global demand appears to be the rich source of dietary fatty acids. Its increased production through aquaculture and highly perishable nature would necessitate improved techniques for their proper preservation. Optimized irradiation has been identified as an effective method to facilitate safety and extended shelf life for a broad range of the perishable food items including finfishes and shellfishes. The present study analyzed the effects of dose-dependent gamma irradiation on the fatty acid profile of the muscle derived from the candidate species (S. serrata) at both qualitative and quantitative levels. Wild grown, average sized, intermolt male S. Serrata were gamma irradiated (^60C, 3.8kGy/ hour) at the dosage of 0.5kGy, 1.0kGy and 2.0kGy using gamma chamber. Total lipid extracted by Folch method, after methylation, were analyzed for the presence fatty acids adopting Gas Chromatograph equipped with flame ionization detector by comparing with the authentic FAME reference standards. The tissue from non-irradiated S. serrata showed the presence of 12 SFA, 6 MUFA, 8PUFA and 2 TF; PUFA includes medicinally important ω-3 FA such as C18:3, C20:5 and C22:6 and ω-6 FA such as γ- C18:3 and C20:2. Dose-dependent gamma irradiation reduced the number of detectable fatty acids (10, 8 and 8 SFA, 6, 6 and 5MUFA, 7, 7, and 6 PUFA and 1, 1, and 0 TF in 0.5kGy, 1.0kGy and 2kGy irradiated samples respectively). Major fatty acids detected in both irradiated and non-irradiated samples were as follows: SFA- C16:0, C18:0, C22:0 and C14:0; MUFA - C18:1 and C16:1and PUFA- C18:2, C20:5, C20:2 and C22:6. Irradiation doses ranging from 1-2kGy substantially reduced the ω-6 C18:3 and ω-3 C18:3. However, the omega fatty acids such as C20:5, C22:6 and C20:2 could survive even after 2kGy irradiation. Significantly, trans fat like C18:2T and C18:1T were completely disappeared upon 2kGy irradiation. From the overall observations made from the present study, it is suggested that irradiation dose up to 1kGy is optimum to maintain the fatty acid profile and eradicate the trans fat of the muscle derived from S. serrata.

Keywords: fatty acid profile, food preservation, gamma irradiation, scylla serrata

Procedia PDF Downloads 243
5753 Evaluating Traffic Congestion Using the Bayesian Dirichlet Process Mixture of Generalized Linear Models

Authors: Ren Moses, Emmanuel Kidando, Eren Ozguven, Yassir Abdelrazig

Abstract:

This study applied traffic speed and occupancy to develop clustering models that identify different traffic conditions. Particularly, these models are based on the Dirichlet Process Mixture of Generalized Linear regression (DML) and change-point regression (CR). The model frameworks were implemented using 2015 historical traffic data aggregated at a 15-minute interval from an Interstate 295 freeway in Jacksonville, Florida. Using the deviance information criterion (DIC) to identify the appropriate number of mixture components, three traffic states were identified as free-flow, transitional, and congested condition. Results of the DML revealed that traffic occupancy is statistically significant in influencing the reduction of traffic speed in each of the identified states. Influence on the free-flow and the congested state was estimated to be higher than the transitional flow condition in both evening and morning peak periods. Estimation of the critical speed threshold using CR revealed that 47 mph and 48 mph are speed thresholds for congested and transitional traffic condition during the morning peak hours and evening peak hours, respectively. Free-flow speed thresholds for morning and evening peak hours were estimated at 64 mph and 66 mph, respectively. The proposed approaches will facilitate accurate detection and prediction of traffic congestion for developing effective countermeasures.

