Search results for: generalized inverse

Authors: Balgaisha Mukanova, Natalya Glazyrina, Sergey Glazyrin

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The formulated problem of optimization of the technological process of water treatment for thermal power plants is considered in this article. The problem is of multiparametric nature. To optimize the process, namely, reduce the amount of waste water, a new technology was developed to reuse such water. A mathematical model of the technology of wastewater reuse was developed. Optimization parameters were determined. The model consists of a material balance equation, an equation describing the kinetics of ion exchange for the non-equilibrium case and an equation for the ion exchange isotherm. The material balance equation includes a nonlinear term that depends on the kinetics of ion exchange. A direct problem of calculating the impurity concentration at the outlet of the water treatment plant was numerically solved. The direct problem was approximated by an implicit point-to-point computation difference scheme. The inverse problem was formulated as relates to determination of the parameters of the mathematical model of the water treatment plant operating in non-equilibrium conditions. The formulated inverse problem was solved. Following the results of calculation the time of start of the filter regeneration process was determined, as well as the period of regeneration process and the amount of regeneration and wash water. Multi-parameter optimization of water treatment process for thermal power plants allowed decreasing the amount of wastewater by 15%.

Keywords: direct problem, multiparametric optimization, optimization parameters, water treatment

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Authors: Avinoam Rabinovich

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CO₂ geological storage is a proven technology for reducing anthropogenic carbon emissions, which is paramount for achieving the ambitious net zero emissions goal. Core flooding experiments are an important step in any CO₂ storage project, allowing us to gain information on the flow of CO₂ and brine in the porous rock extracted from the reservoir. This information is important for understanding basic mechanisms related to CO₂ geological storage as well as for reservoir modeling, which is an integral part of a field project. In this work, a different method for constructing accurate models of CO₂-brine core flooding will be presented. Results for synthetic cases and real experiments will be shown and compared with numerical models to exhibit their predictive capabilities. Furthermore, the various mechanisms which impact the CO₂ distribution and trapping in the rock samples will be discussed, and examples from models and experiments will be provided. The new method entails solving an inverse problem to obtain a three-dimensional permeability distribution which, along with the relative permeability and capillary pressure functions, constitutes a model of the flow experiments. The model is more accurate when data from a number of experiments are combined to solve the inverse problem. This model can then be used to test various other injection flow rates and fluid fractions which have not been tested in experiments. The models can also be used to bridge the gap between small-scale capillary heterogeneity effects (sub-core and core scale) and large-scale (reservoir scale) effects, known as the upscaling problem.

Keywords: CO₂ geological storage, residual trapping, capillary heterogeneity, core flooding, CO₂-brine flow

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Authors: Jie Liu, Jinqu Cheng, Qiyuan Peng, Yong Yin

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Urban rail transit (URT) plays a significant role in dealing with traffic congestion and environmental problems in cities. However, equipment failure and obstruction of links often lead to URT links’ capacities loss in daily operation. It affects the reliability and transport service quality of URT network seriously. In order to measure the influence of links’ capacities loss on reliability and transport service quality of URT network, passengers are divided into three categories in case of links’ capacities loss. Passengers in category 1 are less affected by the loss of links’ capacities. Their travel is reliable since their travel quality is not significantly reduced. Passengers in category 2 are affected by the loss of links’ capacities heavily. Their travel is not reliable since their travel quality is reduced seriously. However, passengers in category 2 still can travel on URT. Passengers in category 3 can not travel on URT because their travel paths’ passenger flow exceeds capacities. Their travel is not reliable. Thus, the proportion of passengers in category 1 whose travel is reliable is defined as reliability indicator of URT network. The transport service quality of URT network is related to passengers’ travel time, passengers’ transfer times and whether seats are available to passengers. The generalized travel cost is a comprehensive reflection of travel time, transfer times and travel comfort. Therefore, passengers’ average generalized travel cost is used as transport service quality indicator of URT network. The impact of links’ capacities loss on transport service quality of URT network is measured with passengers’ relative average generalized travel cost with and without links’ capacities loss. The proportion of the passengers affected by links and betweenness of links are used to determine the important links in URT network. The stochastic user equilibrium distribution model based on the improved logit model is used to determine passengers’ categories and calculate passengers’ generalized travel cost in case of links’ capacities loss, which is solved with method of successive weighted averages algorithm. The reliability and transport service quality indicators of URT network are calculated with the solution result. Taking Wuhan Metro as a case, the reliability and transport service quality of Wuhan metro network is measured with indicators and method proposed in this paper. The result shows that using the proportion of the passengers affected by links can identify important links effectively which have great influence on reliability and transport service quality of URT network; The important links are mostly connected to transfer stations and the passenger flow of important links is high; With the increase of number of failure links and the proportion of capacity loss, the reliability of the network keeps decreasing, the proportion of passengers in category 3 keeps increasing and the proportion of passengers in category 2 increases at first and then decreases; When the number of failure links and the proportion of capacity loss increased to a certain level, the decline of transport service quality is weakened.

