Search results for: generalized Itō's formula

Authors: Apirak Sombat, Teerapol Saleewong, Poom Kumam, Parin Chaipunya, Wiyada Kumam, Anantachai Padcharoen, Yeol Je Cho, Thana Sutthibutpong

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This research is aimed to study a two-step iteration process defined over a finite family of σ-asymptotically quasi-nonexpansive nonself-mappings. The strong convergence is guaranteed under the framework of Banach spaces with some additional structural properties including strict and uniform convexity, reflexivity, and smoothness assumptions. With similar projection technique for nonself-mapping in Hilbert spaces, we hereby use the generalized projection to construct a point within the corresponding domain. Moreover, we have to introduce the use of duality mapping and its inverse to overcome the unavailability of duality representation that is exploit by Hilbert space theorists. We then apply our results for σ-asymptotically quasi-nonexpansive nonself-mappings to solve for ideal efficiency of vector optimization problems composed of finitely many objective functions. We also showed that the obtained solution from our process is the closest to the origin. Moreover, we also give an illustrative numerical example to support our results.

Keywords: σ-asymptotically quasi-nonexpansive nonselfmapping, strong convergence, fixed point, uniformly convex and uniformly smooth Banach space.

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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Authors: K. C. Iyer, T. Gupta, Y. M. Bindal

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Head office overhead (HOOH) is an indirect cost and is recovered through individual project billings by the contractor. Delay in a project impacts the absorption of HOOH cost allocated to that particular project and thus diminishes the expected profit of the contractor. This unabsorbed HOOH cost is later claimed by contractors as damages. The subjective nature of the available formulae to compute unabsorbed HOOH is the difficulty that contractors and owners face and thus dispute it. The paper attempts to bring together the rationale of various HOOH formulae by gathering contractor’s HOOH cost data on all of its project, using case study approach and comparing variations in values of HOOH using scenario analysis. The case study approach uses project data collected from four construction projects of a contractor in India to calculate unabsorbed HOOH costs from various available formulae. Scenario analysis provides further variations in HOOH values after considering two independent situations mainly scope changes and new projects during the delay period. Interestingly, one of the findings in this study reveals that, in spite of HOOH getting absorbed by additional works available during the period of delay, a few formulae depict an increase in the value of unabsorbed HOOH, neglecting any absorption by the increase in scope. This indicates that these formulae are inappropriate for use in case of a change to the scope of work. Results of this study can help both parties in deciding on an appropriate formula more objectively, considering the events on a project causing the delay and contractor's position in respect of obtaining new projects.

Keywords: Absorbed and unabsorbed overheads, head office overheads, scenario analysis, scope variation

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Authors: Ivan C. Mustakerov, Daniela I. Borissova

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The increasing competitiveness in manufacturing industry is forcing manufacturers to seek effective processing schedules. The paper presents an optimization manufacture scheduling approach for dependent details processing with given processing sequences and times on multiple machines. By defining decision variables as start and end moments of details processing it is possible to use straightforward variables restrictions to satisfy different technological requirements and to formulate easy to understand and solve optimization tasks for multiple numbers of details and machines. A case study example is solved for seven base moldings for CNC metalworking machines processed on five different machines with given processing order among details and machines and known processing time-s duration. As a result of linear optimization task solution the optimal manufacturing schedule minimizing the overall processing time is obtained. The manufacturing schedule defines the moments of moldings delivery thus minimizing storage costs and provides mounting due-time satisfaction. The proposed optimization approach is based on real manufacturing plant problem. Different processing schedules variants for different technological restrictions were defined and implemented in the practice of Bulgarian company RAIS Ltd. The proposed approach could be generalized for other job shop scheduling problems for different applications.

Keywords: Optimal manufacturing scheduling, linear programming, metalworking machines production, dependant details processing.

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Authors: Hilary J. Watsilla, Narasimha R. Vajjhala

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Information and Communication Technology (ICT) has made information access easier and affordable. Academic research has also benefited from this, with online journals and academic resource readily available by the click of a button. However, there are limited ways of assessing and controlling the quality of the academic research mostly in public institution. Nigeria is the most populous country in Africa with a significant number of universities and young population. The quality of knowledge created by academic researchers, however, needs to be evaluated due to the high number of predatory journals published by academia. The purpose of this qualitative study is to look at the knowledge creation, acquisition, and assimilation process by academic researchers in public universities in Nigeria. Qualitative research will be carried out using in-depth interviews and observations. Academic researchers will be interviewed and absorptive capacity theory will be used as the theoretical framework to guide the research. The findings from this study should help understand the impact of ICT on the knowledge creation process in academic research and to understand how ICT can affect the quality of knowledge produced by researchers. The findings from this study should help add value to the existing body of knowledge on the quality of academic research, especially in Africa where there is limited availability of quality academic research. As this study is limited to Nigerian universities, the outcome may not be generalized to other developing countries.

