Search results for: stochastic mortality model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 17518

Search results for: stochastic mortality model

17398 On Virtual Coordination Protocol towards 5G Interference Mitigation: Modelling and Performance Analysis

Authors: Bohli Afef

Abstract:

The fifth-generation (5G) wireless systems is featured by extreme densities of cell stations to overcome the higher future demand. Hence, interference management is a crucial challenge in 5G ultra-dense cellular networks. In contrast to the classical inter-cell interference coordination approach, which is no longer fit for the high density of cell-tiers, this paper proposes a novel virtual coordination based on the dynamic common cognitive monitor channel protocol to deal with the inter-cell interference issue. A tractable and flexible model for the coverage probability of a typical user is developed through the use of the stochastic geometry model. The analyses of the performance of the suggested protocol are illustrated both analytically and numerically in terms of coverage probability.

Keywords: ultra dense heterogeneous networks, dynamic common channel protocol, cognitive radio, stochastic geometry, coverage probability

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17397 Segregation Patterns of Trees and Grass Based on a Modified Age-Structured Continuous-Space Forest Model

Authors: Jian Yang, Atsushi Yagi

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Tree-grass coexistence system is of great importance for forest ecology. Mathematical models are being proposed to study the dynamics of tree-grass coexistence and the stability of the systems. However, few of the models concentrates on spatial dynamics of the tree-grass coexistence. In this study, we modified an age-structured continuous-space population model for forests, obtaining an age-structured continuous-space population model for the tree-grass competition model. In the model, for thermal competitions, adult trees can out-compete grass, and grass can out-compete seedlings. We mathematically studied the model to make sure tree-grass coexistence solutions exist. Numerical experiments demonstrated that a fraction of area that trees or grass occupies can affect whether the coexistence is stable or not. We also tried regulating the mortality of adult trees with other parameters and the fraction of area trees and grass occupies were fixed; results show that the mortality of adult trees is also a factor affecting the stability of the tree-grass coexistence in this model.

Keywords: population-structured models, stabilities of ecosystems, thermal competitions, tree-grass coexistence systems

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17396 The Golden Ratio as a Common ‘Topos’ of Architectural, Musical and Stochastic Research of Iannis Xenakis

Authors: Nikolaos Mamalis

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The work of the eminent architect and composer has undoubtedly been influenced both by his architecture and collaboration with Le Corbusier and by the conquests of the musical avant-garde of the 20th century (Schoenberg, Messian, Bartock, electroacoustic music). It is known that the golden mean and the Fibonacci sequence played a momentous role in the Architectural Avant-garde (Modulor) and expanded on musical pursuits. Especially in the 50s (serialism), it was a structural tool for composition. Xenakis' architectural and musical work (Sacrifice, Metastasis, Rebonds, etc.) received the influence of the Golden Section, as has been repeatedly demonstrated. However, the idea of this retrospective sequence and the reflection raised by the search for new proportions, both in the architectural and the musical work of Xenakis, was not limited to constituting a step, a workable formula that acted unifyingly with regard to the other parameters of the musical work, or as an aesthetic model that makes sense - philosophically and poetically - an anthropocentric dimension as in other composers (see Luigi Nono) ̇ triggered a qualitative leap, an opening of the composer to the assimilation of mathematical concepts and scientific types in music and the consolidation of new sound horizons of stochastic music.

Keywords: golden ratio, music, space, stochastic music

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17395 Quantum Mechanism Approach for Non-Ruin Probability and Comparison of Path Integral Method and Stochastic Simulations

Authors: Ahmet Kaya

Abstract:

Quantum mechanism is one of the most important approaches to calculating non-ruin probability. We apply standard Dirac notation to model given Hamiltonians. By using the traditional method and eigenvector basis, non-ruin probability is found for several examples. Also, non-ruin probability is calculated for two different Hamiltonian by using the tensor product. Finally, the path integral method is applied to the examples and comparison is made for stochastic simulations and path integral calculation.

Keywords: quantum physics, Hamiltonian system, path integral, tensor product, ruin probability

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17394 On Generalized Cumulative Past Inaccuracy Measure for Marginal and Conditional Lifetimes

Authors: Amit Ghosh, Chanchal Kundu

Abstract:

Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem.

Keywords: cumulative past inaccuracy, marginal and conditional past lifetimes, conditional proportional reversed hazard rate model, usual stochastic order

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17393 Solving Stochastic Eigenvalue Problem of Wick Type

Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Ito chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Ito chaos expansion

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17392 Application of an Analytical Model to Obtain Daily Flow Duration Curves for Different Hydrological Regimes in Switzerland

Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli

Abstract:

This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.

