Search results for: ranking function

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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Authors: Hans R. Márquez, Cesar Hernández, Ingrid Páez

Abstract:

This paper develops a multiple channel assignment model, which allows to take advantage of spectrum opportunities in cognitive radio networks in the most efficient way. The developed scheme allows making several assignments of available and frequency adjacent channel, which require a bigger bandwidth, under an equality environment. The hybrid assignment model it is made by two algorithms, one that makes the ranking and selects available frequency channels and the other one in charge of establishing the Max-Min Fairness for not restrict the spectrum opportunities for all the other secondary users, who also claim to make transmissions. Measurements made were done for average bandwidth, average delay, as well as fairness computation for several channel assignments. Reached results were evaluated with experimental spectrum occupational data from captured GSM frequency band. The developed model shows evidence of improvement in spectrum opportunity use and a wider average transmission bandwidth for each secondary user, maintaining equality criteria in channel assignment.

Keywords: Bandwidth, fairness, multichannel, secondary users.

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Authors: Y. Abdelrazig, A. Ghanem

Abstract:

Construction projects are information intensive in nature and involve many activities that are related to each other. Wireless technologies can be used to improve the accuracy and timeliness of data collected from construction sites and shares it with appropriate parties. Nonetheless, the construction industry tends to be conservative and shows hesitation to adopt new technologies. A main concern for owners, contractors or any person in charge on a job site is the cost of the technology in question. Wireless technologies are not cheap. There are a lot of expenses to be taken into consideration, and a study should be completed to make sure that the importance and savings resulting from the usage of this technology is worth the expenses. This research attempts to assess the effectiveness of using the appropriate wireless technologies based on criteria such as performance, reliability, and risk. The assessment is based on a utility function model that breaks down the selection issue into alternatives attribute. Then the attributes are assigned weights and single attributes are measured. Finally, single attribute are combined to develop one single aggregate utility index for each alternative.

Keywords: Analytic Hierarchy Process, Utility Function, Wireless Technologies, construction management.

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Authors: N. M. Nawi, R. S. Ransing, M. R. Ransing

Abstract:

The conjugate gradient optimization algorithm is combined with the modified back propagation algorithm to yield a computationally efficient algorithm for training multilayer perceptron (MLP) networks (CGFR/AG). The computational efficiency is enhanced by adaptively modifying initial search direction as described in the following steps: (1) Modification on standard back propagation algorithm by introducing a gain variation term in the activation function, (2) Calculation of the gradient descent of error with respect to the weights and gains values and (3) the determination of a new search direction by using information calculated in step (2). The performance of the proposed method is demonstrated by comparing accuracy and computation time with the conjugate gradient algorithm used in MATLAB neural network toolbox. The results show that the computational efficiency of the proposed method was better than the standard conjugate gradient algorithm.

Keywords: Adaptive gain variation, back-propagation, activation function, conjugate gradient, search direction.

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Authors: Thanapol Wisuttikul, Choochart Haruechaiyasak, Santipong Thaiprayoon

Abstract:

Thailand has evolved many unique culture and knowledge, and the leading is the Thai traditional medicine (TTM). Recently, a number of researchers have tried to save this indigenous knowledge. However, the system to do so has still been scant. To preserve this ancient knowledge, we therefore invented and integrated multi-linguistic techniques to create the system of the collected all of recipes. This application extracted the medical recipes from antique scriptures then normalized antiquarian words, primitive grammar and antiquated measurement of them to the modern ones. Then, we applied ingredient-duplication-calculation, proportion-similarity-calculation and score-ranking to examine duplicate recipes. We collected the questionnaires from registrants and people to investigate the users’ satisfaction. The satisfactory results were found. This application assists not only registrants to validating the copyright violation in TTM registration process but also people to cure their illness that aids both Thai people and all mankind to fight for intractable diseases.

Keywords: Medicine Registration, Search Engine, Text Approximation, Traditional Medicine.

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Authors: C. Ardil

Abstract:

Being effective in every organizational activity has become necessary due to the escalating level of competition in all areas of corporate life. In the context of supply chain management, aircraft supplier selection is currently one of the most crucial activities. It is possible to choose the best aircraft supplier and deliver efficiency in terms of cost, quality, delivery time, economic status, and institutionalization if a systematic supplier selection approach is used. In this study, an effective multiple criteria decision-making methodology, proximity measure method (PMM), is used within a fuzzy environment based on the vague structure of the real working environment. The best appropriate aircraft suppliers are identified and ranked after the proposed multiple criteria decision making technique is used in a real-life scenario.

