Search results for: generalized random graphs

Authors: Razieh Khalafi

Abstract:

Myocardial infarction (MI) or acute myocardial infarction (AMI), commonly known as a heart attack, occurs when blood flow stops to part of the heart causing damage to the heart muscle. An ECG can often show evidence of a previous heart attack or one that's in progress. The patterns on the ECG may indicate which part of your heart has been damaged, as well as the extent of the damage. In chaos theory, the correlation dimension is a measure of the dimensionality of the space occupied by a set of random points, often referred to as a type of fractal dimension. In this research by considering ECG signal as a random walk we work on forecasting the oncoming heart attack by analyzing the ECG signals using the correlation dimension. In order to test the model a set of ECG signals for patients before and after heart attack was used and the strength of model for forecasting the behavior of these signals were checked. Results shows this methodology can forecast the ECG and accordingly heart attack with high accuracy.

Keywords: heart attack, ECG, random walk, correlation dimension, forecasting

Procedia PDF Downloads 504

Authors: Katsumi Hirata

Abstract:

To develop the useful acoustic environmental recognition system, the method of estimating 3D-position of a stationary random acoustic source using bispectral analysis of 4-point detected signals is proposed. The method uses information about amplitude attenuation and propagation delay extracted from amplitude ratios and angles of auto- and cross-bispectra of the detected signals. It is expected that using bispectral analysis affects less influence of Gaussian noises than using conventional power spectral one. In this paper, the basic principle of the method is mentioned first, and its validity and features are considered from results of the fundamental experiments assumed ideal circumstances.

Keywords: 4-point detection, a stationary random acoustic source, auto- and cross-bispectra, estimation of 3D-position

Procedia PDF Downloads 331

Authors: Leonardo A. Ambrosio, Carlos. H. Silva Santos, Ivan E. L. Rodrigues, Ayumi K. de Campos, Leandro A. Machado

Abstract:

In this work, we propose an algorithm developed under Python language for the modeling of ordinary scalar Bessel beams and their discrete superpositions and subsequent calculation of optical forces exerted over dielectric spherical particles. The mathematical formalism, based on the generalized Lorenz-Mie theory, is implemented in Python for its large number of free mathematical (as SciPy and NumPy), data visualization (Matplotlib and PyJamas) and multiprocessing libraries. We also propose an approach, provided by a synchronized Software as Service (SaaS) in cloud computing, to develop a user interface embedded on a mobile application, thus providing users with the necessary means to easily introduce desired unknowns and parameters and see the graphical outcomes of the simulations right at their mobile devices. Initially proposed as a free Android-based application, such an App enables data post-processing in cloud-based architectures and visualization of results, figures and numerical tables.

Keywords: Bessel Beams and Frozen Waves, Generalized Lorenz-Mie Theory, Numerical Methods, optical forces

Procedia PDF Downloads 353

Authors: G. C. Tikkiwal, Mukesh Upadhyay

Abstract:

During the surveillance operations at war or peace time, the Radar operator gets a scatter of targets over the screen. This may be a tracked vehicle like tank vis-à-vis T72, BMP etc, or it may be a wheeled vehicle like ALS, TATRA, 2.5Tonne, Shaktiman or moving the army, moving convoys etc. The radar operator selects one of the promising targets into single target tracking (STT) mode. Once the target is locked, the operator gets a typical audible signal into his headphones. With reference to the gained experience and training over the time, the operator then identifies the random target. But this process is cumbersome and is solely dependent on the skills of the operator, thus may lead to misclassification of the object. In this paper, we present a technique using mathematical and statistical methods like fast fourier transformation (FFT) and principal component analysis (PCA) to identify the random objects. The process of classification is based on transforming the audible signature of target into music octave-notes. The whole methodology is then automated by developing suitable software. This automation increases the efficiency of identification of the random target by reducing the chances of misclassification. This whole study is based on live data.