Keywords: Knowledge creation, academic research, knowledge management, information and communication technology, research, university.

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Authors: Ashish R. Tanna, Hiren H. Joshi

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The mineral having chemical compositional formula MgAl2O4 is called “spinel". The ferrites crystallize in spinel structure are known as spinel-ferrites or ferro-spinels. The spinel structure has a fcc cage of oxygen ions and the metallic cations are distributed among tetrahedral (A) and octahedral (B) interstitial voids (sites). The X-ray diffraction (XRD) intensity of each Bragg plane is sensitive to the distribution of cations in the interstitial voids of the spinel lattice. This leads to the method of determination of distribution of cations in the spinel oxides through XRD intensity analysis. The computer program for XRD intensity analysis has been developed in C language and also tested for the real experimental situation by synthesizing the spinel ferrite materials Mg0.6Zn0.4AlxFe2- xO4 and characterized them by X-ray diffractometry. The compositions of Mg0.6Zn0.4AlxFe2-xO4(x = 0.0 to 0.6) ferrites have been prepared by ceramic method and powder X-ray diffraction patterns were recorded. Thus, the authenticity of the program is checked by comparing the theoretically calculated data using computer simulation with the experimental ones. Further, the deduced cation distributions were used to fit the magnetization data using Localized canting of spins approach to explain the “recovery" of collinear spin structure due to Al3+ - substitution in Mg-Zn ferrites which is the case if A-site magnetic dilution and non-collinear spin structure. Since the distribution of cations in the spinel ferrites plays a very important role with regard to their electrical and magnetic properties, it is essential to determine the cation distribution in spinel lattice.

Keywords: Spinel ferrites, Localized canting of spins, X-ray diffraction, Programming in Borland C.

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Authors: Baydaa H. Maula, Ling Zhang, Tang Liang, Gao Xia, Xu Peng-Ju, Zhang Yong-Qiang, Kang Jie, Su Lei

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Firstly, this study briefly presents the current situation that there exists a vast gap between current Chinese and Japanese seismic design specification for bridge pile foundation in liquefiable and liquefaction-induced lateral spreading ground; The Chinese and Japanese seismic design method and technical detail for bridge pile foundation in liquefying and lateral spreading ground are described and compared systematically and comprehensively, the methods of determining coefficient of subgrade reaction and its reduction factor as well as the computing mode of the applied force on pile foundation due to liquefaction-induced lateral spreading soil in Japanese design specification are especially introduced. Subsequently, the comparison indicates that the content of Chinese seismic design specification for bridge pile foundation in liquefiable and liquefaction-induced lateral spreading ground, just presenting some qualitative items, is too general and lacks systematicness and maneuverability. Finally, some defects of seismic design specification in China are summarized, so the improvement and revision of specification in the field turns out to be imperative for China, some key problems of current Chinese specifications are generalized and the corresponding improvement suggestions are proposed.

Keywords: liquefying soil, laterally spreading ground, seismic design specification for bridge pile foundation.

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Authors: Leila Vafajoo, Farhad Khorasheh, Mehrnoosh Hamzezadeh Nakhjavani, Moslem Fattahi

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In the present study, a procedure was developed to determine the optimum reaction rate constants in generalized Arrhenius form and optimized through the Nelder-Mead method. For this purpose, a comprehensive mathematical model of a fixed bed reactor for dehydrogenation of heavy paraffins over Pt–Sn/Al2O3 catalyst was developed. Utilizing appropriate kinetic rate expressions for the main dehydrogenation reaction as well as side reactions and catalyst deactivation, a detailed model for the radial flow reactor was obtained. The reactor model composed of a set of partial differential equations (PDE), ordinary differential equations (ODE) as well as algebraic equations all of which were solved numerically to determine variations in components- concentrations in term of mole percents as a function of time and reactor radius. It was demonstrated that most significant variations observed at the entrance of the bed and the initial olefin production obtained was rather high. The aforementioned method utilized a direct-search optimization algorithm along with the numerical solution of the governing differential equations. The usefulness and validity of the method was demonstrated by comparing the predicted values of the kinetic constants using the proposed method with a series of experimental values reported in the literature for different systems.