Keywords: analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges

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17391 Performance the SOFA and APACHEII Scoring System to Predicate the Mortality of the ICU Cases

Authors: Yu-Chuan Huang

Abstract:

Introduction: There is a higher mortality rate for unplanned transfer to intensive care units. It also needs a longer length of stay and makes the intensive care unit beds cannot be effectively used. It affects the immediate medical treatment of critically ill patients, resulting in a drop in the quality of medical care. Purpose: The purpose of this study was using SOFA and APACHEII score to analyze the mortality rate of the cases transferred from ED to ICU. According to the score that should be provide an appropriate care as early as possible. Methods: This study was a descriptive experimental design. The sample size was estimated at 220 to reach a power of 0.8 for detecting a medium effect size of 0.30, with a 0.05 significance level, using G-power. Considering an estimated follow-up loss, the required sample size was estimated as 242 participants. Data were calculated by medical system of SOFA and APACHEII score that cases transferred from ED to ICU in 2016. Results: There were 233 participants meet the study. The medical records showed 33 participants’ mortality. Age and sex with QSOFA , SOFA and sex with APACHEII showed p>0.05. Age with APCHHII in ED and ICU showed r=0.150, 0,268 (p < 0.001**). The score with mortality risk showed: ED QSOFA is r=0.235 (p < 0.001**), exp(B)=1.685(p = 0.007); ICU SOFA 0.78 (p < 0.001**), exp(B)=1.205(p < 0.001). APACHII in ED and ICU showed r= 0.253, 0.286 (p < 0.001**), exp(B) = 1.041,1.073(p = 0.017,0.001). For SOFA, a cutoff score of above 15 points was identified as a predictor of the 95% mortality risk. Conclusions: The SOFA and APACHE II were calculated based on initial laboratory data in the Emergency Department, and during the first 24 hours of ICU admission. In conclusion, the SOFA and APACHII score is significantly associated with mortality and strongly predicting mortality. Early predictors of morbidity and mortality, which we can according the predicting score, and provide patients with a detail assessment and proper care, thereby reducing mortality and length of stay.

Keywords: SOFA, APACHEII, mortality, ICU

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17390 Stochastic Frontier Application for Evaluating Cost Inefficiencies in Organic Saffron

Authors: Pawan Kumar Sharma, Sudhakar Dwivedi, R. K. Arora

Abstract:

Saffron is one of the most precious spices grown on the earth and is cultivated in a very limited area in few countries of the world. It has also been grown as a niche crop in Kishtwar district of Jammu region of Jammu and Kashmir State of India. This paper attempts to examine the presence of cost inefficiencies in saffron production and the associated socio-economic characteristics of saffron growers in the mentioned area. Although the numbers of inputs used in cultivation of saffron were limited, still cost inefficiencies were present in its production. The net present value (NPV), internal rate of return (IRR) and profitability index (PI) of investment in five years of saffron production were INR 1120803, 95.67 % and 3.52 respectively. The estimated coefficients of saffron stochastic cost function for saffron bulbs, human labour, animal labour, manure and saffron output were positive. The saffron growers having non-farm income were more cost inefficient as compared to farmers who did not have sources of income other than farming by 0.04 %. The maximum value of cost efficiency for saffron grower was 1.69 with mean value of 1.12. The majority of farmers have low cost inefficiencies, as the highest frequency of occurrence of the predicted cost efficiency was below 1.06.

Keywords: saffron, internal rate of return, cost efficiency, stochastic frontier model

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17389 Socioeconomic Status and Mortality in Older People with Angina: A Population-Based Cohort Study in China

Authors: Weiju Zhou, Alex Hopkins, Ruoling Chen

Abstract:

Background: China has increased the gap in income between richer and poorer over the past 40 years, and the number of deaths from people with angina has been rising. It is unclear whether socioeconomic status (SES) is associated with increased mortality in older people with angina. Methods: Data from a cohort study of 2,380 participants aged ≥ 65 years, who were randomly recruited from 5-province urban communities were examined in China. The cohort members were interviewed to record socio-demographic and risk factors and document doctor-diagnosed angina at baseline and were followed them up in 3-10 years, including monitoring vital status. Multivariate Cox regression models were employed to examine all-cause mortality in relation to low SES. Results: The cohort follow-up identified 373 deaths occurred; 41 deaths in 208 angina patients. Compared to participants without angina (n=2,172), patients with angina had increased mortality (multivariate adjusted hazard ratio (HR) was 1.41, 95% CI 1.01-1.97). Within angina patients, the risk of mortality increased with low satisfactory income (2.51, 1.08-5.85) and having financial problem (4.00, 1.07-15.00), but significantly with levels of education and occupation. In non-angina participants, none of these four SES indicators were associated with mortality. There was a significant interaction effect between angina and low satisfactory income on mortality. Conclusions: In China, having low income and financial problem increase mortality in older people with angina. Strategies to improve economic circumstances in older people could help reduce inequality in angina survival.