Keywords: radar target, FFT, principal component analysis, eigenvector, octave-notes, DSP

Procedia PDF Downloads 369

Authors: Xianwei Zheng, Yuan Yan Tang

Abstract:

Classical window Fourier transform has been widely used in signal processing, image processing, machine learning and pattern recognition. The related Gabor transform is powerful enough to capture the texture information of any given dataset. Recently, in the emerging field of graph signal processing, researchers devoting themselves to develop a graph signal processing theory to handle the so-called graph signals. Among the new developing theory, windowed graph Fourier transform has been constructed to establish a time-frequency analysis framework of graph signals. The windowed graph Fourier transform is defined by using the translation and modulation operators of graph signals, following the similar calculations in classical windowed Fourier transform. Specifically, the translation and modulation operators of graph signals are defined by using the Laplacian eigenvectors as follows. For a given graph signal, its translation is defined by a similar manner as its definition in classical signal processing. Specifically, the translation operator can be defined by using the Fourier atoms; the graph signal translation is defined similarly by using the Laplacian eigenvectors. The modulation of the graph can also be established by using the Laplacian eigenvectors. The windowed graph Fourier transform based on these two operators has been applied to obtain time-frequency representations of graph signals. Fundamentally, the modulation operator is defined similarly to the classical modulation by multiplying a graph signal with the entries in each Fourier atom. However, a single Laplacian eigenvector entry cannot play a similar role as the Fourier atom. This definition ignored the relationship between the translation and modulation operators. In this paper, a new definition of the modulation operator is proposed and thus another time-frequency framework for graph signal is constructed. Specifically, the relationship between the translation and modulation operations can be established by the Fourier transform. Specifically, for any signal, the Fourier transform of its translation is the modulation of its Fourier transform. Thus, the modulation of any signal can be defined as the inverse Fourier transform of the translation of its Fourier transform. Therefore, similarly, the graph modulation of any graph signal can be defined as the inverse graph Fourier transform of the translation of its graph Fourier. The novel definition of the graph modulation operator established a relationship of the translation and modulation operations. The new modulation operation and the original translation operation are applied to construct a new framework of graph signal time-frequency analysis. Furthermore, a windowed graph Fourier frame theory is developed. Necessary and sufficient conditions for constructing windowed graph Fourier frames, tight frames and dual frames are presented in this paper. The novel graph signal time-frequency analysis framework is applied to signals defined on well-known graphs, e.g. Minnesota road graph and random graphs. Experimental results show that the novel framework captures new features of graph signals.

Keywords: graph signals, windowed graph Fourier transform, windowed graph Fourier frames, vertex frequency analysis

Procedia PDF Downloads 311

Authors: Halil Ibrahim Demir, Alper Goksu, Onur Canpolat, Caner Erden, Melek Nur

Abstract:

Traditionally process planning, scheduling and due date assignment are performed sequentially and separately. High interrelation between these functions makes integration very useful. Although there are numerous works on integrated process planning and scheduling and many works on scheduling with due date assignment, there are only a few works on the integration of these three functions. Here we tested the different integration levels of these three functions and found a fully integrated version as the best. We applied genetic search and random search and genetic search was found better compared to the random search. We penalized all earliness, tardiness and due date related costs. Since all these three terms are all undesired, it is better to penalize all of them.

Keywords: process planning, scheduling, due-date assignment, genetic algorithm, random search

Procedia PDF Downloads 351

Authors: Chaghoub Soraya, Zhang Xiaoyan

Abstract:

This research presents the first constant approximation algorithm to the p-median network design problem with multiple cable types. This problem was addressed with a single cable type and there is a bifactor approximation algorithm for the problem. To the best of our knowledge, the algorithm proposed in this paper is the first constant approximation algorithm for the p-median network design with multiple cable types. The addressed problem is a combination of two well studied problems which are p-median problem and network design problem. The introduced algorithm is a random sampling approximation algorithm of constant factor which is conceived by using some random sampling techniques form the literature. It is based on a redistribution Lemma from the literature and a steiner tree problem as a subproblem. This algorithm is simple, and it relies on the notions of random sampling and probability. The proposed approach gives an approximation solution with one constant ratio without violating any of the constraints, in contrast to the one proposed in the literature. This paper provides a (21 + 2)-approximation algorithm for the p-median network design problem with multiple cable types using random sampling techniques.