Keywords: Dehydrogenation, Pt-Sn/Al2O3 Catalyst, Modeling, Nelder-Mead, Optimization

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Authors: Ilaria Lucrezia Amerise

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The statistical modelling of precipitation data for a given portion of territory is fundamental for the monitoring of climatic conditions and for Hydrogeological Management Plans (HMP). This modelling is rendered particularly complex by the changes taking place in the frequency and intensity of precipitation, presumably to be attributed to the global climate change. This paper applies the Wakeby distribution (with 5 parameters) as a theoretical reference model. The number and the quality of the parameters indicate that this distribution may be the appropriate choice for the interpolations of the hydrological variables and, moreover, the Wakeby is particularly suitable for describing phenomena producing heavy tails. The proposed estimation methods for determining the value of the Wakeby parameters are the same as those used for density functions with heavy tails. The commonly used procedure is the classic method of moments weighed with probabilities (probability weighted moments, PWM) although this has often shown difficulty of convergence, or rather, convergence to a configuration of inappropriate parameters. In this paper, we analyze the problem of the likelihood estimation of a random variable expressed through its quantile function. The method of maximum likelihood, in this case, is more demanding than in the situations of more usual estimation. The reasons for this lie, in the sampling and asymptotic properties of the estimators of maximum likelihood which improve the estimates obtained with indications of their variability and, therefore, their accuracy and reliability. These features are highly appreciated in contexts where poor decisions, attributable to an inefficient or incomplete information base, can cause serious damages.

Keywords: Generalized extreme values (GEV), likelihood estimation, precipitation data, Wakeby distribution.

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Authors: L. Heidari, M. Jalili Ghazizade

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This paper aims to determine the best environmental and economic scenario for Municipal Solid Waste (MSW) management of the Maku city by using Life Cycle Assessment (LCA) approach. The functional elements of this study are collection, transportation, and disposal of MSW in Maku city. Waste composition and density, as two key parameters of MSW, have been determined by field sampling, and then, the other important specifications of MSW like chemical formula, thermal energy and water content were calculated. These data beside other information related to collection and disposal facilities are used as a reliable source of data to assess the environmental impacts of different waste management options, including landfills, composting, recycling and energy recovery. The environmental impact of MSW management options has been investigated in 15 different scenarios by Integrated Waste Management (IWM) software. The photochemical smog, greenhouse gases, acid gases, toxic emissions, and energy consumption of each scenario are measured. Then, the environmental indices of each scenario are specified by weighting these parameters. Economic costs of scenarios have been also compared with each other based on literature. As final result, since the organic materials make more than 80% of the waste, compost can be a suitable method. Although the major part of the remaining 20% of waste can be recycled, due to the high cost of necessary equipment, the landfill option has been suggested. Therefore, the scenario with 80% composting and 20% landfilling is selected as superior environmental and economic scenario. This study shows that, to select a scenario with practical applications, simultaneously environmental and economic aspects of different scenarios must be considered.

Keywords: IWM software, life cycle assessment, Maku, municipal solid waste management.

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Authors: Chukiat Chaiboonsri, Satawat Wannapan

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This paper used an asymmetric informative concept to apply in the macroeconomic model estimation of the tourism sector in Thailand. The variables used to statistically analyze are Thailand international and domestic tourism revenues, the expenditures of foreign and domestic tourists, service investments by private sectors, service investments by the government of Thailand, Thailand service imports and exports, and net service income transfers. All of data is a time-series index which was observed between 2002 and 2015. Empirically, the tourism multiplier and accelerator were estimated by two statistical approaches. The first was the result of the Generalized Method of Moments model (GMM) based on the assumption which the tourism market in Thailand had perfect information (Symmetrical data). The second was the result of the Maximum Entropy Bootstrapping approach (MEboot) based on the process that attempted to deal with imperfect information and reduced uncertainty in data observations (Asymmetrical data). In addition, the tourism leakages were investigated by a simple model based on the injections and leakages concept. The empirical findings represented the parameters computed from the MEboot approach which is different from the GMM method. However, both of the MEboot estimation and GMM model suggests that Thailand’s tourism sectors are in a period capable of stimulating the economy.

Keywords: Thailand tourism, maximum entropy bootstrapping approach, macroeconomic model, asymmetric information.

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Authors: A. Nasiri Pour, B. Rostami Tabar, A.Rahimzadeh

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Accurate demand forecasting is one of the most key issues in inventory management of spare parts. The problem of modeling future consumption becomes especially difficult for lumpy patterns, which characterized by intervals in which there is no demand and, periods with actual demand occurrences with large variation in demand levels. However, many of the forecasting methods may perform poorly when demand for an item is lumpy. In this study based on the characteristic of lumpy demand patterns of spare parts a hybrid forecasting approach has been developed, which use a multi-layered perceptron neural network and a traditional recursive method for forecasting future demands. In the described approach the multi-layered perceptron are adapted to forecast occurrences of non-zero demands, and then a conventional recursive method is used to estimate the quantity of non-zero demands. In order to evaluate the performance of the proposed approach, their forecasts were compared to those obtained by using Syntetos & Boylan approximation, recently employed multi-layered perceptron neural network, generalized regression neural network and elman recurrent neural network in this area. The models were applied to forecast future demand of spare parts of Arak Petrochemical Company in Iran, using 30 types of real data sets. The results indicate that the forecasts obtained by using our proposed mode are superior to those obtained by using other methods.