Keywords: Aircraft supplier selection, multiple criteria decision making, fuzzy sets, proximity measure method, Minkowski distance family function, Hausdorff distance function, PMM, MCDM

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Authors: C. Ardil

Abstract:

Aircraft have different capabilities and specifications according to the required strategic goals and objectives in operations. With various types on the market with different aircraft characteristics, it becomes difficult to select a suitable aircraft for certain operations and requirements. The entropy weighting method (EWM) is a useful, highly consistent, and reliable method for obtaining the weights of the criteria and is worth integrating with the decision uncertainty distance (DUD) method, which is more applicable and requires less computation than other methods. An illustrative example is presented to demonstrate the validity and usability of the proposed methodology. Comparing the ranking results matches the distance-based approach, which is the technique for order preference by similarity to ideal solution (TOPSIS) method, which shows the robustness of the entropy DUD hybrid method. Validity analysis shows that the proposed hybrid multiple criteria decision-making analysis (MCDMA) methodology is quantitatively stable and reliable.

Keywords: aircraft selection, decision uncertainty distance (DUD), multiple criteria decision making analysis, MCDMA, TOPSIS

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Authors: Bing Li, Tong Lu, Lei Qiang

Abstract:

Stoneley waves are interface waves that propagate at the interface between two solid media. In this study, the dispersion characteristics and wave structures of Stoneley waves in elastic multilayered plates are displayed and investigated. With a perspective of bulk wave, a reasonable assumption of the potential function forms of the expansion wave and shear wave in nth layer medium is adopted, and the characteristic equation of Stoneley waves in a three-layered plate is given in a determinant form. The dispersion curves and wave structures are solved and presented in both numerical and simulation results. It is observed that two Stoneley wave modes exist in a three-layered plate, that conspicuous dispersion occurs on low frequency band, that the velocity of each Stoneley wave mode approaches the corresponding Stoneley wave velocity at interface between two half infinite spaces. The wave structures reveal that the in-plane displacement of Stoneley waves are relatively high at interfaces, which shows great potential for interface defects detection.

Keywords: Characteristic equation, interface waves, dispersion curves, potential function, Stoneley waves, wave structures.

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Authors: Labar Hocine, Dgeghader Yacine, Kelaiaia Mounia Samira, Bounaya Kamel

Abstract:

To maximise furnace production it-s necessary to optimise furnace control, with the objectives of achieving maximum power input into the melting process, minimum network distortion and power-off time, without compromise on quality and safety. This can be achieved with on the one hand by an appropriate electrode control and on the other hand by a minimum of AC transformer switching. Electrical arc is a stochastic process; witch is the principal cause of power quality problems, including voltages dips, harmonic distortion, unbalance loads and flicker. So it is difficult to make an appropriate model for an Electrical Arc Furnace (EAF). The factors that effect EAF operation are the melting or refining materials, melting stage, electrode position (arc length), electrode arm control and short circuit power of the feeder. So arc voltages, current and power are defined as a nonlinear function of the arc length. In this article we propose our own empirical function of the EAF and model, for the mean stages of the melting process, thanks to the measurements in the steel factory.

Keywords: Modelling, electrical arc, melting, power, EAF, steel.

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Authors: Ying-jie Zhang, Li-ling Ge

Abstract:

This paper presents an improved image segmentation model with edge preserving regularization based on the piecewise-smooth Mumford-Shah functional. A level set formulation is considered for the Mumford-Shah functional minimization in segmentation, and the corresponding partial difference equations are solved by the backward Euler discretization. Aiming at encouraging edge preserving regularization, a new edge indicator function is introduced at level set frame. In which all the grid points which is used to locate the level set curve are considered to avoid blurring the edges and a nonlinear smooth constraint function as regularization term is applied to smooth the image in the isophote direction instead of the gradient direction. In implementation, some strategies such as a new scheme for extension of u+ and u- computation of the grid points and speedup of the convergence are studied to improve the efficacy of the algorithm. The resulting algorithm has been implemented and compared with the previous methods, and has been proved efficiently by several cases.

Keywords: Energy minimization, image segmentation, level sets, edge regularization.

