Search results for: threshold autoregressive model

Authors: Siphat Lim

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This study used Autoregressive Distributed Lag (ARDL) approach to cointegration. In the long-run the general price level and exchange rate have a positively significant effect on domestic output. The estimated result further revealed that fiscal stimulus help stimulate domestic output in the long-run, but not in the short-run, while monetary expansion help to stimulate output in both short-run and long-run. The result is complied with the theory which is the macroeconomic policies, fiscal and monetary policy; help to stimulate domestic output in the long-run. The estimated result of the Vector Error Correction Model (VECM) has indicated more clearly that the consumer price index has a positive effect on output with highly statistically significant. Increasing in the general price level would increase the competitiveness among producers than increase in the output. However, the exchange rate also has a positive effect and highly significant on the gross domestic product. The exchange rate depreciation might increase export since the purchasing power of foreigners has increased. More importantly, fiscal stimulus would help stimulate the domestic output in the long-run since the coefficient of government expenditure is positive. In addition, monetary expansion would also help stimulate the output and the result is highly significant. Thus, fiscal stimulus and monetary expansionary would help stimulate the domestic output in the long-run in Cambodia.

Keywords: fiscal policy, monetary policy, ARDL, VECM

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Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor Sookia

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In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that 'fat-tailedness' alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: extreme value theory, financial crisis 2008, value at risk, frontier markets

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Authors: Sachin Singh, Thomas Penzel, Dinesh Nandan

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Accurate identification of Sleep Apnea Hypopnea Syndrom Diagnosis is difficult problem for human expert because of variability among persons and unwanted noise. This paper proposes the diagonosis of Sleep Apnea Hypopnea Syndrome (SAHS) using airflow, ECG, Pulse and SaO2 signals. The features of each type of these signals are extracted using statistical methods and ANN learning methods. These extracted features are used to approximate the patient's Apnea Hypopnea Index(AHI) using sample signals in model. Advance signal processing is also applied to snore sound signal to locate snore event and SaO2 signal is used to support whether determined snore event is true or noise. Finally, Apnea Hypopnea Index (AHI) event is calculated as per true snore event detected. Experiment results shows that the sensitivity can reach up to 96% and specificity to 96% as AHI greater than equal to 5.

Keywords: neural network, AHI, statistical methods, autoregressive models

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Authors: Entisar A. Elgmati

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Recurrent infant diarrhea is studied using daily data collected in Salvador, Brazil over one year and three months. A logistic regression model is fitted instead of Aalen's additive model using the same covariates that were used in the analysis with the additive model. The model gives reasonably similar results to that using additive regression model. In addition, the problem with the estimated conditional probabilities not being constrained between zero and one in additive model is solved here. Also martingale residuals that have been used to judge the goodness of fit for the additive model are shown to be useful for judging the goodness of fit of the logistic model.

Keywords: additive model, cumulative probabilities, infant diarrhoea, recurrent event

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Authors: Benjamin Leiby, Darryl Ahner

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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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Authors: Jia Li, Xing Wei, Yuchen Hong, Yang Lu

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Detecting vehicle behavior has always been the focus of intelligent transportation, but with the explosive growth of the number of vehicles and the complexity of the road environment, the vehicle behavior videos captured by traditional surveillance have been unable to satisfy the study of vehicle behavior. The traditional method of manually labeling vehicle behavior is too time-consuming and labor-intensive, but the existing object detection and tracking algorithms have poor practicability and low behavioral location detection rate. This paper proposes a vehicle behavior detection algorithm based on the dual-stream convolution network and the multi-dimensional video dynamic detection network. In the videos, the straight-line behavior of the vehicle will default to the background behavior. The Changing lanes, turning and turning around are set as target behaviors. The purpose of this model is to automatically mark the target behavior of the vehicle from the untrimmed videos. First, the target behavior proposals in the long video are extracted through the dual-stream convolution network. The model uses a dual-stream convolutional network to generate a one-dimensional action score waveform, and then extract segments with scores above a given threshold M into preliminary vehicle behavior proposals. Second, the preliminary proposals are pruned and identified using the multi-dimensional video dynamic detection network. Referring to the hierarchical reinforcement learning, the multi-dimensional network includes a Timer module and a Spacer module, where the Timer module mines time information in the video stream and the Spacer module extracts spatial information in the video frame. The Timer and Spacer module are implemented by Long Short-Term Memory (LSTM) and start from an all-zero hidden state. The Timer module uses the Transformer mechanism to extract timing information from the video stream and extract features by linear mapping and other methods. Finally, the model fuses time information and spatial information and obtains the location and category of the behavior through the softmax layer. This paper uses recall and precision to measure the performance of the model. Extensive experiments show that based on the dataset of this paper, the proposed model has obvious advantages compared with the existing state-of-the-art behavior detection algorithms. When the Time Intersection over Union (TIoU) threshold is 0.5, the Average-Precision (MP) reaches 36.3% (the MP of baselines is 21.5%). In summary, this paper proposes a vehicle behavior detection model based on multi-dimensional dynamic detection network. This paper introduces spatial information and temporal information to extract vehicle behaviors in long videos. Experiments show that the proposed algorithm is advanced and accurate in-vehicle timing behavior detection. In the future, the focus will be on simultaneously detecting the timing behavior of multiple vehicles in complex traffic scenes (such as a busy street) while ensuring accuracy.