Keywords: Lumpy Demand, Neural Network, Forecasting, Hybrid Approach.

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Authors: P. G. Siddheshwar, R. K. Vanishree, C. Kanchana

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A local nonlinear stability analysis using a eight-mode expansion is performed in arriving at the coupled amplitude equations for Rayleigh-Bénard-Brinkman convection (RBBC) in the presence of LTNE effects. Streamlines and isotherms are obtained in the two-dimensional unsteady finite-amplitude convection regime. The parameters’ influence on heat transport is found to be more pronounced at small time than at long times. Results of the Rayleigh-Bénard convection is obtained as a particular case of the present study. Additional modes are shown not to significantly influence the heat transport thus leading us to infer that five minimal modes are sufficient to make a study of RBBC. The present problem that uses rolls as a pattern of manifestation of instability is a needed first step in the direction of making a very general non-local study of two-dimensional unsteady convection. The results may be useful in determining the preferred range of parameters’ values while making rheometric measurements in fluids to ascertain fluid properties such as viscosity. The results of LTE are obtained as a limiting case of the results of LTNE obtained in the paper.

Keywords: Rayleigh-Bénard convection, heat transport, porous media, generalized Lorenz model, coupled Ginzburg-Landau model.

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Authors: J. P. Dubois, Omar M. Abdul-Latif

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Support Vector Machine (SVM) is a statistical learning tool developed to a more complex concept of structural risk minimization (SRM). In this paper, SVM is applied to signal detection in communication systems in the presence of channel noise in various environments in the form of Rayleigh fading, additive white Gaussian background noise (AWGN), and interference noise generalized as additive color Gaussian noise (ACGN). The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these advanced stochastic noise models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to conventional binary signaling optimal model-based detector driven by binary phase shift keying (BPSK) modulation. We show that the SVM performance is superior to that of conventional matched filter-, innovation filter-, and Wiener filter-driven detectors, even in the presence of random Doppler carrier deviation, especially for low SNR (signal-to-noise ratio) ranges. For large SNR, the performance of the SVM was similar to that of the classical detectors. However, the convergence between SVM and maximum likelihood detection occurred at a higher SNR as the noise environment became more hostile.

Keywords: Colour noise, Doppler shift, innovation filter, least square-support vector machine, matched filter, Rayleigh fading, Wiener filter.

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Authors: Frank Emmert-Streib, Matthias Dehmer, Jing Liu, Max Muhlhauser

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The major objective of this paper is to introduce a new method to select genes from DNA microarray data. As criterion to select genes we suggest to measure the local changes in the correlation graph of each gene and to select those genes whose local changes are largest. More precisely, we calculate the correlation networks from DNA microarray data of cervical cancer whereas each network represents a tissue of a certain tumor stage and each node in the network represents a gene. From these networks we extract one tree for each gene by a local decomposition of the correlation network. The interpretation of a tree is that it represents the n-nearest neighbor genes on the n-th level of a tree, measured by the Dijkstra distance, and, hence, gives the local embedding of a gene within the correlation network. For the obtained trees we measure the pairwise similarity between trees rooted by the same gene from normal to cancerous tissues. This evaluates the modification of the tree topology due to tumor progression. Finally, we rank the obtained similarity values from all tissue comparisons and select the top ranked genes. For these genes the local neighborhood in the correlation networks changes most between normal and cancerous tissues. As a result we find that the top ranked genes are candidates suspected to be involved in tumor growth. This indicates that our method captures essential information from the underlying DNA microarray data of cervical cancer.

Keywords: Graph similarity, generalized trees, graph alignment, DNA microarray data, cervical cancer.

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Authors: Kurniawan D. Irianto, Demetres D. Kouvatsos

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The growth of wireless devices affects the availability of limited frequencies or spectrum bands as it has been known that spectrum bands are a natural resource that cannot be added. Meanwhile, the licensed frequencies are idle most of the time. Cognitive radio is one of the solutions to solve those problems. Cognitive radio is a promising technology that allows the unlicensed users known as secondary users (SUs) to access licensed bands without making interference to licensed users or primary users (PUs). As cloud computing has become popular in recent years, cognitive radio networks (CRNs) can be integrated with cloud platform. One of the important issues in CRNs is security. It becomes a problem since CRNs use radio frequencies as a medium for transmitting and CRNs share the same issues with wireless communication systems. Another critical issue in CRNs is performance. Security has adverse effect to performance and there are trade-offs between them. The goal of this paper is to investigate the performance related to security trade-off in CRNs with supporting cloud platforms. Furthermore, Queuing Network Models with preemptive resume and preemptive repeat identical priority are applied in this project to measure the impact of security to performance in CRNs with or without cloud platform. The generalized exponential (GE) type distribution is used to reflect the bursty inter-arrival and service times at the servers. The results show that the best performance is obtained when security is disabled and cloud platform is enabled.