Keywords: angina, mortality, older people, socio-economic status

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17388 Canine Neonatal Mortality at the São Paulo State University Veterinary Hospital, Botucatu, São Paulo, Brazil – Preliminary Data

Authors: Maria L. G. Lourenço, Keylla H. N. P. Pereira, Viviane Y. Hibaru, Fabiana F. Souza, João C. P. Ferreira, Simone B. Chiacchio, Luiz H. A. Machado

Abstract:

The neonatal mortality rates in dogs are considered high, varying between 5.7 and 21.2% around the world, and the causes of the deaths are often unknown. Data regarding canine neonatal mortality are scarce in Brazil. This study aims at describing the neonatal mortality rates in dogs, as well as the main causes of death. The study included 152 litters and 669 neonates admitted to the São Paulo State University (UNESP) Veterinary Hospital, Botucatu, São Paulo, Brazil between January 2018 and September 2019. The overall mortality rate was 16.7% (112/669), with 40% (61/152) of the litters presenting at least one case of stillbirth or neonatal mortality. The rate of stillbirths was 7.7% (51/669), while the neonatal mortality rate was 9% (61/669). The early mortality rate (0 to 2 days) was 13.7% (92/669), accounting for 82.1% (92/112) of all deaths. The late mortality rate (3 to 30 days) was 2.7% (18/669), accounting for 16% (18/112) of all deaths. Infection was the causa mortis in 51.8% (58/112) of the newborns, of which 30.3% (34/112) were caused by bacterial sepsis, and 21.4% (24/112) were caused by other bacterial, viral or parasite infections. Other causes of death included congenital malformations (15.2%, 17/112), of which 5.3% (6/112) happened through euthanasia due to malformations incompatible with life; asphyxia/hypoxia by dystocia (9.8%, 11/112); wasting syndrome in debilitated newborns (6.2%, 7/112); aspiration pneumonia (3.6%, 4/112); agalactia (2.7%, 3/112); trauma (1.8%, 2/112); administration of contraceptives to the mother (1.8%, 2/112) and unknown causes (7.1%, 8/112). The neonatal mortality rate was considered high, but they may be even higher in locations without adequate care for the mothers and neonates. Therefore, prenatal examinations and early neonatal care are of utmost importance for the survival of these patients.

Keywords: neonate dogs, puppies, mortality rate, neonatal death

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17387 Breast Cancer Incidence Estimation in Castilla-La Mancha (CLM) from Mortality and Survival Data

Authors: C. Romero, R. Ortega, P. Sánchez-Camacho, P. Aguilar, V. Segur, J. Ruiz, G. Gutiérrez

Abstract:

Introduction: Breast cancer is a leading cause of death in CLM. (2.8% of all deaths in women and 13,8% of deaths from tumors in womens). It is the most tumor incidence in CLM region with 26.1% from all tumours, except nonmelanoma skin (Cancer Incidence in Five Continents, Volume X, IARC). Cancer registries are a good information source to estimate cancer incidence, however the data are usually available with a lag which makes difficult their use for health managers. By contrast, mortality and survival statistics have less delay. In order to serve for resource planning and responding to this problem, a method is presented to estimate the incidence of mortality and survival data. Objectives: To estimate the incidence of breast cancer by age group in CLM in the period 1991-2013. Comparing the data obtained from the model with current incidence data. Sources: Annual number of women by single ages (National Statistics Institute). Annual number of deaths by all causes and breast cancer. (Mortality Registry CLM). The Breast cancer relative survival probability. (EUROCARE, Spanish registries data). Methods: A Weibull Parametric survival model from EUROCARE data is obtained. From the model of survival, the population and population data, Mortality and Incidence Analysis MODel (MIAMOD) regression model is obtained to estimate the incidence of cancer by age (1991-2013). Results: The resulting model is: Ix,t = Logit [const + age1*x + age2*x2 + coh1*(t – x) + coh2*(t-x)2] Where: Ix,t is the incidence at age x in the period (year) t; the value of the parameter estimates is: const (constant term in the model) = -7.03; age1 = 3.31; age2 = -1.10; coh1 = 0.61 and coh2 = -0.12. It is estimated that in 1991 were diagnosed in CLM 662 cases of breast cancer (81.51 per 100,000 women). An estimated 1,152 cases (112.41 per 100,000 women) were diagnosed in 2013, representing an increase of 40.7% in gross incidence rate (1.9% per year). The annual average increases in incidence by age were: 2.07% in women aged 25-44 years, 1.01% (45-54 years), 1.11% (55-64 years) and 1.24% (65-74 years). Cancer registries in Spain that send data to IARC declared 2003-2007 the average annual incidence rate of 98.6 cases per 100,000 women. Our model can obtain an incidence of 100.7 cases per 100,000 women. Conclusions: A sharp and steady increase in the incidence of breast cancer in the period 1991-2013 is observed. The increase was seen in all age groups considered, although it seems more pronounced in young women (25-44 years). With this method you can get a good estimation of the incidence.

