Search results for: statistics and probability
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2910

Search results for: statistics and probability

2790 Occupational Attainment of Second Generation of Ethnic Minority Immigrants in the UK

Authors: Rukhsana Kausar, Issam Malki

Abstract:

The integration and assimilation of ethnic minority immigrants (EMIs) and their subsequent generations remains a serious unsettled issue in most of the host countries. This study conducts the labour market gender analysis to investigate specifically whether second generation of ethnic minority immigrants in the UK is gaining access to professional and managerial employment and advantaged occupational positions on par with their native counterparts. The data used to examine the labour market achievements of EMIs is taken from Labour Force Survey (LFS) for the period 2014-2018. We apply a multivalued treatment under ignorability as proposed by Cattaneo (2010), which refers to treatment effects under the assumptions of (i) selection – on – observables and (ii) common support. We report estimates of Average Treatment Effect (ATE), Average Treatment Effect on the Treated (ATET), and Potential Outcomes Means (POM) using three estimators, including the Regression Adjustment (RA), Augmented Inverse Probability Weighting (AIPW) and Inverse Probability Weighting- Regression Adjustment (IPWRA). We consider two cases: the case with four categories where the first-generation natives are the base category, the second case combine all natives as a base group. Our findings suggest the following. Under Case 1, the estimated probabilities and differences across groups are consistently similar and highly significant. As expected, first generation natives have the highest probability for higher career attainment among both men and women. The findings also suggest that first generation immigrants perform better than the remaining two groups, including the second-generation natives and immigrants. Furthermore, second generation immigrants have higher probability to attain higher professional career, while this is lower for a managerial career. Similar conclusions are reached under Case 2. That is to say that both first – generation and second – generation immigrants have a lower probability for higher career and managerial attainment. First – generation immigrants are found to perform better than second – generation immigrants.

Keywords: immigrnats, second generation, occupational attainment, ethnicity

Procedia PDF Downloads 82
2789 Identification of Outliers in Flood Frequency Analysis: Comparison of Original and Multiple Grubbs-Beck Test

Authors: Ayesha S. Rahman, Khaled Haddad, Ataur Rahman

Abstract:

At-site flood frequency analysis is used to estimate flood quantiles when at-site record length is reasonably long. In Australia, FLIKE software has been introduced for at-site flood frequency analysis. The advantage of FLIKE is that, for a given application, the user can compare a number of most commonly adopted probability distributions and parameter estimation methods relatively quickly using a windows interface. The new version of FLIKE has been incorporated with the multiple Grubbs and Beck test which can identify multiple numbers of potentially influential low flows. This paper presents a case study considering six catchments in eastern Australia which compares two outlier identification tests (original Grubbs and Beck test and multiple Grubbs and Beck test) and two commonly applied probability distributions (Generalized Extreme Value (GEV) and Log Pearson type 3 (LP3)) using FLIKE software. It has been found that the multiple Grubbs and Beck test when used with LP3 distribution provides more accurate flood quantile estimates than when LP3 distribution is used with the original Grubbs and Beck test. Between these two methods, the differences in flood quantile estimates have been found to be up to 61% for the six study catchments. It has also been found that GEV distribution (with L moments) and LP3 distribution with the multiple Grubbs and Beck test provide quite similar results in most of the cases; however, a difference up to 38% has been noted for flood quantiles for annual exceedance probability (AEP) of 1 in 100 for one catchment. These findings need to be confirmed with a greater number of stations across other Australian states.

Keywords: floods, FLIKE, probability distributions, flood frequency, outlier

Procedia PDF Downloads 409
2788 Forecast Based on an Empirical Probability Function with an Adjusted Error Using Propagation of Error

Authors: Oscar Javier Herrera, Manuel Angel Camacho

Abstract:

This paper addresses a cutting edge method of business demand forecasting, based on an empirical probability function when the historical behavior of the data is random. Additionally, it presents error determination based on the numerical method technique ‘propagation of errors’. The methodology was conducted characterization and process diagnostics demand planning as part of the production management, then new ways to predict its value through techniques of probability and to calculate their mistake investigated, it was tools used numerical methods. All this based on the behavior of the data. This analysis was determined considering the specific business circumstances of a company in the sector of communications, located in the city of Bogota, Colombia. In conclusion, using this application it was possible to obtain the adequate stock of the products required by the company to provide its services, helping the company reduce its service time, increase the client satisfaction rate, reduce stock which has not been in rotation for a long time, code its inventory, and plan reorder points for the replenishment of stock.