Keywords: urban rail transit network, reliability, transport service quality, links’ capacities loss, important links

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Authors: Eyad Talal Attar

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Epilepsy is a prevalent neurological condition that impacts a considerable population of around 50 million individuals globally, rendering it one of the most widespread neurological disorders. The condition is distinguished by recurring seizures, which are abrupt and transient disruptions in a cerebral activity that can induce alterations in perception, conduct, and awareness. Seizures can be classified as focal or generalized, based on the specific site and scope of the atypical brain activity. Focal seizures are identified by confinement to a particular brain area and can elicit localized manifestations. Generalized seizures are identified by extensive electrical activity throughout the brain, and they can appear in various symptoms such as convulsions, muscle rigidity, and loss of consciousness. This study represents seven individuals chosen according to the number of seizures in the range of three to five seizure and investigates the ability to detect brain seizure activity. The EEG recording Siena Scalp Database was used from PhysioNet databases. EEGLAB is a robust tool utilized for processing and analyzing electroencephalogram (EEG) data and is used to analyze the raw data. The efficacy of Independent Component Analysis ICA algorithms has been demonstrated in the separation of arterial EEG sources and neuronal-generated EEG sources.

Keywords: EEG, MATLAB software, power spectral density, PSD, signal analysis, attention, alpha, beta, gamma

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Authors: Wanessa G. Oliveira, Fernando C. Capovilla

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Capovilla and Raphael’s Libras Dictionary documents a corpus of 4,200 Brazilian Sign Language (Libras) signs. Duduchi and Capovilla’s software SignTracking permits users to retrieve signs even when ignoring the gloss corresponding to it and to discover the meaning of all 4,200 signs sign simply by clicking on graphic menus of the sign characteristics (phonemes). Duduchi and Capovilla have discovered that the ease with which any given sign can be retrieved is an inverse function of the average popularity of its component phonemes. Thus, signs composed of rare (distinct) phonemes are easier to retrieve than are those composed of common phonemes. SignTracking offers a means of computing the average popularity of the phonemes that make up each one of 4,200 signs. It provides a precise measure of the degree of ease with which signs can be retrieved, and sign meanings can be discovered. Duduchi and Capovilla’s logarithmic model proved valid: The degree with which any given sign can be retrieved is an inverse function of the arithmetic mean of the logarithm of the popularity of each component phoneme. Capovilla, Raphael and Mauricio’s New Libras Dictionary documents a corpus of 10,400 Libras signs. The present analysis revealed Libras DNA structure by mapping the incidence of 501 sign phonemes resulting from the layered distribution of five parameters: 163 handshape phonemes (CherEmes-ManusIculi); 34 finger shape phonemes (DactilEmes-DigitumIculi); 55 hand placement phonemes (ArtrotoToposEmes-ArticulatiLocusIculi); 173 movement dimension phonemes (CinesEmes-MotusIculi) pertaining to direction, frequency, and type; and 76 Facial Expression phonemes (MascarEmes-PersonalIculi).