Keywords: breast cancer, incidence, cancer registries, castilla-la mancha

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17386 A Large Dataset Imputation Approach Applied to Country Conflict Prediction Data

Authors: Benjamin Leiby, Darryl Ahner

Abstract:

This study demonstrates an alternative stochastic imputation approach for large datasets when preferred commercial packages struggle to iterate due to numerical problems. A large country conflict dataset motivates the search to impute missing values well over a common threshold of 20% missingness. The methodology capitalizes on correlation while using model residuals to provide the uncertainty in estimating unknown values. Examination of the methodology provides insight toward choosing linear or nonlinear modeling terms. Static tolerances common in most packages are replaced with tailorable tolerances that exploit residuals to fit each data element. The methodology evaluation includes observing computation time, model fit, and the comparison of known values to replaced values created through imputation. Overall, the country conflict dataset illustrates promise with modeling first-order interactions while presenting a need for further refinement that mimics predictive mean matching.

Keywords: correlation, country conflict, imputation, stochastic regression

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17385 Building a Stochastic Simulation Model for Blue Crab Population Evolution in Antinioti Lagoon

Authors: Nikolaos Simantiris, Markos Avlonitis

Abstract:

This work builds a simulation platform, modeling the spatial diffusion of the invasive species Callinectes sapidus (blue crab) as a random walk, incorporating also generation, fatality, and fishing rates modeling the time evolution of its population. Antinioti lagoon in West Greece was used as a testbed for applying the simulation model. Field measurements from June 2020 to June 2021 on the lagoon’s setting, bathymetry, and blue crab juveniles provided the initial population simulation of blue crabs, as well as biological parameters from the current literature were used to calibrate simulation parameters. The scope of this study is to render the authors able to predict the evolution of the blue crab population in confined environments of the Ionian Islands region in West Greece. The first result of the simulation experiments shows the possibility for a robust prediction for blue crab population evolution in the Antinioti lagoon.

Keywords: antinioti lagoon, blue crab, stochastic simulation, random walk

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17384 A Stochastic Model to Predict Earthquake Ground Motion Duration Recorded in Soft Soils Based on Nonlinear Regression

Authors: Issam Aouari, Abdelmalek Abdelhamid

Abstract:

For seismologists, the characterization of seismic demand should include the amplitude and duration of strong shaking in the system. The duration of ground shaking is one of the key parameters in earthquake resistant design of structures. This paper proposes a nonlinear statistical model to estimate earthquake ground motion duration in soft soils using multiple seismicity indicators. Three definitions of ground motion duration proposed by literature have been applied. With a comparative study, we select the most significant definition to use for predict the duration. A stochastic model is presented for the McCann and Shah Method using nonlinear regression analysis based on a data set for moment magnitude, source to site distance and site conditions. The data set applied is taken from PEER strong motion databank and contains shallow earthquakes from different regions in the world; America, Turkey, London, China, Italy, Chili, Mexico...etc. Main emphasis is placed on soft site condition. The predictive relationship has been developed based on 600 records and three input indicators. Results have been compared with others published models. It has been found that the proposed model can predict earthquake ground motion duration in soft soils for different regions and sites conditions.

Keywords: duration, earthquake, prediction, regression, soft soil

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17383 Optimal Investment and Consumption Decision for an Investor with Ornstein-Uhlenbeck Stochastic Interest Rate Model through Utility Maximization

Authors: Silas A. Ihedioha

Abstract:

In this work; it is considered that an investor’s portfolio is comprised of two assets; a risky stock which price process is driven by the geometric Brownian motion and a risk-free asset with Ornstein-Uhlenbeck Stochastic interest rate of return, where consumption, taxes, transaction costs and dividends are involved. This paper aimed at the optimization of the investor’s expected utility of consumption and terminal return on his investment at the terminal time having power utility preference. Using dynamic optimization procedure of maximum principle, a second order nonlinear partial differential equation (PDE) (the Hamilton-Jacobi-Bellman equation HJB) was obtained from which an ordinary differential equation (ODE) obtained via elimination of variables. The solution to the ODE gave the closed form solution of the investor’s problem. It was found the optimal investment in the risky asset is horizon dependent and a ratio of the total amount available for investment and the relative risk aversion coefficient.

