Search results for: vector variance.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1100

Search results for: vector variance.

650 Understanding E-Learning Satisfaction in the Context of University Teachers

Authors: Anne M. Sørebø, Øystein Sørebø

Abstract:

The present study was designed to test the influence of confirmed expectations, perceived usefulness and perceived competence on e-learning satisfaction among university teachers. A questionnaire was completed by 125 university teachers from 12 different universities in Norway. We found that 51% of the variance in university teachers- satisfaction with e-learning could be explained by the three proposed antecedents. Perceived usefulness seems to be the most important predictor of teachers- satisfaction with e-learning.

Keywords: E-learning, User satisfaction, Teachers, IS success.

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649 Determination of Surface Roughness by Ball Burnishing Process Using Factorial Techniques

Authors: P. S. Dabeer, G. K. Purohit

Abstract:

Burnishing is a method of finishing and hardening machined parts by plastic deformation of the surface. Experimental work based on central composite second order rotatable design has been carried out on a lathe machine to establish the effects of ball burnishing parameters on the surface roughness of brass material. Analysis of the results by the analysis of variance technique and the F-test show that the parameters considered, have significant effects on the surface roughness.

Keywords: Ball burnishing, Response surface Methodology.

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648 Lattice Dynamics of (ND4Br)x(KBr)1-x Mixed Crystals

Authors: Alpana Tiwari, N. K. Gaur

Abstract:

We have incorporated the translational rotational (TR) coupling effects in the framework of three body force shell model (TSM) to develop an extended TSM (ETSM). The dynamical matrix of ETSM has been applied to compute the phonon frequencies of orientationally disordered mixed crystal (ND4Br)x(KBr)1-x in (q00), (qq0) and (qqq) symmetry directions for compositions 0.10≤x≤0.50 at T=300K.These frequencies are plotted as a function of wave vector k. An unusual acoustic mode softening is found along symmetry directions (q00) and (qq0) as a result of translation-rotation coupling.

Keywords: Orientational glass, phonons, TR-coupling.

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647 Computational Assistance of the Research, Using Dynamic Vector Logistics of Processes for Critical Infrastructure Subjects Continuity

Authors: J. Urbánek Jiří, Krahulec Josef, Johanidesová Jitka, F. Urbánek Jiří

Abstract:

This paper deals with using of prevailing operation system MS Office (SmartArt...) for mathematical models, using DYVELOP (Dynamic Vector Logistics of Processes) method. It serves for crisis situations investigation and modelling within the organizations of critical infrastructure. In first part of paper, it will be introduced entities, operators, and actors of DYVELOP method. It uses just three operators of Boolean algebra and four types of the entities: the Environments, the Process Systems, the Cases, and the Controlling. The Process Systems (PrS) have five “brothers”: Management PrS, Transformation PrS, Logistic PrS, Event PrS and Operation PrS. The Cases have three “sisters”: Process Cell Case, Use Case, and Activity Case. They all need for the controlling of their functions special Ctrl actors, except ENV – it can do without Ctrl. Model´s maps are named the Blazons and they are able mathematically - graphically express the relationships among entities, actors and processes. In second part of this paper, the rich blazons of DYVELOP method will be used for the discovering and modelling of the cycling cases and their phases. The blazons need live PowerPoint presentation for better comprehension of this paper mission. The crisis management of energetic crisis infrastructure organization is obliged to use the cycles for successful coping of crisis situations. Several times cycling of these cases is necessary condition for the encompassment for both emergency events and the mitigation of organization´s damages. Uninterrupted and continuous cycling process brings for crisis management fruitfulness and it is good indicator and controlling actor of organizational continuity and its sustainable development advanced possibilities. The research reliable rules are derived for the safety and reliable continuity of energetic critical infrastructure organization in the crisis situation.

Keywords: Blazons, computational assistance, DYVELOP method, critical infrastructure.

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646 Upper Bound of the Generalize p-Value for the Behrens-Fisher Problem with a Known Ratio of Variances

Authors: Rada Somkhuean, Suparat Niwitpong, Sa-aat Niwitpong

Abstract:

This paper presents the generalized p-values for testing the Behrens-Fisher problem when a ratio of variance is known. We also derive a closed form expression of the upper bound of the proposed generalized p-value.

Keywords: Generalized p-value, hypothesis testing, ratio of variances, upper bound.