Keywords: demand forecasting, empirical distribution, propagation of error, Bogota

Procedia PDF Downloads 589
2787 Association between Healthy Eating Index-2015 Scores and the Probability of Sarcopenia in Community-Dwelling Iranian Elderly

Authors: Zahra Esmaeily, Zahra Tajari, Shahrzad Daei, Mahshid Rezaei, Atefeh Eyvazkhani, Marjan Mansouri Dara, Ahmad Reza Dorosty Motlagh, Andriko Palmowski

Abstract:

Objective: Sarcopenia (SPA) is associated with frailty and disability in the elderly. Adherence to current dietary guidelines in addition to physical activity could play a role in the prevention of muscle wasting and weakness. The Healthy Eating Index-2015 (HEI) is a tool to assess diet quality as recommended in the U.S. Dietary Guidelines for Americans. This study aimed to investigate whether there is a relationship between HEI scores and the probability of SPA (PS) among the Tehran elderly. Method: A previously validated semi-quantitative food frequency questionnaire was used to assess HEI and the dietary intake of randomly selected elderly people living in Tehran, Iran. Handgrip strength (HGS) was measured to evaluate the PS. Statistical evaluation included descriptive analysis and standard test procedures. Result: 201 subjects were included. Those probably suffering from SPA (as determined by HGS) had significantly lower HEI scores (p = 0.02). After adjusting for confounders, HEI scores and HGS were still significantly associated (adjusted R2 = 0.56, slope β = 0.03, P = 0.09). Elderly people with a low probability of SPA consumed more monounsaturated and polyunsaturated fatty acids (P = 0.06) and ingested less added sugars and saturated fats (P = 0.01 and P = 0.02, respectively). Conclusion: In this cross-sectional study, HEI scores are associated with the probability of SPA. Adhering to current dietary guidelines might contribute to ameliorating muscle strength and mass in aging individuals.

Keywords: aging, HEI-2015, Iranian, sarcopenic

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2786 The Influence of Design Complexity of a Building Structure on the Expected Performance

Authors: Ormal Lishi

Abstract:

This research presents a computationally efficient probabilistic method to assess the performance of compartmentation walls with similar Fire Resistance Levels (FRL) but varying complexity. Specifically, a masonry brick wall and a light-steel framed (LSF) wall with comparable insulation performance are analyzed. A Monte Carlo technique, employing Latin Hypercube Sampling (LHS), is utilized to quantify uncertainties and determine the probability of failure for both walls exposed to standard and parametric fires, following ISO 834 and Eurocodes guidelines. Results show that the probability of failure for the brick masonry wall under standard fire exposure is estimated at 4.8%, while the LSF wall is 7.6%. These probabilities decrease to 0.4% and 4.8%, respectively, when subjected to parametric fires. Notably, the complex LSF wall exhibits higher variability in predicting time to failure for specific criteria compared to the less complex brick wall, especially at higher temperatures. The proposed approach highlights the need for Probabilistic Risk Assessment (PRA) to accurately evaluate the reliability and safety levels of complex designs.

Keywords: design complexity, probability of failure, monte carlo analysis, compartmentation walls, insulation

Procedia PDF Downloads 33
2785 Household Wealth and Portfolio Choice When Tail Events Are Salient

Authors: Carlson Murray, Ali Lazrak

Abstract:

Robust experimental evidence of systematic violations of expected utility (EU) establishes that individuals facing risk overweight utility from low probability gains and losses when making choices. These findings motivated development of models of preferences with probability weighting functions, such as rank dependent utility (RDU). We solve for the optimal investing strategy of an RDU investor in a dynamic binomial setting from which we derive implications for investing behavior. We show that relative to EU investors with constant relative risk aversion, commonly measured probability weighting functions produce optimal RDU terminal wealth with significant downside protection and upside exposure. We additionally find that in contrast to EU investors, RDU investors optimally choose a portfolio that contains fair bets that provide payo↵s that can be interpreted as lottery outcomes or exposure to idiosyncratic returns. In a calibrated version of the model, we calculate that RDU investors would be willing to pay 5% of their initial wealth for the freedom to trade away from an optimal EU wealth allocation. The dynamic trading strategy that supports the optimal wealth allocation implies portfolio weights that are independent of initial wealth but requires higher risky share after good stock return histories. Optimal trading also implies the possibility of non-participation when historical returns are poor. Our model fills a gap in the literature by providing new quantitative and qualitative predictions that can be tested experimentally or using data on household wealth and portfolio choice.

Keywords: behavioral finance, probability weighting, portfolio choice

Procedia PDF Downloads 399
2784 Detection of the Effectiveness of Training Courses and Their Limitations Using CIPP Model (Case Study: Isfahan Oil Refinery)

Authors: Neda Zamani

Abstract:

The present study aimed to investigate the effectiveness of training courses and their limitations using the CIPP model. The investigations were done on Isfahan Refinery as a case study. From a purpose point of view, the present paper is included among applied research and from a data gathering point of view, it is included among descriptive research of the field type survey. The population of the study included participants in training courses, their supervisors and experts of the training department. Probability-proportional-to-size (PPS) was used as the sampling method. The sample size for participants in training courses included 195 individuals, 30 supervisors and 11 individuals from the training experts’ group. To collect data, a questionnaire designed by the researcher and a semi-structured interview was used. The content validity of the data was confirmed by training management experts and the reliability was calculated through 0.92 Cronbach’s alpha. To analyze the data in descriptive statistics aspect (tables, frequency, frequency percentage and mean) were applied, and inferential statistics (Mann Whitney and Wilcoxon tests, Kruskal-Wallis test to determine the significance of the opinion of the groups) have been applied. Results of the study indicated that all groups, i.e., participants, supervisors and training experts, absolutely believe in the importance of training courses; however, participants in training courses regard content, teacher, atmosphere and facilities, training process, managing process and product as to be in a relatively appropriate level. The supervisors also regard output to be at a relatively appropriate level, but training experts regard content, teacher and managing processes as to be in an appropriate and higher than average level.