Keywords: Brazilian sign language, lexical retrieval, libras sign, sign phonology

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Authors: Sebastian Kölbl, Thomas Reitmaier, Mathias Hartmann

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Trial and error approaches to adapt wearable support structures to human physiology are time consuming and elaborate. However, during preliminary design, the focus lies on understanding the interaction between exoskeleton and the human body in terms of forces and moments, namely body mechanics. For the study at hand, a multi-body simulation approach has been enhanced to evaluate actual forces and moments in a human dummy model with and without a digital mock-up of an active exoskeleton. Therefore, different motion data have been gathered and processed to perform a musculosceletal analysis. The motion data are ground reaction forces, electromyography data (EMG) and human motion data recorded with a marker-based motion capture system. Based on the experimental data, the response of the human dummy model has been calibrated. Subsequently, the scalable human dummy model, in conjunction with the motion data, is connected with the exoskeleton structure. The results of the human-machine interaction (HMI) simulation platform are in particular resulting contact forces and human joint forces to compare with admissible values with regard to the human physiology. Furthermore, it provides feedback for the sizing of the exoskeleton structure in terms of resulting interface forces (stress justification) and the effect of its compliance. A stepwise approach for the setup and validation of the modeling strategy is presented and the potential for a more time and cost-effective development of wearable support structures is outlined.

Keywords: assistive devices, ergonomic design, inverse dynamics, inverse kinematics, multibody simulation

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Authors: Dmitry Yu. Korulkin, Raissa A. Muzychkina, Evgenii N. Kojaev

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In review the generalized data about biological activity of anthraquinone-containing plants and specimens on their basis is presented. Data of traditional medicine, results of bioscreening and clinical researches of specimens are analyzed.

Keywords: anthraquinones, physiologically active substances, phytopreparation, Ramon

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Authors: Babak Safaei, A. M. Fattahi

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In the present study we have investigated axial buckling characteristics of nanocomposite beams reinforced by single-walled carbon nanotubes (SWCNTs). Various types of beam theories including Euler-Bernoulli beam theory, Timoshenko beam theory and Reddy beam theory were used to analyze the buckling behavior of carbon nanotube-reinforced composite beams. Generalized differential quadrature (GDQ) method was utilized to discretize the governing differential equations along with four commonly used boundary conditions. The material properties of the nanocomposite beams were obtained using molecular dynamic (MD) simulation corresponding to both short-(10,10) SWCNT and long-(10,10) SWCNT composites which were embedded by amorphous polyethylene matrix. Then the results obtained directly from MD simulations were matched with those calculated by the mixture rule to extract appropriate values of carbon nanotube efficiency parameters accounting for the scale-dependent material properties. The selected numerical results were presented to indicate the influences of nanotube volume fractions and end supports on the critical axial buckling loads of nanocomposite beams relevant to long- and short-nanotube composites.

Keywords: nanocomposites, molecular dynamics simulation, axial buckling, generalized differential quadrature (GDQ)

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Authors: Younes Abed

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The successful application of in-situ testing of soils heavily depends on development of interpretation methods of tests. The pressuremeter test simulates the expansion of a cylindrical cavity and because it has well defined boundary conditions, it is more unable to rigorous theoretical analysis (i. e. cavity expansion theory) then most other in-situ tests. In this article, and in order to make the identification process more convenient, we propose a relatively simple procedure which involves the numerical identification of some mechanical parameters of a granular soil, especially, the elastic modulus and the friction angle from a pressuremeter curve. The procedure, applied here to identify the parameters of generalised prager model associated to the Drucker & Prager criterion from a pressuremeter curve, is based on an inverse analysis approach, which consists of minimizing the function representing the difference between the experimental curve and the curve obtained by integrating the model along the loading path in in-situ testing. The numerical process implemented here is based on the established finite element program. We present a validation of the proposed approach by a database of tests on expansion of cylindrical cavity. This database consists of four types of tests; thick cylinder tests carried out on the Hostun RF sand, pressuremeter tests carried out on the Hostun sand, in-situ pressuremeter tests carried out at the site of Fos with marine self-boring pressuremeter and in-situ pressuremeter tests realized on the site of Labenne with Menard pressuremeter.