Keywords: approximation algorithms, buy-at-bulk, combinatorial optimization, network design, p-median

Procedia PDF Downloads 165

Authors: Razi Khalafi

Abstract:

Myocardial Infarction (MI) or acute Myocardial Infarction (AMI), commonly known as a heart attack, occurs when blood flow stops to part of the heart causing damage to the heart muscle. An ECG can often show evidence of a previous heart attack or one that's in progress. The patterns on the ECG may indicate which part of your heart has been damaged, as well as the extent of the damage. In chaos theory, the correlation dimension is a measure of the dimensionality of the space occupied by a set of random points, often referred to as a type of fractal dimension. In this research by considering ECG signal as a random walk we work on forecasting the oncoming heart attack by analysing the ECG signals using the correlation dimension. In order to test the model a set of ECG signals for patients before and after heart attack was used and the strength of model for forecasting the behaviour of these signals were checked. Results show this methodology can forecast the ECG and accordingly heart attack with high accuracy.

Keywords: heart attack, ECG, random walk, correlation dimension, forecasting

Procedia PDF Downloads 467

Authors: Thanh Noi Phan, Martin Kappas, Jan Degener

Abstract:

The currently launched Sentinel 2 (S2) satellite (June, 2015) bring a great potential and opportunities for land use/cover map applications, due to its fine spatial resolution multispectral as well as high temporal resolutions. So far, there are handful studies using S2 real data for land cover classification. Especially in northern Vietnam, to our best knowledge, there exist no studies using S2 data for land cover map application. The aim of this study is to provide the preliminary result of land cover classification using Sentinel -2 data with a rising state – of – art classifier, Random Forest. A case study with heterogeneous land use/cover in the eastern of Hanoi Capital – Vietnam was chosen for this study. All 10 spectral bands of 10 and 20 m pixel size of S2 images were used, the 10 m bands were resampled to 20 m. Among several classified algorithms, supervised Random Forest classifier (RF) was applied because it was reported as one of the most accuracy methods of satellite image classification. The results showed that the red-edge and shortwave infrared (SWIR) bands play an important role in land cover classified results. A very high overall accuracy above 90% of classification results was achieved.

Keywords: classify algorithm, classification, land cover, random forest, sentinel 2, Vietnam

Procedia PDF Downloads 350

Authors: Kittipong Tripetch, Nobuhiko Nakano

Abstract:

Two types of floating active resistors based on a complementary regulated cascode topology with cross-coupled regulated transistors are presented in this paper. The first topology is a high swing complementary regulated cascode active resistor. The second topology is a complementary common gate with a regulated cross coupled transistor. The small-signal input resistances of the floating resistors are derived. Three graphs of the input current versus the input voltage for different aspect ratios are designed and plotted using the Cadence Spectre 0.18-µm Rohm Semiconductor process. The total harmonic distortion graphs are plotted for three different aspect ratios with different input-voltage amplitudes and different input frequencies. From the simulation results, it is observed that a resistance of approximately 8.52 MΩ can be obtained from supply voltage at  ±0.9 V.

Keywords: floating active resistor, complementary common gate, complementary regulated cascode, current mirror

Procedia PDF Downloads 235

Authors: Sadixa Sanjel, Ahmed Sadek, Naseef Mansoor, Zelalem Denekew

Abstract:

Collegiate ice hockey (NCAA) sports analytics is different from the national level hockey (NHL). We apply and compare multiple machine learning models such as Linear Regression, Random Forest, and Neural Networks to predict the win ratio for a team based on their statistics. Data exploration helps determine which statistics are most useful in increasing the win ratio, which would be beneficial to coaches and team managers. We ran experiments to select the best model and chose Random Forest as the best performing. We conclude with how to bridge the gap between the college and national levels of sports analytics and the use of machine learning to enhance team performance despite not having a lot of metrics or budget for automatic tracking.