Keywords: training courses, limitations of training effectiveness, CIPP model, Isfahan oil refinery company

Procedia PDF Downloads 33
2783 Social Capital and Adoption of Sustainable Management Practices of Non Timber Forest Product in Cameroon

Authors: Eke Bala Sophie Michelle

Abstract:

The renewable resource character of NTFPs is an opportunity to its sustainability, this study analyzed the role of social capital in the adoption of sustainable management practices of NTFPs by households in the community forest (CF) Morikouali-ye. The analysis shows that 67% of households surveyed perceive the level of degradation of NTFPs in their CF as time passes and are close to 74% for adoption of sustainable management practices of NTFPs that are domestication, sustainable management of the CF, the logging ban trees and uprooting plants, etc. 26% refused to adopt these practices estimate that, at 39% it is better to promote logging in the CF. The estimated probit model shows that social capital through trust, solidarity and social inclusion significantly influences the probability of households to adopt sustainable NTFP management practices. In addition, age, education level and income from the sale of NTFPs have a significant impact on the probability of adoption. The probability of adoption increases with the level of education and confidence among households. So should they be animated by a spirit of solidarity and trust and not let a game of competition for sustainable management of NTFPs in their CF.

Keywords: community forest, social capital, NTFP, trust, solidarity, social inclusion, sustainable management

Procedia PDF Downloads 334
2782 Socio-Demographic Factors and Testing Practices Are Associated with Spatial Patterns of Clostridium difficile Infection in the Australian Capital Territory, 2004-2014

Authors: Aparna Lal, Ashwin Swaminathan, Teisa Holani

Abstract:

Background: Clostridium difficile infections (CDIs) have been on the rise globally. In Australia, rates of CDI in all States and Territories have increased significantly since mid-2011. Identifying risk factors for CDI in the community can help inform targeted interventions to reduce infection. Methods: We examine the role of neighbourhood socio-economic status, demography, testing practices and the number of residential aged care facilities on spatial patterns in CDI incidence in the Australian Capital Territory. Data on all tests conducted for CDI were obtained from ACT Pathology by postcode for the period 1st January 2004 through 31 December 2014. Distribution of age groups and the neighbourhood Index of Relative Socio-economic Advantage Disadvantage (IRSAD) were obtained from the Australian Bureau of Statistics 2011 National Census data. A Bayesian spatial conditional autoregressive model was fitted at the postcode level to quantify the relationship between CDI and socio-demographic factors. To identify CDI hotspots, exceedance probabilities were set at a threshold of twice the estimated relative risk. Results: CDI showed a positive spatial association with the number of tests (RR=1.01, 95% CI 1.00, 1.02) and the resident population over 65 years (RR=1.00, 95% CI 1.00, 1.01). The standardized index of relative socio-economic advantage disadvantage (IRSAD) was significantly negatively associated with CDI (RR=0.74, 95% CI 0.56, 0.94). We identified three postcodes with high probability (0.8-1.0) of excess risk. Conclusions: Here, we demonstrate geographic variations in CDI in the ACT with a positive association of CDI with socioeconomic disadvantage and identify areas with a high probability of elevated risk compared with surrounding communities. These findings highlight community-based risk factors for CDI.

Keywords: spatial, socio-demographic, infection, Clostridium difficile

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2781 Earnings Management and Firm’s Creditworthiness

Authors: Maria A. Murtiati, Ancella A. Hermawan

Abstract:

The objective of this study is to examine whether the firm’s eligibility to get a bank loan is influenced by earnings management. The earnings management is distinguished between accruals and real earnings management. Hypothesis testing is carried out with logistic regression model using sample of 285 companies listed at Indonesian Stock Exchange in 2010. The result provides evidence that a greater magnitude in accruals earnings management increases the firm’s probability to be eligible to get bank loan. In contrast, real earnings management through abnormal cash flow and abnormal discretionary expenses decrease firm’s probability to be eligible to get bank loan, while real management through abnormal production cost increases such probability. The result of this study suggests that if the earnings management is assumed to be opportunistic purpose, the accruals based earnings management can distort the banks credit analysis using financial statements. Real earnings management has more impact on the cash flows, and banks are very concerned on the firm’s cash flow ability. Therefore, this study indicates that banks are more able to detect real earnings management, except abnormal production cost in real earning management.