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Authors: Ching-Fen Jiang

Abstract:

Edge detection is usually the first step in medical image processing. However, the difficulty increases when a conventional kernel-based edge detector is applied to ultrasonic images with a textural pattern and speckle noise. We designed an adaptive diffusion filter to remove speckle noise while preserving the initial edges detected by using a Sobel edge detector. We also propose a genetic algorithm for edge selection to form complete boundaries of the detected entities. We designed two fitness functions to evaluate whether a criterion with a complex edge configuration can render a better result than a simple criterion such as the strength of gradient. The edges obtained by using a complex fitness function are thicker and more fragmented than those obtained by using a simple fitness function, suggesting that a complex edge selecting scheme is not necessary for good edge detection in medical ultrasonic images; instead, a proper noise-smoothing filter is the key.

Keywords: edge detection, ultrasonic images, speckle noise

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Authors: Veronica Diaz Quezada

Abstract:

In this article, the performance and errors are featured and analysed in the limit problems solving of a real-valued function, in correspondence to competency-based education in engineering careers, in the south of Chile. The methodological component is contextualised in a qualitative research, with a descriptive and explorative design, with elaboration, content validation and application of quantitative instruments, consisting of two parallel forms of open answer tests, based on limit application problems. The mathematical competences and errors made by students from five engineering careers from a public University are identified and characterized. Results show better performance only to solve routine-context problem-solving competence, thus they are oriented towards a rational solution or they use a suitable problem-solving method, achieving the correct solution. Regarding errors, most of them are related to techniques and the incorrect use of theorems and definitions of real-valued function limits of real variable.

Keywords: Engineering education, errors, limits, mathematics competences, problem solving.

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Authors: C. Ardil

Abstract:

Multidimensional compromise programming evaluation of digital commerce websites is essential not only to have recommendations for improvement, but also to make comparisons with global business competitors. This research provides a multidimensional decision making model that prioritizes the objective criteria weights of various commerce websites using multidimensional compromise solution. Evaluation of digital commerce website quality can be considered as a complex information system structure including qualitative and quantitative factors for a multicriteria decision making problem. The proposed multicriteria decision making approach mainly consists of three sequential steps for the selection problem. In the first step, three major different evaluation criteria are characterized for website ranking problem. In the second step, identified critical criteria are weighted using the standard deviation procedure. In the third step, the multidimensional compromise programming is applied to rank the digital commerce websites.

Keywords: Standard deviation, commerce website, website evaluation, multicriteria decision making, multicriteria compromise programming, website quality, multidimensional decision analysis.

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Authors: Chen-Chien Hsu, Chun-Hui Gao

Abstract:

In this paper, a PSO-based approach is proposed to derive a digital controller for redesigned digital systems having an interval plant based on resemblance of the extremal gain/phase margins. By combining the interval plant and a controller as an interval system, extremal GM/PM associated with the loop transfer function can be obtained. The design problem is then formulated as an optimization problem of an aggregated error function revealing the deviation on the extremal GM/PM between the redesigned digital system and its continuous counterpart, and subsequently optimized by a proposed PSO to obtain an optimal set of parameters for the digital controller. Computer simulations have shown that frequency responses of the redesigned digital system having an interval plant bare a better resemblance to its continuous-time counter part by the incorporation of a PSO-derived digital controller in comparison to those obtained using existing open-loop discretization methods.

Keywords: Digital redesign, Extremal systems, Particle swarm optimization, Uncertain interval systems

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Authors: Ho Jae Lee, Do Gyeum Kim, Jang Hwa Lee, Myoung Suk Cho

Abstract:

A concrete structure is designed and constructed for its purpose of use, and is expected to maintain its function for the target durable years from when it was planned. Nevertheless, as time elapses the structure gradually deteriorates and then eventually degrades to the point where the structure cannot exert the function for which it was planned. The performance of concrete that is able to maintain the level of the performance required over the designed period of use as it has less deterioration caused by the elapse of time under the designed condition is referred to as Durability. There are a number of causes of durability degradation, but especially chloride damage, carbonation, freeze-thaw, etc are the main causes. In this study, carbonation, one of the main causes of deterioration of the durability of a concrete structure, was investigated via a microstructure analysis technique. The method for the measurement of carbonation was studied using the existing indicator method, and the method of measuring the progress of carbonation in a quantitative manner was simultaneously studied using a FT-IR (Fourier-Transform Infrared) Spectrometer along with the microstructure analysis technique.