Keywords: traffic congestion, multistate speed distribution, traffic occupancy, Dirichlet process mixtures of generalized linear model, Bayesian change-point detection

Procedia PDF Downloads 256
5752 Characterization of Gamma Irradiated PVDF and PVDF/Graphene Oxide Composites by Spectroscopic Techniques

Authors: Juliana V. Pereira, Adriana S. M. Batista, Jefferson P. Nascimento, Clascídia A. Furtado, Luiz O. Faria

Abstract:

The combination of the properties of graphene oxide (OG) and PVDF homopolymer makes their combined composite materials as multifunctional systems with great potential. Knowledge of the molecular structure is essential for better use. In this work, the degradation of PVDF polymer exposed to gamma irradiation in oxygen atmosphere in high dose rate has been studied and compared to degradation of PVDF/OG composites. The samples were irradiated with a Co-60 source at constant dose rate, with doses ranging from 100 kGy to 1,000 kGy. In FTIR data shown that the formation of oxidation products was at the both samples with formation of carbonyl and hydroxyl groups amongst the most prevalent products in the pure PVDF samples. In the other hand, the composites samples exhibit less presence of degradation products with predominant formation of carbonyl groups, these results also seen in the UV-Vis analysis. The results show that the samples of composites may have greater resistance to the irradiation process, since they have less degradation products than pure PVDF samples seen by spectroscopic techniques.

Keywords: gamma irradiation, PVDF, PVDF/OG composites, spectroscopic techniques

Procedia PDF Downloads 534
5751 Design of Distribution Network for Gas Cylinders in Jordan

Authors: Hazem J. Smadi

Abstract:

Performance of a supply chain is directly related to a distribution network that entails the location of storing materials or products and how products are delivered to the end customer through different stages in the supply chain. This study analyses the current distribution network used for delivering gas cylinders to end customer in Jordan. Evaluation of current distribution has been conducted across customer service components. A modification on the current distribution network in terms of central warehousing in each city in the country improves the response time and customer experience. 

Keywords: distribution network, gas cylinder, Jordan, supply chain

Procedia PDF Downloads 431
5750 Explicit Iterative Scheme for Approximating a Common Solution of Generalized Mixed Equilibrium Problem and Fixed Point Problem for a Nonexpansive Semigroup in Hilbert Space

Authors: Mohammad Farid

Abstract:

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

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

Procedia PDF Downloads 439
5749 Investigation on Machine Tools Energy Consumptions

Authors: Shiva Abdoli, Daniel T.Semere

Abstract:

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)

Procedia PDF Downloads 465
5748 Modelling Hydrological Time Series Using Wakeby Distribution

Authors: Ilaria Lucrezia Amerise

Abstract:

The statistical modelling of precipitation data for a given portion of territory is fundamental for the monitoring of climatic conditions and for Hydrogeological Management Plans (HMP). This modelling is rendered particularly complex by the changes taking place in the frequency and intensity of precipitation, presumably to be attributed to the global climate change. This paper applies the Wakeby distribution (with 5 parameters) as a theoretical reference model. The number and the quality of the parameters indicate that this distribution may be the appropriate choice for the interpolations of the hydrological variables and, moreover, the Wakeby is particularly suitable for describing phenomena producing heavy tails. The proposed estimation methods for determining the value of the Wakeby parameters are the same as those used for density functions with heavy tails. The commonly used procedure is the classic method of moments weighed with probabilities (probability weighted moments, PWM) although this has often shown difficulty of convergence, or rather, convergence to a configuration of inappropriate parameters. In this paper, we analyze the problem of the likelihood estimation of a random variable expressed through its quantile function. The method of maximum likelihood, in this case, is more demanding than in the situations of more usual estimation. The reasons for this lie, in the sampling and asymptotic properties of the estimators of maximum likelihood which improve the estimates obtained with indications of their variability and, therefore, their accuracy and reliability. These features are highly appreciated in contexts where poor decisions, attributable to an inefficient or incomplete information base, can cause serious damages.

