Search results for: multivariate time series

Authors: Swati Srivastava, Ashish Kumar Upadhyay

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Background: According to United Nation Children’s Fund, it has been estimated that worldwide about 165 million children were stunted in 2012 and India alone accounts for 38% of global burden of stunting. In terms of incidence, India is home of more than 60 million stunted children worldwide. Our study aims to examine the effect of pregnancy intention and maternal postnatal depressive symptoms on early childhood stunting in India. We hypothesized that effect of pregnancy intention and postnatal maternal depressive symptoms were mediated by social support. Methods: We used data from first wave of Young Lives Study India. Out of 2011 children recruited in original cohort, 1833 children had complete information on pregnancy intention, maternal depression and other variables. A series of multivariate logistic regression model were used to examine the effect of pregnancy intention and postnatal depressive symptoms on early childhood stunting. Results: Bivariate result indicates that a higher percent of children born after unintended pregnancy (40%) were stunted than children of intended pregnancy (26%). Likewise, proportion of stunted children was also higher among women of high postnatal depressive symptoms (35%) than low level of depression (24%). Results of multivariate logistic regression model indicate that children born after unintended pregnancy were significantly more likely to be stunted than children born after intended pregnancy (Coefficient: 1.70, CI: 1.17, 2.48). Likewise, early childhood stunting was also associated with maternal postnatal depressive symptoms among women (Coefficient: 1.48, CI: 1.16, 1.88). The effect of pregnancy intention and postnatal depressive symptoms on early childhood stunting remains unchanged after controlling for social support and other variables. Conclusions: The findings of this study provide conclusive evidence regarding consequences of pregnancy intention and postnatal depressive symptoms on early childhood stunting in India. Therefore, there is need to identify the women with unintended pregnancy and incorporate the promotion of mental health into their national reproductive and child health programme.

Keywords: pregnancy intention, postnatal depressive symptoms, social support, childhood stunting, young lives study, India

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Authors: Anisul Islam

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The U.S. has a very strong trade relationship with China but with a large and persistent trade deficit. Some has argued that the undervalued Chinese Yuan is to be blamed for the persistent trade deficit. The empirical results are mixed at best. This paper empirically estimates the U.S. export function along with the U.S. import function with its trade with China with the purpose of testing for the existence of the Marshall-Lerner (ML) condition as well for the possible existence of the J-curve hypothesis. Annual export and import data will be utilized for as long as the time series data exists. The export and import functions will be estimated using advanced econometric techniques, along with appropriate diagnostic tests performed to examine the validity and reliability of the estimated results. The annual time-series data covers from 1975 to 2022 with a sample size of 48 years, the longest period ever utilized before in any previous study. The data is collected from several sources, such as the World Bank’s World Development Indicators, IMF Financial Statistics, IMF Direction of Trade Statistics, and several other sources. The paper is expected to shed important light on the ongoing debate regarding the persistent U.S. trade deficit with China and the policies that may be useful to reduce such deficits over time. As such, the paper will be of great interest for the academics, researchers, think tanks, global organizations, and policy makers in both China and the U.S.

Keywords: exports, imports, marshall-lerner condition, j-curve hypothesis, united states, china

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Authors: Uraib Sharaha, Ahmad Salman, Eladio Rodriguez-Diaz, Elad Shufan, Klaris Riesenberg, Irving J. Bigio, Mahmoud Huleihel

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Antimicrobial drugs have played an indispensable role in controlling illness and death associated with infectious diseases in animals and humans. However, the increasing resistance of bacteria to a broad spectrum of commonly used antibiotics has become a global healthcare problem. Many antibiotics had lost their effectiveness since the beginning of the antibiotic era because many bacteria have adapted defenses against these antibiotics. Rapid determination of antimicrobial susceptibility of a clinical isolate is often crucial for the optimal antimicrobial therapy of infected patients and in many cases can save lives. The conventional methods for susceptibility testing require the isolation of the pathogen from a clinical specimen by culturing on the appropriate media (this culturing stage lasts 24 h-first culturing). Then, chosen colonies are grown on media containing antibiotic(s), using micro-diffusion discs (second culturing time is also 24 h) in order to determine its bacterial susceptibility. Other methods, genotyping methods, E-test and automated methods were also developed for testing antimicrobial susceptibility. Most of these methods are expensive and time-consuming. Fourier transform infrared (FTIR) microscopy is rapid, safe, effective and low cost method that was widely and successfully used in different studies for the identification of various biological samples including bacteria; nonetheless, its true potential in routine clinical diagnosis has not yet been established. The new modern infrared (IR) spectrometers with high spectral resolution enable measuring unprecedented biochemical information from cells at the molecular level. Moreover, the development of new bioinformatics analyses combined with IR spectroscopy becomes a powerful technique, which enables the detection of structural changes associated with resistivity. The main goal of this study is to evaluate the potential of the FTIR microscopy in tandem with machine learning algorithms for rapid and reliable identification of bacterial susceptibility to antibiotics in time span of few minutes. The UTI E.coli bacterial samples, which were identified at the species level by MALDI-TOF and examined for their susceptibility by the routine assay (micro-diffusion discs), are obtained from the bacteriology laboratories in Soroka University Medical Center (SUMC). These samples were examined by FTIR microscopy and analyzed by advanced statistical methods. Our results, based on 700 E.coli samples, were promising and showed that by using infrared spectroscopic technique together with multivariate analysis, it is possible to classify the tested bacteria into sensitive and resistant with success rate higher than 90% for eight different antibiotics. Based on these preliminary results, it is worthwhile to continue developing the FTIR microscopy technique as a rapid and reliable method for identification antibiotic susceptibility.