Keywords: NCAA, NHL, sports analytics, random forest, regression, neural networks, game predictions

Procedia PDF Downloads 81

Authors: Sergo Esadze

Abstract:

Seismic resistance norms require calculation of cantilevers on vertical components of the base seismic acceleration. Long span cantilevers, as a rule, must be calculated as a separate construction element. According to the architectural-planning solution, functional purposes and environmental condition of a designing buildings/structures, long span cantilever construction may be of very different types: both by main bearing element (beam, truss, slab), and by material (reinforced concrete, steel). A choice from these is always linked with bearing construction system of the building. Research of vertical seismic vibration of these constructions requires individual approach for each (which is not specified in the norms) in correlation with model of seismic load. The latest may be given both as deterministic load and as a random process. Loading model as a random process is more adequate to this problem. In presented paper, two types of long span (from 6m – up to 12m) reinforcement concrete cantilever beams have been considered: a) bearing elements of cantilevers, i.e., elements in which they fixed, have cross-sections with large sizes and cantilevers are made with haunch; b) cantilever beam with load-bearing rod element. Calculation models are suggested, separately for a) and b) types. They are presented as systems with finite quantity degree (concentrated masses) of freedom. Conditions for fixing ends are corresponding with its types. Vertical acceleration and vertical component of the angular acceleration affect masses. Model is based on assumption translator-rotational motion of the building in the vertical plane, caused by vertical seismic acceleration. Seismic accelerations are considered as random processes and presented by multiplication of the deterministic envelope function on stationary random process. Problem is solved within the framework of the correlation theory of random process. Solved numerical examples are given. The method is effective for solving the specific problems.

Keywords: cantilever, random process, seismic load, vertical acceleration

Procedia PDF Downloads 159

Authors: Yurii Bloshko, Oksana Olar

Abstract:

This paper presents the analysis of 6 different classes of Petri nets: fuzzy Petri nets (FPN), generalized fuzzy Petri nets (GFPN), parameterized fuzzy Petri nets (PFPN), T2GFPN, flexible generalized fuzzy Petri nets (FGFPN), binary Petri nets (BPN). These classes were simulated in the special software PNeS® for the analysis of its pros and cons on the example of models which are dedicated to the decision-making process of passenger transport logistics. The paper includes the analysis of two approaches: when input values are filled with the experts’ knowledge; when fuzzy expectations represented by output values are added to the point. These approaches fulfill the possibilities of triples of functions which are replaced with different combinations of t-/s-norms.

Keywords: fuzzy petri net, intelligent computational techniques, knowledge representation, triangular norms

Procedia PDF Downloads 115

Authors: Mondher Yahyaoui

Abstract:

A generalized vortex lattice method for complex lifting surfaces with flap and aileron deflection is formulated. The method is not restricted by the linearized theory assumption and accounts for all standard geometric lifting surface parameters: camber, taper, sweep, washout, dihedral, in addition to flap and aileron deflection. Thickness is not accounted for since the physical lifting body is replaced by a lattice of panels located on the mean camber surface. This panel lattice setup and the treatment of different wake geometries is what distinguish the present work form the overwhelming majority of previous solutions based on the vortex lattice method. A MATLAB code implementing the proposed formulation is developed and validated by comparing our results to existing experimental and numerical ones and good agreement is demonstrated. It is then used to study the accuracy of the widely used classical vortex-lattice method. It is shown that the classical approach gives good agreement in the clean configuration but is off by as much as 30% when a flap or aileron deflection of 30° is imposed. This discrepancy is mainly due the linearized theory assumption associated with the conventional method. A comparison of the effect of four different wake geometries on the values of aerodynamic coefficients was also carried out and it is found that the choice of the wake shape had very little effect on the results.

