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Basu bivariate distributions</title> <meta name="description" content="Search results for: Block and Basu bivariate distributions"> <meta name="keywords" content="Block and Basu bivariate distributions"> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research Excellence" title="Open Science Research 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method="get" action="https://publications.waset.org/abstracts/search"> <div id="custom-search-input"> <div class="input-group"> <i class="fas fa-search"></i> <input type="text" class="search-query" name="q" placeholder="Author, Title, Abstract, Keywords" value="Block and Basu bivariate distributions"> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 1872</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: Block and Basu bivariate distributions</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1872</span> A Bivariate Inverse Generalized Exponential Distribution and Its Applications in Dependent Competing Risks Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Fatemah%20A.%20Alqallaf">Fatemah A. Alqallaf</a>, <a href="https://publications.waset.org/abstracts/search?q=Debasis%20Kundu"> Debasis Kundu</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The aim of this paper is to introduce a bivariate inverse generalized exponential distribution which has a singular component. The proposed bivariate distribution can be used when the marginals have heavy-tailed distributions, and they have non-monotone hazard functions. Due to the presence of the singular component, it can be used quite effectively when there are ties in the data. Since it has four parameters, it is a very flexible bivariate distribution, and it can be used quite effectively for analyzing various bivariate data sets. Several dependency properties and dependency measures have been obtained. The maximum likelihood estimators cannot be obtained in closed form, and it involves solving a four-dimensional optimization problem. To avoid that, we have proposed to use an EM algorithm, and it involves solving only one non-linear equation at each `E'-step. Hence, the implementation of the proposed EM algorithm is very straight forward in practice. Extensive simulation experiments and the analysis of one data set have been performed. We have observed that the proposed bivariate inverse generalized exponential distribution can be used for modeling dependent competing risks data. One data set has been analyzed to show the effectiveness of the proposed model. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Block%20and%20Basu%20bivariate%20distributions" title="Block and Basu bivariate distributions">Block and Basu bivariate distributions</a>, <a href="https://publications.waset.org/abstracts/search?q=competing%20risks" title=" competing risks"> competing risks</a>, <a href="https://publications.waset.org/abstracts/search?q=EM%20algorithm" title=" EM algorithm"> EM algorithm</a>, <a href="https://publications.waset.org/abstracts/search?q=Marshall-Olkin%20bivariate%20exponential%20distribution" title=" Marshall-Olkin bivariate exponential distribution"> Marshall-Olkin bivariate exponential distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimators" title=" maximum likelihood estimators"> maximum likelihood estimators</a> </p> <a href="https://publications.waset.org/abstracts/122524/a-bivariate-inverse-generalized-exponential-distribution-and-its-applications-in-dependent-competing-risks-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/122524.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">143</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1871</span> Modeling of System Availability and Bayesian Analysis of Bivariate Distribution</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Muhammad%20Farooq">Muhammad Farooq</a>, <a href="https://publications.waset.org/abstracts/search?q=Ahtasham%20Gul"> Ahtasham Gul</a> </p> <p class="card-text"><strong>Abstract:</strong></p> To meet the desired standard, it is important to monitor and analyze different engineering processes to get desired output. The bivariate distributions got a lot of attention in recent years to describe the randomness of natural as well as artificial mechanisms. In this article, a bivariate model is constructed using two independent models developed by the nesting approach to study the effect of each component on reliability for better understanding. Further, the Bayes analysis of system availability is studied by considering prior parametric variations in the failure time and repair time distributions. Basic statistical characteristics of marginal distribution, like mean median and quantile function, are discussed. We use inverse Gamma prior to study its frequentist properties by conducting Monte Carlo Markov Chain (MCMC) sampling scheme. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=reliability" title="reliability">reliability</a>, <a href="https://publications.waset.org/abstracts/search?q=system%20availability%20Weibull" title=" system availability Weibull"> system availability Weibull</a>, <a href="https://publications.waset.org/abstracts/search?q=inverse%20Lomax" title=" inverse Lomax"> inverse Lomax</a>, <a href="https://publications.waset.org/abstracts/search?q=Monte%20Carlo%20Markov%20Chain" title=" Monte Carlo Markov Chain"> Monte Carlo Markov Chain</a>, <a href="https://publications.waset.org/abstracts/search?q=Bayesian" title=" Bayesian"> Bayesian</a> </p> <a href="https://publications.waset.org/abstracts/158945/modeling-of-system-availability-and-bayesian-analysis-of-bivariate-distribution" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/158945.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">71</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1870</span> Bivariate Time-to-Event Analysis with Copula-Based Cox Regression</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Duhania%20O.%20Mahara">Duhania O. Mahara</a>, <a href="https://publications.waset.org/abstracts/search?q=Santi%20W.%20Purnami"> Santi W. Purnami</a>, <a href="https://publications.waset.org/abstracts/search?q=Aulia%20N.%20Fitria"> Aulia N. Fitria</a>, <a href="https://publications.waset.org/abstracts/search?q=Merissa%20N.%20Z.