Keywords: antibiotics, E.coli, FTIR, multivariate analysis, susceptibility, UTI

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Authors: Borzou Faramarzi, Farideh Azimi, Azam Gohardoust, Abbas Ghasemi Ghasemvand, Maryam Mirzaei, Mandana Amani

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In this study, attempts were made to examine and analyze the trend for rainfall changes in Kangan City, Booshehr Province, during the time span 1964 to 2003, using seven rainfall threshold indices based on 50 climate extremes indices approved by WMO–CCL/CLIVAR. These indices include days with heavy precipitations, days with rainfalls, frequency of rainfall threshold values, intensity of rainfall threshold values, percentage of rainfall threshold values, successive days of rainfall, and successive days with no precipitation. Results are indicative of the fact that Kangan City climatic conditions have become more dried than before. Indices days with heavy precipitations and days with rainfalls do not show a certain trend in Kangan City. Frequency, intensity, and percentage of rainfall threshold values in the station under investigation do not indicate a certain trend. In analysis of time series of rainfall extreme indices, generally, it was revealed that Kangan City is influenced by general factors of global warming. Calculation of values for the next 10 years based on ARIMA models demonstrates a continuation of warming trends in Kangan City. On the whole, rainfall conditions in Kangan City have experienced more dry periods compared to the past, the trend which is also observable for next 10 years.

Keywords: climatic indices, climate change, extreme temperature and precipitation, time series

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Authors: Ling Qi, Matloob Khushi, Josiah Poon

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This paper introduces a pre-trained Masked Candlestick Model (MCM) for trading time-series data. The pre-trained model is based on three core designs. First, we convert trading price data at each data point as a set of normalized elements and produce embeddings of each element. Second, we generate a masked sequence of such embedded elements as inputs for self-supervised learning. Third, we use the encoder mechanism from the transformer to train the inputs. The masked model learns the contextual relations among the sequence of embedded elements, which can aid downstream classification tasks. To evaluate the performance of the pre-trained model, we fine-tune MCM for three different downstream classification tasks to predict future price trends. The fine-tuned models achieved better accuracy rates for all three tasks than the baseline models. To better analyze the effectiveness of MCM, we test the same architecture for three currency pairs, namely EUR/GBP, AUD/USD, and EUR/JPY. The experimentation results demonstrate MCM’s effectiveness on all three currency pairs and indicate the MCM’s capability for signal extraction from trading data.

Keywords: masked language model, transformer, time series prediction, trading prediction, embedding, transfer learning, self-supervised learning

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Authors: Tatiana Tunon, Gottfried Pestal

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Government agencies responsible for the management of fisheries resources publish many types of grey literature, and these materials are increasingly accessible to the public on agency websites. However, scope and quality vary considerably, and end-users need meta-data about the report series when deciding whether to use the information (e.g. apply the methods, include the results in a systematic review), or when prioritizing materials for archiving (e.g. library holdings, reference databases). A proposed taxonomy for these report series was developed based on a review of 41 report series from 6 government agencies in 4 countries (Canada, New Zealand, Scotland, and United States). Each report series was categorized according to multiple criteria describing peer-review process, content, and purpose. A robust classification tree was then fitted to these descriptions, and the resulting taxonomic groups were used to compare agency output from 4 countries using reports available in their online repositories.

Keywords: classification tree, fisheries, government, grey literature

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Authors: Jeisson A. Estrella, Laura C. Herrera, Cristian A. Arenas

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The Colombian electricity sector has been transforming through the insertion of new energy sources to generate electricity, one of them being solar energy, which is being promoted by companies interested in photovoltaic technology. The study of this technology is important for electricity generation in general and for the planning of the sector from the perspective of energy complementarity. Precisely in this last approach is where the project is located; we are interested in answering the concerns about the reliability of the electrical system when climatic phenomena such as El Niño occur or in defining whether it is viable to replace or expand thermoelectric plants. Reliability of the electrical system when climatic phenomena such as El Niño occur, or to define whether it is viable to replace or expand thermoelectric plants with renewable electricity generation systems. In this regard, some difficulties related to the basic information on renewable energy sources from measured data must first be solved, as these come from automatic weather stations. Basic information on renewable energy sources from measured data, since these come from automatic weather stations administered by the Institute of Hydrology, Meteorology and Environmental Studies (IDEAM) and, in the range of study (2005-2019), have significant amounts of missing data. For this reason, the overall objective of the project is to complete the global solar irradiance datasets to obtain time series to develop energy complementarity analyses in a subsequent project. Global solar irradiance data sets to obtain time series that will allow the elaboration of energy complementarity analyses in the following project. The filling of the databases will be done through numerical and statistical methods, which are basic techniques for undergraduate students in technical areas who are starting out as researchers technical areas who are starting out as researchers.