Keywords: Concrete, Carbonation, Microsturcture, FT-IR

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Authors: Amirhossein Chambari, Seyed Habib Rahmaty, Vahid Hajipour, Aida Karimi

Abstract:

This paper proposes a bi-objective model for the facility location problem under a congestion system. The idea of the model is motivated by applications of locating servers in bank automated teller machines (ATMS), communication networks, and so on. This model can be specifically considered for situations in which fixed service facilities are congested by stochastic demand within queueing framework. We formulate this model with two perspectives simultaneously: (i) customers and (ii) service provider. The objectives of the model are to minimize (i) the total expected travelling and waiting time and (ii) the average facility idle-time. This model represents a mixed-integer nonlinear programming problem which belongs to the class of NP-hard problems. In addition, to solve the model, two metaheuristic algorithms including nondominated sorting genetic algorithms (NSGA-II) and non-dominated ranking genetic algorithms (NRGA) are proposed. Besides, to evaluate the performance of the two algorithms some numerical examples are produced and analyzed with some metrics to determine which algorithm works better.

Keywords: Queuing, Location, Bi-objective, NSGA-II, NRGA

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Authors: C. Ardil

Abstract:

Neutrosophic logic decision analysis is proposed as a method of stealth fighter aircraft selection for Turkish Air Force. The opinion of experts is employed to rank the alternatives across a set of criteria. The analyst uses neutrosophic logic numbers to describe the experts' preferences. This approach can handle the situation in the case of unavailability of precise data, which is most commonly the case in stealth fighter aircraft selection. Neutrosophic logic numbers can consider the imprecision of the factors affecting decision making such as stealth analysis, survivability analysis, and performance analysis. Neutrosophic logic ranking is achieved using weighted arithmetic operator and weighted geometric operator and the alternatives are ranked from best to worst. An example is also presented to illustrate the applicability and effectiveness of the proposed method. 

Keywords: Neutrosophic set theory, stealth fighter aircraft selection, multiple criteria decision-making, neutrosophic logic decision making, Turkish Air Force, MCDM

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Authors: Padmanabhan Balasubramanian, R. Chinnadurai

Abstract:

This paper deals with a power-conscious ANDEXOR- Inverter type logic implementation for a complex class of Boolean functions, namely Achilles- heel functions. Different variants of the above function class have been considered viz. positive, negative and pure horn for analysis and simulation purposes. The proposed realization is compared with the decomposed implementation corresponding to an existing standard AND-EXOR logic minimizer; both result in Boolean networks with good testability attribute. It could be noted that an AND-OR-EXOR type logic network does not exist for the positive phase of this unique class of logic function. Experimental results report significant savings in all the power consumption components for designs based on standard cells pertaining to a 130nm UMC CMOS process The simulations have been extended to validate the savings across all three library corners (typical, best and worst case specifications).

Keywords: Achilles' heel functions, AND-EXOR-Inverter logic, CMOS technology, low power design.

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Authors: Totok R. Biyanto, Sonny Irawan, Hiskia J. Ginting, Matradji, Ya’umar, A. I. Fitri

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Steam injection is the most suitable of Enhanced Oil Recovery (EOR) methods to recover high viscosity oil. This is due to the capabilities of steam to reduce oil viscosity and increase the sweep capability of oil from the injection well toward the production well. Oil operating conditions in production should be match well with the operating condition target at the bottom of the production well. It is influenced by oil properties and reservoir rock properties. Hence, the operating condition should be optimized. Optimization requires three components i.e., objective function, model, and optimization technique. In this paper, the objective function is to obtain the optimum operating condition at the production well. The model was built using Darcy equation and mass-energy balance. The optimization technique utilizes Duelist Algorithm due to the effectiveness of its algorithm to obtain the desirable optimization results at the optimum operating condition.

Keywords: Enhanced oil recovery, steam injection, operating conditions, modeling, optimization, Duelist algorithm.

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Authors: R. N. Patel

Abstract:

This paper deals with the tuning of parameters for Automatic Generation Control (AGC). A two area interconnected hydrothermal system with PI controller is considered. Genetic Algorithm (GA) and Particle Swarm optimization (PSO) algorithms have been applied to optimize the controller parameters. Two objective functions namely Integral Square Error (ISE) and Integral of Time-multiplied Absolute value of the Error (ITAE) are considered for optimization. The effectiveness of an objective function is considered based on the variation in tie line power and change in frequency in both the areas. MATLAB/SIMULINK was used as a simulation tool. Simulation results reveal that ITAE is a better objective function than ISE. Performances of optimization algorithms are also compared and it was found that genetic algorithm gives better results than particle swarm optimization algorithm for the problems of AGC.

Keywords: Area control error, Artificial intelligence, Automatic generation control, Genetic Algorithms and modeling, ISE, ITAE, Particle swarm optimization.

