Search results for: NSE.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7

Search results for: NSE.

7 Support Vector Regression for Retrieval of Soil Moisture Using Bistatic Scatterometer Data at X-Band

Authors: Dileep Kumar Gupta, Rajendra Prasad, Pradeep Kumar, Varun Narayan Mishra, Ajeet Kumar Vishwakarma, Prashant Kumar Srivastava

Abstract:

An approach was evaluated for the retrieval of soil moisture of bare soil surface using bistatic scatterometer data in the angular range of 200 to 700 at VV- and HH- polarization. The microwave data was acquired by specially designed X-band (10 GHz) bistatic scatterometer. The linear regression analysis was done between scattering coefficients and soil moisture content to select the suitable incidence angle for retrieval of soil moisture content. The 250 incidence angle was found more suitable. The support vector regression analysis was used to approximate the function described by the input output relationship between the scattering coefficient and corresponding measured values of the soil moisture content. The performance of support vector regression algorithm was evaluated by comparing the observed and the estimated soil moisture content by statistical performance indices %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE). The values of %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE) were found 2.9451, 1.0986 and 0.9214 respectively at HHpolarization. At VV- polarization, the values of %Bias, root mean squared error (RMSE) and Nash-Sutcliffe Efficiency (NSE) were found 3.6186, 0.9373 and 0.9428 respectively.

Keywords: Bistatic scatterometer, soil moisture, support vector regression, RMSE, %Bias, NSE.

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6 Histochemistry of Intestinal Enzymes of Juvenile Dourado Salminus brasiliensis Fed Bovine Colostrum

Authors: Debora B. Moretti, Wiolene M. Nordi, Thaline Maira P. Cruz, José Eurico P. Cyrino, Raul Machado-Neto

Abstract:

Enzyme activity was evaluated in the intestine of juvenile dourado (Salminus brasiliensis) fed with diets containing 0, 10 or 20% of lyophilized bovine colostrum (LBC) inclusion for either 30 or 60 days. The intestinal enzymes acid and alkaline phosphatase (ACP and ALP, respectively), non-specific esterase (NSE), lipase (LIP), dipeptidyl aminopeptidase IV (DAP IV) and leucine aminopeptidase (LAP) were studied using histochemistry in four intestinal segments (S1, S2, S3 and posterior intestine). Weak proteolitic activity was observed in all intestinal segments for DAP IV and LAP. The activity of NSE and LIP was also weak in all intestines, except for the moderate activity of NSE in the S2 of 20% LBC group after 30 days and in the S1 of 0% LBC group after 60 days. The ACP was detected only in the S2 and S3 of the 10% LBC group after 30 days. Moderate and strong staining was observed in the first three intestinal segments for ALP and weak activity in the posterior intestine. The activity of DAP IV, LAP and ALP were also present in the cytoplasm of the enterocytes. In the present results, bovine colostrum feeding did not cause alterations in activity of intestinal enzymes.

Keywords: Carnivorous fish, enterocyte, intestinal epithelium, teleost.

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5 Validation of SWAT Model for Prediction of Water Yield and Water Balance: Case Study of Upstream Catchment of Jebba Dam in Nigeria

Authors: Adeniyi G. Adeogun, Bolaji F. Sule, Adebayo W. Salami, Michael O. Daramola

Abstract:

Estimation of water yield and water balance in a river catchment is critical to the sustainable management of water resources at watershed level in any country. Therefore, in the present study, Soil and Water Assessment Tool (SWAT) interfaced with Geographical Information System (GIS) was applied as a tool to predict water balance and water yield of a catchment area in Nigeria. The catchment area, which was 12,992km2, is located upstream Jebba hydropower dam in North central part of Nigeria. In this study, data on the observed flow were collected and compared with simulated flow using SWAT. The correlation between the two data sets was evaluated using statistical measures, such as, Nasch-Sucliffe Efficiency (NSE) and coefficient of determination (R2). The model output shows a good agreement between the observed flow and simulated flow as indicated by NSE and R2, which were greater than 0.7 for both calibration and validation period. A total of 42,733 mm of water was predicted by the calibrated model as the water yield potential of the basin for a simulation period between 1985 to 2010. This interesting performance obtained with SWAT model suggests that SWAT model could be a promising tool to predict water balance and water yield in sustainable management of water resources. In addition, SWAT could be applied to other water resources in other basins in Nigeria as a decision support tool for sustainable water management in Nigeria.

Keywords: GIS, Modeling, Sensitivity Analysis, SWAT, Water Yield, Watershed level.