Keywords: time series, global solar irradiance, imputed data, energy complementarity

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Authors: Vinay C. Doranalu, Amba Shetty

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In recent days due to climate change, there is a large variation in spatial distribution of daily rainfall within a small region. Rainfall is one of the main end climatic variables which affect spatio-temporal patterns of water availability. The real task postured by the change in climate is identification, estimation and understanding the uncertainty of rainfall. This study intended to analyze the spatial variations and temporal trends of daily precipitation using high resolution (0.25º x 0.25º) gridded data of Indian Meteorological Department (IMD). For the study, 38 grid points were selected in the study area and analyzed for daily precipitation time series (113 years) over the period 1901-2013. Grid points were divided into two zones based on the elevation and situated location of grid points: Low Land (exposed to sea and low elevated area/ coastal region) and High Land (Interior from sea and high elevated area/western Ghats). Time series were applied to examine the spatial analysis and temporal trends in each grid points by non-parametric Mann-Kendall test and Theil-Sen estimator to perceive the nature of trend and magnitude of slope in trend of rainfall. Pettit-Mann-Whitney test is applied to detect the most probable change point in trends of the time period. Results have revealed remarkable monotonic trend in each grid for daily precipitation of the time series. In general, by the regional cluster analysis found that increasing precipitation trend in shoreline region and decreasing trend in Western Ghats from recent years. Spatial distribution of rainfall can be partly explained by heterogeneity in temporal trends of rainfall by change point analysis. The Mann-Kendall test shows significant variation as weaker rainfall towards the rainfall distribution over eastern parts of the Western Ghats region of Karnataka.

Keywords: change point analysis, coastal region India, gridded rainfall data, non-parametric

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Authors: Tsai Yu-hsin, Chung Yi-Hsin

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The employment of an HSR system, resulting in elevation in the inter-city/-region accessibility, is likely to promote spatial interaction between places in the HSR and extended territory. The inter-city/-region travel via HSR could be, among others, affected by the land use, transportation, and location of the HSR station at both trip origin and destination ends. However, relatively few insights have been shed on these impacts and spatial patterns of the HSR travel. The research purposes, as phase one of a series of HSR related research, of this study are threefold: to analyze the general spatial patterns of HSR trips, such as the spatial distribution of trip origins and destinations; to analyze if specific land use, transportation characteristics, and trip characteristics affect HSR trips in terms of the use of HSR, the distribution of trip origins and destinations, and; to analyze the socio-economic characteristics of HSR travelers. With the Taiwan HSR starting operation in 2007, this study emphasizes on the intermediate-term impact of HSR, which is made possible with the population and housing census and industry and commercial census data and a station area intercept survey conducted in the summer 2014. The analysis will be conducted at the city, inter-city, and inter-region spatial levels, as necessary and required. The analysis tools include descriptive statistics and multivariate analysis with the assistance of SPSS, HLM and ArcGIS. The findings, on the one hand, can provide policy implications for associated land use, transportation plan and the site selection of HSR station. On the other hand, on the travel the findings are expected to provide insights that can help explain how land use and real estate values could be affected by HSR in following phases of this series of research.

Keywords: high speed rail, land use, travel, spatial pattern

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Authors: Tiee-Jian Wu, Chih-Yuan Hsu

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Mode estimation is an important task, because it has applications to data from a wide variety of sources. We propose a semi-parametric approach to estimate the mode of an unknown continuous multivariate density function. Our approach is based on a weighted average of a parametric density estimate using the Box-Cox transform and a non-parametric kernel density estimate. Our semi-parametric mode estimate improves both the parametric- and non-parametric- mode estimates. Specifically, our mode estimate solves the non-consistency problem of parametric mode estimates (at large sample sizes) and reduces the variability of non-parametric mode estimates (at small sample sizes). The performance of our method at practical sample sizes is demonstrated by simulation examples and two real examples from the fields of climatology and image recognition.

Keywords: Box-Cox transform, density estimation, mode seeking, semiparametric method

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Authors: Lazurca Liliana Gina

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Different time series analysis of yearly air pollution at Suceava County, Nord-East of Romania, has been performed in this study. The trends in the atmospheric concentrations of the main gaseous and particulate pollutants in urban, industrial and rural environments across Suceava County were estimated for the period of 2008-2014. The non-parametric Mann-Kendall test was used to determine the trends in the annual average concentrations of air pollutants (NO2, NO, NOx, SO2, CO, PM10, O3, C6H6). The slope was estimated using the non-parametric Sen’s method. Trend significance was assumed at the 5% significance level (p < 0.05) in the current study. During the 7 year period, trends in atmospheric concentrations may not have been monotonic, in some instances concentrations of species increased and subsequently decreased. The trend in Suceava County is to keep a low concentration of pollutants in ambient air respecting the limit values.All the results that we obtained show that Romania has taken a lot of regulatory measures to decrease the concentrations of air pollutants in the last decade, in Suceava County the air quality monitoring highlight for the most part of the analyzed pollutants decreasing trends. For the analyzed period we observed considerable improvements in background air in Suceava County.

Keywords: pollutant, trend, air quality monitoring, Mann-Kendall

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Authors: Tamas Garamhegyi, Jozsef Kovacs, Rita Pongracz, Peter Tanos, Balazs Trasy, Norbert Magyar, Istvan G. Hatvani

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Like most environmental processes, shallow groundwater fluctuation under natural circumstances also behaves periodically. With the statistical tools at hand, it can easily be determined if a period exists in the data or not. Thus, the question may be raised: Does the estimated average period time characterize the whole time period, or not? This is especially important in the case of such complex phenomena as shallow groundwater fluctuation, driven by numerous factors. Because of the continuous changes in the oscillating components of shallow groundwater time series, the most appropriate method should be used to investigate its periodicity, this is wavelet spectrum analysis. The aims of the research were to investigate the periodic behavior of the shallow groundwater time series of an agriculturally important and drought sensitive region in Central-Eastern Europe and its relationship to the European pressure action centers. During the research ~216 shallow groundwater observation wells located in the eastern part of the Great Hungarian Plain with a temporal coverage of 50 years were scanned for periodicity. By taking the full-time interval as 100%, the presence of any period could be determined in percentages. With the complex hydrogeological/meteorological model developed in this study, non-periodic time intervals were found in the shallow groundwater levels. On the local scale, this phenomenon linked to drought conditions, and on a regional scale linked to the maxima of the regional air pressures in the Gulf of Genoa. The study documented an important link between shallow groundwater levels and climate variables/indices facilitating the necessary adaptation strategies on national and/or regional scales, which have to take into account the predictions of drought-related climatic conditions.