Keywords: optimal, investment, Ornstein-Uhlenbeck, utility maximization, stochastic interest rate, maximum principle

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17382 Fast Estimation of Fractional Process Parameters in Rough Financial Models Using Artificial Intelligence

Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

Abstract:

The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

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17381 Model of Optimal Centroids Approach for Multivariate Data Classification

Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: analysis of optimization, artificial intelligence based optimization, optimization for learning and data analysis, global optimization

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17380 Statistical Modeling of Local Area Fading Channels Based on Triply Stochastic Filtered Marked Poisson Point Processes

Authors: Jihad Daba, Jean-Pierre Dubois

Abstract:

Multi path fading noise degrades the performance of cellular communication, most notably in femto- and pico-cells in 3G and 4G systems. When the wireless channel consists of a small number of scattering paths, the statistics of fading noise is not analytically tractable and poses a serious challenge to developing closed canonical forms that can be analysed and used in the design of efficient and optimal receivers. In this context, noise is multiplicative and is referred to as stochastically local fading. In many analytical investigation of multiplicative noise, the exponential or Gamma statistics are invoked. More recent advances by the author of this paper have utilized a Poisson modulated and weighted generalized Laguerre polynomials with controlling parameters and uncorrelated noise assumptions. In this paper, we investigate the statistics of multi-diversity stochastically local area fading channel when the channel consists of randomly distributed Rayleigh and Rician scattering centers with a coherent specular Nakagami-distributed line of sight component and an underlying doubly stochastic Poisson process driven by a lognormal intensity. These combined statistics form a unifying triply stochastic filtered marked Poisson point process model.

Keywords: cellular communication, femto and pico-cells, stochastically local area fading channel, triply stochastic filtered marked Poisson point process

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17379 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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17378 Evaluation of the Most Effective Insecticides against the Spodoptera Frugiperda, on the Maize Production

Authors: Ahmed Ali Hassan

Abstract:

In 2016, the Fall Armyworm (FAW) was first discovered in Africa. FAW is abundantly present in Somalia and seriously harms the maize crop. This investigation examined the impact on maize productivity of three different pesticides used to combat the autumn armyworm, Spodoptera frugiperda (Noctuidae: Lepidoptera). During the 2020–2021 growing season, three insecticides (Malathion 57 EC, Ampligo150 ZC, and Carbryle 85 WP) were evaluated at field demonstration plots. Our result showed that, significant mortality of S. frugiperda was observed on the treatment plot treated with Amplico. Ampligo caused over 90% larval mortality after application. Malathion had moderate activity, causing 53.733% mortality after application, while Carbaryl was less effective, causing 36.367% mortality after application. Consequently, the current finding shows that the three selected insecticides reduced the damage and infestation level of S. frugiperda in the maize field conditions and the most effective treatment were Amplico.

Keywords: pesticides, maize fall army worm, insecticides, mortality, S. frugiperda

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17377 Seasonal Short-Term Effect of Air Pollution on Cardiovascular Mortality in Belgium

Authors: Natalia Bustos Sierra, Katrien Tersago

Abstract:

It is currently proven that both extremes of temperature are associated with increased mortality and that air pollution is associated with temperature. This relationship is complex, and in countries with important seasonal variations in weather such as Belgium, some effects can appear as non-significant when the analysis is done over the entire year. We, therefore, analyzed the effect of short-term outdoor air pollution exposure on cardiovascular mortality during the warmer and colder months separately. We used daily cardiovascular deaths from acute cardiovascular diagnostics according to the International Classification of Diseases, 10th Revision (ICD-10: I20-I24, I44-I49, I50, I60-I66) during the period 2008-2013. The environmental data were population-weighted concentrations of particulates with an aerodynamic diameter less than 10 µm (PM₁₀) and less than 2.5 µm (PM₂.₅) (daily average), nitrogen dioxide (NO₂) (daily maximum of the hourly average) and ozone (O₃) (daily maximum of the 8-hour running mean). A Generalized linear model was applied adjusting for the confounding effect of season, temperature, dew point temperature, the day of the week, public holidays and the incidence of influenza-like illness (ILI) per 100,000 inhabitants. The relative risks (RR) were calculated for an increase of one interquartile range (IQR) of the air pollutant (μg/m³). These were presented for the four hottest months (June, July, August, September) and coldest months (November, December, January, February) in Belgium. We applied both individual lag model and unconstrained distributed lag model methods. The cumulative effect of a four-day exposure (day of exposure and three consecutive days) was calculated from the unconstrained distributed lag model. The IQR for PM₁₀, PM₂.₅, NO₂, and O₃ were respectively 8.2, 6.9, 12.9 and 25.5 µg/m³ during warm months and 18.8, 17.6, 18.4 and 27.8 µg/m³ during cold months. The association with CV mortality was statistically significant for the four pollutants during warm months and only for NO₂ during cold months. During the warm months, the cumulative effect of an IQR increase of ozone for the age groups 25-64, 65-84 and 85+ was 1.066 (95%CI: 1.002-1.135), 1.041 (1.008-1.075) and 1.036 (1.013-1.058) respectively. The cumulative effect of an IQR increase of NO₂ for the age group 65-84 was 1.066 (1.020-1.114) during warm months and 1.096 (1.030-1.166) during cold months. The cumulative effect of an IQR increase of PM₁₀ during warm months reached 1.046 (1.011-1.082) and 1.038 (1.015-1.063) for the age groups 65-84 and 85+ respectively. Similar results were observed for PM₂.₅. The short-term effect of air pollution on cardiovascular mortality is greater during warm months for lower pollutant concentrations compared to cold months. Spending more time outside during warm months increases population exposure to air pollution and can, therefore, be a confounding factor for this association. Age can also affect the length of time spent outdoors and the type of physical activity exercised. This study supports the deleterious effect of air pollution on cardiovascular mortality (CV) which varies according to season and age groups in Belgium. Public health measures should, therefore, be adapted to seasonality.