Keywords: discretionary accruals, real earning management, bank loan, credit worthiness

Procedia PDF Downloads 322
2780 Institutional Capacity and Corruption: Evidence from Brazil

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

Abstract:

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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2779 Influence of the Reliability Index on the Safety Factor of the Concrete Contribution to Shear Strength of HSC Beams

Authors: Ali Sagiroglu, Sema Noyan Alacali, Guray Arslan

Abstract:

This paper presents a study on the influence of the safety factor in the concrete contribution to shear strength of high-strength concrete (HSC) beams according to TS500. In TS500, the contribution of concrete to shear strength is obtained by reducing diagonal cracking strength with a safety factor of 0.8. It was investigated that the coefficient of 0.8 considered in determining the contribution of concrete to the shear strength corresponds to which value of failure probability. Also, the changes in the reduction factor depending on different coefficients of variation of concrete were examined.

Keywords: reinforced concrete, beam, shear strength, failure probability, safety factor

Procedia PDF Downloads 785
2778 Getting What You Paid For: Using Mutual Fund Governance to Predict the Activeness of Mutual Funds

Authors: Matthew Morey, Aron Gottesman

Abstract:

This paper examines the relationship between mutual fund governance and the activeness of equity mutual funds. Using a fund’s corporate culture as a proxy for its governance and controlling for other variables, we find that funds with the better governance are significantly more active than other funds. Further, we find the probability of finding a highly active fund increases significantly as the governance of the fund improves. We also find some evidence that the probability of finding a closet index fund increases as the governance of the fund declines. These results demonstrate that mutual fund governance should be considered carefully when making mutual fund investment decisions.

Keywords: active, share, mutual funds, economics

Procedia PDF Downloads 298
2777 Resilience-Vulnerability Interaction in the Context of Disasters and Complexity: Study Case in the Coastal Plain of Gulf of Mexico

Authors: Cesar Vazquez-Gonzalez, Sophie Avila-Foucat, Leonardo Ortiz-Lozano, Patricia Moreno-Casasola, Alejandro Granados-Barba

Abstract:

In the last twenty years, academic and scientific literature has been focused on understanding the processes and factors of coastal social-ecological systems vulnerability and resilience. Some scholars argue that resilience and vulnerability are isolated concepts due to their epistemological origin, while others note the existence of a strong resilience-vulnerability relationship. Here we present an ordinal logistic regression model based on the analytical framework about dynamic resilience-vulnerability interaction along adaptive cycle of complex systems and disasters process phases (during, recovery and learning). In this way, we demonstrate that 1) during the disturbance, absorptive capacity (resilience as a core of attributes) and external response capacity explain the probability of households capitals to diminish the damage, and exposure sets the thresholds about the amount of disturbance that households can absorb, 2) at recovery, absorptive capacity and external response capacity explain the probability of households capitals to recovery faster (resilience as an outcome) from damage, and 3) at learning, adaptive capacity (resilience as a core of attributes) explains the probability of households adaptation measures based on the enhancement of physical capital. As a result, during the disturbance phase, exposure has the greatest weight in the probability of capital’s damage, and households with absorptive and external response capacity elements absorbed the impact of floods in comparison with households without these elements. At the recovery phase, households with absorptive and external response capacity showed a faster recovery on their capital; however, the damage sets the thresholds of recovery time. More importantly, diversity in financial capital increases the probability of recovering other capital, but it becomes a liability so that the probability of recovering the household finances in a longer time increases. At learning-reorganizing phase, adaptation (modifications to the house) increases the probability of having less damage on physical capital; however, it is not very relevant. As conclusion, resilience is an outcome but also core of attributes that interacts with vulnerability along the adaptive cycle and disaster process phases. Absorptive capacity can diminish the damage experienced by floods; however, when exposure overcomes thresholds, both absorptive and external response capacity are not enough. In the same way, absorptive and external response capacity diminish the recovery time of capital, but the damage sets the thresholds in where households are not capable of recovering their capital.

Keywords: absorptive capacity, adaptive capacity, capital, floods, recovery-learning, social-ecological systems

Procedia PDF Downloads 106
2776 Performance Evaluation of an Efficient Asynchronous Protocol for WDM Ring MANs

Authors: Baziana Peristera

Abstract:

The idea of the asynchronous transmission in wavelength division multiplexing (WDM) ring MANs is studied in this paper. Especially, we present an efficient access technique to coordinate the collisions-free transmission of the variable sizes of IP traffic in WDM ring core networks. Each node is equipped with a tunable transmitter and a tunable receiver. In this way, all the wavelengths are exploited for both transmission and reception. In order to evaluate the performance measures of average throughput, queuing delay and packet dropping probability at the buffers, a simulation model that assumes symmetric access rights among the nodes is developed based on Poisson statistics. Extensive numerical results show that the proposed protocol achieves apart from high bandwidth exploitation for a wide range of offered load, fairness of queuing delay and dropping events among the different packets size categories.