Keywords: granular soils, cavity expansion, pressuremeter test, finite element method, identification procedure

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Authors: Abdelmalek Ouannou, Adil Brouri, Laila Kadi, Tarik

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Switched reluctance motor (SRM) has a major interest in a large domain as in electric vehicle driving because of its wide range of speed operation, high performances, low cost, and robustness to run under degraded conditions. The purpose of the paper is to develop a new analytical approach for modeling SRM parameters. Then, an identification scheme is proposed to obtain the SRM parameters. Since the SRM is featured by a highly nonlinear behavior, modeling these devices is difficult. Then, it is convenient to develop an accurate model describing the SRM. Furthermore, it is always operated in the magnetically saturated mode to maximize the energy transfer. Accordingly, it is shown that the SRM can be accurately described by a generalized polynomial Hammerstein model, i.e., the parallel connection of several Hammerstein models having polynomial nonlinearity. Presently an analytical identification method is developed using a chirp excitation signal. Afterward, the parameters of the obtained model have been determined using Finite Element Method analysis. Finally, in order to show the effectiveness of the proposed method, a comparison between the true and estimate models has been performed. The obtained results show that the output responses are very close.

Keywords: switched reluctance motor, swept-sine signal, generalized Hammerstein model, nonlinear system

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Authors: A. Fettahoglu

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Theory of viscoelasticity is used by many researchers to represent behavior of many materials such as pavements on roads or bridges. Several researches used analytical methods and rheology to predict the material behaviors of simple models. Today, more complex engineering structures are analyzed using Finite Element Method, in which material behavior is embedded by means of three dimensional viscoelastic material laws. As a result, structures of unordinary geometry and domain like pavements of bridges can be analyzed by means of Finite Element Method and three dimensional viscoelastic equations. In the scope of this study, rheological models embedded in ANSYS, namely, generalized Maxwell elements and Prony series, which are two methods used by ANSYS to represent viscoelastic material behavior, are presented explicitly. Subsequently, a practical problem, which has an analytical solution given in literature, is used to verify the applicability of viscoelasticity tool embedded in ANSYS. Finally, amount of error in the results of ANSYS is compared with the analytical results to indicate the influence of used method and time step size.

Keywords: generalized Maxwell model, finite element method, prony series, time step size, viscoelasticity

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Authors: Giselle Maggie Fer Castañeda, Diego Iván González

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The objective of this work was to study the autoshaped choice behavior in the Donahoe, Burgos and Palmer (DBP) neural network model and analyze it under the matching law. Autoshaped choice can be viewed as a form of economic behavior defined as the preference between alternatives according to their relative outcomes. The Donahoe, Burgos and Palmer (DBP) model is a connectionist proposal that unifies operant and Pavlovian conditioning. This model has been used for more than three decades as a neurobehavioral explanation of conditioning phenomena, as well as a generator of predictions suitable for experimental testing with non-human animals and humans. The study consisted of different simulations in which, in each one, a ratio of reinforcement was established for two alternatives, and the responses (i.e., activations) in each of them were measured. Choice studies with animals have demonstrated that the data generally conform closely to the generalized matching law equation, which states that the response ratio equals proportionally to the reinforcement ratio; therefore, it was expected to find similar results with the neural networks of the Donahoe, Burgos and Palmer (DBP) model since these networks have simulated and predicted various conditioning phenomena. The results were analyzed by the generalized matching law equation, and it was observed that under some contingencies, the data from the networks adjusted approximately to what was established by the equation. Implications and limitations are discussed.

Keywords: matching law, neural networks, computational models, behavioral sciences

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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: 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: 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: 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: 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: Khanh To Duc, Monica Chiogna, Gianfranco Adimari

