Search results for: maximum likelihood estimators
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4523

Search results for: maximum likelihood estimators

4403 Finite-Sum Optimization: Adaptivity to Smoothness and Loopless Variance Reduction

Authors: Bastien Batardière, Joon Kwon

Abstract:

For finite-sum optimization, variance-reduced gradient methods (VR) compute at each iteration the gradient of a single function (or of a mini-batch), and yet achieve faster convergence than SGD thanks to a carefully crafted lower-variance stochastic gradient estimator that reuses past gradients. Another important line of research of the past decade in continuous optimization is the adaptive algorithms such as AdaGrad, that dynamically adjust the (possibly coordinate-wise) learning rate to past gradients and thereby adapt to the geometry of the objective function. Variants such as RMSprop and Adam demonstrate outstanding practical performance that have contributed to the success of deep learning. In this work, we present AdaLVR, which combines the AdaGrad algorithm with loopless variance-reduced gradient estimators such as SAGA or L-SVRG that benefits from a straightforward construction and a streamlined analysis. We assess that AdaLVR inherits both good convergence properties from VR methods and the adaptive nature of AdaGrad: in the case of L-smooth convex functions we establish a gradient complexity of O(n + (L + √ nL)/ε) without prior knowledge of L. Numerical experiments demonstrate the superiority of AdaLVR over state-of-the-art methods. Moreover, we empirically show that the RMSprop and Adam algorithm combined with variance-reduced gradients estimators achieve even faster convergence.

Keywords: convex optimization, variance reduction, adaptive algorithms, loopless

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4402 Predictors of the Self-Reported Likelihood of Seeking Social Worker Help among People with Physical Disabilities

Authors: Maya Kagan, Michal Itzick, Patricia Tal-Katz

Abstract:

Social workers hold a variety of roles and practices, and one of these involves the care, treatment, and rehabilitation of disabled people. The current study assesses the association between demographic factors, attitudes towards social workers, the stigma attached to seeking social worker help, perceived social support, and psychological distress - and the self-reported likelihood of seeking social worker help, among people with physical disabilities (PWPD) in Israel. Data collection utilized structured questionnaires, administered to a sample of 435 PWPD. Statistical analyses were done using SPSS software. The findings suggest that women, older respondents, people with more positive attitudes towards social workers, with higher levels of psychological distress and of social support, and with a lower level of stigma, reported a greater likelihood of seeking social worker help. The study's conclusion is that there are certain avoidance factors among PWPD that might discourage them from seeking professional social worker help. Therefore, it is important that social workers identify these factors and develop interventions aimed at encouraging PWPD to seek professional social worker help in case of need, and also develop practices adjusted to PWPD's unique needs.

Keywords: attitudes towards social workers, people with physical disabilities, perceived social support, psychological distress, seeking help, stigma

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4401 Modelling Structural Breaks in Stock Price Time Series Using Stochastic Differential Equations

Authors: Daniil Karzanov

Abstract:

This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modeled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of stochastic differential equations to the pre-and after-report period using the Maximum Likelihood Estimation and Grid Search of parameters method. By examining the change in the model parameters after reports’ publication, the study reveals that the reports have enough evidence to be a structural breakpoint, meaning that all the forecast models exploited are not applicable for forecasting and should be refitted shortly.

Keywords: stock market, earnings reports, financial time series, structural breaks, stochastic differential equations

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4400 Estimation of a Finite Population Mean under Random Non Response Using Improved Nadaraya and Watson Kernel Weights

Authors: Nelson Bii, Christopher Ouma, John Odhiambo

Abstract:

Non-response is a potential source of errors in sample surveys. It introduces bias and large variance in the estimation of finite population parameters. Regression models have been recognized as one of the techniques of reducing bias and variance due to random non-response using auxiliary data. In this study, it is assumed that random non-response occurs in the survey variable in the second stage of cluster sampling, assuming full auxiliary information is available throughout. Auxiliary information is used at the estimation stage via a regression model to address the problem of random non-response. In particular, the auxiliary information is used via an improved Nadaraya-Watson kernel regression technique to compensate for random non-response. The asymptotic bias and mean squared error of the estimator proposed are derived. Besides, a simulation study conducted indicates that the proposed estimator has smaller values of the bias and smaller mean squared error values compared to existing estimators of finite population mean. The proposed estimator is also shown to have tighter confidence interval lengths at a 95% coverage rate. The results obtained in this study are useful, for instance, in choosing efficient estimators of the finite population mean in demographic sample surveys.