Keywords: vehicle behavior detection, convolutional neural network, long short-term memory, deep learning

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Authors: Hesam Khajehsaeid, Naeimeh Alagheband

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Magnetorheological fluids (MRF) are a category of smart materials. They exhibit a reversible change from a Newtonian-like fluid to a semi-solid state upon application of an external magnetic field. In contrast to ordinary fluids, MRFs can tolerate shear stresses up to a threshold value called yield stress which strongly depends on the strength of the magnetic field, magnetic particles volume fraction and temperature. Even beyond the yield, a magnetic field can increase MR fluid viscosity up to several orders. As yield stress is an important parameter in the design of MR devices, in this work, the effects of magnetic field intensity and magnetic particle concentration on the yield stress of MRFs are investigated. Four MRF samples with different particle concentrations are developed and tested through flow-ramp analysis to obtain the flow curves at a range of magnetic field intensity as well as shear rate. The viscosity of the fluids is determined by means of the flow curves. The results are then used to determine the yield stresses by means of the steady stress sweep method. The yield stresses are then determined by means of a modified form of the dipole model as well as empirical models. The exponential distribution function is used to describe the orientation of particle chains in the dipole model under the action of the external magnetic field. Moreover, the modified dipole model results in a reasonable distribution of chains compared to previous similar models.

Keywords: magnetorheological fluids, yield stress, particles concentration, dipole model

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Authors: Devi Srinivas, K. Sindhuja

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This paper presents architecture to improve surveillance applications based on the usage of the service oriented paradigm, with smart phones as user terminals, allowing application dynamic composition and increasing the flexibility of the system. According to the result of moving object detection research on video sequences, the movement of the people is tracked using video surveillance. The moving object is identified using the image subtraction method. The background image is subtracted from the foreground image, from that the moving object is derived. So the Background subtraction algorithm and the threshold value is calculated to find the moving image by using background subtraction algorithm the moving frame is identified. Then, by the threshold value the movement of the frame is identified and tracked. Hence, the movement of the object is identified accurately. This paper deals with low-cost intelligent mobile phone-based wireless video surveillance solution using moving object recognition technology. The proposed solution can be useful in various security systems and environmental surveillance. The fundamental rule of moving object detecting is given in the paper, then, a self-adaptive background representation that can update automatically and timely to adapt to the slow and slight changes of normal surroundings is detailed. While the subtraction of the present captured image and the background reaches a certain threshold, a moving object is measured to be in the current view, and the mobile phone will automatically notify the central control unit or the user through SMS (Short Message System). The main advantage of this system is when an unknown image is captured by the system it will alert the user automatically by sending an SMS to user’s mobile.

Keywords: security, graphical password, persuasive cued click points

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Authors: Kamyar Moradi

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Background: Acute mesenteric ischemia is known as a life-threatening condition. Re-establishment of blood flow in this condition can lead to mesenteric ischemia reperfusion (MIR) injury, which is accompanied by inflammatory response. Still, clear blueprint of inflammatory mechanism underlying MIR injury has not been provided. Interestingly, Albendazole has exhibited notable effects on inflammation and cytokine production. In this study, we aimed to evaluate outcomes of MIR injury following pretreatment with Albendazole with respect to assessment of mesenteric inflammation and ischemia threshold. Methods: Male rats were randomly divided into sham operated, vehicle treated, Albendazole 100 mg/kg, and Albendazole 200 mg/kg groups. MIR injury was induced by occlusion of superior mesenteric artery for 30 minutes followed by 120 minutes of reperfusion. Samples were utilized for assessment of epithelial survival and villous height. Immunohistochemistry study revealed intestinal expression of TNF-α and HIF-1-α. Gene expression of NF-κB/TLR4/TNF-α/IL-6 was measured using RTPCR. Also, protein levels of inflammatory cytokines in serum and intestine were assessed by ELISA method. Results: Histopathological study demonstrated that pretreatment with Albendazole could ameliorate decline in villous height and epithelial survival following MIR injury. Also, systemic inflammation was suppressed after administration of Albendazole. Analysis of possible participating inflammatory pathway could demonstrate that intestinal expression of NF-κB/TLR4/TNF-α/IL-6 is significantly attenuated in treated groups. Eventually, IHC study illustrated concordant decline in mesenteric expression of HIF-1-α/TNF-α. Conclusion: Single dose pretreatment with Albendazole could ameliorate inflammatory response and enhance ischemia threshold following induction of MIR injury. Still, more studies would clarify existing causality in this phenomenon.

Keywords: albendazole, ischemia reperfusion injury, inflammation, mesenteric ischemia

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Authors: Imed Feki, Faouzi Msahli

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Selection of relevant parameters from a high dimensional process operation setting space is a problem frequently encountered in industrial process modelling. This paper presents a method for selecting the most relevant fabric physical parameters for each sensory quality feature. The proposed relevancy criterion has been developed using two approaches. The first utilizes a fuzzy sensitivity criterion by exploiting from experimental data the relationship between physical parameters and all the sensory quality features for each evaluator. Next an OWA aggregation procedure is applied to aggregate the ranking lists provided by different evaluators. In the second approach, another panel of experts provides their ranking lists of physical features according to their professional knowledge. Also by applying OWA and a fuzzy aggregation model, the data sensitivity-based ranking list and the knowledge-based ranking list are combined using our proposed percolation technique, to determine the final ranking list. The key issue of the proposed percolation technique is to filter automatically and objectively the relevant features by creating a gap between scores of relevant and irrelevant parameters. It permits to automatically generate threshold that can effectively reduce human subjectivity and arbitrariness when manually choosing thresholds. For a specific sensory descriptor, the threshold is defined systematically by iteratively aggregating (n times) the ranking lists generated by OWA and fuzzy models, according to a specific algorithm. Having applied the percolation technique on a real example, of a well known finished textile product especially the stonewashed denims, usually considered as the most important quality criteria in jeans’ evaluation, we separate the relevant physical features from irrelevant ones for each sensory descriptor. The originality and performance of the proposed relevant feature selection method can be shown by the variability in the number of physical features in the set of selected relevant parameters. Instead of selecting identical numbers of features with a predefined threshold, the proposed method can be adapted to the specific natures of the complex relations between sensory descriptors and physical features, in order to propose lists of relevant features of different sizes for different descriptors. In order to obtain more reliable results for selection of relevant physical features, the percolation technique has been applied for combining the fuzzy global relevancy and OWA global relevancy criteria in order to clearly distinguish scores of the relevant physical features from those of irrelevant ones.