Keywords: climate change, drought, groundwater periodicity, wavelet spectrum and coherence analyses

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Authors: Renato Morbidelli, Carla Saltalippi, Alessia Flammini, Marco Cifrodelli, Corrado Corradini

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The trend of magnitude and frequency of extreme rainfalls seems to be different depending on the investigated area of the world. In this work, the impact of climate change on extreme rainfalls in Umbria, an inland region of central Italy, is examined using data recorded during the period 1921-2015 by 10 representative rain gauge stations. The study area is characterized by a complex orography, with altitude ranging from 200 to more than 2000 m asl. The climate is very different from zone to zone, with mean annual rainfall ranging from 650 to 1450 mm and mean annual air temperature from 3.3 to 14.2°C. Over the past 15 years, this region has been affected by four significant droughts as well as by six dangerous flood events, all with very large impact in economic terms. A least-squares linear trend analysis of annual maximums over 60 time series selected considering 6 different durations (1 h, 3 h, 6 h, 12 h, 24 h, 48 h) showed about 50% of positive and 50% of negative cases. For the same time series the non-parametrical Mann-Kendall test with a significance level 0.05 evidenced only 3% of cases characterized by a negative trend and no positive case. Further investigations have also demonstrated that the variance and covariance of each time series can be considered almost stationary. Therefore, the analysis on the magnitude of extreme rainfalls supplies the indication that an evident trend in the change of values in the Umbria region does not exist. However, also the frequency of rainfall events, with particularly high rainfall depths values, occurred during a fixed period has also to be considered. For all selected stations the 2-day rainfall events that exceed 50 mm were counted for each year, starting from the first monitored year to the end of 2015. Also, this analysis did not show predominant trends. Specifically, for all selected rain gauge stations the annual number of 2-day rainfall events that exceed the threshold value (50 mm) was slowly decreasing in time, while the annual cumulated rainfall depths corresponding to the same events evidenced trends that were not statistically significant. Overall, by using a wide available dataset and adopting simple methods, the influence of climate change on the heavy rainfalls in the Umbria region is not detected.

Keywords: climate changes, rainfall extremes, rainfall magnitude and frequency, central Italy

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Authors: Jeh-Nan Pan, Chung-I Li

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Measurement system analysis (MSA) plays an important role in helping organizations to improve their product quality. Generally speaking, the gauge repeatability and reproducibility (GRR) study is performed according to the MSA handbook stated in QS9000 standards. Usually, GRR study for assessing the adequacy of gauge variation needs to be conducted prior to the process capability analysis. Traditional MSA only considers a single quality characteristic. With the advent of modern technology, industrial products have become very sophisticated with more than one quality characteristic. Thus, it becomes necessary to perform multivariate GRR analysis for a measurement system when collecting data with multiple responses. In this paper, we take the correlation coefficients among tolerances into account to revise the multivariate precision-to-tolerance (P/T) ratio as proposed by Majeske (2008). We then compare the performance of our revised P/T ratio with that of the existing ratios. The simulation results show that our revised P/T ratio outperforms others in terms of robustness and proximity to the actual value. Moreover, the optimal allocation of several parameters such as the number of quality characteristics (v), sample size of parts (p), number of operators (o) and replicate measurements (r) is discussed using the confidence interval of the revised P/T ratio. Finally, a standard operating procedure (S.O.P.) to perform the GRR study for multivariate measurement systems is proposed based on the research results. Hopefully, it can be served as a useful reference for quality practitioners when conducting such study in industries. Measurement system analysis (MSA) plays an important role in helping organizations to improve their product quality. Generally speaking, the gauge repeatability and reproducibility (GRR) study is performed according to the MSA handbook stated in QS9000 standards. Usually, GRR study for assessing the adequacy of gauge variation needs to be conducted prior to the process capability analysis. Traditional MSA only considers a single quality characteristic. With the advent of modern technology, industrial products have become very sophisticated with more than one quality characteristic. Thus, it becomes necessary to perform multivariate GRR analysis for a measurement system when collecting data with multiple responses. In this paper, we take the correlation coefficients among tolerances into account to revise the multivariate precision-to-tolerance (P/T) ratio as proposed by Majeske (2008). We then compare the performance of our revised P/T ratio with that of the existing ratios. The simulation results show that our revised P/T ratio outperforms others in terms of robustness and proximity to the actual value. Moreover, the optimal allocation of several parameters such as the number of quality characteristics (v), sample size of parts (p), number of operators (o) and replicate measurements (r) is discussed using the confidence interval of the revised P/T ratio. Finally, a standard operating procedure (S.O.P.) to perform the GRR study for multivariate measurement systems is proposed based on the research results. Hopefully, it can be served as a useful reference for quality practitioners when conducting such study in industries.