Keywords: aileron deflection, camber-surface-bound vortices, classical VLM, generalized VLM, flap deflection

Procedia PDF Downloads 410

Authors: Songul Cinaroglu

Abstract:

Machine learning regression methods are recommended as an alternative to classical regression methods in the existence of variables which are difficult to model. Data for health expenditure is typically non-normal and have a heavily skewed distribution. This study aims to compare machine learning regression methods by hyperparameter tuning to predict health expenditure per capita. A multiple regression model was conducted and performance results of Lasso Regression, Random Forest Regression and Support Vector Machine Regression recorded when different hyperparameters are assigned. Lambda (λ) value for Lasso Regression, number of trees for Random Forest Regression, epsilon (ε) value for Support Vector Regression was determined as hyperparameters. Study results performed by using 'k' fold cross validation changed from 5 to 50, indicate the difference between machine learning regression results in terms of R², RMSE and MAE values that are statistically significant (p < 0.001). Study results reveal that Random Forest Regression (R² ˃ 0.7500, RMSE ≤ 0.6000 ve MAE ≤ 0.4000) outperforms other machine learning regression methods. It is highly advisable to use machine learning regression methods for modelling health expenditures.

Keywords: machine learning, lasso regression, random forest regression, support vector regression, hyperparameter tuning, health expenditure

Procedia PDF Downloads 189

Authors: Sofia Ait Bouazza

Abstract:

We consider the problem of finding a minimum identifying code in a graph. This problem was initially introduced in 1998 and has been since fundamentally connected to a wide range of applications (fault diagnosis, location detection …). Suppose we have a building into which we need to place fire alarms. Suppose each alarm is designed so that it can detect any fire that starts either in the room in which it is located or in any room that shares a doorway with the room. We want to detect any fire that may occur or use the alarms which are sounding to not only to not only detect any fire but be able to tell exactly where the fire is located in the building. For reasons of cost, we want to use as few alarms as necessary. The first problem involves finding a minimum domination set of a graph. If the alarms are three state alarms capable of distinguishing between a fire in the same room as the alarm and a fire in an adjacent room, we are trying to find a minimum locating domination set. If the alarms are two state alarms that can only sound if there is a fire somewhere nearby, we are looking for a differentiating domination set of a graph. These three areas are the subject of much active research; we primarily focus on the third problem. An identifying code of a graph G is a dominating set C such that every vertex x of G is distinguished from other vertices by the set of vertices in C that are at distance at most r≥1 from x. When only vertices out of the code are asked to be identified, we get the related concept of a locating dominating set. The problem of finding an identifying code (resp a locating dominating code) of minimum size is a NP-hard problem, even when the input graph belongs to a number of specific graph classes. Therefore, we study this problem in some restricted classes of undirected graphs like split graph, line graph and path in a directed graph. Then we present some results on the identifying code by giving an exact value of upper total locating domination and a total 2-identifying code in directed and undirected graph. Moreover we determine exact values of locating dominating code and edge identifying code of thin headless spider and locating dominating code of complete suns.

Keywords: identiying codes, locating dominating set, split graphs, thin headless spider

Procedia PDF Downloads 439

Authors: G. C. Tikkiwal, Mukesh Upadhyay

Abstract:

During the surveillance operations at war or peace time, the Radar operator gets a scatter of targets over the screen. This may be a tracked vehicle like tank vis-à-vis T72, BMP etc, or it may be a wheeled vehicle like ALS, TATRA, 2.5Tonne, Shaktiman or moving army, moving convoys etc. The Radar operator selects one of the promising targets into Single Target Tracking (STT) mode. Once the target is locked, the operator gets a typical audible signal into his headphones. With reference to the gained experience and training over the time, the operator then identifies the random target. But this process is cumbersome and is solely dependent on the skills of the operator, thus may lead to misclassification of the object. In this paper we present a technique using mathematical and statistical methods like Fast Fourier Transformation (FFT) and Principal Component Analysis (PCA) to identify the random objects. The process of classification is based on transforming the audible signature of target into music octave-notes. The whole methodology is then automated by developing suitable software. This automation increases the efficiency of identification of the random target by reducing the chances of misclassification. This whole study is based on live data.