Keywords: data sensitivity, feature selection, fuzzy logic, OWA operators, percolation technique

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Authors: Hasan Basri Jumin

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Fly ash sewage of pulp and paper industries when processed with suitable process and true management may possibly be used fertilizer agriculture purposes. The objective of works is to evaluate re-cycling possibility of fly ash waste to be applied as a fertilizer for agriculture use. Fly ash sewage was applied to maize with 28 g/plant could be increased significantly the average of dry weigh from dry weigh of seed increase from 6.7 g/plant into 10.3 g/plant, and net assimilation rates could be increased from 14.5 mg.m-2.day-1 into 35.4 mg.m-2 day-1. Therefore, production per hectare was reached 3.2 ton/ha. The chemical analyses of fly ash waste indicated that, there are no exceed threshold content of dangerous metals and biology effects. Mercury, arsenic, cadmium, chromium, cobalt, lead, and molybdenum contents as heavy metal are lower than the threshold of human healthy tolerance. Therefore, it has no syndrome effect to human health. This experiment indicated that fly ash sewage in lower doses until 28 g/plant could be applied as substitution fertilizer for agriculture use and it could be eliminate the environment pollution.

Keywords: fly-ash, fertilizer, maize, sludge-sewage pollutant, waste

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Authors: Ashok Kumar, Shiv Brat Singh, Kalyan Kumar Ray

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There is growing awareness to design steels against fatigue damage Ferrite martensite dual-phase steels are known to exhibit favourable mechanical properties like good strength, ductility, toughness, continuous yielding, and high work hardening rate. However, dual-phase steels containing bainite as second phase are potential alternatives for ferrite martensite steels for certain applications where good fatigue property is required. Fatigue properties of dual phase steels are popularly assessed by the nature of variation of crack growth rate (da/dN) with stress intensity factor range (∆K), and the magnitude of fatigue threshold (∆Kth) for long cracks. There exists an increased emphasis to understand not only the long crack fatigue behavior but also short crack growth behavior of ferrite bainite dual phase steels. The major objective of this report is to examine the influence of microstructures on the short and long crack growth behavior of a series of developed dual-phase steels with varying amounts of bainite and. Three low carbon steels containing Nb, Cr and Mo as microalloying elements steels were selected for making ferrite-bainite dual-phase microstructures by suitable heat treatments. The heat treatment consisted of austenitizing the steel at 1100°C for 20 min, cooling at different rates in air prior to soaking these in a salt bath at 500°C for one hour, and finally quenching in water. Tensile tests were carried out on 25 mm gauge length specimens with 5 mm diameter using nominal strain rate 0.6x10⁻³ s⁻¹ at room temperature. Fatigue crack growth studies were made on a recently developed specimen configuration using a rotating bending machine. The crack growth was monitored by interrupting the test and observing the specimens under an optical microscope connected to an Image analyzer. The estimated crack lengths (a) at varying number of cycles (N) in different fatigue experiments were analyzed to obtain log da/dN vs. log °∆K curves for determining ∆Kthsc. The microstructural features of these steels have been characterized and their influence on the near threshold crack growth has been examined. This investigation, in brief, involves (i) the estimation of ∆Kthsc and (ii) the examination of the influence of microstructure on short and long crack fatigue threshold. The maximum fatigue threshold values obtained from short crack growth experiments on various specimens of dual-phase steels containing different amounts of bainite are found to increase with increasing bainite content in all the investigated steels. The variations of fatigue behavior of the selected steel samples have been explained with the consideration of varying amounts of the constituent phases and their interactions with the generated microstructures during cyclic loading. Quantitative estimation of the different types of fatigue crack paths indicates that the propensity of a crack to pass through the interfaces depends on the relative amount of the microstructural constituents. The fatigue crack path is found to be predominantly intra-granular except for the ones containing > 70% bainite in which it is predominantly inter-granular.

Keywords: bainite, dual phase steel, fatigue crack growth rate, long crack fatigue threshold, short crack fatigue threshold

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Authors: Hemant Kumar, Nilendu Das

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A study based on ANN structure gives us the information to predict the size of the future in realizing a past event. ANN, IMD (Indian meteorological department) data and remote sensing were used to enable a number of parameters for calculating the size that may occur in the future. A threshold selected specifically above the high-frequency harvest reached the area during the selected seismic activity. In the field of human and local biodiversity it remains to obtain the right parameter compared to the frequency of impact. But during the study the assumption is that predicting seismic activity is a difficult process, not because of the parameters involved here, which can be analyzed and funded in research activity.