Keywords: gauge repeatability and reproducibility, multivariate measurement system analysis, precision-to-tolerance ratio, Gauge repeatability

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Authors: Edwin Calderon-Mendoza, Patrick Schweitzer, Serge Weber

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Series arc faults appear frequently and unpredictably in low voltage distribution systems. Many methods have been developed to detect this type of faults and commercial protection systems such AFCI (arc fault circuit interrupter) have been used successfully in electrical networks to prevent damage and catastrophic incidents like fires. However, these devices do not allow series arc faults to be located on the line in operating mode. This paper presents a location algorithm for series arc fault in a low-voltage indoor power line in an AC 230 V-50Hz home network. The method is validated through simulations using the MATLAB software. The fault location method uses electrical parameters (resistance, inductance, capacitance, and conductance) of a 49 m indoor power line. The mathematical model of a series arc fault is based on the analysis of the V-I characteristics of the arc and consists basically of two antiparallel diodes and DC voltage sources. In a first step, the arc fault model is inserted at some different positions across the line which is modeled using lumped parameters. At both ends of the line, currents and voltages are recorded for each arc fault generation at different distances. In the second step, a fault map trace is created by using signature coefficients obtained from Kirchhoff equations which allow a virtual decoupling of the line’s mutual capacitance. Each signature coefficient obtained from the subtraction of estimated currents is calculated taking into account the Discrete Fast Fourier Transform of currents and voltages and also the fault distance value. These parameters are then substituted into Kirchhoff equations. In a third step, the same procedure described previously to calculate signature coefficients is employed but this time by considering hypothetical fault distances where the fault can appear. In this step the fault distance is unknown. The iterative calculus from Kirchhoff equations considering stepped variations of the fault distance entails the obtaining of a curve with a linear trend. Finally, the fault distance location is estimated at the intersection of two curves obtained in steps 2 and 3. The series arc fault model is validated by comparing current registered from simulation with real recorded currents. The model of the complete circuit is obtained for a 49m line with a resistive load. Also, 11 different arc fault positions are considered for the map trace generation. By carrying out the complete simulation, the performance of the method and the perspectives of the work will be presented.

Keywords: indoor power line, fault location, fault map trace, series arc fault

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Authors: Huseyin Guler, Cigdem Kosar

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The aim of this study is to propose Bridge estimator for seasonal unit root tests. Seasonality is an important factor for many economic time series. Some variables may contain seasonal patterns and forecasts that ignore important seasonal patterns have a high variance. Therefore, it is very important to eliminate seasonality for seasonal macroeconomic data. There are some methods to eliminate the impacts of seasonality in time series. One of them is filtering the data. However, this method leads to undesired consequences in unit root tests, especially if the data is generated by a stochastic seasonal process. Another method to eliminate seasonality is using seasonal dummy variables. Some seasonal patterns may result from stationary seasonal processes, which are modelled using seasonal dummies but if there is a varying and changing seasonal pattern over time, so the seasonal process is non-stationary, deterministic seasonal dummies are inadequate to capture the seasonal process. It is not suitable to use seasonal dummies for modeling such seasonally nonstationary series. Instead of that, it is necessary to take seasonal difference if there are seasonal unit roots in the series. Different alternative methods are proposed in the literature to test seasonal unit roots, such as Dickey, Hazsa, Fuller (DHF) and Hylleberg, Engle, Granger, Yoo (HEGY) tests. HEGY test can be also used to test the seasonal unit root in different frequencies (monthly, quarterly, and semiannual). Another issue in unit root tests is the lag selection. Lagged dependent variables are added to the model in seasonal unit root tests as in the unit root tests to overcome the autocorrelation problem. In this case, it is necessary to choose the lag length and determine any deterministic components (i.e., a constant and trend) first, and then use the proper model to test for seasonal unit roots. However, this two-step procedure might lead size distortions and lack of power in seasonal unit root tests. Recent studies show that Bridge estimators are good in selecting optimal lag length while differentiating nonstationary versus stationary models for nonseasonal data. The advantage of this estimator is the elimination of the two-step nature of conventional unit root tests and this leads a gain in size and power. In this paper, the Bridge estimator is proposed to test seasonal unit roots in a HEGY model. A Monte-Carlo experiment is done to determine the efficiency of this approach and compare the size and power of this method with HEGY test. Since Bridge estimator performs well in model selection, our approach may lead to some gain in terms of size and power over HEGY test.

Keywords: bridge estimators, HEGY test, model selection, seasonal unit root

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Authors: Anjali Bansal

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Reproductive preferences mainly deal with two questions: when a couple wants children and how many they want. Questions related to these desires are often included in the fertility surveys as they can provide relevant information on the subsequent behavior. The aim of the study is to observe whether respondent’s response to these questions changed over time or not. We also tried to identify socio- economic and demographic factors associated with the stability (or instability) of fertility preferences. For this purpose, we used IHDS1 (2004-05) and follow up survey IHDS2 (2011-12) data and applied bivariate, multivariate and multilevel repeated measure analysis to it to find the consistency between responses. From the analysis, we found that preferences of women changes over the course of time as from the bivariate analysis we have found that 52% of women are not consistent in their desired family size and huge inconsistency are found in desire to continue childbearing. To get a better overlook of these inconsistencies, we have computed Intra Class Correlation (ICC) which tries to explain the consistency between individuals on their fertility responses at two time periods. We also explored that husband’s desire for additional child specifically male offspring contribute to these variations. Our findings lead us to a cessation that in India, individuals fertility preferences changed over a seven-year time period as the Intra Class correlation comes out to be very small which explains the variations among individuals. Concerted efforts should be made, therefore, to educate people, and conduct motivational programs to promote family planning for family welfare.