Keywords: Cloud Platforms, Cognitive Radio Networks, GEtype Distribution, Performance Vs Security.

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Authors: Jihad S. Daba, J. P. Dubois

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

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

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Authors: Yunseok Noh, Chang-Uk Kwak, Sun-Joong Kim, Seong-Bae Park

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Scripts are one of the basic text resources to understand broadcasting contents. Topic modeling is the method to get the summary of the broadcasting contents from its scripts. Generally, scripts represent contents descriptively with directions and speeches, and provide scene segments that can be seen as semantic units. Therefore, a script can be topic modeled by treating a scene segment as a document. Because scene segments consist of speeches mainly, however, relatively small co-occurrences among words in the scene segments are observed. This causes inevitably the bad quality of topics by statistical learning method. To tackle this problem, we propose a method to improve topic quality with additional word co-occurrence information obtained using scene similarities. The main idea of improving topic quality is that the information that two or more texts are topically related can be useful to learn high quality of topics. In addition, more accurate topical representations lead to get information more accurate whether two texts are related or not. In this paper, we regard two scene segments are related if their topical similarity is high enough. We also consider that words are co-occurred if they are in topically related scene segments together. By iteratively inferring topics and determining semantically neighborhood scene segments, we draw a topic space represents broadcasting contents well. In the experiments, we showed the proposed method generates a higher quality of topics from Korean drama scripts than the baselines.

Keywords: Broadcasting contents, generalized P´olya urn model, scripts, text similarity, topic model.

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Authors: Rafia Hassan, Ali Rizwan, Sadaf Farhan, Bushra Sabir

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The purpose of this study is to compare the conventional crop monitoring system with the satellite based crop monitoring system in Pakistan. This study is conducted for SUPARCO (Space and Upper Atmosphere Research Commission). The study focused on the wheat crop, as it is the main cash crop of Pakistan and province of Punjab. This study will answer the following: Which system is better in terms of cost, time and man power? The man power calculated for Punjab CRS is: 1,418 personnel and for SUPARCO: 26 personnel. The total cost calculated for SUPARCO is almost 13.35 million and CRS is 47.705 million. The man hours calculated for CRS (Crop Reporting Service) are 1,543,200 hrs (136 days) and man hours for SUPARCO are 8, 320hrs (40 days). It means that SUPARCO workers finish their work 96 days earlier than CRS workers. The results show that the satellite based crop monitoring system is efficient in terms of manpower, cost and time as compared to the conventional system, and also generates early crop forecasts and estimations. The research instruments used included: Interviews, physical visits, group discussions, questionnaires, study of reports and work flows. A total of 93 employees were selected using Yamane’s formula for data collection, which is done with the help questionnaires and interviews. Comparative graphing is used for the analysis of data to formulate the results of the research. The research findings also demonstrate that although conventional methods have a strong impact still in Pakistan (for crop monitoring) but it is the time to bring a change through technology, so that our agriculture will also be developed along modern lines.

Keywords: Crop reporting service, SRS/GIS, satellite remote sensing/geographic information system, area frame, sample frame.

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Authors: Ayesha S. Rahman, Khaled Haddad, Ataur Rahman

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At-site flood frequency analysis is used to estimate flood quantiles when at-site record length is reasonably long. In Australia, FLIKE software has been introduced for at-site flood frequency analysis. The advantage of FLIKE is that, for a given application, the user can compare a number of most commonly adopted probability distributions and parameter estimation methods relatively quickly using a windows interface. The new version of FLIKE has been incorporated with the multiple Grubbs and Beck test which can identify multiple numbers of potentially influential low flows. This paper presents a case study considering six catchments in eastern Australia which compares two outlier identification tests (original Grubbs and Beck test and multiple Grubbs and Beck test) and two commonly applied probability distributions (Generalized Extreme Value (GEV) and Log Pearson type 3 (LP3)) using FLIKE software. It has been found that the multiple Grubbs and Beck test when used with LP3 distribution provides more accurate flood quantile estimates than when LP3 distribution is used with the original Grubbs and Beck test. Between these two methods, the differences in flood quantile estimates have been found to be up to 61% for the six study catchments. It has also been found that GEV distribution (with L moments) and LP3 distribution with the multiple Grubbs and Beck test provide quite similar results in most of the cases; however, a difference up to 38% has been noted for flood quantiles for annual exceedance probability (AEP) of 1 in 100 for one catchment. This finding needs to be confirmed with a greater number of stations across other Australian states.

Keywords: Floods, FLIKE, probability distributions, flood frequency, outlier.