Keywords: ANN, Bayesion class, earthquakes, IMD

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Authors: Christina Wainikka, Besrat Tesfaye

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Several of the countries in the Baltic Sea region are ranked high in international innovations rankings, such as the Global Innovation Index and European Innovation Scoreboard. There are however some concerns in the performance of different countries. For example, there is a widely spread notion about “The Swedish Paradox”. Sweden is ranked high due to investments in R&D and patent activity, but the outcome is not as high as could be expected. SMEs in Sweden are also below EU average when it comes to registering intellectual property rights such as patents and trademarks. This study is concentrating on the protection of utility model. This intellectual property right does not exist in Sweden, but in for example Finland and Germany. The utility model protection is sometimes referred to as a “patent light” since it is easier to obtain than the patent protection but at the same time does cover technical solutions. In examining statistics on patent activities and activities in registering utility models it is clear that utility model protection is scarcely used in the countries that have the protection. In Germany 10 577 applications were made in 2021. In Finland there were 259 applications made in 2021. This can be compared with patent applications that were 58 568 in Germany in 2021 and 1 662 in Finland in 2021. In Sweden there has never been a protection for utility models. The only protection for technical solutions is patents and business secrets. The threshold for obtaining a patent is high, due to the legal requirements and the costs. The patent protection is there for often not chosen by SMEs in Sweden. This study examines whether the protection of utility models in other countries in the Baltic region provide SMEs in these countries with better options to protect their innovations. The legal methodology is comparative law. In order to study the effects of the legal differences statistics are examined and interviews done with SMEs from different industries.

Keywords: baltic sea region, comparative law, SME, utility model

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Authors: Aadhya Kaul, Gautam Manocha, Preeti Nagrath

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Our environment comprises of a wide variety of plants that are similar to each other and sometimes the similarity between the plants makes the identification process tedious thus increasing the workload of the botanist all over the world. Now all the botanists cannot be accessible all the time for such laborious plant identification; therefore, there is an urge for a quick classification model. Also, along with the identification of the plants, it is also necessary to classify the plant as healthy or not as for a good lifestyle, humans require good food and this food comes from healthy plants. A large number of techniques have been applied to classify the plants as healthy or diseased in order to provide the solution. This paper proposes one such method known as anomaly detection using autoencoders using a set of collections of leaves. In this method, an autoencoder model is built using Keras and then the reconstruction of the original images of the leaves is done and the threshold loss is found in order to classify the plant leaves as healthy or diseased. A dataset of plant leaves is considered to judge the reconstructed performance by convolutional autoencoders and the average accuracy obtained is 71.55% for the purpose.

Keywords: convolutional autoencoder, anomaly detection, web application, FLASK

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Authors: Petcharat  Kerdonfag, Surasak Taneepanichskul, Winai Wadwongtham

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Industrial noise is usually considered as the main impact of the environmental health and safety because its exposure can cause permanently serious hearing damage. Despite providing strictly hearing protection standards and campaigning extensively encouraging public health awareness among industrial workers in Thailand, hazard noise-induced hearing loss has dramatically been massive obstacles for workers’ health. The aims of the study were to explore and specify the hearing threshold levels among steel industrial workers responsible in which higher noise levels of work zone and to examine the relationships of hearing loss and workers’ age and the length of employment in Samut Prakan province, Thailand. Cross-sectional study design was done. Ninety-three steel industrial workers in the designated zone of higher noise (> 85dBA) with more than 1 year of employment from two factories by simple random sampling and available to participate in were assessed by the audiometric screening at regional Samut Prakan hospital. Data of doing screening were collected from October to December, 2016 by the occupational medicine physician and a qualified occupational nurse. All participants were examined by the same examiners for the validity. An Audiometric testing was performed at least 14 hours after the last noise exposure from the workplace. Workers’ age and the length of employment were gathered by the developed occupational record form. Results: The range of workers’ age was from 23 to 59 years, (Mean = 41.67, SD = 9.69) and the length of employment was from 1 to 39 years, (Mean = 13.99, SD = 9.88). Fifty three (60.0%) out of all participants have been exposing to the hazard of noise in the workplace for more than 10 years. Twenty-three (24.7%) of them have been exposing to the hazard of noise less than or equal to 5 years. Seventeen (18.3%) of them have been exposing to the hazard of noise for 5 to 10 years. Using the cut point of less than or equal to 25 dBA of hearing thresholds, the average means of hearing thresholds for participants at 4, 6, and 8 kHz were 31.34, 29.62, and 25.64 dB, respectively for the right ear and 40.15, 32.20, and 25.48 dB for the left ear, respectively. The more developing age of workers in the work zone with hazard of noise, the more the hearing thresholds would be increasing at frequencies of 4, 6, and 8 kHz (p =.012, p =.026, p =.024) for the right ear, respectively and for the left ear only at the frequency 4 kHz (p =.009). Conclusion: The participants’ age in the hazard of noise work zone was significantly associated with the hearing loss in different levels while the length of participants’ employment was not significantly associated with the hearing loss. Thus hearing threshold levels among industrial workers would be regularly assessed and needed to be protected at the beginning of working.

Keywords: hearing threshold levels, hazard of noise, hearing loss, audiometric testing

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Authors: Phawichsak Prapassornpitaya, Wanida Jinsart

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Daily monitoring PM₁₀ and PM₂.₅ data from 2007 to 2017 were analyzed to provide baseline data for prediction of the air pollution in Bangkok in the period of 2018 -2020. Two statistical models, Autoregressive Integrated Moving Average model (ARIMA) were used to evaluate the trends of pollutions. The prediction concentrations were tested by root means square error (RMSE) and index of agreement (IOA). This evaluation of the traffic PM₂.₅ and PM₁₀ were studied in association with the regulatory control and emission standard changes. The emission factors of particulate matter from diesel vehicles were decreased when applied higher number of euro standard. The trends of ambient air pollutions were expected to decrease. However, the Bangkok smog episode in February 2018 with temperature inversion caused high concentration of PM₂.₅ in the air environment of Bangkok. The impact of traffic pollutants was depended upon the emission sources, temperature variations, and metrological conditions.