Keywords: mean squared error, random non-response, two-stage cluster sampling, confidence interval lengths

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4399 Parametric Modeling for Survival Data with Competing Risks Using the Generalized Gompertz Distribution

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

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4398 Financial Fraud Prediction for Russian Non-Public Firms Using Relational Data

Authors: Natalia Feruleva

Abstract:

The goal of this paper is to develop the fraud risk assessment model basing on both relational and financial data and test the impact of the relationships between Russian non-public companies on the likelihood of financial fraud commitment. Relationships mean various linkages between companies such as parent-subsidiary relationship and person-related relationships. These linkages may provide additional opportunities for committing fraud. Person-related relationships appear when firms share a director, or the director owns another firm. The number of companies belongs to CEO and managed by CEO, the number of subsidiaries was calculated to measure the relationships. Moreover, the dummy variable describing the existence of parent company was also included in model. Control variables such as financial leverage and return on assets were also implemented because they describe the motivating factors of fraud. To check the hypotheses about the influence of the chosen parameters on the likelihood of financial fraud, information about person-related relationships between companies, existence of parent company and subsidiaries, profitability and the level of debt was collected. The resulting sample consists of 160 Russian non-public firms. The sample includes 80 fraudsters and 80 non-fraudsters operating in 2006-2017. The dependent variable is dichotomous, and it takes the value 1 if the firm is engaged in financial crime, otherwise 0. Employing probit model, it was revealed that the number of companies which belong to CEO of the firm or managed by CEO has significant impact on the likelihood of financial fraud. The results obtained indicate that the more companies are affiliated with the CEO, the higher the likelihood that the company will be involved in financial crime. The forecast accuracy of the model is about is 80%. Thus, the model basing on both relational and financial data gives high level of forecast accuracy.

Keywords: financial fraud, fraud prediction, non-public companies, regression analysis, relational data

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4397 Systematics of Water Lilies (Genus Nymphaea L.) Using 18S rDNA Sequences

Authors: M. Nakkuntod, S. Srinarang, K.W. Hilu

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Water lily (Nymphaea L.) is the largest genus of Nymphaeaceae. This family is composed of six genera (Nuphar, Ondinea, Euryale, Victoria, Barclaya, Nymphaea). Its members are nearly worldwide in tropical and temperate regions. The classification of some species in Nymphaea is ambiguous due to high variation in leaf and flower parts such as leaf margin, stamen appendage. Therefore, the phylogenetic relationships based on 18S rDNA were constructed to delimit this genus. DNAs of 52 specimens belonging to water lily family were extracted using modified conventional method containing cetyltrimethyl ammonium bromide (CTAB). The results showed that the amplified fragment is about 1600 base pairs in size. After analysis, the aligned sequences presented 9.36% for variable characters comprising 2.66% of parsimonious informative sites and 6.70% of singleton sites. Moreover, there are 6 regions of 1-2 base(s) for insertion/deletion. The phylogenetic trees based on maximum parsimony and maximum likelihood with high bootstrap support indicated that genus Nymphaea was a paraphyletic group because of Ondinea, Victoria and Euryale disruption. Within genus Nymphaea, subgenus Nymphaea is a basal lineage group which cooperated with Euryale and Victoria. The other four subgenera, namely Lotos, Hydrocallis, Brachyceras and Anecphya were included the same large clade which Ondinea was placed within Anecphya clade due to geographical sharing.

Keywords: nrDNA, phylogeny, taxonomy, waterlily

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4396 MPPT Control with (P&O) and (FLC) Algorithms of Solar Electric Generator

Authors: Dib Djalel, Mordjaoui Mourad

Abstract:

The current trend towards the exploitation of various renewable energy resources has become indispensable, so it is important to improve the efficiency and reliability of the GPV photovoltaic systems. Maximum Power Point Tracking (MPPT) plays an important role in photovoltaic power systems because it maximize the power output from a PV system for a given set of conditions. This paper presents a new fuzzy logic control based MPPT algorithm for solar panel. The solar panel is modeled and analyzed in Matlab/Simulink. The Solar panel can produce maximum power at a particular operating point called Maximum Power Point(MPP). To produce maximum power and to get maximum efficiency, the entire photovoltaic panel must operate at this particular point. Maximum power point of PV panel keeps on changing with changing environmental conditions such as solar irradiance and cell temperature. Thus, to extract maximum available power from a PV module, MPPT algorithms are implemented and Perturb and Observe (P&O) MPPT and fuzzy logic control FLC, MPPT are developed and compared. Simulation results show the effectiveness of the fuzzy control technique to produce a more stable power.