Keywords: radar target, fft, principal component analysis, eigenvector, octave-notes, dsp

Procedia PDF Downloads 320

Authors: Jafar Khodagholizadeh

Abstract:

In this talk, we study the tensor mode equation of perturbation in the presence of nonzero $-\Lambda$ as dark energy, whose dynamic nature depends on the Hubble parameter $ H$ and/or its time derivative. Dark energy, according to the total vacuum contribution, has little effect during the radiation-dominated era, but it reduces the squared amplitude of gravitational waves (GWs) up to $60\%$ for the wavelengths that enter the horizon during the matter-dominated era. Moreover, the observations bound on dark energy models, such as running vacuum model (RVM), generalized running vacuum model (GRVM), and generalized running vacuum subcase (GRVS), are effective in reducing the GWs’ amplitude. Although this effect is less for the wavelengths that enter the horizon at later times, this reduction is stable and permanent.

Keywords: gravitational waves, dark energy, GW's amplitude, all stage universe

Procedia PDF Downloads 129

Authors: Alhusein Almahjoub, Dongyu Qiu

Abstract:

This paper deals with the random access procedure in next-generation networks and presents the solution to reduce total service time (TST) which is one of the most important performance metrics in current and future internet of things (IoT) based networks. The proposed solution focuses on the calculation of optimal transmission probability which maximizes the success probability and reduces TST. It uses the information of several idle preambles in every time slot, and based on it, it estimates the number of backlogged IoT devices using Naïve Bayes estimation which is a type of supervised learning in the machine learning domain. The estimation of backlogged devices is necessary since optimal transmission probability depends on it and the eNodeB does not have information about it. The simulations are carried out in MATLAB which verify that the proposed solution gives excellent performance.

Keywords: random access, LTE/LTE-A, 5G, machine learning, Naïve Bayes estimation

Procedia PDF Downloads 121

Authors: Noora Al-Shanfari, M. Mazharul Islam

Abstract:

The cumulative incidence function (CIF) is a fundamental approach for analyzing survival data in the presence of competing risks, which estimates the marginal probability for each competing event. Parametric modeling of CIF has the advantage of fitting various shapes of CIF and estimates the impact of covariates with maximum efficiency. To calculate the total CIF's covariate influence using a parametric model., it is essential to parametrize the baseline of the CIF. As the CIF is an improper function by nature, it is necessary to utilize an improper distribution when applying parametric models. The Gompertz distribution, which is an improper distribution, is limited in its applicability as it only accounts for monotone hazard shapes. The generalized Gompertz distribution, however, can adapt to a wider range of hazard shapes, including unimodal, bathtub, and monotonic increasing or decreasing hazard shapes. In this paper, the generalized Gompertz distribution is used to parametrize the baseline of the CIF, and the parameters of the proposed model are estimated using the maximum likelihood approach. The proposed model is compared with the existing Gompertz model using the Akaike information criterion. Appropriate statistical test procedures and model-fitting criteria will be used to test the adequacy of the model. Both models are applied to the ‘colon’ dataset, which is available in the “biostat3” package in R.

Keywords: competing risks, cumulative incidence function, improper distribution, parametric modeling, survival analysis

Procedia PDF Downloads 58

Authors: Tasir Khan, Yejuan Wan, Kalim Ullah

Abstract:

Hydrological frequency analysis has been conducted to estimate the minimum flow elevation of the Indus River in Pakistan to protect the ecosystem. The Maximum likelihood estimation (MLE) technique is used to estimate the best-fitted distribution for Minimum Ecological Flows at nine stations of the Indus River in Pakistan. The four selected distributions, Generalized Extreme Value (GEV) distribution, Generalized Logistics (GLO) distribution, Generalized Pareto (GPA) distribution, and Pearson type 3 (PE3) are fitted in all sites, usually used in hydro frequency analysis. Compare the performance of these distributions by using the goodness of fit tests, such as the Kolmogorov Smirnov test, Anderson darling test, and chi-square test. The study concludes that the Maximum Likelihood Estimation (MLE) method recommended that GEV and GPA are the most suitable distributions which can be effectively applied to all the proposed sites. The quantiles are estimated for the return periods from 5 to 1000 years by using MLE, estimations methods. The MLE is the robust method for larger sample sizes. The results of these analyses can be used for water resources research, including water quality management, designing irrigation systems, determining downstream flow requirements for hydropower, and the impact of long-term drought on the country's aquatic system.