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With three diagnostic categories, assessment of the performance of diagnostic tests is achieved by the analysis of the receiver operating characteristic (ROC) surface, which generalizes the ROC curve for binary diagnostic outcomes. The volume under the ROC surface (VUS) is a summary index usually employed for measuring the overall diagnostic accuracy. When the true disease status can be exactly assessed by means of a gold standard (GS) test, unbiased nonparametric estimators of the ROC surface and VUS are easily obtained. In practice, unfortunately, disease status verification via the GS test could be unavailable for all study subjects, due to the expensiveness or invasiveness of the GS test. Thus, often only a subset of patients undergoes disease verification. Statistical evaluations of diagnostic accuracy based only on data from subjects with verified disease status are typically biased. This bias is known as verification bias. Here, we consider the problem of correcting for verification bias when continuous diagnostic tests for three-class disease status are considered. We assume that selection for disease verification does not depend on disease status, given test results and other observed covariates, i.e., we assume that the true disease status, when missing, is missing at random. Under this assumption, we discuss several solutions for ROC surface analysis based on imputation and re-weighting methods. In particular, verification bias-corrected estimators of the ROC surface and of VUS are proposed, namely, full imputation, mean score imputation, inverse probability weighting and semiparametric efficient estimators. Consistency and asymptotic normality of the proposed estimators are established, and their finite sample behavior is investigated by means of Monte Carlo simulation studies. Two illustrations using real datasets are also given.

Keywords: imputation, missing at random, inverse probability weighting, ROC surface analysis

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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: 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: Robert Caulk

Abstract:

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: Didier Auroux, Vladimir Groza

Abstract:

This work is part of STEEP Marie-Curie ITN project, and it focuses on the identification of unknown parameters of the proposed generic Abrasive WaterJet Milling (AWJM) PDE model, that appears as an ill-posed inverse problem. The necessity of studying this problem comes from the industrial milling applications where the possibility to predict and model the final surface with high accuracy is one of the primary tasks in the absence of any knowledge of the model parameters that should be used. In this framework, we propose the identification of model parameters by minimizing a cost function, measuring the difference between experimental and numerical solutions. The adjoint approach based on corresponding Lagrangian gives the opportunity to find out the unknowns of the AWJM model and their optimal values that could be used to reproduce the required trench profile. Due to the complexity of the nonlinear problem and a large number of model parameters, we use an automatic differentiation software tool (TAPENADE) for the adjoint computations. By adding noise to the artificial data, we show that in fact the parameter identification problem is highly unstable and strictly depends on input measurements. Regularization terms could be effectively used to deal with the presence of data noise and to improve the identification correctness. Based on this approach we present results in 2D and 3D of the identification of the model parameters and of the surface prediction both with self-generated data and measurements obtained from the real production. Considering different types of model and measurement errors allows us to obtain acceptable results for manufacturing and to expect the proper identification of unknowns. This approach also gives us the ability to distribute the research on more complex cases and consider different types of model and measurement errors as well as 3D time-dependent model with variations of the jet feed speed.

Keywords: Abrasive Waterjet Milling, inverse problem, model parameters identification, regularization

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Authors: Yelbek B. Utepov, Assel T. Mukhamejanova, Aliya K. Aldungarova, Aida G. Nazarova, Sabit A. Karaulov, Nurgul T. Alibekova, Aigul K. Kozhas, Dias Kazhimkanuly, Akmaral K. Tleubayeva

Abstract:

This research focuses on enhancing geotechnical surveying for foundation design through the spatial interpolation of intermediate soil properties. Traditional geotechnical practices rely on discrete data from borehole drilling, soil sampling, and laboratory analyses, often neglecting the continuous nature of soil properties and disregarding values in intermediate locations. This study challenges these omissions by emphasizing interpolation techniques such as Kriging, Inverse Distance Weighting, and Spline interpolation to capture the nuanced spatial variations in soil properties. The methodology is applied to geotechnical survey data from two construction sites in Astana, Kazakhstan, revealing continuous representations of Young's Modulus, Cohesion, and Friction Angle. The spatial heatmaps generated through interpolation offered valuable insights into the subsurface environment, highlighting heterogeneity and aiding in more informed foundation design decisions for considered cites. Moreover, intriguing patterns of heterogeneity, as well as visual clusters and transitions between soil classes, were explored within seemingly uniform layers. The study bridges the gap between discrete borehole samples and the continuous subsurface, contributing to the evolution of geotechnical engineering practices. The proposed approach, utilizing open-source software geographic information systems, provides a practical tool for visualizing soil characteristics and may pave the way for future advancements in geotechnical surveying and foundation design.