Keywords: MPPT, photovoltaic panel, fuzzy logic control, modeling, solar power

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4395 Angle of Arrival Estimation Using Maximum Likelihood Method

Authors: Olomon Wu, Hung Lu, Nick Wilkins, Daniel Kerr, Zekeriya Aliyazicioglu, H. K. Hwang

Abstract:

Multiple Input Multiple Output (MIMO) radar has received increasing attention in recent years. MIMO radar has many advantages over conventional phased array radar such as target detection, resolution enhancement, and interference suppression. In this paper, the results are presented from a simulation study of MIMO Uniformly-Spaced Linear Array (ULA) antennas. The performance is investigated under varied parameters, including varied array size, Pseudo Random (PN) sequence length, number of snapshots, and Signal to Noise Ratio (SNR). The results of MIMO are compared to a traditional array antenna.

Keywords: MIMO radar, phased array antenna, target detection, radar signal processing

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4394 Evaluation of Dry Matter Yield of Panicum maximum Intercropped with Pigeonpea and Sesbania Sesban

Authors: Misheck Musokwa, Paramu Mafongoya, Simon Lorentz

Abstract:

Seasonal shortages of fodder during the dry season is a major constraint to smallholder livestock farmers in South Africa. To mitigate the shortage of fodder, legume trees can be intercropped with pastures which can diversify the sources of feed and increase the amount of protein for grazing animals. The objective was to evaluate dry matter yield of Panicum maximum and land productivity under different fodder production systems during 2016/17-2017/18 seasons at Empangeni (28.6391° S and 31.9400° E). A randomized complete block design, replicated three times was used, the treatments were sole Panicum maximum, Panicum maximum + Sesbania sesban, Panicum maximum + pigeonpea, sole Sesbania sesban, Sole pigeonpea. Three months S.sesbania seedlings were transplanted whilst pigeonpea was direct seeded at spacing of 1m x 1m. P. maximum seeds were drilled at a respective rate of 7.5 kg/ha having an inter-row spacing of 0.25 m apart. In between rows of trees P. maximum seeds were drilled. The dry matter yield harvesting times were separated by six months’ timeframe. A 0.25 m² quadrant randomly placed on 3 points on the plot was used as sampling area during harvesting P. maximum. There was significant difference P < 0.05 across 3 harvests and total dry matter. P. maximum had higher dry matter yield as compared to both intercrops at first harvest and total. The second and third harvest had no significant difference with pigeonpea intercrop. The results was in this order for all 3 harvest: P. maximum (541.2c, 1209.3b and 1557b) kg ha¹ ≥ P. maximum + pigeonpea (157.2b, 926.7b and 1129b) kg ha¹ > P. maximum + S. sesban (36.3a, 282a and 555a) kg ha¹. Total accumulation of dry matter yield of P. maximum (3307c kg ha¹) > P. maximum + pigeonpea (2212 kg ha¹) ≥ P. maximum + S. sesban (874 kg ha¹). There was a significant difference (P< 0.05) on seed yield for trees. Pigeonpea (1240.3 kg ha¹) ≥ Pigeonpea + P. maximum (862.7 kg ha¹) > S.sesbania (391.9 kg ha¹) ≥ S.sesbania + P. maximum. The Land Equivalent Ratio (LER) was in the following order P. maximum + pigeonpea (1.37) > P. maximum + S. sesban (0.84) > Pigeonpea (0.59) ≥ S. Sesbania (0.57) > P. maximum (0.26). Results indicates that it is beneficial to have P. maximum intercropped with pigeonpea because of higher land productivity. Planting grass with pigeonpea was more beneficial than S. sesban with grass or sole cropping in terms of saving the shortage of arable land. P. maximum + pigeonpea saves a substantial (37%) land which can be subsequently be used for other crop production. Pigeonpea is recommended as an intercrop with P. maximum due to its higher LER and combined production of livestock feed, human food, and firewood. Panicum grass is low in crude protein though high in carbohydrates, there is a need for intercropping it with legume trees. A farmer who buys concentrates can reduce costs by combining P. maximum with pigeonpea this will provide a balanced diet at low cost.

Keywords: fodder, livestock, productivity, smallholder farmers

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4393 The Effect of Gender and Resources on Entrepreneurial Activity

Authors: Frederick Nyakudya

Abstract:

In this paper, we examine the relationship between human capital, personal wealth and social capital to explain the differential start-up rates between female and male entrepreneurs. Since our dependent variable is dichotomous, we examine the determinants of these using a maximum likelihood logit estimator. We used the Global Entrepreneurship Monitor database covering the period 2006 to 2009 with 421 usable cases drawn from drawn from the Lower Layer Super Output Areas in the East Midlands in the United Kingdom. we found evidence that indicates that a female positively moderate the positive relationships between indicators of human capital, personal wealth and social capital with start-up activity. The findings have implications for programs, policies, and practices to encourage more females to engage in start-up activity.