Keywords: change, consistency, preferences, over time

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Authors: N. Reichbach, A. Kuperman

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The paper describes a design of a monitoring system for super capacitor packs in propulsion systems, allowing determining the instantaneous energy capacity under power loading. The system contains real-time recursive-least-squares identification mechanism, estimating the values of pack capacitance and equivalent series resistance. These values are required for accurate calculation of the state-of-energy.

Keywords: real-time monitoring, RLS identification algorithm, state-of-energy, super capacitor

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Authors: Saeed Zeinali, Nasser Talebbeydokhti, Mehdi Saeidian, Shahrad Vosough

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In this article, bathymetry changes have been studied as a case study for Larak Island, located in The South of Iran. The advanced 2D model of Mike21 has been used for this purpose. A simple procedure has been utilized in this model. First, the hydrodynamic (HD) module of Mike21 has been used to obtain the required output for sediment transport model (ST module). The ST module modeled the area for tidal currents only. Bed level changes are resulted by series of modeling for both HD and ST module in 3 months time step. The final bathymetry in each time step is used as the primary bathymetry for next time step. This consecutive procedure been continued until bathymetry for the year 2020 is obtained.

Keywords: bed level changes, Larak Island, hydrodynamic, sediment transport

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Authors: Sanjay Kumar Srivastava, Anu Rani Sharma, Kamna Sachdeva

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Every year, fog formation over the Indo-Gangetic Plains (IGPs) of Indian region during the winter months of December and January is believed to create numerous hazards, inconvenience, and economic loss to the inhabitants of this densely populated region of Indian subcontinent. The aim of the paper is to analyze the spatial and temporal variability of winter fog over IGPs. Long term ground observations of visibility and other meteorological parameters (1971-2010) have been analyzed to understand the formation of fog phenomena and its relevance during the peak winter months of January and December over IGP of India. In order to examine the temporal variability, time series and trend analysis were carried out by using the Mann-Kendall Statistical test. Trend analysis performed by using the Mann-Kendall test, accepts the alternate hypothesis with 95% confidence level indicating that there exists a trend. Kendall tau’s statistics showed that there exists a positive correlation between time series and fog frequency. Further, the Theil and Sen’s median slope estimate showed that the magnitude of trend is positive. Magnitude is higher during January compared to December for the entire IGP except in December when it is high over the western IGP. Decade wise time series analysis revealed that there has been continuous increase in fog days. The net overall increase of 99 % was observed over IGP in last four decades. Diurnal variability and average daily persistence were computed by using descriptive statistical techniques. Geo-statistical analysis of fog was carried out to understand the spatial variability of fog. Geo-statistical analysis of fog revealed that IGP is a high fog prone zone with fog occurrence frequency of more than 66% days during the study period. Diurnal variability indicates the peak occurrence of fog is between 06:00 and 10:00 local time and average daily fog persistence extends to 5 to 7 hours during the peak winter season. The results would offer a new perspective to take proactive measures in reducing the irreparable damage that could be caused due to changing trends of fog.

Keywords: fog, climatology, Mann-Kendall test, trend analysis, spatial variability, temporal variability, visibility

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Authors: Stephanie Chen, Mitja Echim, Christof Büskens

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To describe and propagate the behavior of a system mathematical models are formulated. Parameter identification is used to adapt the coefficients of the underlying laws of science. For complex systems this approach can be incomplete and hence imprecise and moreover too slow to be computed efficiently. Therefore, these models might be not applicable for the numerical optimization of real systems, since these techniques require numerous evaluations of the models. Moreover not all quantities necessary for the identification might be available and hence the system must be adapted manually. Therefore, an approach is described that generates models that overcome the before mentioned limitations by not focusing on physical laws, but on measured (sensor) data of real systems. The approach is more general since it generates models for every system detached from the scientific background. Additionally, this approach can be used in a more general sense, since it is able to automatically identify correlations in the data. The method can be classified as a multivariate data regression analysis. In contrast to many other data regression methods this variant is also able to identify correlations of products of variables and not only of single variables. This enables a far more precise and better representation of causal correlations. The basis and the explanation of this method come from an analytical background: the series expansion. Another advantage of this technique is the possibility of real-time adaptation of the generated models during operation. Herewith system changes due to aging, wear or perturbations from the environment can be taken into account, which is indispensable for realistic scenarios. Since these data driven models can be evaluated very efficiently and with high precision, they can be used in mathematical optimization algorithms that minimize a cost function, e.g. time, energy consumption, operational costs or a mixture of them, subject to additional constraints. The proposed method has successfully been tested in several complex applications and with strong industrial requirements. The generated models were able to simulate the given systems with an error in precision less than one percent. Moreover the automatic identification of the correlations was able to discover so far unknown relationships. To summarize the above mentioned approach is able to efficiently compute high precise and real-time-adaptive data-based models in different fields of industry. Combined with an effective mathematical optimization algorithm like WORHP (We Optimize Really Huge Problems) several complex systems can now be represented by a high precision model to be optimized within the user wishes. The proposed methods will be illustrated with different examples.