Keywords: generalized extreme values, likelihood estimation, precipitation data, Wakeby distribution

Procedia PDF Downloads 101
5747 Alumina Supported Cu-Mn-La Catalysts for CO and VOCs Oxidation

Authors: Elitsa N. Kolentsova, Dimitar Y. Dimitrov, Petya Cv. Petrova, Georgi V. Avdeev, Diana D. Nihtianova, Krasimir I. Ivanov, Tatyana T. Tabakova

Abstract:

Recently, copper and manganese-containing systems are recognized as active and selective catalysts in many oxidation reactions. The main idea of this study is to obtain more information about γ-Al2O3 supported Cu-La catalysts and to evaluate their activity to simultaneous oxidation of CO, CH3OH and dimethyl ether (DME). The catalysts were synthesized by impregnation of support with a mixed aqueous solution of nitrates of copper, manganese and lanthanum under different conditions. XRD, HRTEM/EDS, TPR and thermal analysis were performed to investigate catalysts’ bulk and surface properties. The texture characteristics were determined by Quantachrome Instruments NOVA 1200e specific surface area and pore analyzer. The catalytic measurements of single compounds oxidation were carried out on continuous flow equipment with a four-channel isothermal stainless steel reactor in a wide temperature range. On the basis of XRD analysis and HRTEM/EDS, it was concluded that the active component of the mixed Cu-Mn-La/γ–alumina catalysts strongly depends on the Cu/Mn molar ratio and consisted of at least four compounds – CuO, La2O3, MnO2 and Cu1.5Mn1.5O4. A homogeneous distribution of the active component on the carrier surface was found. The chemical composition strongly influenced catalytic properties. This influence was quite variable with regards to the different processes.

Keywords: Cu-Mn-La oxide catalysts, carbon oxide, VOCs, deep oxidation

Procedia PDF Downloads 225
5746 A Comparison of Transdiagnostic Components in Generalized Anxiety Disorder, Unipolar Mood Disorder and Nonclinical Population

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

Abstract:

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

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

Procedia PDF Downloads 466
5745 Multifractal Behavior of the Perturbed Cerbelli-Giona Map: Numerical Computation of ω-Measure

Authors: Ibrahim Alsendid, Rob Sturman, Benjamin Sharp

Abstract:

In this paper, we consider a family of 2-dimensional nonlinear area-preserving transformations on the torus. A single parameter η varies between 0 and 1, taking the transformation from a hyperbolic toral automorphism to the “Cerbelli-Giona” map, a system known to exhibit multifractal properties. Here we study the multifractal properties of the family of maps. We apply a box-counting method by defining a grid of boxes Bi(δ), where i is the index and δ is the size of the boxes, to quantify the distribution of stable and unstable manifolds of the map. When the parameter is in the range 0.51< η <0.58 and 0.68< η <1 the map is ergodic; i.e., the unstable and stable manifolds eventually cover the whole torus, although not in a uniform distribution. For accurate numerical results, we require correspondingly accurate construction of the stable and unstable manifolds. Here we use the piecewise linearity of the map to achieve this, by computing the endpoints of line segments that define the global stable and unstable manifolds. This allows the generalized fractal dimension Dq, and spectrum of dimensions f(α), to be computed with accuracy. Finally, the intersection of the unstable and stable manifold of the map will be investigated and compared with the distribution of periodic points of the system.

Keywords: Discrete-time dynamical systems, Fractal geometry, Multifractal behaviour of the Perturbed map, Multifractal of Dynamical systems

Procedia PDF Downloads 185
5744 Spectrogram Pre-Processing to Improve Isotopic Identification to Discriminate Gamma and Neutrons Sources

Authors: Mustafa Alhamdi

Abstract:

Industrial application to classify gamma rays and neutron events is investigated in this study using deep machine learning. The identification using a convolutional neural network and recursive neural network showed a significant improvement in predication accuracy in a variety of applications. The ability to identify the isotope type and activity from spectral information depends on feature extraction methods, followed by classification. The features extracted from the spectrum profiles try to find patterns and relationships to present the actual spectrum energy in low dimensional space. Increasing the level of separation between classes in feature space improves the possibility to enhance classification accuracy. The nonlinear nature to extract features by neural network contains a variety of transformation and mathematical optimization, while principal component analysis depends on linear transformations to extract features and subsequently improve the classification accuracy. In this paper, the isotope spectrum information has been preprocessed by finding the frequencies components relative to time and using them as a training dataset. Fourier transform implementation to extract frequencies component has been optimized by a suitable windowing function. Training and validation samples of different isotope profiles interacted with CdTe crystal have been simulated using Geant4. The readout electronic noise has been simulated by optimizing the mean and variance of normal distribution. Ensemble learning by combing voting of many models managed to improve the classification accuracy of neural networks. The ability to discriminate gamma and neutron events in a single predication approach using deep machine learning has shown high accuracy using deep learning. The paper findings show the ability to improve the classification accuracy by applying the spectrogram preprocessing stage to the gamma and neutron spectrums of different isotopes. Tuning deep machine learning models by hyperparameter optimization of neural network models enhanced the separation in the latent space and provided the ability to extend the number of detected isotopes in the training database. Ensemble learning contributed significantly to improve the final prediction.

Keywords: machine learning, nuclear physics, Monte Carlo simulation, noise estimation, feature extraction, classification

Procedia PDF Downloads 118
5743 A New Distribution and Application on the Lifetime Data

Authors: Gamze Ozel, Selen Cakmakyapan

Abstract:

We introduce a new model called the Marshall-Olkin Rayleigh distribution which extends the Rayleigh distribution using Marshall-Olkin transformation and has increasing and decreasing shapes for the hazard rate function. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile function, some entropy measures, and order statistics are presented. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. The potentiality of the new model is illustrated by means of real life data set.

Keywords: Marshall-Olkin distribution, Rayleigh distribution, estimation, maximum likelihood

Procedia PDF Downloads 460
5742 The Search of Anomalous Higgs Boson Couplings at the Large Hadron Electron Collider and Future Circular Electron Hadron Collider

Authors: Ilkay Turk Cakir, Murat Altinli, Zekeriya Uysal, Abdulkadir Senol, Olcay Bolukbasi Yalcinkaya, Ali Yilmaz

Abstract:

The Higgs boson was discovered by the ATLAS and CMS experimental groups in 2012 at the Large Hadron Collider (LHC). Production and decay properties of the Higgs boson, Standard Model (SM) couplings, and limits on effective scale of the Higgs boson’s couplings with other bosons are investigated at particle colliders. Deviations from SM estimates are parametrized by effective Lagrangian terms to investigate Higgs couplings. This is a model-independent method for describing the new physics. In this study, sensitivity to neutral gauge boson anomalous couplings with the Higgs boson is investigated using the parameters of the Large Hadron electron Collider (LHeC) and the Future Circular electron-hadron Collider (FCC-eh) with a model-independent approach. By using MadGraph5_aMC@NLO multi-purpose event generator with the parameters of LHeC and FCC-eh, the bounds on the anomalous Hγγ, HγZ and HZZ couplings in e− p → e− q H process are obtained. Detector simulations are also taken into account in the calculations.

Keywords: anomalos couplings, FCC-eh, Higgs, Z boson

Procedia PDF Downloads 182
5741 Calibration of Hybrid Model and Arbitrage-Free Implied Volatility Surface

Authors: Kun Huang

Abstract:

This paper investigates whether the combination of local and stochastic volatility models can be calibrated exactly to any arbitrage-free implied volatility surface of European option. The risk neutral Brownian Bridge density is applied for calibration of the leverage function of our Hybrid model. Furthermore, the tails of marginal risk neutral density are generated by Generalized Extreme Value distribution in order to capture the properties of asset returns. The local volatility is generated from the arbitrage-free implied volatility surface using stochastic volatility inspired parameterization.