Keywords: air pollution, cardiovascular, mortality, season

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17376 Hormone Replacement Therapy (HRT) and Its Impact on the All-Cause Mortality of UK Women: A Matched Cohort Study 1984-2017

Authors: Nurunnahar Akter, Elena Kulinskaya, Nicholas Steel, Ilyas Bakbergenuly

Abstract:

Although Hormone Replacement Therapy (HRT) is an effective treatment in ameliorating menopausal symptoms, it has mixed effects on different health outcomes, increasing, for instance, the risk of breast cancer. Because of this, many symptomatic women are left untreated. Untreated menopausal symptoms may result in other health issues, which eventually put an extra burden and costs to the health care system. All-cause mortality analysis may explain the net benefits and risks of the HRT therapy. However, it received far less attention in HRT studies. This study investigated the impact of HRT on all-cause mortality using electronically recorded primary care data from The Health Improvement Network (THIN) that broadly represents the female population in the United Kingdom (UK). The study entry date for this study was the record of the first HRT prescription from 1984, and patients were followed up until death or transfer to another GP practice or study end date, which was January 2017. 112,354 HRT users (cases) were matched with 245,320 non-users by age at HRT initiation and general practice (GP). The hazards of all-cause mortality associated with HRT were estimated by a parametric Weibull-Cox model adjusting for a wide range of important medical, lifestyle, and socio-demographic factors. The multilevel multiple imputation techniques were used to deal with missing data. This study found that during 32 years of follow-up, combined HRT reduced the hazard ratio (HR) of all-cause mortality by 9% (HR: 0.91; 95% Confidence Interval, 0.88-0.94) in women of age between 46 to 65 at first treatment compared to the non-users of the same age. Age-specific mortality analyses found that combined HRT decreased mortality by 13% (HR: 0.87; 95% CI, 0.82-0.92), 12% (HR: 0.88; 95% CI, 0.82-0.93), and 8% (HR: 0.92; 95% CI, 0.85-0.98), in 51 to 55, 56 to 60, and 61 to 65 age group at first treatment, respectively. There was no association between estrogen-only HRT and women’s all-cause mortality. The findings from this study may help to inform the choices of women at menopause and to further educate the clinicians and resource planners.

Keywords: hormone replacement therapy, multiple imputations, primary care data, the health improvement network (THIN)

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17375 Using Linear Logistic Regression to Evaluation the Patient and System Delay and Effective Factors in Mortality of Patients with Acute Myocardial Infarction

Authors: Firouz Amani, Adalat Hoseinian, Sajjad Hakimian

Abstract:

Background: The mortality due to Myocardial Infarction (MI) is often occur during the first hours after onset of symptom. So, for taking the necessary treatment and decreasing the mortality rate, timely visited of the hospital could be effective in this regard. The aim of this study was to investigate the impact of effective factors in mortality of MI patients by using Linear Logistic Regression. Materials and Methods: In this case-control study, all patients with Acute MI who referred to the Ardabil city hospital were studied. All of died patients were considered as the case group (n=27) and we select 27 matched patients without Acute MI as a control group. Data collected for all patients in two groups by a same checklist and then analyzed by SPSS version 24 software using statistical methods. We used the linear logistic regression model to determine the effective factors on mortality of MI patients. Results: The mean age of patients in case group was significantly higher than control group (75.1±11.7 vs. 63.1±11.6, p=0.001).The history of non-cardinal diseases in case group with 44.4% significantly higher than control group with 7.4% (p=0.002).The number of performed PCIs in case group with 40.7% significantly lower than control group with 74.1% (P=0.013). The time distance between hospital admission and performed PCI in case group with 110.9 min was significantly upper than control group with 56 min (P=0.001). The mean of delay time from Onset of symptom to hospital admission (patient delay) and the mean of delay time from hospital admissions to receive treatment (system delay) was similar between two groups. By using logistic regression model we revealed that history of non-cardinal diseases (OR=283) and the number of performed PCIs (OR=24.5) had significant impact on mortality of MI patients in compare to other factors. Conclusion: Results of this study showed that of all studied factors, the number of performed PCIs, history of non-cardinal illness and the interval between onset of symptoms and performed PCI have significant relation with morality of MI patients and other factors were not meaningful. So, doing more studies with a large sample and investigated other involved factors such as smoking, weather and etc. is recommended in future.

Keywords: acute MI, mortality, heart failure, arrhythmia

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17374 Optimal Portfolio of Multi-service Provision based on Stochastic Model Predictive Control

Authors: Yifu Ding, Vijay Avinash, Malcolm McCulloch

Abstract:

As the proliferation of decentralized energy systems, the UK power system allows small-scale entities such as microgrids (MGs) to tender multiple energy services including energy arbitrage and frequency responses (FRs). However, its operation requires the balance between the uncertain renewable generations and loads in real-time and has to fulfill their provision requirements of contract services continuously during the time window agreed, otherwise it will be penalized for the under-delivered provision. To hedge against risks due to uncertainties and maximize the economic benefits, we propose a stochastic model predictive control (SMPC) framework to optimize its operation for the multi-service provision. Distinguished from previous works, we include a detailed economic-degradation model of the lithium-ion battery to quantify the costs of different service provisions, as well as accurately describe the changing dynamics of the battery. Considering a branch of load and generation scenarios and the battery aging, we formulate a risk-averse cost function using conditional value at risk (CVaR). It aims to achieve the maximum expected net revenue and avoids severe losses. The framework will be performed on a case study of a PV-battery grid-tied microgrid in the UK with real-life data. To highlight its performance, the framework will be compared with the case without the degradation model and the deterministic formulation.

Keywords: model predictive control (MPC), battery degradation, frequency response, microgrids

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17373 Stochastic Simulation of Random Numbers Using Linear Congruential Method

Authors: Melvin Ballera, Aldrich Olivar, Mary Soriano

Abstract:

Digital computers nowadays must be able to have a utility that is capable of generating random numbers. Usually, computer-generated random numbers are not random given predefined values such as starting point and end points, making the sequence almost predictable. There are many applications of random numbers such business simulation, manufacturing, services domain, entertainment sector and other equally areas making worthwhile to design a unique method and to allow unpredictable random numbers. Applying stochastic simulation using linear congruential algorithm, it shows that as it increases the numbers of the seed and range the number randomly produced or selected by the computer becomes unique. If this implemented in an environment where random numbers are very much needed, the reliability of the random number is guaranteed.

Keywords: stochastic simulation, random numbers, linear congruential algorithm, pseudorandomness

Procedia PDF Downloads 286
17372 Increasing Performance of Autopilot Guided Small Unmanned Helicopter

Authors: Tugrul Oktay, Mehmet Konar, Mustafa Soylak, Firat Sal, Murat Onay, Orhan Kizilkaya

Abstract:

In this paper, autonomous performance of a small manufactured unmanned helicopter is tried to be increased. For this purpose, a small unmanned helicopter is manufactured in Erciyes University, Faculty of Aeronautics and Astronautics. It is called as ZANKA-Heli-I. For performance maximization, autopilot parameters are determined via minimizing a cost function consisting of flight performance parameters such as settling time, rise time, overshoot during trajectory tracking. For this purpose, a stochastic optimization method named as simultaneous perturbation stochastic approximation is benefited. Using this approach, considerable autonomous performance increase (around %23) is obtained.