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645 A Proposed Optimized and Efficient Intrusion Detection System for Wireless Sensor Network

Authors: Abdulaziz Alsadhan, Naveed Khan

Abstract:

In recent years intrusions on computer network are the major security threat. Hence, it is important to impede such intrusions. The hindrance of such intrusions entirely relies on its detection, which is primary concern of any security tool like Intrusion detection system (IDS). Therefore, it is imperative to accurately detect network attack. Numerous intrusion detection techniques are available but the main issue is their performance. The performance of IDS can be improved by increasing the accurate detection rate and reducing false positive. The existing intrusion detection techniques have the limitation of usage of raw dataset for classification. The classifier may get jumble due to redundancy, which results incorrect classification. To minimize this problem, Principle component analysis (PCA), Linear Discriminant Analysis (LDA) and Local Binary Pattern (LBP) can be applied to transform raw features into principle features space and select the features based on their sensitivity. Eigen values can be used to determine the sensitivity. To further classify, the selected features greedy search, back elimination, and Particle Swarm Optimization (PSO) can be used to obtain a subset of features with optimal sensitivity and highest discriminatory power. This optimal feature subset is used to perform classification. For classification purpose, Support Vector Machine (SVM) and Multilayer Perceptron (MLP) are used due to its proven ability in classification. The Knowledge Discovery and Data mining (KDD’99) cup dataset was considered as a benchmark for evaluating security detection mechanisms. The proposed approach can provide an optimal intrusion detection mechanism that outperforms the existing approaches and has the capability to minimize the number of features and maximize the detection rates.

Keywords: Particle Swarm Optimization (PSO), Principle component analysis (PCA), Linear Discriminant Analysis (LDA), Local Binary Pattern (LBP), Support Vector Machine (SVM), Multilayer Perceptron (MLP).

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644 Measures and Influence of a Baw Filter on Digital Radio-Communications Signals

Authors: A. Diet, M. Villegas, G. Baudoin

Abstract:

This work concerns the measurements of a Bulk Acoustic Waves (BAW) emission filter S parameters and compare with prototypes simulated types. Thanks to HP-ADS, a co-simulation of filters- characteristics in a digital radio-communication chain is performed. Four cases of modulation schemes are studied in order to illustrate the impact of the spectral occupation of the modulated signal. Results of simulations and co-simulation are given in terms of Error Vector Measurements to be useful for a general sensibility analysis of 4th/3rd Generation (G.) emitters (wideband QAM and OFDM signals)

Keywords: RF architectures, BAW filters.

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643 Computing Center Conditions for Non-analytic Vector Fields with Constant Angular Speed

Authors: Li Feng

Abstract:

We investigate the planar quasi-septic non-analytic systems which have a center-focus equilibrium at the origin and whose angular speed is constant. The system could be changed into an analytic system by two transformations, with the help of computer algebra system MATHEMATICA, the conditions of uniform isochronous center are obtained.

Keywords: Non-analytic, center–focus problem, Lyapunov constant, uniform isochronous center.

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642 The Role of Intrinsic Motivation in Explaining Students- Willingness to Use Software Applications

Authors: Anne Sorebo, Oystein Sorebo

Abstract:

The present study was designed to test the influence of intrinsic ICT-motivation, perceived usefulness and ease of use on business students- willingness to use a particular software package. A questionnaire was completed by 196 business students in Norway. We found that 34% of the variance in the students- willingness to use the software could be explained by the three proposed antecedents. Intrinsic ICT-motivation seems to be the most important predictor of students- satisfaction willingness to use the software package.

Keywords: Spreadsheet, business students, technology acceptance, intrinsic motivation.

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641 The Control Vector Scheme for Design of Planar Primitive PH curves

Authors: Ching-Shoei Chiang, Sheng-Hsin Tsai, James Chen

Abstract:

The PH curve can be constructed by given parameters, but the shape of the curve is not so easy to image from the value of the parameters. On the contract, Bézier curve can be constructed by the control polygon, and from the control polygon, we can image the figure of the curve. In this paper, we want to use the hodograph of Bézier curve to construct PH curve by selecting part of the control vectors, and produce other control vectors, so the property of PH curve exists.

Keywords: PH curve, hodograph, Bézier curve.

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640 Comparing Interval Estimators for Reliability in a Dependent Set-up

Authors: Alessandro Barbiero

Abstract:

In this paper some procedures for building confidence intervals for the reliability in stress-strength models are discussed and empirically compared. The particular case of a bivariate normal setup is considered. The confidence intervals suggested are obtained employing approximations or asymptotic properties of maximum likelihood estimators. The coverage and the precision of these intervals are empirically checked through a simulation study. An application to real paired data is also provided.