Keywords: asynchronous transmission, collision avoidance, wavelength division multiplexing, WDM

Procedia PDF Downloads 345
2775 Time-Dependent Reliability Analysis of Corrosion Affected Cast Iron Pipes with Mixed Mode Fracture

Authors: Chun-Qing Li, Guoyang Fu, Wei Yang

Abstract:

A significant portion of current water networks is made of cast iron pipes. Due to aging and deterioration with corrosion being the most predominant mechanism, the failure rate of cast iron pipes is very high. Although considerable research has been carried out in the past few decades, most are on the effect of corrosion on the structural capacity of pipes using strength theory as the failure criterion. This paper presents a reliability-based methodology for the assessment of corrosion affected cast iron pipe cracking failures. A nonlinear limit state function taking into account all three fracture modes is proposed for brittle metal pipes with mixed mode fracture. A stochastic model of the load effect is developed, and time-dependent reliability method is employed to quantify the probability of failure and predict the remaining service life. A case study is carried out using the proposed methodology, followed by sensitivity analysis to investigate the effects of the random variables on the probability of failure. It has been found that the larger the inclination angle or the Mode I fracture toughness is, the smaller the probability of pipe failure is. It has also been found that the multiplying and exponential coefficients k and n in the power law corrosion model and the internal pressure have the most influence on the probability of failure for cast iron pipes. The methodology presented in this paper can assist pipe engineers and asset managers in developing a risk-informed and cost-effective strategy for better management of corrosion-affected pipelines.

Keywords: corrosion, inclined surface cracks, pressurized cast iron pipes, stress intensity

Procedia PDF Downloads 285
2774 Decision Making, Reward Processing and Response Selection

Authors: Benmansour Nassima, Benmansour Souheyla

Abstract:

The appropriate integration of reward processing and decision making provided by the environment is vital for behavioural success and individuals’ well being in everyday life. Functional neurological investigation has already provided an inclusive image on affective and emotional (motivational) processing in the healthy human brain and has recently focused its interest also on the assessment of brain function in anxious and depressed individuals. This article offers an overview on the theoretical approaches that relate emotion and decision-making, and spotlights investigation with anxious or depressed individuals to reveal how emotions can interfere with decision-making. This research aims at incorporating the emotional structure based on response and stimulation with a Bayesian approach to decision-making in terms of probability and value processing. It seeks to show how studies of individuals with emotional dysfunctions bear out that alterations of decision-making can be considered in terms of altered probability and value subtraction. The utmost objective is to critically determine if the probabilistic representation of belief affords could be a critical approach to scrutinize alterations in probability and value representation in subjective with anxiety and depression, and draw round the general implications of this approach.

Keywords: decision-making, motivation, alteration, reward processing, response selection

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2773 Tracking the Effect of Ibutilide on Amplitude and Frequency of Fibrillatory Intracardiac Electrograms Using the Regression Analysis

Authors: H. Hajimolahoseini, J. Hashemi, D. Redfearn

Abstract:

Background: Catheter ablation is an effective therapy for symptomatic atrial fibrillation (AF). The intracardiac electrocardiogram (IEGM) collected during this procedure contains precious information that has not been explored to its full capacity. Novel processing techniques allow looking at these recordings from different perspectives which can lead to improved therapeutic approaches. In our previous study, we showed that variation in amplitude measured through Shannon Entropy could be used as an AF recurrence risk stratification factor in patients who received Ibutilide before the electrograms were recorded. The aim of this study is to further investigate the effect of Ibutilide on characteristics of the recorded signals from the left atrium (LA) of a patient with persistent AF before and after administration of the drug. Methods: The IEGMs collected from different intra-atrial sites of 12 patients were studied and compared before and after Ibutilide administration. First, the before and after Ibutilide IEGMs that were recorded within a Euclidian distance of 3 mm in LA were selected as pairs for comparison. For every selected pair of IEGMs, the Probability Distribution Function (PDF) of the amplitude in time domain and magnitude in frequency domain was estimated using the regression analysis. The PDF represents the relative likelihood of a variable falling within a specific range of values. Results: Our observations showed that in time domain, the PDF of amplitudes was fitted to a Gaussian distribution while in frequency domain, it was fitted to a Rayleigh distribution. Our observations also revealed that after Ibutilide administration, the IEGMs would have significantly narrower short-tailed PDFs both in time and frequency domains. Conclusion: This study shows that the PDFs of the IEGMs before and after administration of Ibutilide represents significantly different properties, both in time and frequency domains. Hence, by fitting the PDF of IEGMs in time domain to a Gaussian distribution or in frequency domain to a Rayleigh distribution, the effect of Ibutilide can easily be tracked using the statistics of their PDF (e.g., standard deviation) while this is difficult through the waveform of IEGMs itself.