Keywords: soil mechanical properties, spatial interpolation, inverse distance weighting, heatmaps

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

Abstract:

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: Shraddha Srivastava, N. K. Painuly, S. P. Mishra, Navin Singh, Muhsin Punchankandy, Kirti Srivastava, M. L. B. Bhatt

Abstract:

Various optimization methods used in interstitial brachytherapy are based on dwell positions and dwell weights alteration to produce dose distribution based on the implant geometry. Since these optimization schemes are not anatomy based, they could lead to deviations from the desired plan. This study was henceforth carried out to compare anatomy-based Inverse Planning Simulated Annealing (IPSA) optimization technique with graphical and geometrical optimization methods in interstitial high dose rate brachytherapy planning of cervical carcinoma. Six patients with 12 CT data sets of MUPIT implants in HDR brachytherapy of cervical cancer were prospectively studied. HR-CTV and organs at risk (OARs) were contoured in Oncentra treatment planning system (TPS) using GYN GEC-ESTRO guidelines on cervical carcinoma. Three sets of plans were generated for each fraction using IPSA, graphical optimization (GrOPT) and geometrical optimization (GOPT) methods. All patients were treated to a dose of 20 Gy in 2 fractions. The main objective was to cover at least 95% of HR-CTV with 100% of the prescribed dose (V100 ≥ 95% of HR-CTV). IPSA, GrOPT, and GOPT based plans were compared in terms of target coverage, OAR doses, homogeneity index (HI) and conformity index (COIN) using dose-volume histogram (DVH). Target volume coverage (mean V100) was found to be 93.980.87%, 91.341.02% and 85.052.84% for IPSA, GrOPT and GOPT plans respectively. Mean D90 (minimum dose received by 90% of HR-CTV) values for IPSA, GrOPT and GOPT plans were 10.19 ± 1.07 Gy, 10.17 ± 0.12 Gy and 7.99 ± 1.0 Gy respectively, while D100 (minimum dose received by 100% volume of HR-CTV) for IPSA, GrOPT and GOPT plans was 6.55 ± 0.85 Gy, 6.55 ± 0.65 Gy, 4.73 ± 0.14 Gy respectively. IPSA plans resulted in lower doses to the bladder (D₂

Keywords: cervical cancer, HDR brachytherapy, IPSA, MUPIT

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Authors: Sarah Almuhayya, Andrew Mcbain, Gavin Humphreys

Abstract:

Background. The microbiome of the upper respiratory tract (URT) has received less research attention than other body sites. This study aims to investigate the microbial ecology of the human URT with a focus on the antagonism between the corynebacteria and staphylococci. Methods. Mucosal swabs were collected from the anterior nares and nasal turbinates of 20 healthy adult subjects. Genomic DNA amplification targeting the (V4) of the 16Sr RNA gene was conducted and analyzed using QIIME. Nasal swab isolates were cultured and identified using near full-length sequencing of the 16S rRNA gene. Isolates identified as corynebacteria or staphylococci were typed using (rep-PCR). Antagonism was determined using an agar-based inhibition assay. Results. Four major bacterial phyla (Actinobacteria, Bacteroidetes, Firmicutes, and Proteobacteria) were identified from all volunteers. The typing of cultured staphylococci and corynebacteria suggested that intra-individual strain diversity was limited. Analysis of generated nasal microbiota profiles suggested an inverse correlation in terms of relative abundance between staphylococci and corynebacteria. Despite the apparent antagonism between these genera, it was limited when investigated on agar. Of 1000 pairwise interactions, observable zones of inhibition were only reported between a single strain of C.pseudodiphtheriticum and S.aureus. Imaging under EM revealed this effect to be bactericidal with clear lytic effects on staphylococcal cell morphology. Conclusion. Nasal microbiota is complex, but culturable staphylococci and corynebacteria were limited in terms of clone type. Analysis of generated nasal microbiota profiles suggested an inverse correlation in terms of relative abundance between these genera suggesting an antagonism or competition between these taxonomic groups.

Keywords: nasal, microbiota, S.aureus, microbioal interaction

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