%20Wirontono"> Merissa N. Z. Wirontono</a>, <a href="https://publications.waset.org/abstracts/search?q=Revina%20Musfiroh"> Revina Musfiroh</a>, <a href="https://publications.waset.org/abstracts/search?q=Shofi%20Andari"> Shofi Andari</a>, <a href="https://publications.waset.org/abstracts/search?q=Sagiran%20Sagiran"> Sagiran Sagiran</a>, <a href="https://publications.waset.org/abstracts/search?q=Estiana%20Khoirunnisa"> Estiana Khoirunnisa</a>, <a href="https://publications.waset.org/abstracts/search?q=Wahyudi%20Widada"> Wahyudi Widada</a> </p> <p class="card-text"><strong>Abstract:</strong></p> For assessing interventions in numerous disease areas, the use of multiple time-to-event outcomes is common. An individual might experience two different events called bivariate time-to-event data, the events may be correlated because it come from the same subject and also influenced by individual characteristics. The bivariate time-to-event case can be applied by copula-based bivariate Cox survival model, using the Clayton and Frank copulas to analyze the dependence structure of each event and also the covariates effect. By applying this method to modeling the recurrent event infection of hemodialysis insertion on chronic kidney disease (CKD) patients, from the AIC and BIC values we find that the Clayton copula model was the best model with Kendall’s Tau is (τ=0,02). <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=bivariate%20cox" title="bivariate cox">bivariate cox</a>, <a href="https://publications.waset.org/abstracts/search?q=bivariate%20event" title=" bivariate event"> bivariate event</a>, <a href="https://publications.waset.org/abstracts/search?q=copula%20function" title=" copula function"> copula function</a>, <a href="https://publications.waset.org/abstracts/search?q=survival%20copula" title=" survival copula"> survival copula</a> </p> <a href="https://publications.waset.org/abstracts/179386/bivariate-time-to-event-analysis-with-copula-based-cox-regression" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/179386.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">81</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1869</span> On Modeling Data Sets by Means of a Modified Saddlepoint Approximation</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Serge%20B.%20Provost">Serge B. Provost</a>, <a href="https://publications.waset.org/abstracts/search?q=Yishan%20Zhang"> Yishan Zhang</a> </p> <p class="card-text"><strong>Abstract:</strong></p> A moment-based adjustment to the saddlepoint approximation is introduced in the context of density estimation. First applied to univariate distributions, this methodology is extended to the bivariate case. It then entails estimating the density function associated with each marginal distribution by means of the saddlepoint approximation and applying a bivariate adjustment to the product of the resulting density estimates. The connection to the distribution of empirical copulas will be pointed out. As well, a novel approach is proposed for estimating the support of distribution. As these results solely rely on sample moments and empirical cumulant-generating functions, they are particularly well suited for modeling massive data sets. Several illustrative applications will be presented. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=empirical%20cumulant-generating%20function" title="empirical cumulant-generating function">empirical cumulant-generating function</a>, <a href="https://publications.waset.org/abstracts/search?q=endpoints%20identification" title=" endpoints identification"> endpoints identification</a>, <a href="https://publications.waset.org/abstracts/search?q=saddlepoint%20approximation" title=" saddlepoint approximation"> saddlepoint approximation</a>, <a href="https://publications.waset.org/abstracts/search?q=sample%20moments" title=" sample moments"> sample moments</a>, <a href="https://publications.waset.org/abstracts/search?q=density%20estimation" title=" density estimation"> density estimation</a> </p> <a href="https://publications.waset.org/abstracts/144553/on-modeling-data-sets-by-means-of-a-modified-saddlepoint-approximation" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/144553.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">162</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1868</span> Bayesian Analysis of Change Point Problems Using Conditionally Specified Priors</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Golnaz%20Shahtahmassebi">Golnaz Shahtahmassebi</a>, <a href="https://publications.waset.org/abstracts/search?q=Jose%20Maria%20Sarabia"> Jose Maria Sarabia</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this talk, we introduce a new class of conjugate prior distributions obtained from conditional specification methodology. We illustrate the application of such distribution in Bayesian change point detection in Poisson processes. We obtain the posterior distribution of model parameters using a general bivariate distribution with gamma conditionals. Simulation from the posterior is readily implemented using a Gibbs sampling algorithm. The Gibbs sampling is implemented even when using conditional densities that are incompatible or only compatible with an improper joint density. The application of such methods will be demonstrated using examples of simulated and real data. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=change%20point" title="change point">change point</a>, <a href="https://publications.waset.org/abstracts/search?q=bayesian%20inference" title=" bayesian inference"> bayesian inference</a>, <a href="https://publications.waset.org/abstracts/search?q=Gibbs%20sampler" title=" Gibbs sampler"> Gibbs sampler</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20specification" title=" conditional specification"> conditional specification</a>, <a href="https://publications.waset.org/abstracts/search?q=gamma%20conditional%20distributions" title=" gamma conditional distributions"> gamma conditional distributions</a> </p> <a href="https://publications.waset.org/abstracts/141782/bayesian-analysis-of-change-point-problems-using-conditionally-specified-priors" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/141782.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">189</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1867</span> Asymmetric Relation between Earnings and Returns</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Seungmin%20Chee">Seungmin Chee</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper investigates which of the two arguments, conservatism or liquidation option, is a true underlying driver of the asymmetric slope coefficient result regarding the association between earnings and returns. The analysis of the relation between earnings and returns in four mutually exclusive settings segmented by ‘profits vs. losses’ and ‘positive returns vs. negative returns’ suggests that liquidation option rather than conservatism is likely to cause the asymmetric slope coefficient result. Furthermore, this paper documents the temporal changes between Basu period (1963-1990) and post-Basu period (1990-2005). Although no significant change in degree of conservatism or value relevance of losses is reported, stronger negative relation between losses and positive returns is observed in the post-Basu period. Separate regression analysis of each quintile based on the rankings of price to sales ratio and book to market ratio suggests that the strong negative relation is driven by growth firms. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=conservatism" title="conservatism">conservatism</a>, <a href="https://publications.waset.org/abstracts/search?q=earnings" title=" earnings"> earnings</a>, <a href="https://publications.waset.org/abstracts/search?q=liquidation%20option" title=" liquidation option"> liquidation option</a>, <a href="https://publications.waset.org/abstracts/search?q=returns" title=" returns"> returns</a> </p> <a href="https://publications.waset.org/abstracts/25149/asymmetric-relation-between-earnings-and-returns" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/25149.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">372</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1866</span> On Generalized Cumulative Past Inaccuracy Measure for Marginal and Conditional Lifetimes</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Amit%20Ghosh">Amit Ghosh</a>, <a href="https://publications.waset.org/abstracts/search?q=Chanchal%20Kundu"> Chanchal Kundu</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=cumulative%20past%20inaccuracy" title="cumulative past inaccuracy">cumulative past inaccuracy</a>, <a href="https://publications.waset.org/abstracts/search?q=marginal%20and%20conditional%20past%20lifetimes" title=" marginal and conditional past lifetimes"> marginal and conditional past lifetimes</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20proportional%20reversed%20hazard%20rate%20model" title=" conditional proportional reversed hazard rate model"> conditional proportional reversed hazard rate model</a>, <a href="https://publications.waset.org/abstracts/search?q=usual%20stochastic%20order" title=" usual stochastic order"> usual stochastic order</a> </p> <a href="https://publications.waset.org/abstracts/79608/on-generalized-cumulative-past-inaccuracy-measure-for-marginal-and-conditional-lifetimes" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/79608.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">252</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1865</span> Bivariate Generalization of q-α-Bernstein Polynomials</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Tarul%20Garg">Tarul Garg</a>, <a href="https://publications.waset.org/abstracts/search?q=P.%20N.%20Agrawal"> P. N. Agrawal</a> </p> <p class="card-text"><strong>Abstract:</strong></p> We propose to define the q-analogue of the α-Bernstein Kantorovich operators and then introduce the q-bivariate generalization of these operators to study the approximation of functions of two variables. We obtain the rate of convergence of these bivariate operators by means of the total modulus of continuity, partial modulus of continuity and the Peetre’s K-functional for continuous functions. Further, in order to study the approximation of functions of two variables in a space bigger than the space of continuous functions, i.e. Bögel space; the GBS (Generalized Boolean Sum) of the q-bivariate operators is considered and degree of approximation is discussed for the Bögel continuous and Bögel differentiable functions with the aid of the Lipschitz class and the mixed modulus of smoothness. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=B%C3%B6gel%20continuous" title="Bögel continuous">Bögel continuous</a>, <a href="https://publications.waset.org/abstracts/search?q=B%C3%B6gel%20differentiable" title=" Bögel differentiable"> Bögel differentiable</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20Boolean%20sum" title=" generalized Boolean sum"> generalized Boolean sum</a>, <a href="https://publications.waset.org/abstracts/search?q=K-functional" title=" K-functional"> K-functional</a>, <a href="https://publications.waset.org/abstracts/search?q=mixed%20modulus%20of%20smoothness" title=" mixed modulus of smoothness"> mixed modulus of smoothness</a> </p> <a href="https://publications.waset.org/abstracts/79181/bivariate-generalization-of-q-a-bernstein-polynomials" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/79181.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">379</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1864</span> Copula Autoregressive Methodology for Simulation of Solar Irradiance and Air Temperature Time Series for Solar Energy Forecasting </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Andres%20F.%20Ramirez">Andres F. Ramirez</a>, <a href="https://publications.waset.org/abstracts/search?q=Carlos%20F.%20Valencia"> Carlos F. Valencia</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The increasing interest in renewable energies strategies application and the path for diminishing the use of carbon related energy sources have encouraged the development of novel strategies for integration of solar energy into the electricity network. A correct inclusion of the fluctuating energy output of a photovoltaic (PV) energy system into an electric grid requires improvements in the forecasting and simulation methodologies for solar energy potential, and the understanding not only of the mean value of the series but the associated underlying stochastic process. We present a methodology for synthetic generation of solar irradiance (shortwave flux) and air temperature bivariate time series based on copula functions to represent the cross-dependence and temporal structure of the data. We explore the advantages of using this nonlinear time series method over traditional approaches that use a transformation of the data to normal distributions as an intermediate step. The use of copulas gives flexibility to represent the serial variability of the real data on the simulation and allows having more control on the desired properties of the data. We use discrete zero mass density distributions to assess the nature of solar irradiance, alongside vector generalized linear models for the bivariate time series time dependent distributions. We found that the copula autoregressive methodology used, including the zero mass characteristics of the solar irradiance time series, generates a significant improvement over state of the art strategies. These results will help to better understand the fluctuating nature of solar energy forecasting, the underlying stochastic process, and quantify the potential of a photovoltaic (PV) energy generating system integration into a country electricity network. Experimental analysis and real data application substantiate the usage and convenience of the proposed methodology to forecast solar irradiance time series and solar energy across northern hemisphere, southern hemisphere, and equatorial zones. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=copula%20autoregressive" title="copula autoregressive">copula autoregressive</a>, <a href="https://publications.waset.org/abstracts/search?q=solar%20irradiance%20forecasting" title=" solar irradiance forecasting"> solar irradiance forecasting</a>, <a href="https://publications.waset.org/abstracts/search?q=solar%20energy%20forecasting" title=" solar energy forecasting"> solar energy forecasting</a>, <a href="https://publications.waset.org/abstracts/search?q=time%20series%20generation" title=" time series generation"> time series generation</a> </p> <a href="https://publications.waset.org/abstracts/115914/copula-autoregressive-methodology-for-simulation-of-solar-irradiance-and-air-temperature-time-series-for-solar-energy-forecasting" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/115914.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">323</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1863</span> Regression for Doubly Inflated Multivariate Poisson Distributions</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ishapathik%20Das">Ishapathik Das</a>, <a href="https://publications.waset.org/abstracts/search?q=Sumen%20Sen"> Sumen Sen</a>, <a href="https://publications.waset.org/abstracts/search?q=N.%20Rao%20Chaganty"> N. Rao Chaganty</a>, <a href="https://publications.waset.org/abstracts/search?q=Pooja%20Sengupta"> Pooja Sengupta</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Dependent multivariate count data occur in several research studies. These data can be modeled by a multivariate Poisson or Negative binomial distribution constructed using copulas. However, when some of the counts are inflated, that is, the number of observations in some cells are much larger than other cells, then the copula based multivariate Poisson (or Negative binomial) distribution may not fit well and it is not an appropriate statistical model for the data. There is a need to modify or adjust the multivariate distribution to account for the inflated frequencies. In this article, we consider the situation where the frequencies of two cells are higher compared to the other cells, and develop a doubly inflated multivariate Poisson distribution function using multivariate Gaussian copula. We also discuss procedures for regression on covariates for the doubly inflated multivariate count data. For illustrating the proposed methodologies, we present a real data containing bivariate count observations with inflations in two cells. Several models and linear predictors with log link functions are considered, and we discuss maximum likelihood estimation to estimate unknown parameters of the models. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=copula" title="copula">copula</a>, <a href="https://publications.waset.org/abstracts/search?q=Gaussian%20copula" title=" Gaussian copula"> Gaussian copula</a>, <a href="https://publications.waset.org/abstracts/search?q=multivariate%20distributions" title=" multivariate distributions"> multivariate distributions</a>, <a href="https://publications.waset.org/abstracts/search?q=inflated%20distributios" title=" inflated distributios"> inflated distributios</a> </p> <a href="https://publications.waset.org/abstracts/105114/regression-for-doubly-inflated-multivariate-poisson-distributions" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/105114.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">156</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1862</span> A Bayesian Model with Improved Prior in Extreme Value Problems</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Eva%20L.%20Sanju%C3%A1n">Eva L. Sanjuán</a>, <a href="https://publications.waset.org/abstracts/search?q=Jacinto%20Mart%C3%ADn"> Jacinto Martín</a>, <a href="https://publications.waset.org/abstracts/search?q=M.%20Isabel%20Parra"> M. Isabel Parra</a>, <a href="https://publications.waset.org/abstracts/search?q=Mario%20M.%20Pizarro"> Mario M. Pizarro</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In Extreme Value Theory, inference estimation for the parameters of the distribution is made employing a small part of the observation values. When block maxima values are taken, many data are discarded. We developed a new Bayesian inference model to seize all the information provided by the data, introducing informative priors and using the relations between baseline and limit parameters. Firstly, we studied the accuracy of the new model for three baseline distributions that lead to a Gumbel extreme distribution: Exponential, Normal and Gumbel. Secondly, we considered mixtures of Normal variables, to simulate practical situations when data do not adjust to pure distributions, because of perturbations (noise). <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=bayesian%20inference" title="bayesian inference">bayesian inference</a>, <a href="https://publications.waset.org/abstracts/search?q=extreme%20value%20theory" title=" extreme value theory"> extreme value theory</a>, <a href="https://publications.waset.org/abstracts/search?q=Gumbel%20distribution" title=" Gumbel distribution"> Gumbel distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=highly%20informative%20prior" title=" highly informative prior"> highly informative prior</a> </p> <a href="https://publications.waset.org/abstracts/141776/a-bayesian-model-with-improved-prior-in-extreme-value-problems" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/141776.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">198</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1861</span> Transformations between Bivariate Polynomial Bases</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Dimitris%20Varsamis">Dimitris Varsamis</a>, <a href="https://publications.waset.org/abstracts/search?q=Nicholas%20Karampetakis"> Nicholas Karampetakis</a> </p> <p class="card-text"><strong>Abstract:</strong></p> It is well known that any interpolating polynomial P(x,y) on the vector space Pn,m of two-variable polynomials with degree less than n in terms of x and less than m in terms of y has various representations that depends on the basis of Pn,m that we select i.e. monomial, Newton and Lagrange basis etc. The aim of this paper is twofold: a) to present transformations between the coordinates of the polynomial P(x,y) in the aforementioned basis and b) to present transformations between these bases. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=bivariate%20interpolation%20polynomial" title="bivariate interpolation polynomial">bivariate interpolation polynomial</a>, <a href="https://publications.waset.org/abstracts/search?q=polynomial%20basis" title=" polynomial basis"> polynomial basis</a>, <a href="https://publications.waset.org/abstracts/search?q=transformations" title=" transformations"> transformations</a>, <a href="https://publications.waset.org/abstracts/search?q=interpolating%20polynomial" title=" interpolating polynomial"> interpolating polynomial</a> </p> <a href="https://publications.waset.org/abstracts/14542/transformations-between-bivariate-polynomial-bases" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/14542.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">405</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1860</span> Polynomially Adjusted Bivariate Density Estimates Based on the Saddlepoint Approximation</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=S.%20B.%20Provost">S. B. Provost</a>, <a href="https://publications.waset.org/abstracts/search?q=Susan%20Sheng"> Susan Sheng</a> </p> <p class="card-text"><strong>Abstract:</strong></p> An alternative bivariate density estimation methodology is introduced in this presentation. The proposed approach involves estimating the density function associated with the marginal distribution of each of the two variables by means of the saddlepoint approximation technique and applying a bivariate polynomial adjustment to the product of these density estimates. Since the saddlepoint approximation is utilized in the context of density estimation, such estimates are determined from empirical cumulant-generating functions. In the univariate case, the saddlepoint density estimate is itself adjusted by a polynomial. Given a set of observations, the coefficients of the polynomial adjustments are obtained from the sample moments. Several illustrative applications of the proposed methodology shall be presented. Since this approach relies essentially on a determinate number of sample moments, it is particularly well suited for modeling massive data sets. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=density%20estimation" title="density estimation">density estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=empirical%20cumulant-generating%20function" title=" empirical cumulant-generating function"> empirical cumulant-generating function</a>, <a href="https://publications.waset.org/abstracts/search?q=moments" title=" moments"> moments</a>, <a href="https://publications.waset.org/abstracts/search?q=saddlepoint%20approximation" title=" saddlepoint approximation"> saddlepoint approximation</a> </p> <a href="https://publications.waset.org/abstracts/72664/polynomially-adjusted-bivariate-density-estimates-based-on-the-saddlepoint-approximation" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/72664.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">280</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1859</span> Reduction of Dynamic Influences in Composite Rubber-Concrete Block Designed to Walls Construction </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Maciej%20Major">Maciej Major</a>, <a href="https://publications.waset.org/abstracts/search?q=Izabela%20Major"> Izabela Major</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The aim of this paper is a numerical analysis of three-layered block design to walls construction subjected to the dynamic load. The block consists of the layers: concrete with rubber pads in shape of crosses, space filled with air and concrete with I-shape rubber pads. The main purpose of rubber inserts embedded during the production process is additional protection against the transversal dynamic load. For the analysis, as rubber, the Zahorski hyperelastic incompressible material model was assumed. A concentrated force as dynamic load applied to the external block surface was investigated. The results for the considered block observed as the stress distribution plot were compared to the results obtained for the solid concrete block. In order to estimate the percentage damping of proposed composite, rubber-concrete block in relation to the solid block the numerical analysis with the use of finite element method based on ADINA software was performed. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=dynamics" title="dynamics">dynamics</a>, <a href="https://publications.waset.org/abstracts/search?q=composite" title=" composite"> composite</a>, <a href="https://publications.waset.org/abstracts/search?q=rubber" title=" rubber"> rubber</a>, <a href="https://publications.waset.org/abstracts/search?q=Zahorski" title=" Zahorski"> Zahorski</a> </p> <a href="https://publications.waset.org/abstracts/81851/reduction-of-dynamic-influences-in-composite-rubber-concrete-block-designed-to-walls-construction" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/81851.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">241</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1858</span> Generation of Photo-Mosaic Images through Block Matching and Color Adjustment</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Hae-Yeoun%20Lee">Hae-Yeoun Lee</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Mosaic refers to a technique that makes image by gathering lots of small materials in various colours. This paper presents an automatic algorithm that makes the photomosaic image using photos. The algorithm is composed of four steps: Partition and feature extraction, block matching, redundancy removal and colour adjustment. The input image is partitioned in the small block to extract feature. Each block is matched to find similar photo in database by comparing similarity with Euclidean difference between blocks. The intensity of the block is adjusted to enhance the similarity of image by replacing the value of light and darkness with that of relevant block. Further, the quality of image is improved by minimizing the redundancy of tiles in the adjacent blocks. Experimental results support that the proposed algorithm is excellent in quantitative analysis and qualitative analysis. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=photomosaic" title="photomosaic">photomosaic</a>, <a href="https://publications.waset.org/abstracts/search?q=Euclidean%20distance" title=" Euclidean distance"> Euclidean distance</a>, <a href="https://publications.waset.org/abstracts/search?q=block%20matching" title=" block matching"> block matching</a>, <a href="https://publications.waset.org/abstracts/search?q=intensity%20adjustment" title=" intensity adjustment"> intensity adjustment</a> </p> <a href="https://publications.waset.org/abstracts/7022/generation-of-photo-mosaic-images-through-block-matching-and-color-adjustment" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/7022.