Keywords: atrial fibrillation, catheter ablation, probability distribution function, time-frequency characteristics

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2772 Markov-Chain-Based Optimal Filtering and Smoothing

Authors: Garry A. Einicke, Langford B. White

Abstract:

This paper describes an optimum filter and smoother for recovering a Markov process message from noisy measurements. The developments follow from an equivalence between a state space model and a hidden Markov chain. The ensuing filter and smoother employ transition probability matrices and approximate probability distribution vectors. The properties of the optimum solutions are retained, namely, the estimates are unbiased and minimize the variance of the output estimation error, provided that the assumed parameter set are correct. Methods for estimating unknown parameters from noisy measurements are discussed. Signal recovery examples are described in which performance benefits are demonstrated at an increased calculation cost.

Keywords: optimal filtering, smoothing, Markov chains

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2771 Low Probability of Intercept (LPI) Signal Detection and Analysis Using Choi-Williams Distribution

Authors: V. S. S. Kumar, V. Ramya

Abstract:

In the modern electronic warfare, the signal scenario is changing at a rapid pace with the introduction of Low Probability of Intercept (LPI) radars. In the modern battlefield, radar system faces serious threats from passive intercept receivers such as Electronic Attack (EA) and Anti-Radiation Missiles (ARMs). To perform necessary target detection and tracking and simultaneously hide themselves from enemy attack, radar systems should be LPI. These LPI radars use a variety of complex signal modulation schemes together with pulse compression with the aid of advancement in signal processing capabilities of the radar such that the radar performs target detection and tracking while simultaneously hiding enemy from attack such as EA etc., thus posing a major challenge to the ES/ELINT receivers. Today an increasing number of LPI radars are being introduced into the modern platforms and weapon systems so these LPI radars created a requirement for the armed forces to develop new techniques, strategies and equipment to counter them. This paper presents various modulation techniques used in generation of LPI signals and development of Time Frequency Algorithms to analyse those signals.

Keywords: anti-radiation missiles, cross terms, electronic attack, electronic intelligence, electronic warfare, intercept receiver, low probability of intercept

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2770 Some Integral Inequalities of Hermite-Hadamard Type on Time Scale and Their Applications

Authors: Artion Kashuri, Rozana Liko

Abstract:

In this paper, the authors establish an integral identity using delta differentiable functions. By applying this identity, some new results via a general class of convex functions with respect to two nonnegative functions on a time scale are given. Also, for suitable choices of nonnegative functions, some special cases are deduced. Finally, in order to illustrate the efficiency of our main results, some applications to special means are obtained as well. We hope that current work using our idea and technique will attract the attention of researchers working in mathematical analysis, mathematical inequalities, numerical analysis, special functions, fractional calculus, quantum mechanics, quantum calculus, physics, probability and statistics, differential and difference equations, optimization theory, and other related fields in pure and applied sciences.

Keywords: convex functions, Hermite-Hadamard inequality, special means, time scale

Procedia PDF Downloads 124
2769 Sizing Residential Solar Power Systems Based on Site-Specific Energy Statistics

Authors: Maria Arechavaleta, Mark Halpin

Abstract:

In the United States, costs of solar energy systems have declined to the point that they are viable options for most consumers. However, there are no consistent procedures for specifying sufficient systems. The factors that must be considered are energy consumption, potential solar energy production, and cost. The traditional method of specifying solar energy systems is based on assumed daily levels of available solar energy and average amounts of daily energy consumption. The mismatches between energy production and consumption are usually mitigated using battery energy storage systems, and energy use is curtailed when necessary. The main consumer decision question that drives the total system cost is how much unserved (or curtailed) energy is acceptable? Of course additional solar conversion equipment can be installed to provide greater peak energy production and extra energy storage capability can be added to mitigate longer lasting low solar energy production periods. Each option increases total cost and provides a benefit which is difficult to quantify accurately. An approach to quantify the cost-benefit of adding additional resources, either production or storage or both, based on the statistical concepts of loss-of-energy probability and expected unserved energy, is presented in this paper. Relatively simple calculations, based on site-specific energy availability and consumption data, can be used to show the value of each additional increment of production or storage. With this incremental benefit-cost information, consumers can select the best overall performance combination for their application at a cost they are comfortable paying. The approach is based on a statistical analysis of energy consumption and production characteristics over time. The characteristics are in the forms of curves with each point on the curve representing an energy consumption or production value over a period of time; a one-minute period is used for the work in this paper. These curves are measured at the consumer location under the conditions that exist at the site and the duration of the measurements is a minimum of one week. While greater accuracy could be obtained with longer recording periods, the examples in this paper are based on a single week for demonstration purposes. The weekly consumption and production curves are overlaid on each other and the mismatches are used to size the battery energy storage system. Loss-of-energy probability and expected unserved energy indices are calculated in addition to the total system cost. These indices allow the consumer to recognize and quantify the benefit (probably a reduction in energy consumption curtailment) available for a given increase in cost. Consumers can then make informed decisions that are accurate for their location and conditions and which are consistent with their available funds.