Keywords: arbitrage free implied volatility, calibration, extreme value distribution, hybrid model, local volatility, risk-neutral density, stochastic volatility

Procedia PDF Downloads 234
5740 Effects of Gamma-Tocotrienol Supplementation on T-Regulatory Cells in Syngeneic Mouse Model of Breast Cancer

Authors: S. Subramaniam, J. S. A. Rao, P. Ramdas, K. R. Selvaduray, N. M. Han, M. K. Kutty, A. K. Radhakrishnan

Abstract:

Immune system is a complex system where the immune cells have the capability to respond against a wide range of immune challenges including cancer progression. However, in the event of cancer development, tumour cells trigger immunosuppressive environment via activation of myeloid-derived suppressor cells and T regulatory (Treg) cells. The Treg cells are subset of CD4+ T lymphocytes, known to have crucial roles in regulating immune homeostasis and promoting the establishment and maintenance of peripheral tolerance. Dysregulation of these mechanisms could lead to cancer progression and immune suppression. Recently, there are many studies reporting on the effects of natural bioactive compounds on immune responses against cancer. It was known that tocotrienol-rich-fraction consisting 70% tocotrienols and 30% α-tocopherol is able to exhibit immunomodulatory as well as anti-cancer properties. Hence, this study was designed to evaluate the effects of gamma-tocotrienol (G-T3) supplementation on T-reg cells in a syngeneic mouse model of breast cancer. In this study, female BALB/c mice were divided into two groups and fed with either soy oil (vehicle) or gamma-tocotrienol (G-T3) for two weeks followed by inoculation with tumour cells. All the mice continued to receive the same supplementation until day 49. The results showed a significant reduction in tumour volume and weight in G-T3 fed mice compared to vehicle-fed mice. Lung and liver histology showed reduced evidence of metastasis in tumour-bearing G-T3 fed mice. Besides that, flow cytometry analysis revealed T-helper cell population was increased, and T-regulatory cell population was suppressed following G-T3 supplementation. Moreover, immunohistochemistry analysis showed that there was a marked decrease in the expression of FOXP3 in the G-T3 fed tumour bearing mice. In conclusion, the G-T3 supplementation showed good prognosis towards breast cancer by enhancing the immune response in tumour-bearing mice. Therefore, gamma-T3 can be used as immunotherapy agent for the treatment of breast cancer.

Keywords: breast cancer, gamma tocotrienol, immune suppression, supplement

Procedia PDF Downloads 180
5739 The Current Situation of Ang Thong Province’s Court Doll Distribution

Authors: Phutthiwat Waiyawuththanapoom

Abstract:

This research is objected to study the pattern and channel of distribution of Ang Thong’s court doll OTOP product and try to develop the quality of distribution of the court doll product. The population of this research is 50 court doll manufacturers of Ang Thong’s court doll. The data and information was collected by using the questionnaire and use percentage, mean and standard deviation as an analysis tools. The distribution channel of Ang Thong’s court doll can be separated into 3 channels which are direct distribution from the manufacturer, via the middleman and via the co-operated manufacturing group. In the direct distribution from the manufacturer channel, it was found that the manufacturer is given the highest rate of importance to how they keep the inventory. In the distribution via the middleman channel, it was found that the manufacturer is given the highest rate of importance to the distribution efficiency. But in the distribution via the co-operated manufacturing group, it was found that the manufacturer is given the highest rate of importance to the public relationship.

Keywords: distribution, court doll, Ang Thong province, business and social sciences

Procedia PDF Downloads 272
5738 Structural and Leaching Properties of Irradiated Lead Commercial Glass by Using XRD, Ultrasonic, UV-VIS and AAS Technique

Authors: N. H. Alias, S. A. Aziz, Y. Abdullah, H. M. Kamari, S. Sani, M. P. Ismail, N. U. Saidin, N. A. A. Salim, N. E. E. Abdullah

Abstract:

Gamma (γ) irradiation study has been investigated on the 6 rectangular shape of the standard X-Ray lead glass with 5/16” thick, providing 2.00 mm lead shielding value; at selected Sievert doses (C1; 0, C2; 0.07, C3; 0.035, C4; 0.07, C5; 0.105 and C6; 0.14) by using (XRD) X-ray Diffraction techniques, ultrasonic and (UV-VIS) Ultraviolet-Visible Spectroscopy. Concentration of lead in 0.5 N acid nitric (HNO3) environments is then studied by means of Atomic Absorption Spectroscopy (AAS) as to observe the glass corrosion behavior after irradiation at room temperature. This type of commercial glass is commonly used as radiation shielding glass in medical application.

Keywords: gamma irradiation, lead glass, leaching, structural

Procedia PDF Downloads 391
5737 Design and Simulation of a Radiation Spectrometer Using Scintillation Detectors

Authors: Waleed K. Saib, Abdulsalam M. Alhawsawi, Essam Banoqitah

Abstract:

The idea of this research is to design a radiation spectrometer using LSO scintillation detector coupled to a C series of SiPM (silicon photomultiplier). The device can be used to detects gamma and X-ray radiation. This device is also designed to estimates the activity of the source contamination. The SiPM will detect light in the visible range above the threshold and read them as counts. Three gamma sources were used for these experiments Cs-137, Am-241 and Co-60 with various activities. These sources are applied for four experiments operating the SiPM as a spectrometer, energy resolution, pile-up set and efficiency. The SiPM is connected to a MCA to perform as a spectrometer. Cerium doped Lutetium Silicate (Lu₂SiO₅) with light yield 26000 photons/Mev coupled with the SiPM. As a result, all the main features of the Cs-137, Am-241 and Co-60 are identified in MCA. The experiment shows how photon energy and probability of interaction are inversely related. Total attenuation reduces as photon energy increases. An analytical calculation was made to obtain the FWHM resolution for each gamma source. The FWHM resolution for Am-241 (59 keV) is 28.75 %, for Cs-137 (662 keV) is 7.85 %, for Co-60 (1173 keV) is 4.46 % and for Co-60 (1332 keV) is 3.70%. Moreover, the experiment shows that the dead time and counts number decreased when the pile-up rejection was disabled and the FWHM decreased when the pile-up was enabled. The efficiencies were calculated at four different distances from the detector 2, 4, 8 and 16 cm. The detection efficiency was observed to declined exponentially with increasing distance from the detector face. Conclusively, the SiPM board operated with an LSO scintillator crystal as a spectrometer. The SiPM energy resolution for the three gamma sources used was a decent comparison to other PMTs.

Keywords: PMT, radiation, radiation detection, scintillation detectors, silicon photomultiplier, spectrometer

Procedia PDF Downloads 121
5736 Changes in EEG and Emotion Regulation in the Course of Inward-Attention Meditation Training

Authors: Yuchien Lin

Abstract:

This study attempted to investigate the changes in electroencephalography (EEG) and emotion regulation following eight-week inward-attention meditation training program. The subjects were 24 adults without meditation experiences divided into meditation and control groups. The quantitatively analyzed changes in psychophysiological parameters during inward-attention meditation, and evaluated the emotion scores assessed by the State-Trait Anxiety Inventory (STAI), the Positive and Negative Affect Schedule (PANAS), and the Emotion Regulation Scale (ERS). The results were found: (1) During meditation, significant EEG increased for theta-band activity in the frontal and the bilateral temporal areas, for alpha-band activity in the left and central frontal areas, and for gamma-band activity in the left frontal and the left temporal areas. (2) The meditation group had significantly higher positive affect in posttest than in pretest. (3) There was no significant difference in the changes of EEG spectral characteristics and emotion scores in posttest and pretest for the control group. In the present study, a unique meditative concentration task with a constant level of moderate mental effort focusing on the center of brain was used, so as to enhance frontal midline theta, alpha, and gamma-band activity. These results suggest that this mental training allows individual reach a specific mental state of relaxed but focused awareness. The gamma-band activity, in particular, enhanced over left frontoparietal area may suggest that inward-attention meditation training involves temporal integrative mechanisms and may induce short-term and long-term emotion regulation abilities.