Keywords: Approximate estimators, asymptotic theory, confidence interval, Monte Carlo simulations, stress-strength, variance estimation.

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639 On Frenet-Serret Invariants of Non-Null Curves in Lorentzian Space L5

Authors: Melih Turgut, José Luis López-Bonilla, Süha Yılmaz

Abstract:

The aim of this paper is to determine Frenet-Serret invariants of non-null curves in Lorentzian 5-space. First, we define a vector product of four vectors, by this way, we present a method to calculate Frenet-Serret invariants of the non-null curves. Additionally, an algebraic example of presented method is illustrated.

Keywords: Lorentzian 5-space, Frenet-Serret Invariants, Nonnull Curves

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638 Development System for Emotion Detection Based on Brain Signals and Facial Images

Authors: Suprijanto, Linda Sari, Vebi Nadhira , IGN. Merthayasa. Farida I.M

Abstract:

Detection of human emotions has many potential applications. One of application is to quantify attentiveness audience in order evaluate acoustic quality in concern hall. The subjective audio preference that based on from audience is used. To obtain fairness evaluation of acoustic quality, the research proposed system for multimodal emotion detection; one modality based on brain signals that measured using electroencephalogram (EEG) and the second modality is sequences of facial images. In the experiment, an audio signal was customized which consist of normal and disorder sounds. Furthermore, an audio signal was played in order to stimulate positive/negative emotion feedback of volunteers. EEG signal from temporal lobes, i.e. T3 and T4 was used to measured brain response and sequence of facial image was used to monitoring facial expression during volunteer hearing audio signal. On EEG signal, feature was extracted from change information in brain wave, particularly in alpha and beta wave. Feature of facial expression was extracted based on analysis of motion images. We implement an advance optical flow method to detect the most active facial muscle form normal to other emotion expression that represented in vector flow maps. The reduce problem on detection of emotion state, vector flow maps are transformed into compass mapping that represents major directions and velocities of facial movement. The results showed that the power of beta wave is increasing when disorder sound stimulation was given, however for each volunteer was giving different emotion feedback. Based on features derived from facial face images, an optical flow compass mapping was promising to use as additional information to make decision about emotion feedback.

Keywords: Multimodal Emotion Detection, EEG, Facial Image, Optical Flow, compass mapping, Brain Wave

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637 Kalman Filter for Bilinear Systems with Application

Authors: Abdullah E. Al-Mazrooei

Abstract:

In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.

Keywords: Bilinear systems, state space model, Kalman filter.

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636 Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises

Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

Abstract:

We have conducted the optimal synthesis of rootmean- squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous - time.

Keywords: Mathematical expectation, filtration, anomalous noise, memory.

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635 Spin Coherent State Path Integral for the Interaction of Two-Level System with Time Dependent Non-Uniform Magnetic Field

Authors: Rekik Rima, Aouachria Mekki

Abstract:

We study the movement of a two-level atom in interaction with time dependent nonuniform magnetic filed using the path integral formalism. The propagator is first written in the standard form by replacing the spin by a unit vector aligned along the polar and azimuthal directions. Then it is determined exactly using perturbation methods. Thus the Rabi formula of the system are deduced.

Keywords: Path integral, Formalism, Propagator, Transition probability.

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634 Validation of an Acuity Measurement Tool for Maternity Services

Authors: Cherryl Lowe

Abstract:

Background - The TrendCare Patient Dependency System is currently used by a large number of maternity Services across Australia, New Zealand and Singapore. In 2012, 2013 and 2014 validation studies were initiated in all three countries to validate the acuity tools used for women in labour, and postnatal mothers and babies. This paper will present the findings of the validation study. Aim - The aim of this study was to; identify if the care hours provided by the TrendCare acuity system was an accurate reflection of the care required by women and babies; obtain evidence of changes required to acuity indicators and/or category timings to ensure the TrendCare acuity system remains reliable and valid across a range of maternity care models in three countries. Method - A non-experimental action research methodology was used across maternity services in four District Health Boards in New Zealand, a large tertiary and a large secondary maternity service in Singapore and a large public maternity service in Australia. Standardised data collection forms and timing devices were used to collect midwife contact times, with women and babies included in the study. Rejection processes excluded samples when care was not completed/rationed, and contact timing forms were incomplete. The variances between actual timed midwife/mother/baby contact and the TrendCare acuity category times were identified and investigated. Results - Thirty two (88.9%) of the 36 TrendCare acuity category timings, fell within the variance tolerance levels when compared to the actual timings recorded for midwifery care. Four (11.1%) TrendCare categories provided less minutes of care than the actual timings and exceeded the variance tolerance level. These were all night shift category timings. Nine postnatal categories were not able to be compared as the sample size for these categories was statistically insignificant. 100% of labour ward TrendCare categories matched actual timings for midwifery care, all falling within the variance tolerance levels. The actual time provided by core midwifery staff to assist lead maternity carer (LMC) midwives in New Zealand labour wards showed a significant deviation to previous studies. The findings of the study demonstrated the need for additional time allocations in TrendCare to accommodate an increased level of assistance given to LMC midwives. Conclusion - The results demonstrated the importance of regularly validating the TrendCare category timings with actual timings of the care hours provided. It was evident from the findings that variances to models of care and length of stay in maternity units have increased midwifery workloads on the night shift. The level of assistance provided by the core labour ward staff to the LMC midwife has increased substantially. Outcomes - As a consequence of this study, changes were made to the night duty TrendCare maternity categories, additional acuity indicators were developed and times for assisting LMC midwives in labour ward increased. The updated TrendCare version was delivered to maternity services in 2014.

Keywords: Maternity, acuity, midwifery research, midwifery workloads.

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633 A Study on the Differential Diagnostic Model for Newborn Hearing Loss Screening

Authors: Chun-Lang Chang

Abstract:

According to the statistics, the prevalence of congenital hearing loss in Taiwan is approximately six thousandths; furthermore, one thousandths of infants have severe hearing impairment. Hearing ability during infancy has significant impact in the development of children-s oral expressions, language maturity, cognitive performance, education ability and social behaviors in the future. Although most children born with hearing impairment have sensorineural hearing loss, almost every child more or less still retains some residual hearing. If provided with a hearing aid or cochlear implant (a bionic ear) timely in addition to hearing speech training, even severely hearing-impaired children can still learn to talk. On the other hand, those who failed to be diagnosed and thus unable to begin hearing and speech rehabilitations on a timely manner might lose an important opportunity to live a complete and healthy life. Eventually, the lack of hearing and speaking ability will affect the development of both mental and physical functions, intelligence, and social adaptability. Not only will this problem result in an irreparable regret to the hearing-impaired child for the life time, but also create a heavy burden for the family and society. Therefore, it is necessary to establish a set of computer-assisted predictive model that can accurately detect and help diagnose newborn hearing loss so that early interventions can be provided timely to eliminate waste of medical resources. This study uses information from the neonatal database of the case hospital as the subjects, adopting two different analysis methods of using support vector machine (SVM) for model predictions and using logistic regression to conduct factor screening prior to model predictions in SVM to examine the results. The results indicate that prediction accuracy is as high as 96.43% when the factors are screened and selected through logistic regression. Hence, the model constructed in this study will have real help in clinical diagnosis for the physicians and actually beneficial to the early interventions of newborn hearing impairment.

Keywords: Data mining, Hearing impairment, Logistic regression analysis, Support vector machines

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632 Video Quality assessment Measure with a Neural Network

Authors: H. El Khattabi, A. Tamtaoui, D. Aboutajdine

Abstract:

In this paper, we present the video quality measure estimation via a neural network. This latter predicts MOS (mean opinion score) by providing height parameters extracted from original and coded videos. The eight parameters that are used are: the average of DFT differences, the standard deviation of DFT differences, the average of DCT differences, the standard deviation of DCT differences, the variance of energy of color, the luminance Y, the chrominance U and the chrominance V. We chose Euclidean Distance to make comparison between the calculated and estimated output.

Keywords: video, neural network MLP, subjective quality, DCT, DFT, Retropropagation

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631 Double Flux Orientation Control for a Doubly Fed Induction Machine

Authors: A. Ourici

Abstract:

Doubly fed induction machines DFIM are used mainly for wind energy conversion in MW power plants. This paper presents a new strategy of field oriented control ,it is based on the principle of a double flux orientation of stator and rotor at the same time. Therefore, the orthogonality created between the two oriented fluxes, which must be strictly observed, leads to generate a linear and decoupled control with an optimal torque. The obtained simulation results show the feasibility and the effectiveness of the suggested method.

Keywords: Doubly fed induction machine, double fluxorientation control , vector control , PWM inverter.