Keywords: fine particulate matter, ARIMA, RMSE, Bangkok

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Authors: Keyvan Kashkouli Nejad, Motoaki Sugiura, Atsushi Sato, Takayuki Nozawa, Hyeonjeong Jeong, Sugiko Hanawa , Yuka Kotozaki, Ryuta Kawashima

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The perception of agency/control is altered with presence of discrepancies in the environment or mismatch of predictions (of possible results) and actual results the sense of agency might become altered. Synofzik et al. proposed a two layer model of agency: In the first layer, the Feeling of Agency (FoA) is not directly available to awareness; a slight mismatch in the environment/outcome might cause alterations in FoA, while the agent still feels in control. If the discrepancy passes a threshold, it becomes available to consciousness and alters Judgment of Agency (JoA), which is directly available in the person’s awareness. Most experiments so far only investigate subjects rather conscious JoA, while FoA has been neglected. In this experiment we target FoA by using subliminal discrepancies that can not be consciously detectable by the subjects. Here, we explore whether we can detect this two level model in the subjects behavior and then try to map this in their brain activity. To do this, in a fMRI study, we incorporated both consciously detectable mismatching between action and result and also subliminal discrepancies in the environment. Also, unlike previous experiments where subjective questions from the participants mainly trigger the rather conscious JoA, we also tried to measure the rather implicit FoA by asking participants to rate their performance. We compared behavioral results and also brain activation when there were conscious discrepancies and when there were subliminal discrepancies against trials with no discrepancies and against each other. In line with our expectations, conditions with consciously detectable incongruencies triggered lower JoA ratings than conditions without. Also, conditions with any type of discrepancies had lower FoA ratings compared to conditions without. Additionally, we found out that TPJ and angular gyrus in particular to have a role in coding of JoA and also FoA.

Keywords: agency, fMRI, TPJ, two layer model

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Authors: Abdelmounaim Lahrech, Hajar Bousfiha

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This paper examines equity market integration between Morocco and France and its consequent implications on international portfolio diversification. In the absence of stock market linkages, Morocco can act as a diversification destination to European investors, allowing higher returns at a comparable level of risk in developed markets. In contrast, this attractiveness is limited if both financial markets show significant linkage. The research empirically measures financial market’s integration in by capturing the conditional correlation between the two markets using the Generalized Autoregressive Conditionally Heteroscedastic (GARCH) model. Then, the research uses the Dynamic Conditional Correlation (DCC) model of Engle (2002) to track the correlations. The research findings show that there is no important increase over the years in the correlation between the Moroccan and the French equity markets, even though France is considered Morocco’s first trading partner. Failing to prove evidence of the stock index linkage between the two countries, the volatility series of each market were assumed to change over time separately. Yet, the study reveals that despite the important historical and economic linkages between Morocco and France, there is no evidence that equity markets follow. The small correlations and their stationarity over time show that over the 10 years studied, correlations were fluctuating around a stable mean with no significant change at their level. Different explanations can be attributed to the absence of market linkage between the two equity markets.

Keywords: equity market linkage, DCC GARCH, international portfolio diversification, Morocco, France

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Authors: Fajana Sola Isaac

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In the last two decades, we have witnessed an increased interest in exchange rate pass-through (ERPT) in developing economies and emerging markets. This is perhaps due to the acknowledged significance of the pattern of exchange rate pass-through as a key instrument in monetary policy design, principally in retort to a shock in exchange rate in literature. This paper analyzed Exchange Rate Pass-Through by A Model of Oil Prices and Asymmetric Exchange Rate Fluctuations in Selected African Countries. The study adopted A Non-Linear Autoregressive Distributed Lag approach using yearly data on Algeria, Burundi, Nigeria and South Africa from 1986 to 2022. The paper found asymmetry in exchange rate pass-through in net oil-importing and net oil-exporting countries in the short run during the period under review. An ERPT exhibited a complete pass-through in the short run in the case of net oil-importing countries but an incomplete pass-through in the case of the net oil-exporting countries that were examined. An extended result revealed a significant impact of oil price shock on exchange rate pass-through to domestic price in the long run only for net oil importing countries. The Wald restriction test also confirms the evidence of asymmetric with the role of oil price acting as an accelerator to exchange rate pass-through to domestic price in the countries examined. The study found the outcome to be very useful for gaining expansive knowledge on the external shock impact on ERPT and could be of critical value for national monetary policy decisions on inflation targeting, especially for countries examined and other developing net oil importers and exporters.

Keywords: pass through, exchange rate, ARDL, monetary policy

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Authors: Tariq Aziz, Suresh Kumar, Vikesh Kumar, Sheraz Mustafa, Jhanzeb Marwat

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The paper provides an updated version of volatility spillover among the equity markets of South Asian countries, including Pakistan, India, Srilanka, and Bangladesh. The analysis uses both symmetric and asymmetric Generalized Autoregressive Conditional Heteroscedasticity models to investigate volatility persistence and leverage effect. The bivariate EGARCH model is used to test for volatility transmission between two equity markets. Weekly data for the period February 2013 to August 2019 is used for empirical analysis. The findings indicate that the leverage effect exists in the equity markets of all the countries except Bangladesh. The volatility spillover from the equity market of Bangladesh to all other countries is negative and significant whereas the volatility of the equity market of Sri-Lanka does influence the volatility of any other country’s equity market. Indian equity market influence only the volatility of the Sri-Lankan equity market; and there is bidirectional volatility spillover between the equity markets of Pakistan and Bangladesh. The findings are important for policy-makers and international investors.