Keywords: entrepreneurship, star-up, gender, GEM

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4392 Predictors of Behavior Modification Prior to Bariatric Surgery

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

Abstract:

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

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

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4391 A Nonlocal Means Algorithm for Poisson Denoising Based on Information Geometry

Authors: Dongxu Chen, Yipeng Li

Abstract:

This paper presents an information geometry NonlocalMeans(NLM) algorithm for Poisson denoising. NLM estimates a noise-free pixel as a weighted average of image pixels, where each pixel is weighted according to the similarity between image patches in Euclidean space. In this work, every pixel is a Poisson distribution locally estimated by Maximum Likelihood (ML), all distributions consist of a statistical manifold. A NLM denoising algorithm is conducted on the statistical manifold where Fisher information matrix can be used for computing distribution geodesics referenced as the similarity between patches. This approach was demonstrated to be competitive with related state-of-the-art methods.

Keywords: image denoising, Poisson noise, information geometry, nonlocal-means

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4390 A Comparative Study on Automatic Feature Classification Methods of Remote Sensing Images

Authors: Lee Jeong Min, Lee Mi Hee, Eo Yang Dam

Abstract:

Geospatial feature extraction is a very important issue in the remote sensing research. In the meantime, the image classification based on statistical techniques, but, in recent years, data mining and machine learning techniques for automated image processing technology is being applied to remote sensing it has focused on improved results generated possibility. In this study, artificial neural network and decision tree technique is applied to classify the high-resolution satellite images, as compared to the MLC processing result is a statistical technique and an analysis of the pros and cons between each of the techniques.

Keywords: remote sensing, artificial neural network, decision tree, maximum likelihood classification

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4389 Maximum Entropy Based Image Segmentation of Human Skin Lesion

Authors: Sheema Shuja Khattak, Gule Saman, Imran Khan, Abdus Salam

Abstract:

Image segmentation plays an important role in medical imaging applications. Therefore, accurate methods are needed for the successful segmentation of medical images for diagnosis and detection of various diseases. In this paper, we have used maximum entropy to achieve image segmentation. Maximum entropy has been calculated using Shannon, Renyi, and Tsallis entropies. This work has novelty based on the detection of skin lesion caused by the bite of a parasite called Sand Fly causing the disease is called Cutaneous Leishmaniasis.

Keywords: shannon, maximum entropy, Renyi, Tsallis entropy

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4388 Sensing to Respond & Recover in Emergency

Authors: Alok Kumar, Raviraj Patil

Abstract:

The ability to respond to an incident of a disastrous event in a vulnerable area is very crucial an aspect of emergency management. The ability to constantly predict the likelihood of an event along with its severity in an area and react to those significant events which are likely to have a high impact allows the authorities to respond by allocating resources optimally in a timely manner. It provides for measuring, monitoring, and modeling facilities that integrate underlying systems into one solution to improve operational efficiency, planning, and coordination. We were particularly involved in this innovative incubation work on the current state of research and development in collaboration. technologies & systems for a disaster.

Keywords: predictive analytics, advanced analytics, area flood likelihood model, area flood severity model, level of impact model, mortality score, economic loss score, resource allocation, crew allocation

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4387 Seismic Hazard Assessment of Tehran

Authors: Dorna Kargar, Mehrasa Masih

Abstract:

Due to its special geological and geographical conditions, Iran has always been exposed to various natural hazards. Earthquake is one of the natural hazards with random nature that can cause significant financial damages and casualties. This is a serious threat, especially in areas with active faults. Therefore, considering the population density in some parts of the country, locating and zoning high-risk areas are necessary and significant. In the present study, seismic hazard assessment via probabilistic and deterministic method for Tehran, the capital of Iran, which is located in Alborz-Azerbaijan province, has been done. The seismicity study covers a range of 200 km from the north of Tehran (X=35.74° and Y= 51.37° in LAT-LONG coordinate system) to identify the seismic sources and seismicity parameters of the study region. In order to identify the seismic sources, geological maps at the scale of 1: 250,000 are used. In this study, we used Kijko-Sellevoll's method (1992) to estimate seismicity parameters. The maximum likelihood estimation of earthquake hazard parameters (maximum regional magnitude Mmax, activity rate λ, and the Gutenberg-Richter parameter b) from incomplete data files is extended to the case of uncertain magnitude values. By the combination of seismicity and seismotectonic studies of the site, the acceleration with antiseptic probability may happen during the useful life of the structure is calculated with probabilistic and deterministic methods. Applying the results of performed seismicity and seismotectonic studies in the project and applying proper weights in used attenuation relationship, maximum horizontal and vertical acceleration for return periods of 50, 475, 950 and 2475 years are calculated. Horizontal peak ground acceleration on the seismic bedrock for 50, 475, 950 and 2475 return periods are 0.12g, 0.30g, 0.37g and 0.50, and Vertical peak ground acceleration on the seismic bedrock for 50, 475, 950 and 2475 return periods are 0.08g, 0.21g, 0.27g and 0.36g.

Keywords: peak ground acceleration, probabilistic and deterministic, seismic hazard assessment, seismicity parameters

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4386 Effect the Use of Steel Fibers (Dramix) on Reinforced Concrete Slab

Authors: Faisal Ananda, Junaidi Al-Husein, Oni Febriani, Juli Ardita, N. Indra, Syaari Al-Husein, A. Bukri

Abstract:

Currently, concrete technology continues to grow and continue to innovate one of them using fibers. Fiber concrete has advantages over non-fiber concrete, among others, strong against the effect of shrinkage, ability to reduce crack, fire resistance, etc. In this study, concrete mix design using the procedures listed on SNI 03-2834-2000. The sample used is a cylinder with a height of 30 cm and a width of 15cm in diameter, which is used for compression and tensile testing, while the slab is 400cm x 100cm x 15cm. The fiber used is steel fiber (dramix), with the addition of 2/3 of the thickness of the slabs. The charging is done using a two-point loading. From the result of the research, it is found that the loading of non-fiber slab (0%) of the initial crack is the maximum crack that has passed the maximum crack allowed with a crack width of 1.3 mm with a loading of 1160 kg. The initial crack with the largest load is found on the 1% fiber mixed slab, with the initial crack also being a maximum crack of 0.5mm which also has exceeded the required maximum crack. In the 4% slab the initial crack of 0.1 mm is a minimal initial crack with a load greater than the load of a non-fiber (0%) slab by load1200 kg. While the maximum load on the maximum crack according to the applicable maximum crack conditions, on the 5% fiber mixed slab with a crack width of 0.32mm by loading 1250 kg.

Keywords: crack, dramix, fiber, load, slab

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4385 Evaluating Models Through Feature Selection Methods Using Data Driven Approach

Authors: Shital Patil, Surendra Bhosale

Abstract:

Cardiac diseases are the leading causes of mortality and morbidity in the world, from recent few decades accounting for a large number of deaths have emerged as the most life-threatening disorder globally. Machine learning and Artificial intelligence have been playing key role in predicting the heart diseases. A relevant set of feature can be very helpful in predicting the disease accurately. In this study, we proposed a comparative analysis of 4 different features selection methods and evaluated their performance with both raw (Unbalanced dataset) and sampled (Balanced) dataset. The publicly available Z-Alizadeh Sani dataset have been used for this study. Four feature selection methods: Data Analysis, minimum Redundancy maximum Relevance (mRMR), Recursive Feature Elimination (RFE), Chi-squared are used in this study. These methods are tested with 8 different classification models to get the best accuracy possible. Using balanced and unbalanced dataset, the study shows promising results in terms of various performance metrics in accurately predicting heart disease. Experimental results obtained by the proposed method with the raw data obtains maximum AUC of 100%, maximum F1 score of 94%, maximum Recall of 98%, maximum Precision of 93%. While with the balanced dataset obtained results are, maximum AUC of 100%, F1-score 95%, maximum Recall of 95%, maximum Precision of 97%.

Keywords: cardio vascular diseases, machine learning, feature selection, SMOTE

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4384 Leading Edge Vortex Development for a 65° Delta Wing with Varying Thickness and Maximum Thickness Locations

Authors: Jana Stucke, Sean Tuling, Chris Toomer

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This study focuses on the numerical investigation of the leading edge vortex (LEV) development over a 65° swept delta wing with varying thickness and maximum thickness location and their impact on its overall performance. The tested configurations are defined by a 6% and 12 % thick biconvex aerofoil with maximum thickness location at 30% and 50% of the root chord. The results are compared to a flat plate delta wing configuration of 3.4% thickness. The largest differences are observed for the aerofoils of 12% thickness and are used to demonstrate the trends and aerodynamic characteristics from here on. It was found that the vortex structure changes with change with maximum thickness and overall thickness. This change leads to not only a reduction in lift but also in drag, especially when the maximum thickness is moved forward. The reduction in drag, however, outweighs the loss in lift thus increasing the overall performance of the configuration.