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">278</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1857</span> A Proposed Mechanism for Skewing Symmetric Distributions</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=M.%20T.%20Alodat">M. T. Alodat</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we propose a mechanism for skewing any symmetric distribution. The new distribution is called the deflation-inflation distribution (DID). We discuss some statistical properties of the DID such moments, stochastic representation, log-concavity. Also we fit the distribution to real data and we compare it to normal distribution and Azzlaini's skew normal distribution. Numerical results show that the DID fits the the tree ring data better than the other two distributions. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=normal%20distribution" title="normal distribution">normal distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=moments" title=" moments"> moments</a>, <a href="https://publications.waset.org/abstracts/search?q=Fisher%20information" title=" Fisher information"> Fisher information</a>, <a href="https://publications.waset.org/abstracts/search?q=symmetric%20distributions" title=" symmetric distributions"> symmetric distributions</a> </p> <a href="https://publications.waset.org/abstracts/28593/a-proposed-mechanism-for-skewing-symmetric-distributions" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/28593.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">657</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1856</span> The Study on Blast Effect of Polymer Gel by Trazul Lead Block Test and Concrete Block Test</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Young-Hun%20Ko">Young-Hun Ko</a>, <a href="https://publications.waset.org/abstracts/search?q=Seung-Jun%20Kim"> Seung-Jun Kim</a>, <a href="https://publications.waset.org/abstracts/search?q=Khaqan%20Baluch"> Khaqan Baluch</a>, <a href="https://publications.waset.org/abstracts/search?q=Hyung-%20Sik%20Yang"> Hyung- Sik Yang</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this study, the polymer gel was used as coupling material in a blasting hole and its comparison was made with other coupling materials like sand, water, and air. Trazul lead block test and AUTODYN numerical analysis were conducted to analyze the effects of the coupling materials on the intensity of the explosion, as well as the verification tests were conducted by using concrete block test. The emulsion explosives were used in decoupling conditions, sand, water, and polymer gel were used as the coupling materials. The lead block test and the numerical analysis showed that the expansion of the blast hole in the lead block was similar to that of the water and gelatin and followed by sand and air conditions. The validation of concrete block test result showed the similar result as Trazul lead block test and the explosion strength was measured at 0.8 for polymer gel, 0.7 for sand, and 0.6 for no coupling material, in comparison to the full charge (1.0) case. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Trazul%20lead%20block%20test" title="Trazul lead block test">Trazul lead block test</a>, <a href="https://publications.waset.org/abstracts/search?q=AUTODYN%20numerical%20analysis" title=" AUTODYN numerical analysis"> AUTODYN numerical analysis</a>, <a href="https://publications.waset.org/abstracts/search?q=coupling%20material" title=" coupling material"> coupling material</a>, <a href="https://publications.waset.org/abstracts/search?q=polymer%20gel" title=" polymer gel"> polymer gel</a>, <a href="https://publications.waset.org/abstracts/search?q=soil%20covering%20concrete%20block%20explosion%20test" title=" soil covering concrete block explosion test "> soil covering concrete block explosion test </a> </p> <a href="https://publications.waset.org/abstracts/89043/the-study-on-blast-effect-of-polymer-gel-by-trazul-lead-block-test-and-concrete-block-test" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/89043.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">300</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1855</span> Beyond Classic Program Evaluation and Review Technique: A Generalized Model for Subjective Distributions with Flexible Variance</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Byung%20Cheol%20Kim">Byung Cheol Kim</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The Program Evaluation and Review Technique (PERT) is widely used for project management, but it struggles with subjective distributions, particularly due to its assumptions of constant variance and light tails. To overcome these limitations, we propose the Generalized PERT (G-PERT) model, which enhances PERT by incorporating variability in three-point subjective estimates. Our methodology extends the original PERT model to cover the full range of unimodal beta distributions, enabling the model to handle thick-tailed distributions and offering formulas for computing mean and variance. This maintains the simplicity of PERT while providing a more accurate depiction of uncertainty. Our empirical analysis demonstrates that the G-PERT model significantly improves performance, particularly when dealing with heavy-tail subjective distributions. In comparative assessments with alternative models such as triangular and lognormal distributions, G-PERT shows superior accuracy and flexibility. These results suggest that G-PERT offers a more robust solution for project estimation while still retaining the user-friendliness of the classic PERT approach. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=PERT" title="PERT">PERT</a>, <a href="https://publications.waset.org/abstracts/search?q=subjective%20distribution" title=" subjective distribution"> subjective distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=project%20management" title=" project management"> project management</a>, <a href="https://publications.waset.org/abstracts/search?q=flexible%20variance" title=" flexible variance"> flexible variance</a> </p> <a href="https://publications.waset.org/abstracts/192135/beyond-classic-program-evaluation-and-review-technique-a-generalized-model-for-subjective-distributions-with-flexible-variance" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/192135.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">18</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1854</span> The Development of a New Block Method for Solving Stiff ODEs</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Khairil%20I.