Keywords: volatility spillover, volatility persistence, garch, egarch

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Authors: Angalabiri-Owei E. Bekekeme, Brambaifa Nelson

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In view of the peculiar environment of the Niger Delta, access to modern health care is limited, hence the inhabitants especially those in the swampy areas resorts to sourcing for alternatives cure for their ailments using plants commonly found in this area without scientific evaluation. Rhizophora racemosa, G. F. Meyer (Rhizophoraceae) is the most abundant mangrove plant in the Niger Delta Area of Nigeria. The plant has been observed to be used for relief of a toothache and dysmenorrhoea among some Ijaw communities in the region. This work has revealed the likely potential of the plant in drug discovery and development. The crude methanol extract at doses of 300 mg/kg and 600 mg/kg (intraperitoneal) were tested for analgesic effect using fresh egg albumin induced inflammatory pain and Randall–Sellito method to assess the pain threshold. The anti-inflammatory effect was also evaluated with the extract at doses of 300 mg/kg and 600 mg/kg (intraperitoneal) using acute inflammatory model; fresh egg albumin induced paw oedema and assessed using Plethysmometer in rats. The methanol extracts 300 mg/kg and 600 mg/kg exhibited a significant (P < 0.001) and dose-dependent analgesic activity compared with the negative control and a standard drug diclofenac using ANOVA with Least Significant Difference post hoc test as evidenced by increased pain threshold. Also, the extract significantly (P < 0.001) reduced the rat paw oedema induced by the sub plantar injection of fresh egg albumin when compared with the negative control and a standard diclofenac using above statistical methods. This study revealed that the plant possesses analgesic and anti-inflammatory activities hence provide scientific bases for use as medicine.

Keywords: analgesic, anti-inflammatory, plethysmometer, Rhizophora racemosa

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Authors: Zahraa Al Ali, Ammar Abulibdeh, Talal Al-Awadhi, Midhun Mohan, Mohammed Al-Barwani, Mohammed Al-Barwani, Sara Al Nabbi, Meshal Abdullah

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This study aims to evaluate the performance and effectiveness of six spectral water indices - derived from Multispectral sentinel-2 data - to detect soil moisture and inundated area in arid regions to be used as an indicator of mudflow phenomena to predict high-risk areas. Herein, the validation of the performance of spectral indices was conducted using threshold method, spectral curve performance, and soil-line method. These indirect validation techniques play a key role in saving time, effort, and cost, particularly for large-scale and inaccessible areas. It was observed that the Normalized Difference Water Index (NDWI), Modified Normalized Difference Water Index (mNDWI), and RSWIR indices have the potential to detect soil moisture and inundated areas in arid regions. According to the temporal spectral curve performance, the spectral characteristics of water and soil moisture were distinct in the Near infrared (NIR), Short-wave Infrared (SWIR1,2) bands. However, the rate and degree differed between these bands, depending on the amount of water in the soil. Furthermore, the soil line method supported the appropriate selection of threshold values to detect soil moisture. However, the threshold values varied with location, time, season, and between indices. We concluded that considering the factors influencing the behavior of water and soil reflectivity could support decision-makers in identifying high-risk mudflow locations.

Keywords: spectral reflectance curve, soil-line method, spectral indices, Shaheen cyclone

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Authors: Maomao Cao

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Objective: To test the performance of ctDNA methylation for the detection of liver cancer. Methods: A total of 1233 individuals have been recruited in 2017. 15 male and 15 female samples (including 10 cases of liver cancer) were randomly selected in the present study. CfDNA was extracted by MagPure Circulating DNA Maxi Kit. The concentration of cfDNA was obtained by Qubit™ dsDNA HS Assay Kit. A pre-constructed predictive model was used to analyze methylation data and to give a predictive score for each cfDNA sample. Individuals with a predictive score greater than or equal to 80 were classified as having liver cancer. CT tests were considered the gold standard. Sensitivity, specificity, positive predictive value (PPV), and negative predictive value (NPV) for the diagnosis of liver cancer were calculated. Results: 9 patients were diagnosed with liver cancer according to the prediction model (with high sensitivity and threshold of 80 points), with scores of 99.2, 91.9, 96.6, 92.4, 91.3, 92.5, 96.8, 91.1, and 92.2, respectively. The sensitivity, specificity, positive predictive value, and negative predictive value of ctDNA methylation for the diagnosis of liver cancer were 0.70, 0.90, 0.78, and 0.86, respectively. Conclusions: ctDNA methylation could be an acceptable diagnostic modality for the detection of liver cancer.

Keywords: liver cancer, ctDNA methylation, detection, diagnostic performance

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Authors: Dejene Gizaw Kidane

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This study examines the impact of foreign direct investment on economic growth of Ethiopia using yearly time-series data for 1974 through 2013. Economic growth is proxies by real per capita gross domestic product and foreign direct investment proxies by the inflow of foreign direct investment. Other control variables such as gross domestic saving, trade, government consumption and inflation has been incorporated. In order to fully account for feedbacks, a vector autoregressive model is utilized. The results show that there is a stable, long-run relationship between foreign direct investment and economic growth. The variance decomposition results show that the main sources of Ethiopia economic growth variations are due largely own shocks. The pairwise Granger causality results show that there is a unidirectional causality that runs from FDI to economic growth of Ethiopia. Hence, the researcher therefore recommends that, FDI facilitate economic growth, so the government has to exert much effort in order to attract more FDI into the country.