Keywords: adaptive modeling, automatic identification of correlations, data based modeling, optimization

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Authors: Ekapon Thienthaworn

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This research aims to study the reliability of the forecasting factor in social media by using survey research methods with questionnaires. The sampling is the group of undergraduate students in Bangkok. A multiple-step random number of 400 persons, data analysis are descriptive statistics with multivariate regression analysis. The research found the average of the overall trust at the intermediate level for reading the news in social media and the results of the multivariate regression analysis to find out the factors that forecast credibility of the media found the only content that has the power to forecast reliability of undergraduate students in Bangkok to reading the news on social media at the significance level.at 0.05.These can be factors with forecasts reliability of news in social media by a variable that has the highest influence factor of the media content and the speed is also important for reliability of the news.

Keywords: credibility of news, behaviors and attitudes, social media, web board

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Authors: Saeideh Lotfi Nikoo, Azadeh Ghaheri, Reza Omani Samani

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Context: In most cultures around the globe, infertility is recognized as a crisis and exposed infertile couples are under psychosocial pressure. Indeed, the quality of life (QoL) for infertile women is lower in comparison with fertile control. Objective, The purpose of this study, was to investigate the impact of social support and hope on QoL in women undergoing infertility treatment. Methods: A cross-sectional study. Patient(s): In this cross-sectional study, 350 infertile women were recruited who were referred to an infertility clinic for the first time and had no history of Assisted Reproductive Techniques (ART) failure. Intervention(s): Questionnaires on the Fertility Quality of Life (FertiQoL), Multi-dimensional Scale of Perceived Social Support (family and friends), and Snyder Hope Scale (pathway and agency) were used to collect data. Data analysis was done by univariate and multivariate analysis. P value <0.05 was considered statistically significant. Result(s): Multivariate analysis indicated that infertile women with a higher score of social support (by family & friends) (b= 0.59 (CI 95%: 0.03, 1.15) (P = 0.040), b= 0.61 (CI 95%: 0.17, 1.04) (P = 0.006)) and hope (pathway & agency) (b= 0.94 (CI 95%: 0.29, 1.59) (P = 0.005), b= 1.13 (CI 95%: 0.45, 1.82) (P = 0.001) respectively) have significantly better Core FertiQoL. The result revealed that social support and hope are significantly and positively associated with other subscales of FertiQoL as well. Conclusions: According to the results, lifestyle interventions such as receiving social support, building a sound family with effective communication, and providing appropriate health education are of crucial importance to address psychological distress and improve the fertility QoL of women experiencing fertility problems.

Keywords: inertility, social support, infertile women, hope

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Authors: Mohammed A. Zidan, Alaa Sagheer, Nasser Metwally

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Real-time learning is an important goal that most of artificial intelligence researches try to achieve it. There are a lot of problems and applications which require low cost learning such as learn a robot to be able to classify and recognize patterns in real time and real-time recall. In this contribution, we suggest a model of quantum competitive learning based on a series of quantum gates and additional operator. The proposed model enables to recognize any incomplete patterns, where we can increase the probability of recognizing the pattern at the expense of the undesired ones. Moreover, these undesired ones could be utilized as new patterns for the system. The proposed model is much better compared with classical approaches and more powerful than the current quantum competitive learning approaches.

Keywords: competitive learning, quantum gates, quantum gates, winner-take-all

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Authors: Dalson Figueiredo, Enivaldo Rocha, Ranulfo Paranhos, José Alexandre

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This paper analyzes the effects of institutional capacity on corruption. Methodologically, the research design combines both descriptive and multivariate statistics to examine two original datasets based on secondary data. In particular, we employ a principal component model to estimate an indicator of institutional capacity for both state audit institutions and subnational judiciary courts. Then, we estimate the effect of institutional capacity on two dependent variables: (1) incidence of administrative irregularities and (2) time elapsed to judge corruption cases. The preliminary results using ordinary least squares, negative binomial and Tobit models suggest the same conclusions: higher the institutional audit capacity, higher is the probability of detecting a corruption case. On the other hand, higher the institutional capacity of state judiciary, the lower is the time to judge corruption cases.

Keywords: institutional capacity, corruption, state level institutions, evidence from Brazil

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Authors: Junhong Li, Danni Cheng, Yaxin Luo, Xiaowei Yi, Ke Qiu, Wendu Pang, Minzi Mao, Yufang Rao, Yao Song, Jianjun Ren, Yu Zhao

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Background: The number of multiple cancer patients was increasing, and the impact of prior cancer history on salivary gland cancer patients remains unclear. Methods: Clinical, demographic and pathological information on salivary gland cancer patients were retrospectively collected from the Surveillance, Epidemiology, and End Results (SEER) database from 2004 to 2017, and the characteristics and prognosis between patients with a prior cancer and those without prior caner were compared. Univariate and multivariate cox proportional regression models were used for the analysis of prognosis. A risk score model was established to exam the impact of treatment on patients with a prior cancer in different risk groups. Results: A total of 9098 salivary gland cancer patients were identified, and 1635 of them had a prior cancer history. Salivary gland cancer patients with prior cancer had worse survival compared with those without a prior cancer (p<0.001). Patients with a different type of first cancer had a distinct prognosis (p<0.001), and longer latent time was associated with better survival (p=0.006) in the univariate model, although both became nonsignificant in the multivariate model. Salivary gland cancer patients with a prior cancer were divided into low-risk (n= 321), intermediate-risk (n=223), and high-risk (n=62) groups and the results showed that patients at high risk could benefit from surgery, radiation therapy, and chemotherapy, and those at intermediate risk could benefit from surgery. Conclusion: Prior cancer history had an adverse impact on the survival of salivary gland cancer patients, and individualized treatment should be seriously considered for them.