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Authors: Angela–M. Paleologou, Aphrodite Dellaporta

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Erroneous computer entry problems [here: 'e'errors] in hospital labs threaten the patients-–health carers- relationship, undermining the health system credibility. Are e-errors random, and do lab professionals make them accidentally, or may they be traced through meaningful determinants? Theories on internal causality of mistakes compel to seek specific causal ascriptions of hospital lab eerrors instead of accepting some inescapability. Undeniably, 'To Err is Human'. But in view of rapid global health organizational changes, e-errors are too expensive to lack in-depth considerations. Yet, that efunction might supposedly be entrenched in the health carers- job description remains under dispute – at least for Hellenic labs, where e-use falls behind generalized(able) appreciation and application. In this study: i) an empirical basis of a truly high annual cost of e-errors at about €498,000.00 per rural Hellenic hospital was established, hence interest in exploring the issue was sufficiently substantiated; ii) a sample of 270 lab-expert nurses, technicians and doctors were assessed on several personality, burnout and e-error measures, and iii) the hypothesis that the Hardiness vs Alienation personality construct disposition explains resistance vs proclivity to e-errors was tested and verified: Hardiness operates as a resilience source in the encounter of high pressures experienced in the hospital lab, whereas its 'opposite', i.e., Alienation, functions as a predictor, not only of making e-errors, but also of leading to burn-out. Implications for apt interventions are discussed.

Keywords: Hospital lab, personality hardiness/alienation, e-errors' cost, burnout.

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Authors: N. Chegeni, M. J. Tahmasebi Birgani

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Nowadays, in most radiotherapy departments, the commercial treatment planning systems (TPS) used to calculate dose distributions needs to be verified; therefore, quick, easy-to-use and low cost dose distribution algorithms are desirable to test and verify the performance of the TPS. In this paper, we put forth an analytical method to calculate the phantom scatter contribution and depth dose on the central axis based on the equivalent square concept. Then, this method was generalized to calculate the profiles at any depth and for several field shapes regular or irregular fields under symmetry and asymmetry photon beam conditions. Varian 2100 C/D and Siemens Primus Plus Linacs with 6 and 18 MV photon beam were used for irradiations. Percentage depth doses (PDDs) were measured for a large number of square fields for both energies, and for 45^º wedges which were employed to obtain the profiles in any depth. To assess the accuracy of the calculated profiles, several profile measurements were carried out for some treatment fields. The calculated and measured profiles were compared by gamma-index calculation. All γ–index calculations were based on a 3% dose criterion and a 3 mm dose-to-agreement (DTA) acceptance criterion. The γ values were less than 1 at most points. However, the maximum γ observed was about 1.10 in the penumbra region in most fields and in the central area for the asymmetric fields. This analytical approach provides a generally quick and fairly accurate algorithm to calculate dose distribution for some treatment fields in conventional radiotherapy.

Keywords: Dose distribution, equivalent field, asymmetric field, irregular field.

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Authors: U. Datta

Abstract:

The main objective of this study is to find a suitable approach to monitor the land infrastructure growth over a period of time using multispectral satellite images. Bi-temporal change detection method is unable to indicate the continuous change occurring over a long period of time. To achieve this objective, the approach used here estimates a statistical model from series of multispectral image data over a long period of time, assuming there is no considerable change during that time period and then compare it with the multispectral image data obtained at a later time. The change is estimated pixel-wise. Statistical composite hypothesis technique is used for estimating pixel based change detection in a defined region. The generalized likelihood ratio test (GLRT) is used to detect the changed pixel from probabilistic estimated model of the corresponding pixel. The changed pixel is detected assuming that the images have been co-registered prior to estimation. To minimize error due to co-registration, 8-neighborhood pixels around the pixel under test are also considered. The multispectral images from Sentinel-2 and Landsat-8 from 2015 to 2018 are used for this purpose. There are different challenges in this method. First and foremost challenge is to get quite a large number of datasets for multivariate distribution modelling. A large number of images are always discarded due to cloud coverage. Due to imperfect modelling there will be high probability of false alarm. Overall conclusion that can be drawn from this work is that the probabilistic method described in this paper has given some promising results, which need to be pursued further.

Keywords: Co-registration, GLRT, infrastructure growth, multispectral, multitemporal, pixel-based change detection.

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Authors: Amira Abbes Kheriji, Faouzi Bouani, Mekki Ksouri, Mohamed Ben Ahmed

Abstract:

Model Predictive Control (MPC) is increasingly being proposed for real time applications and embedded systems. However comparing to PID controller, the implementation of the MPC in miniaturized devices like Field Programmable Gate Arrays (FPGA) and microcontrollers has historically been very small scale due to its complexity in implementation and its computation time requirement. At the same time, such embedded technologies have become an enabler for future manufacturing enterprises as well as a transformer of organizations and markets. Recently, advances in microelectronics and software allow such technique to be implemented in embedded systems. In this work, we take advantage of these recent advances in this area in the deployment of one of the most studied and applied control technique in the industrial engineering. In fact in this paper, we propose an efficient framework for implementation of Generalized Predictive Control (GPC) in the performed STM32 microcontroller. The STM32 keil starter kit based on a JTAG interface and the STM32 board was used to implement the proposed GPC firmware. Besides the GPC, the PID anti windup algorithm was also implemented using Keil development tools designed for ARM processor-based microcontroller devices and working with C/Cµ langage. A performances comparison study was done between both firmwares. This performances study show good execution speed and low computational burden. These results encourage to develop simple predictive algorithms to be programmed in industrial standard hardware. The main features of the proposed framework are illustrated through two examples and compared with the anti windup PID controller.