Keywords: minimum ecological flow, frequency distribution, indus river, maximum likelihood estimation

Procedia PDF Downloads 54

Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit

Abstract:

This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.

Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation

Procedia PDF Downloads 417

Authors: Guillaume Leduc

Abstract:

In this paper, we describe a broad setting under which the error of the approximation can be quantified, controlled, and for which convergence occurs at a speed of n⁻¹ for European and American options. We describe how knowledge of the error allows for arbitrarily fast acceleration of the convergence.

Keywords: random walk approximation, European and American options, rate of convergence, option pricing

Procedia PDF Downloads 431

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

Abstract:

This paper presents an iteration method for the numerical solutions of a one-dimensional problem of generalized thermoelasticity with one relaxation time under given initial and boundary conditions. The thermoelastic material with variable properties as a power functional graded has been considered. Adomian’s decomposition techniques have been applied to the governing equations. The numerical results have been calculated by using the iterations method with a certain algorithm. The numerical results have been represented in figures, and the figures affirm that Adomian’s decomposition method is a successful method for modeling thermoelastic problems. Moreover, the empirical parameter of the functional graded, and the lattice design parameter have significant effects on the temperature increment, the strain, the stress, the displacement.

Keywords: Adomian, decomposition method, generalized thermoelasticity, algorithm

Procedia PDF Downloads 110

Authors: Muhammad Fiaz

Abstract:

The article in hand is the study of complex features like Zero Hopf Bifurcation, Chaos and Synchronization of integer and fractional order version of a new 3D finance system. Trusted tools of averaging theory and active control method are utilized for investigation of Zero Hopf bifurcation and synchronization for both versions respectively. Inventiveness of the paper is to find the answer of a question that is it possible to find a chaotic system which can be synchronized with any other of the same dimension? Based on different examples we categorically develop a theory that if a couple of master and slave chaotic dynamical system is synchronized by selecting a suitable gain matrix with special conditions then the master system is synchronized with any chaotic dynamical system of the same dimension. With the help of this study we developed generalized theorems for synchronization of n-dimension dynamical systems for integer as well as fractional versions. it proposed that this investigation will contribute a lot to control dynamical systems and only a suitable gain matrix with special conditions is enough to synchronize the system under consideration with any other chaotic system of the same dimension. Chaotic properties of fractional version of the new finance system are also analyzed at fractional order q=0.87. Simulations results, where required, also provided for authenticity of analytical study.

Keywords: complex analysis, chaos, generalized synchronization, control dynamics, fractional order analysis

Procedia PDF Downloads 28

Authors: Yuanjin Liu

Abstract:

Retirement withdrawal strategies are very important to minimize the probability of ruin in retirement. The ruin probability is modeled as a function of initial withdrawal age, gender, asset allocation, inflation rate, and initial withdrawal rate. The ruin probability is obtained based on the 2019 period life table for the Social Security, IRS Required Minimum Distribution (RMD) Worksheets, US historical bond and equity returns, and inflation rates using simulation. Several popular machine learning algorithms of the generalized additive model, random forest, support vector machine, extreme gradient boosting, and artificial neural network are built. The model validation and selection are based on the test errors using hyperparameter tuning and train-test split. The optimal model is recommended for retirees to monitor the ruin probability. The optimal withdrawal strategy can be obtained based on the optimal predictive model.