Keywords: aerodynamics, CFD, delta wing, leading edge vortices

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4383 Stochastic Default Risk Estimation Evidence from the South African Financial Market

Authors: Mesias Alfeus, Kirsty Fitzhenry, Alessia Lederer

Abstract:

The present paper provides empirical studies to estimate defaultable bonds in the South African financial market. The main goal is to estimate the unobservable factors affecting bond yields for South African major banks. The maximum likelihood approach is adopted for the estimation methodology. Extended Kalman filtering techniques are employed in order to tackle the situation that the factors cannot be observed directly. Multi-dimensional Cox-Ingersoll-Ross (CIR)-type factor models are considered. Results show that default risk increased sharply in the South African financial market during COVID-19 and the CIR model with jumps exhibits a better performance.

Keywords: default intensity, unobservable state variables, CIR, α-CIR, extended kalman filtering

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4382 Application of Remote Sensing and GIS in Assessing Land Cover Changes within Granite Quarries around Brits Area, South Africa

Authors: Refilwe Moeletsi

Abstract:

Dimension stone quarrying around Brits and Belfast areas started in the early 1930s and has been growing rapidly since then. Environmental impacts associated with these quarries have not been documented, and hence this study aims at detecting any change in the environment that might have been caused by these activities. Landsat images that were used to assess land use/land cover changes in Brits quarries from 1998 - 2015. A supervised classification using maximum likelihood classifier was applied to classify each image into different land use/land cover types. Classification accuracy was assessed using Google Earth™ as a source of reference data. Post-classification change detection method was used to determine changes. The results revealed significant increase in granite quarries and corresponding decrease in vegetation cover within the study region.

Keywords: remote sensing, GIS, change detection, granite quarries

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4381 Employment Mobility and the Effects of Wage Level and Tenure

Authors: Idit Kalisher, Israel Luski

Abstract:

One result of the growing dynamicity of labor markets in recent decades is a wider scope of employment mobility – i.e., transitions between employers, either within or between careers. Employment mobility decisions are primarily affected by the current employment status of the worker, which is reflected in wage and tenure. Using 34,328 observations from the National Longitudinal Survey of Youth 1979 (NLS79), which were derived from the USA population between 1990 and 2012, this paper aims to investigate the effects of wage and tenure over employment mobility choices, and additionally to examine the effects of other personal characteristics, individual labor market characteristics and macroeconomic factors. The estimation strategy was designed to address two challenges that arise from the combination of the model and the data: (a) endogeneity of the wage and the tenure in the choice equation; and (b) unobserved heterogeneity, as the data of this research is longitudinal. To address (a), estimation was performed using two-stage limited dependent variable procedure (2SLDV); and to address (b), the second stage was estimated using femlogit – an implementation of the multinomial logit model with fixed effects. Among workers who have experienced at least one turnover, the wage was found to have a main effect on career turnover likelihood of all workers, whereas the wage effect on job turnover likelihood was found to be dependent on individual characteristics. The wage was found to negatively affect the turnover likelihood and the effect was found to vary across wage level: high-wage workers were more affected compared to low-wage workers. Tenure was found to have a main positive effect on both turnover types’ likelihoods, though the effect was moderated by the wage. The findings also reveal that as their wage increases, women are more likely to turnover than men, and academically educated workers are more likely to turnover within careers. Minorities were found to be as likely as Caucasians to turnover post wage-increase, but less likely to turnover with each additional tenure year. The wage and the tenure effects were found to vary also between careers. The difference in attitude towards money, labor market opportunities and risk aversion could explain these findings. Additionally, the likelihood of a turnover was found to be affected by previous unemployment spells, age, and other labor market and personal characteristics. The results of this research could assist policymakers as well as business owners and employers. The former may be able to encourage women and older workers’ employment by considering the effects of gender and age on the probability of a turnover, and the latter may be able to assess their employees’ likelihood of a turnover by considering the effects of their personal characteristics.