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630 Single Spectrum End Point Predict of BOF with SVM

Authors: Ling-fei Xu, Qi Zhao, Yan-ru Chen, Mu-chun Zhou, Meng Zhang, Shi-xue Xu

Abstract:

SVM ( Support Vector Machine ) is a new method in the artificial neural network ( ANN ). In the steel making, how to use computer to predict the end point of BOF accuracy is a great problem. A lot of method and theory have been claimed, but most of the results is not satisfied. Now the hot topic in the BOF end point predicting is to use optical way the predict the end point in the BOF. And we found that there exist some regular in the characteristic curve of the flame from the mouse of pudding. And we can use SVM to predict end point of the BOF, just single spectrum intensity should be required as the input parameter. Moreover, its compatibility for the input space is better than the BP network.

Keywords: SVM, predict, BOF, single spectrum intensity.

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629 Improved Computational Efficiency of Machine Learning Algorithms Based on Evaluation Metrics to Control the Spread of Coronavirus in the UK

Authors: Swathi Ganesan, Nalinda Somasiri, Rebecca Jeyavadhanam, Gayathri Karthick

Abstract:

The COVID-19 crisis presents a substantial and critical hazard to worldwide health. Since the occurrence of the disease in late January 2020 in the UK, the number of infected people confirmed to acquire the illness has increased tremendously across the country, and the number of individuals affected is undoubtedly considerably high. The purpose of this research is to figure out a predictive machine learning (ML) archetypal that could forecast the COVID-19 cases within the UK. This study concentrates on the statistical data collected from 31st January 2020 to 31st March 2021 in the United Kingdom. Information on total COVID-19 cases registered, new cases encountered on a daily basis, total death registered, and patients’ death per day due to Coronavirus is collected from World Health Organization (WHO). Data preprocessing is carried out to identify any missing values, outliers, or anomalies in the dataset. The data are split into 8:2 ratio for training and testing purposes to forecast future new COVID-19 cases. Support Vector Machine (SVM), Random Forest (RF), and linear regression (LR) algorithms are chosen to study the model performance in the prediction of new COVID-19 cases. From the evaluation metrics such as r-squared value and mean squared error, the statistical performance of the model in predicting the new COVID-19 cases is evaluated. RF outperformed the other two ML algorithms with a training accuracy of 99.47% and testing accuracy of 98.26% when n = 30. The mean square error obtained for RF is 4.05e11, which is lesser compared to the other predictive models used for this study. From the experimental analysis, RF algorithm can perform more effectively and efficiently in predicting the new COVID-19 cases, which could help the health sector to take relevant control measures for the spread of the virus.

Keywords: COVID-19, machine learning, supervised learning, unsupervised learning, linear regression, support vector machine, random forest.

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628 Metric Dimension on Line Graph of Honeycomb Networks

Authors: M. Hussain, Aqsa Farooq

Abstract:

Let G = (V,E) be a connected graph and distance between any two vertices a and b in G is a−b geodesic and is denoted by d(a, b). A set of vertices W resolves a graph G if each vertex is uniquely determined by its vector of distances to the vertices in W. A metric dimension of G is the minimum cardinality of a resolving set of G. In this paper line graph of honeycomb network has been derived and then we calculated the metric dimension on line graph of honeycomb network.

Keywords: Resolving set, metric dimension, honeycomb network, line graph.

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627 Investigation of Wave Atom Sub-Bands via Breast Cancer Classification

Authors: Nebi Gedik, Ayten Atasoy

Abstract:

This paper investigates successful sub-bands of wave atom transform via classification of mammograms, when the coefficients of sub-bands are used as features. A computer-aided diagnosis system is constructed by using wave atom transform, support vector machine and k-nearest neighbor classifiers. Two-class classification is studied in detail using two data sets, separately. The successful sub-bands are determined according to the accuracy rates, coefficient numbers, and sensitivity rates.

Keywords: Breast cancer, wave atom transform, SVM, k-NN.

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626 Estimation of R= P [Y < X] for Two-parameter Burr Type XII Distribution

Authors: H.Panahi, S.Asadi

Abstract:

In this article, we consider the estimation of P[Y < X], when strength, X and stress, Y are two independent variables of Burr Type XII distribution. The MLE of the R based on one simple iterative procedure is obtained. Assuming that the common parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator and Bayes estimator of P[Y < X] are discussed. The exact confidence interval of the R is also obtained. Monte Carlo simulations are performed to compare the different proposed methods.

Keywords: Stress-Strength model, Maximum likelihood estimator, Bayes estimator, Burr type XII distribution.