Keywords: battery energy storage systems, loss of load probability, residential renewable energy, solar energy systems

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2768 Community Engagement of Motorcycle Taxi Drivers in Bangkok, Thailand

Authors: Wanchak Noichan, Phakchira Noichan, Nuntiya Noichun

Abstract:

The objectives of this research were 1) to study the level of community engagement, 2) to compare community engagement level of motorcycle taxi drivers in Bangkok, Thailand, classified by personal factors. The sample population of this study was 400 motorcycle taxi drivers in Bangkok, Thailand, using the unknown size method of W. G. Cochran's population. The sample was chosen by probability-based randomization. A study using quantitative methods (quantitative research) use the research tools as a questionnaire. The statistics used in the research were the mean, standard deviation, t-test, and F-Test (One-Way ANOVA). The study found that (1) the sample groups have a high level of community engagement (x̄=3.65, S.D.=0.735). (2) The sample groups with different ages, education, status, and income have different levels of community commitment with statistical significance at the level of 0.05.

Keywords: community engagement, motorcycle taxi drivers, Bangkok, Thailand

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2767 Subjective Probability and the Intertemporal Dimension of Probability to Correct the Misrelation Between Risk and Return of a Financial Asset as Perceived by Investors. Extension of Prospect Theory to Better Describe Risk Aversion

Authors: Roberta Martino, Viviana Ventre

Abstract:

From a theoretical point of view, the relationship between the risk associated with an investment and the expected value are directly proportional, in the sense that the market allows a greater result to those who are willing to take a greater risk. However, empirical evidence proves that this relationship is distorted in the minds of investors and is perceived exactly the opposite. To deepen and understand the discrepancy between the actual actions of the investor and the theoretical predictions, this paper analyzes the essential parameters used for the valuation of financial assets with greater attention to two elements: probability and the passage of time. Although these may seem at first glance to be two distinct elements, they are closely related. In particular, the error in the theoretical description of the relationship between risk and return lies in the failure to consider the impatience that is generated in the decision-maker when events that have not yet happened occur in the decision-making context. In this context, probability loses its objective meaning and in relation to the psychological aspects of the investor, it can only be understood as the degree of confidence that the investor has in the occurrence or non-occurrence of an event. Moreover, the concept of objective probability does not consider the inter-temporality that characterizes financial activities and does not consider the condition of limited cognitive capacity of the decision maker. Cognitive psychology has made it possible to understand that the mind acts with a compromise between quality and effort when faced with very complex choices. To evaluate an event that has not yet happened, it is necessary to imagine that it happens in your head. This projection into the future requires a cognitive effort and is what differentiates choices under conditions of risk and choices under conditions of uncertainty. In fact, since the receipt of the outcome in choices under risk conditions is imminent, the mechanism of self-projection into the future is not necessary to imagine the consequence of the choice and the decision makers dwell on the objective analysis of possibilities. Financial activities, on the other hand, develop over time and the objective probability is too static to consider the anticipatory emotions that the self-projection mechanism generates in the investor. Assuming that uncertainty is inherent in valuations of events that have not yet occurred, the focus must shift from risk management to uncertainty management. Only in this way the intertemporal dimension of the decision-making environment and the haste generated by the financial market can be cautioned and considered. The work considers an extension of the prospectus theory with the temporal component with the aim of providing a description of the attitude towards risk with respect to the passage of time.

Keywords: impatience, risk aversion, subjective probability, uncertainty

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2766 Survival Pattern of Under-five Mortality in High Focus States in India

Authors: Rahul Kumar

Abstract:

Background: Under-FiveMortality Rate(U5MR)ofanationiswidelyacceptedandlong-standing indicators of well-beingofherchildren.They measuredtheprobability of dying before theageoffive(expressedper1000livebirths).TheU5MRisanappropriate indicator of the cumulative exposure totheriskofdeathduringthefirstfiveyearsoflife, and accepted globalindicator ofthehealthandsocioeconomicstatusofagiven population.Itisalsousefulforassessing theimpactofvariousintervention programmes aimed at improving child survival.Under-fivemortalitytrendsconstitutealeadingindicatorofthelevel ofchildhealthandoveralldevelopmentincountries. Objectives: The first aim of our research is to study the level, trends, and Pattern of Under-five mortality using different sources of data. The second objective is to examine the survival pattern of Under-five mortality by different background characteristics. Data Source and Methodology: SRS and NFHS data have been used forobservingthelevelandtrendofUnder-Five mortality rate. Kaplan Meier Estimate has been used to understand the survival Pattern of Under-five mortality. Result: WefindthatallmostallthestatesmadesomeprogressbyreducingU5MRin recent decades.During1992-93highestU5MR(per thousand live birth) was observed in Assam(142)followed by up(141),Odisha(131),MP(130),andBihar(127.5).While the least U5MR(perthousandlive birth)wasobservedinRajasthan(102). The highestU5MR(per thousandlive birth)isobservedinUP(78.1), followed by MP(64.9)and Chhattisgarh(63.7)which are far away from the national level(50). Among them, Uttarakhand(46.7)hadleastU5MR(perthousandlivebirth), followed by Odisha(48.6). TheU5MR(perthousandlivebirth)ofcombinedhighfocusstateis63.7whichisfar away fromthenationallevel(50). Weidentified thatthesurvivalprobability ofunder-fivechildrenfromadolescentmotherislessin comparisontootherchildrenbornby differentagegroupofmothers. thatduringneonatalperiodusually male mortality exceedsthefemale mortality butthisdifferentialreversedinthepostneonatalperiod. Astheirageincreasesand approachingtofiveyears,weidentifiedthatthesurvivalprobability ofbothsexdecreasesbut female’s survival probabilitydecrement is more than male as their ageincreases. The poorer children’s survival probability is minimum. Children using improved toilet facility has more survival probability throughout thefiveyearsthan who uses unimproved. The survival probability of children under five who got Full ANCis more than the survival probability of children under five who doesn’t get any ANC. Conclusions: Improvement of maternal education is an urgent need to improve their health seeking behavior and thus the health of their children. Awareness on reproductive health and environmental sanitation should be strengthened.