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Authors: Sukrit Shankar, Chetana Shanta Patsa, Jaydev Sharma

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Fractional Fourier Transform is a generalization of the classical Fourier Transform. The Fractional Fourier span in general depends on the amplitude and phase functions of the signal and varies with the transform order. However, with the development of the Fractional Fourier filter banks, it is advantageous in some cases to have different transform orders for different filter banks to achieve better decorrelation of the windowed and overlapped time signal. We present an expression that is useful for finding the perturbation in the Fractional Fourier span due to the erroneous transform order and the possible variation in the window shape and length. The expression is based on the dependency of the time-Fractional Fourier span Uncertainty on the amplitude and phase function of the signal. We also show with the help of the developed expression that the perturbation of span has a varying degree of sensitivity for varying degree of transform order and the window coefficients.

Keywords: Fractional Fourier Transform, Perturbation, Fractional Fourier span, amplitude, phase, transform order, filterbanks.

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Authors: M. M. Bashandy, A. R. Ahmed, M. El-Gaffary, Sahar S. Abd El-Rahman

Abstract:

This study evaluated the acute toxicity and tissue distribution of intravenously administered gold nanoparticles (AuNPs) in male rabbits. Rabbits were exposed to single dose of AuNPs (300 μg/ kg). Toxic effects were assessed via general behavior, hematological parameters, serum biochemical parameters, and histopathological examination of various rabbits’ organs. Inductively coupled plasma–mass spectrometry (ICP-MS) was used to determine gold concentrations in tissue samples collected at predetermined time intervals. After one week, AuNPs exerted no obvious acute toxicity in rabbits. However, inflammatory reactions were observed in liver, lungs and kidneys accompanied with mild absolute neutrophilia and significant monocytosis. The highest gold levels were found in the spleen and liver followed by lungs, and kidneys. These results indicated that AuNPs could be distributed extensively to various tissues in the body, but primarily in the spleen and liver.

Keywords: Gold nanoparticles, toxicity, pathology, hematology, liver function, kidney function.

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Authors: Gabriel I. Loaiza O., Carlos A. Cadavid M., Juan C. Arango P.

Abstract:

It is known that the Riemannian manifold determined by the family of inverse Gaussian distributions endowed with the Fisher metric has negative constant curvature κ = −1/2 , as does the family of usual Gaussian distributions. In the present paper, firstly we arrive at this result by following a different path, much simpler than the previous ones. We first put the family in exponential form, thus endowing the family with a new set of parameters, or coordinates, θ1, θ2; then we determine the matrix of the Fisher metric in terms of these parameters; and finally we compute this matrix in the original parameters. Secondly, we define the Inverse q−Gaussian distribution family (q < 3), as the family obtained by replacing the usual exponential function by the Tsallis q−exponential function in the expression for the Inverse Gaussian distribution, and observe that it supports two possible geometries, the Fisher and the q−Fisher geometry. And finally, we apply our strategy to obtain results about the Fisher and q−Fisher geometry of the Inverse q−Gaussian distribution family, similar to the ones obtained in the case of the Inverse Gaussian distribution family.

Keywords: Base of Changes, Information Geometry, Inverse Gaussian distribution, Inverse q-Gaussian distribution, Statistical Manifolds.

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Authors: Do-Hwan Kim, Roberto Leon

Abstract:

Probabilistic characteristics of seismic responses of the Partially Restrained connection rotation (PRCR) and panel zone deformation (PZD) installed in older steel moment frames were investigated in accordance with statistical inference in decision-making process. The 4, 6 and 8 story older steel moment frames with clip angle and T-stub connections were designed and analyzed using 2%/50yrs ground motions in four cities of the Mid-America earthquake region. The probability density function and cumulative distribution function of PRCR and PZD were determined by the goodness-of-fit tests based on probabilistic parameters measured from the results of the nonlinear time-history analyses. The obtained probabilistic parameters and distributions can be used to find out what performance level mainly PR connections and panel zones satisfy and how many PR connections and panel zones experience a serious damage under the Mid-America ground motions.