Keywords: prior cancer history, prognosis, salivary gland cancer, SEER

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Authors: Frederic Jumelle, Kelvin So, Didan Deng

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A method and system for neuropsychological performance test, comprising a mobile terminal, used to interact with a cloud server which stores user information and is logged into by the user through the terminal device; the user information is directly accessed through the terminal device and is processed by artificial neural network, and the user information comprises user facial emotions information, performance test answers information and user chronometrics. This assessment is used to evaluate the cognitive performance and emotional response of the subject to a series of dichotomous questions describing various situations of daily life and challenging the users' knowledge, values, ethics, and principles. In industrial applications, the timing of this assessment will depend on the users' need to obtain a service from a provider, such as opening a bank account, getting a mortgage or an insurance policy, authenticating clearance at work, or securing online payments.

Keywords: artificial intelligence, neurofinance, neuropsychology, risk management

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Authors: Cameron Hamilton, Walter Potter, Gerrit Hoogenboom, Ronald McClendon, Will Hobbs

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A model was constructed to predict the amount of solar radiation that will make contact with the surface of the earth in a given location an hour into the future. This project was supported by the Southern Company to determine at what specific times during a given day of the year solar panels could be relied upon to produce energy in sufficient quantities. Due to their ability as universal function approximators, an artificial neural network was used to estimate the nonlinear pattern of solar radiation, which utilized measurements of weather conditions collected at the Griffin, Georgia weather station as inputs. A number of network configurations and training strategies were utilized, though a multilayer perceptron with a variety of hidden nodes trained with the resilient propagation algorithm consistently yielded the most accurate predictions. In addition, a modeled DNI field and adjacent weather station data were used to bolster prediction accuracy. In later trials, the solar radiation field was preprocessed with a discrete wavelet transform with the aim of removing noise from the measurements. The current model provides predictions of solar radiation with a mean square error of 0.0042, though ongoing efforts are being made to further improve the model’s accuracy.

Keywords: artificial neural networks, resilient propagation, solar radiation, time series forecasting

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Authors: Jinhoa Lee

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The relationships between environmental quality, energy use and economic output have created growing attention over the past decades among researchers and policy makers. Focusing on the empirical aspects of the role of CO2 emissions and energy use in affecting the economic output, this paper is an effort to fulfill the gap in a comprehensive case study at a country level using modern econometric techniques. To achieve the goal, this country-specific study examines the short-run and long-run relationships among energy consumption (using disaggregated energy sources: crude oil, coal, natural gas, electricity), carbon dioxide (CO2) emissions and gross domestic product (GDP) for Turkey using time series analysis from the year 1980-2010. To investigate the relationships between the variables, this paper employs the Phillips–Perron (PP) test for stationarity, Johansen maximum likelihood method for cointegration and a Vector Error Correction Model (VECM) for both short- and long-run causality among the research variables for the sample. All the variables in this study show very strong significant effects on GDP in the country for the long term. The long-run equilibrium in the VECM suggests negative long-run causalities from consumption of petroleum products and the direct combustion of crude oil, coal and natural gas to GDP. Conversely, positive impacts of CO2 emissions and electricity consumption on GDP are found to be significant in Turkey during the period. There exists a short-run bidirectional relationship between electricity consumption and natural gas consumption. There exists a positive unidirectional causality running from electricity consumption to natural gas consumption, while there exists a negative unidirectional causality running from natural gas consumption to electricity consumption. Moreover, GDP has a negative effect on electricity consumption in Turkey in the short run. Overall, the results support arguments that there are relationships among environmental quality, energy use and economic output but the associations can to be differed by the sources of energy in the case of Turkey over of period 1980-2010.

Keywords: CO2 emissions, energy consumption, GDP, Turkey, time series analysis

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Authors: Hanan Eltayeb, Reem Al Refaie

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To be able to connect and relate to shows spoken in a foreign language, advanced learners must understand not only linguistics inferences but also cultural, metacognitive, and pragmatic connotations in colloquial Egyptian TV series. These connotations are needed to both understand the different facets of the dramas put before them, and they’re also consistently grown and formulated through watching these shows. The inferences have become a staple in the Egyptian colloquial culture over the years, making their way into day-to-day conversations as Egyptians use them to speak, relate, joke, and connect with each other, without having known one another from previous times. As for advanced learners, they need to understand these inferences not only to watch these shows, but also to be able to converse with Egyptians on a level that surpasses the formal, or standard. When faced with some of the somewhat recent shows on the Egyptian screens, learners faced challenges in understanding pragmatics, cultural, and religious background of the target language and consequently not able to interact effectively with a native speaker in real-life situations. This study aims to enhance the linguistic and cultural proficiency of learners through studying two genres of TV Colloquial Egyptian series. Study samples derived from two recent comedian and social Egyptian series ('The Seventh Neighbor' سابع جار, and 'Nelly and Sherihan' نيللي و شريهان). When learners watch such series, they are usually faced with a problem understanding inferences that have to do with social, religious, and political events that are addressed in the series. Using discourse analysis of the sematic, semantic, pragmatic, cultural, and linguistic characteristics of the target language, some major deductions were highlighted and repeated, showing a pattern in both. The research paper concludes that there are many sets of lingual and para-lingual phrases, idioms, and proverbs to be acquired and used effectively by teaching these series. The strategies adopted in the study can be applied to different types of media, like movies, TV shows, and even cartoons, to enhance student proficiency.

Keywords: Egyptian series, culture, linguistic competence, pragmatics, semantics, social

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