Keywords: small helicopters, hierarchical control, stochastic optimization, autonomous performance maximization, autopilots

Procedia PDF Downloads 555
17371 On the Survival of Individuals with Type 2 Diabetes Mellitus in the United Kingdom: A Retrospective Case-Control Study

Authors: Njabulo Ncube, Elena Kulinskaya, Nicholas Steel, Dmitry Pshezhetskiy

Abstract:

Life expectancy in the United Kingdom (UK) has been near constant since 2010, particularly for the individuals of 65 years and older. This trend has been also noted in several other countries. This slowdown in the increase of life expectancy was concurrent with the increase in the number of deaths caused by non-communicable diseases. Of particular concern is the world-wide exponential increase in the number of diabetes related deaths. Previous studies have reported increased mortality hazards among diabetics compared to non-diabetics, and on the differing effects of antidiabetic drugs on mortality hazards. This study aimed to estimate the all-cause mortality hazards and related life expectancies among type 2 diabetes (T2DM) patients in the UK using the time-variant Gompertz-Cox model with frailty. The study also aimed to understand the major causes of the change in life expectancy growth in the last decade. A total of 221 182 (30.8% T2DM, 57.6% Males) individuals aged 50 years and above, born between 1930 and 1960, inclusive, and diagnosed between 2000 and 2016, were selected from The Health Improvement Network (THIN) database of the UK primary care data and followed up to 31 December 2016. About 13.4% of participants died during the follow-up period. The overall all-cause mortality hazard ratio of T2DM compared to non-diabetic controls was 1.467 (1.381-1.558) and 1.38 (1.307-1.457) when diagnosed between 50 to 59 years and 60 to 74 years, respectively. The estimated life expectancies among T2DM individuals without further comorbidities diagnosed at the age of 60 years were 2.43 (1930-1939 birth cohort), 2.53 (1940-1949 birth cohort) and 3.28 (1950-1960 birth cohort) years less than those of non-diabetic controls. However, the 1950-1960 birth cohort had a steeper hazard function compared to the 1940-1949 birth cohort for both T2DM and non-diabetic individuals. In conclusion, mortality hazards for people with T2DM continue to be higher than for non-diabetics. The steeper mortality hazard slope for the 1950-1960 birth cohort might indicate the sub-population contributing to a slowdown in the growth of the life expectancy.

Keywords: T2DM, Gompetz-Cox model with frailty, all-cause mortality, life expectancy

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17370 Using Machine Learning to Classify Human Fetal Health and Analyze Feature Importance

Authors: Yash Bingi, Yiqiao Yin

Abstract:

Reduction of child mortality is an ongoing struggle and a commonly used factor in determining progress in the medical field. The under-5 mortality number is around 5 million around the world, with many of the deaths being preventable. In light of this issue, Cardiotocograms (CTGs) have emerged as a leading tool to determine fetal health. By using ultrasound pulses and reading the responses, CTGs help healthcare professionals assess the overall health of the fetus to determine the risk of child mortality. However, interpreting the results of the CTGs is time-consuming and inefficient, especially in underdeveloped areas where an expert obstetrician is hard to come by. Using a support vector machine (SVM) and oversampling, this paper proposed a model that classifies fetal health with an accuracy of 99.59%. To further explain the CTG measurements, an algorithm based on Randomized Input Sampling for Explanation ((RISE) of Black-box Models was created, called Feature Alteration for explanation of Black Box Models (FAB), and compared the findings to Shapley Additive Explanations (SHAP) and Local Interpretable Model Agnostic Explanations (LIME). This allows doctors and medical professionals to classify fetal health with high accuracy and determine which features were most influential in the process.

Keywords: machine learning, fetal health, gradient boosting, support vector machine, Shapley values, local interpretable model agnostic explanations

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17369 Outcome of Obstetric Admission to General Intensive Care over a Period of 3 Years

Authors: Kamel Abdelaziz Mohamed

Abstract:

Intoduction:Inadequate knowledge about obstetric admission and infrequent dealing with the obstetric patients in ICU results in high mortality and morbidity. Aim of the work:To evaluate the indications, course, severity of illness, and outcome of obstetric patients admitted to the intensive care unit (ICU). Patients and Methods: We collected baseline data and acute physiology and chronic health evaluation II (APACHE II) scores. ICU mortality was the primary outcome. Results: Seventy obstetric patients were admitted to the ICU over 3 years, 36 of these patients (51.4 %) were admitted during the antepartum period. The primary obstetric indication for ICU admission was pregnancy-induced hypertension (22 patients, 31.4%), followed by sepsis (8 patients, 11.4%) as the leading non-obstetric admission. The mean APACHE II score was 19.6. The predicted mortality rate based on the APACHE II score was 22%, however, only 4 maternal deaths (5.7%) were among the obstetric patients admitted to the ICU. Conclusion: Evaluation of obstetric patients by (APACHE II) scores showed higher predicted mortality rate, however the overall mortality was lower. Regular follow up, together with early detection of complications and prompt ICU admission necessitating proper management by specialized team can improve mortality.

Keywords: obstetric, complication, postpartum, sepsis

Procedia PDF Downloads 280