Keywords: Mid-America earthquake, Panel zone, PR connection, Probabilistic characteristics, seismic performance

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Authors: Dim En Nyaung, Thin Lai Lai Thein

Abstract:

Due to the rapid increase of Internet, web opinion sources dynamically emerge which is useful for both potential customers and product manufacturers for prediction and decision purposes. These are the user generated contents written in natural languages and are unstructured-free-texts scheme. Therefore, opinion mining techniques become popular to automatically process customer reviews for extracting product features and user opinions expressed over them. Since customer reviews may contain both opinionated and factual sentences, a supervised machine learning technique applies for subjectivity classification to improve the mining performance. In this paper, we dedicate our work is the task of opinion summarization. Therefore, product feature and opinion extraction is critical to opinion summarization, because its effectiveness significantly affects the identification of semantic relationships. The polarity and numeric score of all the features are determined by Senti-WordNet Lexicon. The problem of opinion summarization refers how to relate the opinion words with respect to a certain feature. Probabilistic based model of supervised learning will improve the result that is more flexible and effective.

Keywords: Opinion Mining, Opinion Summarization, Sentiment Analysis, Text Mining.

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Authors: Mongkorn Klingajay, Tawatchai Jitson

Abstract:

The pipe inspection operation is the difficult detective performance. Almost applications are mainly relies on a manual recognition of defective areas that have carried out detection by an engineer. Therefore, an automation process task becomes a necessary in order to avoid the cost incurred in such a manual process. An automated monitoring method to obtain a complete picture of the sewer condition is proposed in this work. The focus of the research is the automated identification and classification of discontinuities in the internal surface of the pipe. The methodology consists of several processing stages including image segmentation into the potential defect regions and geometrical characteristic features. Automatic recognition and classification of pipe defects are carried out by means of using an artificial neural network technique (ANN) based on Radial Basic Function (RBF). Experiments in a realistic environment have been conducted and results are presented.

Keywords: Artificial neural network, Radial basic function, Curve fitting, CCTV, Image segmentation, Data acquisition.

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Authors: Ramandeep S. Sidhu, Sunil Khullar, Parvinder S. Sandhu, R. P. S. Bedi, Kiranbir Kaur

Abstract:

In this paper, subtractive clustering based fuzzy inference system approach is used for early detection of faults in the function oriented software systems. This approach has been tested with real time defect datasets of NASA software projects named as PC1 and CM1. Both the code based model and joined model (combination of the requirement and code based metrics) of the datasets are used for training and testing of the proposed approach. The performance of the models is recorded in terms of Accuracy, MAE and RMSE values. The performance of the proposed approach is better in case of Joined Model. As evidenced from the results obtained it can be concluded that Clustering and fuzzy logic together provide a simple yet powerful means to model the earlier detection of faults in the function oriented software systems.

Keywords: Subtractive clustering, fuzzy inference system, fault proneness.

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Authors: Katleho D. Makatjane, Kalebe M. Kalebe

Abstract:

The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Keywords: Generalized autoregressive score, time-varying, saving rate, Lesotho.

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Authors: V. V. Lyahov, V. M. Neshchadim

Abstract:

We offer a new technique for research of stability of current sheaths in space plasma taking into account the effect of polarization. At the beginning, the found perturbation of the distribution function is used for calculation of the dielectric permeability tensor, which simulates inhomogeneous medium of a current sheath. Further, we in the usual manner solve the system of Maxwell's equations closed with the material equation. The amplitudes of Fourier perturbations are considered to be exponentially decaying through the current sheath thickness. The dispersion equation follows from the nontrivial solution requirement for perturbations of the electromagnetic field. The resulting dispersion equation allows one to study the temporal and spatial characteristics of instability modes of the current sheath (within the limits of the proposed model) over a wide frequency range, including low frequencies.

Keywords: Current sheath, distribution function, effect of polarization, instability modes, low frequencies, perturbation of electromagnetic field dispersion equation, space plasma, tensor of dielectric permeability.

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Authors: Oh Hyeon Jeon, WooYoung Jung

Abstract:

In this study, seepage analysis was performed by the level difference between upstream and downstream of weir structure for safety evaluation of weir structure against flooding. Monte Carlo Simulation method was employed by considering the probability distribution of the adjacent ground parameter, i.e., permeability coefficient of weir structure. Moreover, by using a commercially available finite element program (ABAQUS), modeling of the weir structure is carried out. Based on this model, the characteristic of water seepage during flooding was determined at each water level with consideration of the uncertainty of their corresponding permeability coefficient. Subsequently, fragility function could be constructed based on this response from numerical analysis; this fragility function results could be used to determine the weakness of weir structure subjected to flooding disaster. They can also be used as a reference data that can comprehensively predict the probability of failur,e and the degree of damage of a weir structure.

Keywords: Weir structure, seepage, flood disaster fragility, probabilistic risk assessment, Monte-Carlo Simulation, permeability coefficient.

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