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4 Empirical and Indian Automotive Equity Portfolio Decision Support

Authors: P. Sankar, P. James Daniel Paul, Siddhant Sahu

Abstract:

A brief review of the empirical studies on the methodology of the stock market decision support would indicate that they are at a threshold of validating the accuracy of the traditional and the fuzzy, artificial neural network and the decision trees. Many researchers have been attempting to compare these models using various data sets worldwide. However, the research community is on the way to the conclusive confidence in the emerged models. This paper attempts to use the automotive sector stock prices from National Stock Exchange (NSE), India and analyze them for the intra-sectorial support for stock market decisions. The study identifies the significant variables and their lags which affect the price of the stocks using OLS analysis and decision tree classifiers.

Keywords: Indian Automotive Sector, Stock Market Decisions, Equity Portfolio Analysis, Decision Tree Classifiers, Statistical Data Analysis.

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3 Some Rotational Flows of an Incompressible Fluid of Variable Viscosity

Authors: Rana Khalid Naeem, Waseem Ahmed Khan, Muhammad Akhtar, Asif Mansoor

Abstract:

The Navier Stokes Equations (NSE) for an incompressible fluid of variable viscosity in the presence of an unknown external force in Von-Mises system x,\ are transformed, and some new exact solutions for a class of flows characterized by equation y f x a\b for an arbitrary state equation are determined, where f x is a function, \ the stream function, a z 0 and b are the arbitrary constants. In three, out of four cases, the function f x is arbitrary, and the solutions are the solutions of the flow equations for all the flows characterized by the equationy f x a\b. Streamline patterns for some forms of f x in unbounded and bounded regions are given.

Keywords: Bounded and unbounded region, Exact solution, Navier Stokes equations, Streamline pattern, Variable viscosity, Von- Mises system

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

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

Abstract:

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

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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1 Impacts of Climate Change under the Threat of Global Warming for an Agricultural Watershed of the Kangsabati River

Authors: Sujana Dhar, Asis Mazumdar

Abstract:

The effects of global warming on India vary from the submergence of low-lying islands and coastal lands to the melting of glaciers in the Indian Himalayas, threatening the volumetric flow rate of many of the most important rivers of India and South Asia. In India, such effects are projected to impact millions of lives. As a result of ongoing climate change, the climate of India has become increasingly volatile over the past several decades; this trend is expected to continue. Climate change is one of the most important global environmental challenges, with implications for food production, water supply, health, energy, etc. Addressing climate change requires a good scientific understanding as well as coordinated action at national and global level. The climate change issue is part of the larger challenge of sustainable development. As a result, climate policies can be more effective when consistently embedded within broader strategies designed to make national and regional development paths more sustainable. The impact of climate variability and change, climate policy responses, and associated socio-economic development will affect the ability of countries to achieve sustainable development goals. A very well calibrated Soil and Water Assessment Tool (R2 = 0.9968, NSE = 0.91) was exercised over the Khatra sub basin of the Kangsabati River watershed in Bankura district of West Bengal, India, in order to evaluate projected parameters for agricultural activities. Evapotranspiration, Transmission Losses, Potential Evapotranspiration and Lateral Flow to reach are evaluated from the years 2041-2050 in order to generate a picture for sustainable development of the river basin and its inhabitants. India has a significant stake in scientific advancement as well as an international understanding to promote mitigation and adaptation. This requires improved scientific understanding, capacity building, networking and broad consultation processes. This paper is a commitment towards the planning, management and development of the water resources of the Kangsabati River by presenting detailed future scenarios of the Kangsabati river basin, Khatra sub basin, over the mentioned time period. India-s economy and societal infrastructures are finely tuned to the remarkable stability of the Indian monsoon, with the consequence that vulnerability to small changes in monsoon rainfall is very high. In 2002 the monsoon rains failed during July, causing profound loss of agricultural production with a drop of over 3% in India-s GDP. Neither the prolonged break in the monsoon nor the seasonal rainfall deficit was predicted. While the general features of monsoon variability and change are fairly well-documented, the causal mechanisms and the role of regional ecosystems in modulating the changes are still not clear. Current climate models are very poor at modelling the Asian monsoon: this is a challenging and critical region where the ocean, atmosphere, land surface and mountains all interact. The impact of climate change on regional ecosystems is likewise unknown. The potential for the monsoon to become more volatile has major implications for India itself and for economies worldwide. Knowledge of future variability of the monsoon system, particularly in the context of global climate change, is of great concern for regional water and food security. The major findings of this paper were that of all the chosen projected parameters, transmission losses, soil water content, potential evapotranspiration, evapotranspiration and lateral flow to reach, display an increasing trend over the time period of years 2041- 2050.

Keywords: Change, future water availability scenario, modeling, SWAT, global warming, sustainability.

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