Keywords: Embedded systems, Model Predictive Control, microcontroller, Keil tool.

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Authors: Gesine Hellwig

Abstract:

Functional imaging procedures for the non-invasive assessment of tissue microcirculation are highly requested, but require a mathematical approach describing the trans- and intercapillary passage of tracer particles. Up to now, two theoretical, for the moment different concepts have been established for tracer kinetic modeling of contrast agent transport in tissues: pharmacokinetic compartment models, which are usually written as coupled differential equations, and the indicator dilution theory, which can be generalized in accordance with the theory of lineartime- invariant (LTI) systems by using a convolution approach. Based on mathematical considerations, it can be shown that also in the case of an open two-compartment model well-known from functional imaging, the concentration-time course in tissue is given by a convolution, which allows a separation of the arterial input function from a system function being the impulse response function, summarizing the available information on tissue microcirculation. Due to this reason, it is possible to integrate the open two-compartment model into the system-theoretic concept of indicator dilution theory (IDT) and thus results known from IDT remain valid for the compartment approach. According to the long number of applications of compartmental analysis, even for a more general context similar solutions of the so-called forward problem can already be found in the extensively available appropriate literature of the seventies and early eighties. Nevertheless, to this day, within the field of biomedical imaging – not from the mathematical point of view – there seems to be a trench between both approaches, which the author would like to get over by exemplary analysis of the well-known model.

Keywords: Functional imaging, Tracer kinetic modeling, LTIsystem, Indicator dilution theory / convolution approach, Two-Compartment model.

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Authors: M. Aghili, S. Tabarestani, C. Freytes, M. Shojaie, M. Cabrerizo, A. Barreto, N. Rishe, R. E. Curiel, D. Loewenstein, R. Duara, M. Adjouadi

Abstract:

A major challenge in medical studies, especially those that are longitudinal, is the problem of missing measurements which hinders the effective application of many machine learning algorithms. Furthermore, recent Alzheimer's Disease studies have focused on the delineation of Early Mild Cognitive Impairment (EMCI) and Late Mild Cognitive Impairment (LMCI) from cognitively normal controls (CN) which is essential for developing effective and early treatment methods. To address the aforementioned challenges, this paper explores the potential of using the eXtreme Gradient Boosting (XGBoost) algorithm in handling missing values in multiclass classification. We seek a generalized classification scheme where all prodromal stages of the disease are considered simultaneously in the classification and decision-making processes. Given the large number of subjects (1631) included in this study and in the presence of almost 28% missing values, we investigated the performance of XGBoost on the classification of the four classes of AD, NC, EMCI, and LMCI. Using 10-fold cross validation technique, XGBoost is shown to outperform other state-of-the-art classification algorithms by 3% in terms of accuracy and F-score. Our model achieved an accuracy of 80.52%, a precision of 80.62% and recall of 80.51%, supporting the more natural and promising multiclass classification.

Keywords: eXtreme Gradient Boosting, missing data, Alzheimer disease, early mild cognitive impairment, late mild cognitive impairment, multiclass classification, ADNI, support vector machine, random forest.

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Authors: Lixin Tian, Wei Xue

Abstract:

Many jobs in society go underground, such as mine mining, tunnel construction and subways, which are vital to the development of society. Once accidents occur in these places, the interruption of traditional wired communication is not conducive to the development of rescue work. In order to realize the positioning, early warning and command functions of underground personnel and improve rescue efficiency, it is necessary to develop and design an emergency ground communication system. It is easy to be subjected to narrowband interference when performing conventional underground communication. Spreading communication can be used for this problem. However, general spread spectrum methods such as direct spread communication are inefficient, so it is proposed to use parallel combined spread spectrum (PCSS) communication to improve efficiency. The PCSS communication not only has the anti-interference ability and the good concealment of the traditional spread spectrum system, but also has a relatively high frequency band utilization rate and a strong information transmission capability. So, this technology has been widely used in practice. This paper presents a PCSS communication model-multiple detection parallel combined spread spectrum (MDPCSS) communication system. In this paper, the principle of MDPCSS communication system is described, that is, the sequence at the transmitting end is processed in blocks and cyclically shifted to facilitate multiple detection at the receiving end. The block diagrams of the transmitter and receiver of the MDPCSS communication system are introduced. At the same time, the calculation formula of the system bit error rate (BER) is introduced, and the simulation and analysis of the BER of the system are completed. By comparing with the common parallel PCSS communication, we can draw a conclusion that it is indeed possible to reduce the BER and improve the system performance. Furthermore, the influence of different pseudo-code lengths selected on the system BER is simulated and analyzed, and the conclusion is that the larger the pseudo-code length is, the smaller the system error rate is.