Keywords: real per capita GDP, FDI, co-integration, VECM, Granger causality

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Authors: Tae Bo Jeon

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Korean air force is undertaking a big project to replace prevailing hundreds of old air fighters such as F-4, F-5, KF-16 etc. The task is to develop and produce domestic fighters equipped with 2 complete-type engines each. A large number of engines, however, will be purchased as products from a foreign engine maker. In addition to the fighters themselves, secure the proper number of spare engines serves a significant role in maintaining combat readiness and effectively managing the national defense budget due to high cost. In this paper, we presented a model dynamically updating spare engine requirements. Currently, the military administration purchases all the fighters, engines, and spare engines at acquisition stage and does not have additional procurement processes during the life cycle, 30-40 years. With the assumption that procurement procedure during the operational stage is established, our model starts from the initial estimate of spare engine requirements based on limited information. The model then performs military missions and repair/maintenance works when necessary. During operation, detailed field information - aircraft repair and test, engine repair, planned maintenance, administration time, transportation pipeline between base, field, and depot etc., - should be considered for actual engine requirements. At the end of each year, the performance measure is recorded and proceeds to next year when it shows higher the threshold set. Otherwise, additional engine(s) will be bought and added to the current system. We repeat the process for the life cycle period and compare the results. The proposed model is seen to generate far better results appropriately adding spare engines thus avoiding possible undesirable situations. Our model may well be applied to future air force military operations.

Keywords: DMSMS, operational availability, METRIC, PRS

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Authors: M. Fadlallah, G. Ghibaudo, C. G. Theodorou

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The dynamic variation in memory devices such as the Static Random Access Memory can give errors in read or write operations. In this paper, the effect of low-frequency and random telegraph noise on the dynamic variation of one SRAM cell is detailed. The effect on circuit noise, speed, and length of time of processing is examined, using the Supply Read Retention Voltage and the Read Static Noise Margin. New test run methods are also developed. The obtained results simulation shows the importance of noise caused by dynamic variation, and the impact of Random Telegraph noise on SRAM variability is examined by evaluating the statistical distributions of Random Telegraph noise amplitude in the pull-up, pull-down. The threshold voltage mismatch between neighboring cell transistors due to intrinsic fluctuations typically contributes to larger reductions in static noise margin. Also the contribution of each of the SRAM transistor to total dynamic variation has been identified.

Keywords: low-frequency noise, random telegraph noise, dynamic variation, SRRV

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Authors: Shams Khaled Abdelrahman Abdallah Elbaz, Alaa Aldeen Abd Al Hakeem Balbaa

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Purpose: The purpose of this study was to compare the effects of Positional Release Technique versus Kinesio Tape on pain level, pressure pain threshold level and functional disability in patients with back myofascial pain syndrome at iliocostalis lumborum. Backgrounds/significance: Myofascial Pain Syndrome is a common muscular pain syndrome that arises from trigger points which are hyperirritable, painful and tender points within a taut band of skeletal muscle. In more recent literature, about 75% of patients with musculoskeletal pain presenting to a community medical centres suffer from myofascial pain syndrome.Iliocostalis lumborum are most likely to develop active trigger points. Subjects: Thirty patients diagnosed as back myofascial pain syndrome with active trigger points in iliocostalis lumborum muscle bilaterally had participated in this study. Methods and materials: Patients were randomly distributed into two groups. The first group consisted of 15 patients (8 males and 7 females) with mean age 30.6 (±3.08) years, they received positional release technique which was applied 3 times per session, 3/week every other day for 2 weeks. The second group consisted of 15 patients(5 males, 10 females) with a mean age 30.4 (±3.35) years, they received kinesio tape which was applied and changed every 3 days with one day off for a total 3 times in 2 weeks. Both techniques were applied over trigger points of the iliocostalis lumborum bilaterally. Patients were evaluated pretreatment and posttreatment program for Pain intensity (Visual analogue scale), pressure pain threshold (digital pressure algometry), and functional disability (The Oswestry Disability Index). Analyses: Repeated measures MANOVA was used to detect differences within and between groups pre and post treatment. Then the univariate ANOVA test was conducted for the analysis of each dependant variable within and between groups. All statistical analyses were done using SPSS. with significance level set at p<0.05 throughout all analyses. Results: The results revealed that there was no significant difference between positional release technique and kinesio tape technique on pain level, pressure pain threshold and functional activities (p > 0.05). Both groups of patients showed significant improvement in all the measured variables (p < 0.05) evident by significant reduction of both pain intensity and functional disability as well as significant increase of pressure pain threshold Conclusions : Both positional release technique and kinesio taping technique are effective in reducing pain level, improving pressure pain threshold and improving function in treating patients who suffering from back myofascial pain syndrome at iliocostalis lumborum. As there was no statistically significant difference was proven between both of them.