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625 EEG Spikes Detection, Sorting, and Localization

Authors: Mazin Z. Othman, Maan M. Shaker, Mohammed F. Abdullah

Abstract:

This study introduces a new method for detecting, sorting, and localizing spikes from multiunit EEG recordings. The method combines the wavelet transform, which localizes distinctive spike features, with Super-Paramagnetic Clustering (SPC) algorithm, which allows automatic classification of the data without assumptions such as low variance or Gaussian distributions. Moreover, the method is capable of setting amplitude thresholds for spike detection. The method makes use of several real EEG data sets, and accordingly the spikes are detected, clustered and their times were detected.

Keywords: EEG time localizations, EEG spike detection, superparamagnetic algorithm, wavelet transform.

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624 Microarrays Denoising via Smoothing of Coefficients in Wavelet Domain

Authors: Mario Mastriani, Alberto E. Giraldez

Abstract:

We describe a novel method for removing noise (in wavelet domain) of unknown variance from microarrays. The method is based on a smoothing of the coefficients of the highest subbands. Specifically, we decompose the noisy microarray into wavelet subbands, apply smoothing within each highest subband, and reconstruct a microarray from the modified wavelet coefficients. This process is applied a single time, and exclusively to the first level of decomposition, i.e., in most of the cases, it is not necessary a multirresoltuion analysis. Denoising results compare favorably to the most of methods in use at the moment.

Keywords: Directional smoothing, denoising, edge preservation, microarrays, thresholding, wavelets

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623 Local Stability of Equilibria: Leptospirosis

Authors: Rujira Kongnuy

Abstract:

Leptospirosis is recognized as an important zoonosis in tropical regions well as an important animal disease with substantial loss in production. In this study, the model for the transmission of the Leptospirosis disease to human population are discussed. Model is described the vector population dynamics and the Leptospirosis transmission to the human population are discussed. Local analysis of equilibria are given. We confirm the results by using numerical results.

Keywords: Eigenvalues, Leptospirosis, Local Stability, Numerical Result

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622 Conflation Methodology Applied to Flood Recovery

Authors: E. L. Suarez, D. E. Meeroff, Y. Yong

Abstract:

Current flooding risk modeling focuses on resilience, defined as the probability of recovery from a severe flooding event. However, the long-term damage to property and well-being by nuisance flooding and its long-term effects on communities are not typically included in risk assessments. An approach was developed to address the probability of recovering from a severe flooding event combined with the probability of community performance during a nuisance event. A consolidated model, namely the conflation flooding recovery (&FR) model, evaluates risk-coping mitigation strategies for communities based on the recovery time from catastrophic events, such as hurricanes or extreme surges, and from everyday nuisance flooding events. The &FR model assesses the variation contribution of each independent input and generates a weighted output that favors the distribution with minimum variation. This approach is especially useful if the input distributions have dissimilar variances. The &FR is defined as a single distribution resulting from the product of the individual probability density functions. The resulting conflated distribution resides between the parent distributions, and it infers the recovery time required by a community to return to basic functions, such as power, utilities, transportation, and civil order, after a flooding event. The &FR model is more accurate than averaging individual observations before calculating the mean and variance or averaging the probabilities evaluated at the input values, which assigns the same weighted variation to each input distribution. The main disadvantage of these traditional methods is that the resulting measure of central tendency is exactly equal to the average of the input distribution’s means without the additional information provided by each individual distribution variance. When dealing with exponential distributions, such as resilience from severe flooding events and from nuisance flooding events, conflation results are equivalent to the weighted least squares method or best linear unbiased estimation. The combination of severe flooding risk with nuisance flooding improves flood risk management for highly populated coastal communities, such as in South Florida, USA, and provides a method to estimate community flood recovery time more accurately from two different sources, severe flooding events and nuisance flooding events.

Keywords: Community resilience, conflation, flood risk, nuisance flooding.

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621 Credit Spread Changes and Volatility Spillover Effects

Authors: Thomas I. Kounitis

Abstract:

The purpose of this paper is to investigate the influence of a number of variables on the conditional mean and conditional variance of credit spread changes. The empirical analysis in this paper is conducted within the context of bivariate GARCH-in- Mean models, using the so-called BEKK parameterization. We show that credit spread changes are determined by interest-rate and equityreturn variables, which is in line with theory as provided by the structural models of default. We also identify the credit spread change volatility as an important determinant of credit spread changes, and provide evidence on the transmission of volatility between the variables under study.

Keywords: Credit spread changes, GARCH-in-Mean models, structural framework, volatility transmission.

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