Keywords: under-five mortality, survival pattern, ANC, trend

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2765 Optimization of Feeder Bus Routes at Urban Rail Transit Stations Based on Link Growth Probability

Authors: Yu Song, Yuefei Jin

Abstract:

Urban public transportation can be integrated when there is an efficient connection between urban rail lines, however, there are currently no effective or quick solutions being investigated for this connection. This paper analyzes the space-time distribution and travel demand of passenger connection travel based on taxi track data and data from the road network, excavates potential bus connection stations based on potential connection demand data, and introduces the link growth probability model in the complex network to solve the basic connection bus lines in order to ascertain the direction of the bus lines that are the most connected given the demand characteristics. Then, a tree view exhaustive approach based on constraints is suggested based on graph theory, which can hasten the convergence of findings while doing chain calculations. This study uses WEI QU NAN Station, the Xi'an Metro Line 2 terminal station in Shaanxi Province, as an illustration, to evaluate the model's and the solution method's efficacy. According to the findings, 153 prospective stations have been dug up in total, the feeder bus network for the entire line has been laid out, and the best route adjustment strategy has been found.

Keywords: feeder bus, route optimization, link growth probability, the graph theory

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2764 Reliability Based Performance Evaluation of Stone Column Improved Soft Ground

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

Abstract:

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

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

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2763 Molecular Communication Noise Effect Analysis of Diffusion-Based Channel for Considering Minimum-Shift Keying and Molecular Shift Keying Modulations

Authors: A. Azari, S. S. K. Seyyedi

Abstract:

One of the unaddressed and open challenges in the nano-networking is the characteristics of noise. The previous analysis, however, has concentrated on end-to-end communication model with no separate modelings for propagation channel and noise. By considering a separate signal propagation and noise model, the design and implementation of an optimum receiver will be much easier. In this paper, we justify consideration of a separate additive Gaussian noise model of a nano-communication system based on the molecular communication channel for which are applicable for MSK and MOSK modulation schemes. The presented noise analysis is based on the Brownian motion process, and advection molecular statistics, where the received random signal has a probability density function whose mean is equal to the mean number of the received molecules. Finally, the justification of received signal magnitude being uncorrelated with additive non-stationary white noise is provided.

Keywords: molecular, noise, diffusion, channel

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2762 Interval Estimation for Rainfall Mean in Northeastern Thailand

Authors: Nitaya Buntao

Abstract:

This paper considers the problems of interval estimation for rainfall mean of the lognormal distribution and the delta-lognormal distribution in Northeastern Thailand. We present here the modified generalized pivotal approach (MGPA) compared to the modified method of variance estimates recovery (MMOVER). The performance of each method is examined in term of coverage probabilities and average lengths by Monte Carlo simulation. An extensive simulation study indicates that the MMOVER performs better than the MGPA approach in terms of the coverage probability; it results in highly accurate coverage probability.

Keywords: rainfall mean, interval estimation, lognormal distribution, delta-lognormal distribution

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2761 Fuzzy Approach for Fault Tree Analysis of Water Tube Boiler

Authors: Syed Ahzam Tariq, Atharva Modi

Abstract:

This paper presents a probabilistic analysis of the safety of water tube boilers using fault tree analysis (FTA). A fault tree has been constructed by considering all possible areas where a malfunction could lead to a boiler accident. Boiler accidents are relatively rare, causing a scarcity of data. The fuzzy approach is employed to perform a quantitative analysis, wherein theories of fuzzy logic are employed in conjunction with expert elicitation to calculate failure probabilities. The Fuzzy Fault Tree Analysis (FFTA) provides a scientific and contingent method to forecast and prevent accidents.

Keywords: fault tree analysis water tube boiler, fuzzy probability score, failure probability

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