Keywords: meditation, EEG, emotion regulation, gamma activity

Procedia PDF Downloads 182
5735 Analysis of Factors Affecting the Number of Infant and Maternal Mortality in East Java with Geographically Weighted Bivariate Generalized Poisson Regression Method

Authors: Luh Eka Suryani, Purhadi

Abstract:

Poisson regression is a non-linear regression model with response variable in the form of count data that follows Poisson distribution. Modeling for a pair of count data that show high correlation can be analyzed by Poisson Bivariate Regression. Data, the number of infant mortality and maternal mortality, are count data that can be analyzed by Poisson Bivariate Regression. The Poisson regression assumption is an equidispersion where the mean and variance values are equal. However, the actual count data has a variance value which can be greater or less than the mean value (overdispersion and underdispersion). Violations of this assumption can be overcome by applying Generalized Poisson Regression. Characteristics of each regency can affect the number of cases occurred. This issue can be overcome by spatial analysis called geographically weighted regression. This study analyzes the number of infant mortality and maternal mortality based on conditions in East Java in 2016 using Geographically Weighted Bivariate Generalized Poisson Regression (GWBGPR) method. Modeling is done with adaptive bisquare Kernel weighting which produces 3 regency groups based on infant mortality rate and 5 regency groups based on maternal mortality rate. Variables that significantly influence the number of infant and maternal mortality are the percentages of pregnant women visit health workers at least 4 times during pregnancy, pregnant women get Fe3 tablets, obstetric complication handled, clean household and healthy behavior, and married women with the first marriage age under 18 years.

Keywords: adaptive bisquare kernel, GWBGPR, infant mortality, maternal mortality, overdispersion

Procedia PDF Downloads 125
5734 Synthesis and Thermoluminescence Study of Nanocrystalline Radiation Dosimeter CaSO₄:Ce/Sm/Dy

Authors: Anant Pandey, Kanika Sharma, Vibha Chopra, Shaila Bahl, Pratik Kumar, S. P. Lochab, Birendra Singh

Abstract:

This paper reports the thermoluminescence (TL) properties of nanocrystalline CaSO₄ activated by Ce, Sm, and Dy. TL properties are investigated by chiefly changing the dopant element and also by varying the concentration of the dopant elements (from 0.05 mol % to 0.5 mol %) so as to establish the optimized dopant concentration for each of the activators. The method of salt preparation used is the typical chemical co-precipitation method and the technique used for characterization of the prepared samples is the X-Ray Diffraction (XRD) technique. Further, the phosphors are irradiated with gamma radiation from Co-60 (1.25 MeV) source (dose range- 30 Gy to 500 Gy). The optimized concentration (vis-a-vis TL peak intensity) of activator for CaSO₄:Ce is found to be 0.2 mol %, for CaSO₄:Sm it is 0.1 mol % and for CaSO₄:Dy it is 0.2 mol %. Further, the primary study of the TL response curves for all the three phosphors confirms linearity in the studied dose range (i.e., 30 Gy to 500 Gy). Finally, CaSO₄:Dy was also studied for its energy dependence property which plays an important role in defining the utility of a phosphor for dosimetric applications. The range of doses used for the energy dependence study was from 30 Gy to 500 Gy from Cs-137 (0.662 MeV). The nano-phosphors showed potential to be used as radiation dosimeter in the studied range of gamma radiation and thus must be studied for a wider range of doses.