Keywords: positional release technique, kinesio tape, myofascial pain syndrome, Iliocostalis lumborum

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Authors: Timothy Quinn, Ronald Croce, Aliaksandr Leuchanka, Justin Walker

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Many endurance athletes train at or just below an intensity associated with their lactate threshold (LT) and often the heart rate (HR) that these athletes use for their LT are above their true LT-HR measured in a laboratory. Training above their true LT-HR may lead to overtraining and injury. Few athletes have the capability of measuring their LT in a laboratory and rely on perception to guide them, as accurate field tests to determine LT are limited. Therefore, the purpose of this study was to determine if an 8-minute field test could accurately define the HR associated with LT as measured in the laboratory. On Day 1, fifteen male runners (mean±SD; age, 27.8±4.1 years; height, 177.9±7.1 cm; body mass, 72.3±6.2 kg; body fat, 8.3±3.1%) performed a discontinuous treadmill LT/maximal oxygen consumption (LT/VO2max) test using a portable metabolic gas analyzer (Cosmed K4b2) and a lactate analyzer (Analox GL5). The LT (and associated HR) was determined using the 1/+1 method, where blood lactate increased by 1 mMol•L-1 over baseline followed by an additional 1 mMol•L-1 increase. Days 2 and 3 were randomized, and the athletes performed either an 8-minute run on the treadmill (TM) or on a 160-m indoor track (TR) in an effort to cover as much distance as possible while maintaining a high intensity throughout the entire 8 minutes. VO2, HR, ventilation (VE), and respiratory exchange ratio (RER) were measured using the Cosmed system, and rating of perceived exertion (RPE; 6-20 scale) was recorded every minute. All variables were averaged over the 8 minutes. The total distance covered over the 8 minutes was measured in both conditions. At the completion of the 8-minute runs, blood lactate was measured. Paired sample t-tests and pairwise Pearson correlations were computed to determine the relationship between variables measured in the field tests versus those obtained in the laboratory at LT. An alpha level of <0.05 was required for statistical significance. The HR (mean +SD) during the TM (167+9 bpm) and TR (172+9 bpm) tests were strongly correlated to the HR measured during the laboratory LT (169+11 bpm) test (r=0.68; p<0.03 and r=0.88; p<0.001, respectively). Blood lactate values during the TM and TR tests were not different from each other but were strongly correlated with the laboratory LT (r=0.73; p<0.04 and r=0.66; p<0.05, respectively). VE (Lmin-1) was significantly greater during the TR (134.8+11.4 Lmin-1) as compared to the TM (123.3+16.2 Lmin-1) with moderately strong correlations to the laboratory threshold values (r=0.38; p=0.27 and r=0.58; p=0.06, respectively). VO2 was higher during TR (51.4 mlkg-1min-1) compared to TM (47.4 mlkg-1min-1) with correlations of 0.33 (p=0.35) and 0.48 (p=0.13), respectively to threshold values. Total distance run was significantly greater during the TR (2331.6+180.9 m) as compared to the TM (2177.0+232.6 m), but they were strongly correlated with each other (r=0.82; p<0.002). These results suggest that an 8-minute running field test can accurately predict the HR associated with the LT and may be a simple test that athletes and coaches could implement to aid in training techniques.

Keywords: blood lactate, heart rate, running, training

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Authors: Hsiang-Yu Yuan, Marc Baguelin, Kin O. Kwok, Nimalan Arinaminpathy, Edwin Leeuwen, Steven Riley

Abstract:

Traditional syndromic surveillance for influenza has substantial public health value in characterizing epidemics. Because the relationship between syndromic incidence and the true infection events can vary from one population to another and from one year to another, recent studies rely on combining serological test results with syndromic data from traditional surveillance into epidemic models to make inference on epidemiological processes of influenza. However, despite the widespread availability of serological data, epidemic models have thus far not explicitly represented antibody titre levels and their correspondence with immunity. Most studies use dichotomized data with a threshold (Typically, a titre of 1:40 was used) to define individuals as likely recently infected and likely immune and further estimate the cumulative incidence. Underestimation of Influenza attack rate could be resulted from the dichotomized data. In order to improve the use of serosurveillance data, here, a refinement of the concept of the stratified immunity within an epidemic model for influenza transmission was proposed, such that all individual antibody titre levels were enumerated explicitly and mapped onto a variable scale of susceptibility in different age groups. Haemagglutination inhibition titres from 523 individuals and 465 individuals during pre- and post-pandemic phase of the 2009 pandemic in Hong Kong were collected. The model was fitted to serological data in age-structured population using Bayesian framework and was able to reproduce key features of the epidemics. The effects of age-specific antibody boosting and protection were explored in greater detail. RB was defined to be the effective reproductive number in the presence of stratified immunity and its temporal dynamics was compared to the traditional epidemic model using use dichotomized seropositivity data. Deviance Information Criterion (DIC) was used to measure the fitness of the model to serological data with different mechanisms of the serological response. The results demonstrated that the differential antibody response with age was present (ΔDIC = -7.0). The age-specific mixing patterns with children specific transmissibility, rather than pre-existing immunity, was most likely to explain the high serological attack rates in children and low serological attack rates in elderly (ΔDIC = -38.5). Our results suggested that the disease dynamics and herd immunity of a population could be described more accurately for influenza when the distribution of immunity was explicitly represented, rather than relying only on the dichotomous states 'susceptible' and 'immune' defined by the threshold titre (1:40) (ΔDIC = -11.5). During the outbreak, RB declined slowly from 1.22[1.16-1.28] in the first four months after 1st May. RB dropped rapidly below to 1 during September and October, which was consistent to the observed epidemic peak time in the late September. One of the most important challenges for infectious disease control is to monitor disease transmissibility in real time with statistics such as the effective reproduction number. Once early estimates of antibody boosting and protection are obtained, disease dynamics can be reconstructed, which are valuable for infectious disease prevention and control.

Keywords: effective reproductive number, epidemic model, influenza epidemic dynamics, stratified immunity

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