Keywords: Cyclic shift, multiple detection, parallel combined spread spectrum, PN code.

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Authors: S. Jalaja, A. M. Vijaya Prakash

Abstract:

Recursive combination of an algorithm based on Karatsuba multiplication is exploited to design a generalized transpose and parallel Finite Impulse Response (FIR) Filter. Mid-range Karatsuba multiplication and Carry Save adder based on Karatsuba multiplication reduce time complexity for higher order multiplication implemented up to n-bit. As a result, we design modified N-tap Transpose and Parallel Symmetric FIR Filter Structure using Karatsuba algorithm. The mathematical formulation of the FFA Filter is derived. The proposed architecture involves significantly less area delay product (APD) then the existing block implementation. By adopting retiming technique, hardware cost is reduced further. The filter architecture is designed by using 90 nm technology library and is implemented by using cadence EDA Tool. The synthesized result shows better performance for different word length and block size. The design achieves switching activity reduction and low power consumption by applying with and without retiming for different combination of the circuit. The proposed structure achieves more than a half of the power reduction by adopting with and without retiming techniques compared to the earlier design structure. As a proof of the concept for block size 16 and filter length 64 for CKA method, it achieves a 51% as well as 70% less power by applying retiming technique, and for CSA method it achieves a 57% as well as 77% less power by applying retiming technique compared to the previously proposed design.

Keywords: Carry save adder Karatsuba multiplication, mid-range Karatsuba multiplication, modified FFA, transposed filter, retiming.

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Authors: R .Lassoued, M. Guenfoud

Abstract:

An accurate procedure to determine free vibrations of beams and plates is presented. The natural frequencies are exact solutions of governing vibration equations witch load to a nonlinear homogeny system. The bilinear and linear structures considered simulate a bridge. The dynamic behavior of this one is analyzed by using the theory of the orthotropic plate simply supported on two sides and free on the two others. The plate can be excited by a convoy of constant or harmonic loads. The determination of the dynamic response of the structures considered requires knowledge of the free frequencies and the shape modes of vibrations. Our work is in this context. Indeed, we are interested to develop a self-consistent calculation of the Eigen frequencies. The formulation is based on the determination of the solution of the differential equations of vibrations. The boundary conditions corresponding to the shape modes permit to lead to a homogeneous system. Determination of the noncommonplace solutions of this system led to a nonlinear problem in Eigen frequencies. We thus, develop a computer code for the determination of the eigenvalues. It is based on a method of bisection with interpolation whose precision reaches 10 -12. Moreover, to determine the corresponding modes, the calculation algorithm that we develop uses the method of Gauss with a partial optimization of the "pivots" combined with an inverse power procedure. The Eigen frequencies of a plate simply supported along two opposite sides while considering the two other free sides are thus analyzed. The results could be generalized with the case of a beam by regarding it as a plate with low width. We give, in this paper, some examples of treated cases. The comparison with results presented in the literature is completely satisfactory.

Keywords: Free frequencies, beams, rectangular plates.

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Authors: Eid Alotaibi

Abstract:

The purpose of this study is to investigate the impact of tourists’ culture on perception and evaluation of hotel service experience and behavioral intentions. Drawing on Hofested’s cultural dimensions, this study seeks to further contribute towards understanding the effect of culture on perception and evaluation of hotels’ services, and whether there are differences between Saudi and European tourists’ perceptions of hotel services evaluation. A descriptive cross-sectional design was used in this study. Data were collected from tourists staying in five-star hotels in Saudi Arabia using the self-completion technique. The findings show that evaluations of hotel services differ from one culture to another. T-test results reveal that Saudis were more tolerant and reported significantly higher levels of satisfaction, were more likely to return and recommend the hotel, and perceived the price for the hotel stay as being good value for money as compared to their European counterparts. The sample was relatively small and specific to only five-star hotel evaluations. As a result, findings cannot be generalized to the wider tourist population. The results of this research have important implications for management within the Saudi hospitality industry. The study contributes to the tourist cultural theory by emphasizing the relative importance of cultural dimensions in-service evaluation. The author argues that no studies could be identified that compare Saudis and Europeans in their evaluations of their experiences staying at hotels. Therefore, the current study would enhance understanding of the effects of cultural factors on service evaluations and provide valuable input for international market segmentation and resource allocation in the Saudi hotel industry.

Keywords: Culture, tourist, service experience, hotel industry, Hofested’s cultural dimensions.

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