Keywords: gamma radiation, nanocrystalline, radiation dosimetry, thermoluminescence

Procedia PDF Downloads 145
5733 Confidence Envelopes for Parametric Model Selection Inference and Post-Model Selection Inference

Authors: I. M. L. Nadeesha Jayaweera, Adao Alex Trindade

Abstract:

In choosing a candidate model in likelihood-based modeling via an information criterion, the practitioner is often faced with the difficult task of deciding just how far up the ranked list to look. Motivated by this pragmatic necessity, we construct an uncertainty band for a generalized (model selection) information criterion (GIC), defined as a criterion for which the limit in probability is identical to that of the normalized log-likelihood. This includes common special cases such as AIC & BIC. The method starts from the asymptotic normality of the GIC for the joint distribution of the candidate models in an independent and identically distributed (IID) data framework and proceeds by deriving the (asymptotically) exact distribution of the minimum. The calculation of an upper quantile for its distribution then involves the computation of multivariate Gaussian integrals, which is amenable to efficient implementation via the R package "mvtnorm". The performance of the methodology is tested on simulated data by checking the coverage probability of nominal upper quantiles and compared to the bootstrap. Both methods give coverages close to nominal for large samples, but the bootstrap is two orders of magnitude slower. The methodology is subsequently extended to two other commonly used model structures: regression and time series. In the regression case, we derive the corresponding asymptotically exact distribution of the minimum GIC invoking Lindeberg-Feller type conditions for triangular arrays and are thus able to similarly calculate upper quantiles for its distribution via multivariate Gaussian integration. The bootstrap once again provides a default competing procedure, and we find that similar comparison performance metrics hold as for the IID case. The time series case is complicated by far more intricate asymptotic regime for the joint distribution of the model GIC statistics. Under a Gaussian likelihood, the default in most packages, one needs to derive the limiting distribution of a normalized quadratic form for a realization from a stationary series. Under conditions on the process satisfied by ARMA models, a multivariate normal limit is once again achieved. The bootstrap can, however, be employed for its computation, whence we are once again in the multivariate Gaussian integration paradigm for upper quantile evaluation. Comparisons of this bootstrap-aided semi-exact method with the full-blown bootstrap once again reveal a similar performance but faster computation speeds. One of the most difficult problems in contemporary statistical methodological research is to be able to account for the extra variability introduced by model selection uncertainty, the so-called post-model selection inference (PMSI). We explore ways in which the GIC uncertainty band can be inverted to make inferences on the parameters. This is being attempted in the IID case by pivoting the CDF of the asymptotically exact distribution of the minimum GIC. For inference one parameter at a time and a small number of candidate models, this works well, whence the attained PMSI confidence intervals are wider than the MLE-based Wald, as expected.

Keywords: model selection inference, generalized information criteria, post model selection, Asymptotic Theory

Procedia PDF Downloads 55
5732 Effect of Pack Aluminising Conditions on βNiAl Coatings

Authors: A. D. Chandio, P. Xiao

Abstract:

In this study, nickel aluminide coatings were deposited onto CMSX-4 single crystal superalloy and pure Ni substrates by using in-situ chemical vapour deposition (CVD) technique. The microstructural evolutions and coating thickness (CT) were studied upon the variation of processing conditions i.e. time and temperature. The results demonstrated (under identical conditions) that coating formed on pure Ni contains no substrate entrapments and have lower CT in comparison to one deposited on the CMSX-4 counterpart. In addition, the interdiffusion zone (IDZ) of Ni substrate is a γ’-Ni3Al in comparison to the CMSX-4 alloy that is βNiAl phase. The higher CT on CMSX-4 superalloy is attributed to presence of γ-Ni/γ’-Ni3Al structure which contains ~ 15 at.% Al before deposition (that is already present in superalloy). Two main deposition parameters (time and temperature) of the coatings were also studied in addition to standard comparison of substrate effects. The coating formation time was found to exhibit profound effect on CT, whilst temperature was found to change coating activities. In addition, the CT showed linear trend from 800 to 1000 °C, thereafter reduction was observed. This was attributed to the change in coating activities.

Keywords: βNiAl, in-situ CVD, CT, CMSX-4, Ni, microstructure

Procedia PDF Downloads 197