Keywords: ruin probability, retirement withdrawal strategies, predictive models, optimal model

Procedia PDF Downloads 42

Authors: A. GuhaRay, C. V. S. P. Kiranmayi, S. Rudraraju

Abstract:

The present study considers the effect of variation of different geotechnical random variables in the design of stone column-foundation systems for assessing the bearing capacity and consolidation settlement of highly compressible soil. The soil and stone column properties, spacing, diameter and arrangement of stone columns are considered as the random variables. Probability of failure (P_f) is computed for a target degree of consolidation and a target safe load by Monte Carlo Simulation (MCS). The study shows that the variation in coefficient of radial consolidation (c_r) and cohesion of soil (c_s) are two most important factors influencing Pf. If the coefficient of variation (COV) of c_r exceeds 20%, P_f exceeds 0.001, which is unsafe following the guidelines of US Army Corps of Engineers. The bearing capacity also exceeds its safe value for COV of c_s > 30%. It is also observed that as the spacing between the stone column increases, the probability of reaching a target degree of consolidation decreases. Accordingly, design guidelines, considering both consolidation and bearing capacity of improved ground, are proposed for different spacing and diameter of stone columns and geotechnical random variables.

Keywords: bearing capacity, consolidation, geotechnical random variables, probability of failure, stone columns

Procedia PDF Downloads 332

Authors: Oren Shtayermman

Abstract:

The current investigation expended on research among parents caring for a child who is diagnosed with an autism spectrum disorder (ASD). An online web survey was used to collect data from 253 parents caring for a child with a diagnosis of ASD. Both parents reported on elevated levels of parental stress associated with caring for the child on the spectrum. In addition, lower levels of marital satisfaction were found in both parents. About 13% of the parents in the sample met the diagnostic criteria for Major Depressive Disorder and About 15% of the parents met the diagnostic criteria for Generalized Anxiety Disorder. Although the majority of the sample was females (94%) significant differences were found between males and females in relation to meeting the diagnostic criteria for Major Depressive Disorder and for Generalized Anxiety Disorder. Higher levels of stress were associated with higher number of Generalized Anxiety Disorder symptoms and higher number of Major Depressive Disorder symptoms. Findings from this study indicate how vulnerable parents and especially females are in relation to caring to a child diagnosed with ASD. Educational Objectives: At the conclusion of the paper, the readers should be able to: -Identify levels of stress and marital satisfaction among parents caring for a child diagnosed with autism spectrum disorder, -Recognize the impact of stress on the development of mental health issues, -Name the two most common mood and anxiety related disorders associated with caring for a child diagnosed with an autism spectrum disorder.

Keywords: autism, stress, parents, children

Procedia PDF Downloads 288

Authors: Aysha Zamir

Abstract:

This study examines to what extent foreign private investment (FPI) affects the clean industrial environment and sustainable economic growth through developed countries investment in China. Moreover, this study investiage an association among FPI, CO2 emission, energy consumption, and sustainable economic growth. This study uses random effects and generalized least squares (GLS) and panel VAR estimators for data analysis. The results indicate that the Chinese economy has a vastly positive influenced regarding the location and choice of emerging and developed countries’ investment in the domestic market. Furthermore, emerging and developed economies investment increases the contribution among domestic firms, environment sustainability toward the national economy. The further results show that foreign private investment and gross domestic investment have a positive impact on sustainable economic growth.

Keywords: clean industrial environment, energy consumption, CO2 emmission, foreign private investment, developed and emerging economies

Procedia PDF Downloads 99

Authors: Arunee Wongkhao, Suparat Niwitpong, Sa-aat Niwitpong

Abstract:

In this paper, we propose two new confidence intervals for the difference between the inverse of normal means with known coefficients of variation. One of these two confidence intervals for this problem is constructed based on the generalized confidence interval and the other confidence interval is constructed based on the closed form method of variance estimation. We examine the performance of these confidence intervals in terms of coverage probabilities and expected lengths via Monte Carlo simulation.

Keywords: coverage probability, expected length, inverse of normal mean, coefficient of variation, generalized confidence interval, closed form method of variance estimation

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