Keywords: employment mobility, endogeneity, femlogit, turnover

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4380 Brand Management Model in Professional Football League

Authors: Vajiheh Javani

Abstract:

The study aims to examine brand image in Iran's professional Football League (2014-2015). The study was descriptive survey one. A sample of Iranian professional football league fans (N=911) responded four items questionnaire. A structural equation model (SEM) test with maximum likelihood estimation was performed to test the relationships among the research variables. The analyses of data showed three dimensions of brand image influenced on fan’s brand loyalty of which the attitude was the most important. Benefits and attributes were placed in the second and third rank respectively. According to results, brand image plays a pivotal role between Iranian fans brand loyalty. Create an attractive and desirable brand image in the fans mind increases brand loyalty. Moreover due to, revenue and profits increase through ticket sales and products of club and also attract more sponsors.

Keywords: brand management, sport industry, brand image, fans

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4379 Determinants Affecting to Adoption of Climate Smart Agriculture Technologies in the Northern Bangladesh

Authors: Md. Rezaul Karim, Andreas Thiel

Abstract:

Bangladesh is known as one of the most climate vulnerable countries in the world. Innovative technologies are always the key responses to the management of climate impacts. The objectives of this study are to determine the farmer’s perception of climate variability, to compare farmers’ perceptions with metrological data, and to explore the determinants that affect the likelihood of adoption of the selected Climate Smart Agricultural (CSA) technologies. Data regarding climate change perception, determinants and adoption were collected based on the household survey from stratified and randomly selected 365 farmers of the Biral sub-district under Dinajpur district in drought-prone northern Bangladesh. The likelihood of adoption of CSA technologies was analyzed following a multivariate probit model. The findings show that about 82.5% of the farmers perceived increasing temperature, and 75.1 % of farmers perceived decreasing dry season rainfall over the years, which is similarly relevant to metrological data. About 76.4.7% and 80.85% of farmers were aware of the drought tolerance crops and vermicompost, respectively; more than half of the farmers adopted these practices. Around 70.7% of farmers were aware of perching for insect control, but 46.3% of farmers adopted this practice. Although two-thirds of farmers were aware of crop diversification and pheromone trap, adoption was lower compared to the other three CSAs. Results also indicate that the likelihood of adoption of the selected CSAs is significantly influenced by different factors such as socio-economic characteristics, institutional factors and perceived technological or innovation attributes. The likelihood of adopting drought tolerance crops is affected by 11, while crop diversification and perching method by 7, pheromone trap by 9 and vermicompost by 8 determining factors. Lack of information and unavailability of input appear to be major obstacles to the non-adoption of CSA technologies. This study suggests that policy implications are necessary to promote extension services and overcome the obstacles to the non-adoption of individual CSA technologies. It further recommends that the research study should be conducted in a diverse context, nationally or globally.

Keywords: determinants, adoption, climate smart agriculture, northern Bangladesh

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4378 Analysis of Spatial and Temporal Data Using Remote Sensing Technology

Authors: Kapil Pandey, Vishnu Goyal

Abstract:

Spatial and temporal data analysis is very well known in the field of satellite image processing. When spatial data are correlated with time, series analysis it gives the significant results in change detection studies. In this paper the GIS and Remote sensing techniques has been used to find the change detection using time series satellite imagery of Uttarakhand state during the years of 1990-2010. Natural vegetation, urban area, forest cover etc. were chosen as main landuse classes to study. Landuse/ landcover classes within several years were prepared using satellite images. Maximum likelihood supervised classification technique was adopted in this work and finally landuse change index has been generated and graphical models were used to present the changes.

Keywords: GIS, landuse/landcover, spatial and temporal data, remote sensing

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4377 Phylogenetic Analysis Based On the Internal Transcribed Spacer-2 (ITS2) Sequences of Diadegma semiclausum (Hymenoptera: Ichneumonidae) Populations Reveals Significant Adaptive Evolution

Authors: Ebraheem Al-Jouri, Youssef Abu-Ahmad, Ramasamy Srinivasan

Abstract:

The parasitoid, Diadegma semiclausum (Hymenoptera: Ichneumonidae) is one of the most effective exotic parasitoids of diamondback moth (DBM), Plutella xylostella in the lowland areas of Homs, Syria. Molecular evolution studies are useful tools to shed light on the molecular bases of insect geographical spread and adaptation to new hosts and environment and for designing better control strategies. In this study, molecular evolution analysis was performed based on the 42 nuclear internal transcribed spacer-2 (ITS2) sequences representing the D. semiclausum and eight other Diadegma spp. from Syria and worldwide. Possible recombination events were identified by RDP4 program. Four potential recombinants of the American D. insulare and D. fenestrale (Jeju) were detected. After detecting and removing recombinant sequences, the ratio of non-synonymous (dN) to synonymous (dS) substitutions per site (dN/dS=ɷ) has been used to identify codon positions involved in adaptive processes. Bayesian techniques were applied to detect selective pressures at a codon level by using five different approaches including: fixed effects likelihood (FEL), internal fixed effects likelihood (IFEL), random effects method (REL), mixed effects model of evolution (MEME) and Program analysis of maximum liklehood (PAML). Among the 40 positively selected amino acids (aa) that differed significantly between clades of Diadegma species, three aa under positive selection were only identified in D. semiclausum. Additionally, all D. semiclausum branches tree were highly found under episodic diversifying selection (EDS) at p≤0.05. Our study provide evidence that both recombination and positive selection have contributed to the molecular diversity of Diadegma spp. and highlights the significant contribution of D. semiclausum in adaptive evolution and influence the fitness in the DBM parasitoid.

Keywords: diadegma sp, DBM, ITS2, phylogeny, recombination, dN/dS, evolution, positive selection

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4376 Maximum Power Point Tracking Using FLC Tuned with GA

Authors: Mohamed Amine Haraoubia, Abdelaziz Hamzaoui, Najib Essounbouli

Abstract:

The pursuit of the MPPT has led to the development of many kinds of controllers, one of which is the Fuzzy Logic Controller, which has proven its worth. To further tune this controller this paper will discuss and analyze the use of Genetic Algorithms to tune the Fuzzy Logic Controller. It will provide an introduction to both systems, and test their compatibility and performance.

Keywords: fuzzy logic controller, fuzzy logic, genetic algorithm, maximum power point, maximum power point tracking

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4375 Effect of In-Season Linear Sprint Training on Sprint Kinematics of Amateur Soccer Players

Authors: Avinash Kharel

Abstract:

Background: - Linear sprint training is one possible approach to developing sprint performance, a crucial skill to focus on in soccer. Numerous methods, including various on-field training options, can be employed to attain this goal. However, the effect of In-season linear sprint training on sprint performance and related kinetics changes are unknown in a professional setting. The study aimed to investigate the effect of in-season linear sprint training on the sprint kinematics of amateur soccer players. Methods: - After familiarization, a 4-week training protocol was completed with sprint performance and Force Velocity (FV) profiles was compared before and after the training. Eighteen amateur soccer male players (Age 22 ± 2 years: Height: 178 ± 7cm; body-mass: 74 ± 8 Kg, 30-m split-time: 4.398 ± s) participated in the study. Sprint kinematics variables, including maximum Sprint Velocity (V0), Theoretical Maximum Force (F0), Maximum Force Output per kilogram of body weight (N/KG), Maximum Velocity (V(0)), Maximum Power Output (P MAX (W)), Ratio of Force to Velocity (FV), and Ratio of Force to Velocity at Peak power were measured. Results: - Results showed significant improvements in Maximum Sprint Velocity (p<0.01, ES=0.89), Theoretical Maximum Force (p<0.05, ES=0.50), Maximum Force Output per kilogram of body weight (p<0.05, ES=0.42), Maximum Power Output (p<0.05, ES=0.52), and Ratio of Force to Velocity at Peak Power (RF PEAK) (p<0.05, ES=0.44) post-training. There were no significant changes in the ratio of Force to Velocity (FV) and Maximum Velocity V (0) post-training (p>0.05). Conclusion: - These findings suggest that In-season linear sprint training can effectively improve certain sprint kinematics variables in amateur soccer players. Coaches and players should consider incorporating linear sprint training into their in-season training programs to improve sprint performance.

Keywords: sprint performance, training intervention, soccer, kinematics

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4374 Health as a Proxy for Labour Productivity: The Impact on Wages in Egypt’s Private Sector

Authors: Yasmine Ahmed Shemeis

Abstract:

Determining the impact of productivity increases on wage levels is often difficult due to the unavailability of individual-level productivity data. Accordingly, we proxy for productivity using a self-perceived measure of health based on the postulated positive relationship between better health and productivity improvements. Using Egypt’s labour market data for the years 2012 and 2018 and utilizing a Maximum Likelihood Estimation method, we address two issues: the endogeneity of health in the estimation of wages and a sample selection bias. Our findings indicate the great value that better health has in enhancing wage levels in Egypt’s private sector. Also, we find that overlooking the endogeneity of health underestimates its effect on wages. Thus, the improvement of health states is likely to be beneficial in improving labour market outcomes in terms of wages as well as labour productivity in Egypt.

Keywords: labour, Productivity, Wages, Endogeneity, Sample Selection

Procedia PDF Downloads 46