%20Othman">Khairil I. Othman</a>, <a href="https://publications.waset.org/abstracts/search?q=Mahfuzah%20Mahayaddin"> Mahfuzah Mahayaddin</a>, <a href="https://publications.waset.org/abstracts/search?q=Zarina%20Bibi%20Ibrahim"> Zarina Bibi Ibrahim</a> </p> <p class="card-text"><strong>Abstract:</strong></p> We develop and demonstrate a computationally efficient numerical technique to solve first order stiff differential equations. This technique is based on block method whereby three approximate points are calculated. The Cholistani of varied step sizes are presented in divided difference form. Stability regions of the formulae are briefly discussed in this paper. Numerical results show that this block method perform very well compared to existing methods. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=block%20method" title="block method">block method</a>, <a href="https://publications.waset.org/abstracts/search?q=divided%20difference" title=" divided difference"> divided difference</a>, <a href="https://publications.waset.org/abstracts/search?q=stiff" title=" stiff"> stiff</a>, <a href="https://publications.waset.org/abstracts/search?q=computational" title=" computational"> computational</a> </p> <a href="https://publications.waset.org/abstracts/4999/the-development-of-a-new-block-method-for-solving-stiff-odes" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/4999.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">428</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1853</span> Modification of Newton Method in Two Points Block Differentiation Formula</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Khairil%20Iskandar%20Othman">Khairil Iskandar Othman</a>, <a href="https://publications.waset.org/abstracts/search?q=Nadhirah%20Kamal"> Nadhirah Kamal</a>, <a href="https://publications.waset.org/abstracts/search?q=Zarina%20Bibi%20Ibrahim"> Zarina Bibi Ibrahim</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Block methods for solving stiff systems of ordinary differential equations (ODEs) are based on backward differential formulas (BDF) with PE(CE)2 and Newton method. In this paper, we introduce Modified Newton as a new strategy to get more efficient result. The derivation of BBDF using modified block Newton method is presented. This new block method with predictor-corrector gives more accurate result when compared to the existing BBDF. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=modified%20Newton" title="modified Newton">modified Newton</a>, <a href="https://publications.waset.org/abstracts/search?q=stiff" title=" stiff"> stiff</a>, <a href="https://publications.waset.org/abstracts/search?q=BBDF" title=" BBDF"> BBDF</a>, <a href="https://publications.waset.org/abstracts/search?q=Jacobian%20matrix" title=" Jacobian matrix"> Jacobian matrix</a> </p> <a href="https://publications.waset.org/abstracts/54758/modification-of-newton-method-in-two-points-block-differentiation-formula" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/54758.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">378</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1852</span> On a Continuous Formulation of Block Method for Solving First Order Ordinary Differential Equations (ODEs)</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=A.%20M.%20Sagir">A. M. Sagir</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The aim of this paper is to investigate the performance of the developed linear multistep block method for solving first order initial value problem of Ordinary Differential Equations (ODEs). The method calculates the numerical solution at three points simultaneously and produces three new equally spaced solution values within a block. The continuous formulations enable us to differentiate and evaluate at some selected points to obtain three discrete schemes, which were used in block form for parallel or sequential solutions of the problems. A stability analysis and efficiency of the block method are tested on ordinary differential equations involving practical applications, and the results obtained compared favorably with the exact solution. Furthermore, comparison of error analysis has been developed with the help of computer software. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=block%20method" title="block method">block method</a>, <a href="https://publications.waset.org/abstracts/search?q=first%20order%20ordinary%20differential%20equations" title=" first order ordinary differential equations"> first order ordinary differential equations</a>, <a href="https://publications.waset.org/abstracts/search?q=linear%20multistep" title=" linear multistep"> linear multistep</a>, <a href="https://publications.waset.org/abstracts/search?q=self-starting" title=" self-starting"> self-starting</a> </p> <a href="https://publications.waset.org/abstracts/3622/on-a-continuous-formulation-of-block-method-for-solving-first-order-ordinary-differential-equations-odes" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/3622.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">306</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1851</span> On Block Vandermonde Matrix Constructed from Matrix Polynomial Solvents</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Malika%20Yaici">Malika Yaici</a>, <a href="https://publications.waset.org/abstracts/search?q=Kamel%20Hariche"> Kamel Hariche</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In control engineering, systems described by matrix fractions are studied through properties of block roots, also called solvents. These solvents are usually dealt with in a block Vandermonde matrix form. Inverses and determinants of Vandermonde matrices and block Vandermonde matrices are used in solving problems of numerical analysis in many domains but require costly computations. Even though Vandermonde matrices are well known and method to compute inverse and determinants are many and, generally, based on interpolation techniques, methods to compute the inverse and determinant of a block Vandermonde matrix have not been well studied. In this paper, some properties of these matrices and iterative algorithms to compute the determinant and the inverse of a block Vandermonde matrix are given. These methods are deducted from the partitioned matrix inversion and determinant computing methods. Due to their great size, parallelization may be a solution to reduce the computations cost, so a parallelization of these algorithms is proposed and validated by a comparison using algorithmic complexity. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=block%20vandermonde%20matrix" title="block vandermonde matrix">block vandermonde matrix</a>, <a href="https://publications.waset.org/abstracts/search?q=solvents" title=" solvents"> solvents</a>, <a href="https://publications.waset.org/abstracts/search?q=matrix%20polynomial" title=" matrix polynomial"> matrix polynomial</a>, <a href="https://publications.waset.org/abstracts/search?q=matrix%20inverse" title=" matrix inverse"> matrix inverse</a>, <a href="https://publications.waset.org/abstracts/search?q=matrix%20determinant" title=" matrix determinant"> matrix determinant</a>, <a href="https://publications.waset.org/abstracts/search?q=parallelization" title=" parallelization"> parallelization</a> </p> <a href="https://publications.waset.org/abstracts/89115/on-block-vandermonde-matrix-constructed-from-matrix-polynomial-solvents" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/89115.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">239</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1850</span> Copula Markov Switching Multifractal Models for Forecasting Value-at-Risk </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Giriraj%20Achari">Giriraj Achari</a>, <a href="https://publications.waset.org/abstracts/search?q=Malay%20Bhattacharyya"> Malay Bhattacharyya</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Copula" title="Copula">Copula</a>, <a href="https://publications.waset.org/abstracts/search?q=Markov%20Switching" title=" Markov Switching"> Markov Switching</a>, <a href="https://publications.waset.org/abstracts/search?q=multifractal" title=" multifractal"> multifractal</a>, <a href="https://publications.waset.org/abstracts/search?q=value-at-risk" title=" value-at-risk"> value-at-risk</a> </p> <a href="https://publications.waset.org/abstracts/115727/copula-markov-switching-multifractal-models-for-forecasting-value-at-risk" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/115727.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">164</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1849</span> X̄ and S Control Charts based on Weighted Standard Deviation Method</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Derya%20Karag%C3%B6z">Derya Karagöz</a> </p> <p class="card-text"><strong>Abstract:</strong></p> A Shewhart chart based on normality assumption is not appropriate for skewed distributions since its Type-I error rate is inflated. This study presents X̄ and S control charts for monitoring the process variability for skewed distributions. We propose Weighted Standard Deviation (WSD) X̄ and S control charts. Standard deviation estimator is applied to monitor the process variability for estimating the process standard deviation, in the case of the W SD X̄ and S control charts as this estimator is simple and easy to compute. Unlike the Shewhart control chart, the proposed charts provide asymmetric limits in accordance with the direction and degree of skewness to construct the upper and lower limits. The performances of the proposed charts are compared with other heuristic charts for skewed distributions by using Simulation study. The Simulation studies show that the proposed control charts have good properties for skewed distributions and large sample sizes. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=weighted%20standard%20deviation" title="weighted standard deviation">weighted standard deviation</a>, <a href="https://publications.waset.org/abstracts/search?q=MAD" title=" MAD"> MAD</a>, <a href="https://publications.waset.org/abstracts/search?q=skewed%20distributions" title=" skewed distributions"> skewed distributions</a>, <a href="https://publications.waset.org/abstracts/search?q=S%20control%20charts" title=" S control charts"> S control charts</a> </p> <a href="https://publications.waset.org/abstracts/45730/x-and-s-control-charts-based-on-weighted-standard-deviation-method" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/45730.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">399</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1848</span> Implementation of Complete Management Practices in Managing the Cocoa Pod Borer</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=B.%20Saripah">B. Saripah</a>, <a href="https://publications.waset.org/abstracts/search?q=A.%20Alias"> A. Alias </a> </p> <p class="card-text"><strong>Abstract:</strong></p> Cocoa Theobroma cacao (Linnaeus) (Malvales: Sterculiaceae) is subjected to be infested by various numbers of insect pests, and Conopomorpha cramerella Snellen (Lepidoptera: Gracillariidae) is the most serious pest of cocoa in Malaysia. The pest was indigenous to the South East Asia. Several control measures have been implemented and the chemicals have been a major approach if not unilateral, in the management of CPB. Despite extensive use of insecticides, CPB continues to cause an unacceptable level of damage; thus, the combination of several control approaches should be sought. The study was commenced for 12 months at three blocks; Block 18C with complete management practices which include insecticide application, pruning, fertilization and frequent harvesting, Block 17C was treated with frequent harvesting at intervals of 7-8 days, and Block 19C was served as control block. The results showed that the mean numbers of CPB eggs were recorded higher in Block 17C compared with Block 18C in all sampling occasions. Block 18C shows the lowest mean number of CPB eggs in both sampling plots, outside and core plots and it was found significantly different (p ≤ 0. 05) compared to the other blocks. The mean number of CPB eggs was fluctuated throughout sampling occasions, the lowest mean number of eggs was recorded in January (17C) and November (18C), while the highest was recorded in April (17C) and December 2012 (18C). Frequent spraying with insecticides at the adjacent block (18C) helps in reducing CPB eggs in the control block (Block 19C), although there was no spraying was implemented Block 19C. In summary, the combination of complete management practices at Block 18C seems to have some effect on the CPB population at Blocks 17 and 19C because all blocks are adjacent to each other. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=cocoa" title="cocoa">cocoa</a>, <a href="https://publications.waset.org/abstracts/search?q=theobroma%20cacao" title=" theobroma cacao"> theobroma cacao</a>, <a href="https://publications.waset.org/abstracts/search?q=cocoa%20pod%20borer" title=" cocoa pod borer"> cocoa pod borer</a>, <a href="https://publications.waset.org/abstracts/search?q=conopomorpha%20cramerella" title=" conopomorpha cramerella"> conopomorpha cramerella</a> </p> <a href="https://publications.waset.org/abstracts/29722/implementation-of-complete-management-practices-in-managing-the-cocoa-pod-borer" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/29722.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">445</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1847</span> Failure Inference and Optimization for Step Stress Model Based on Bivariate Wiener Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Soudabeh%20Shemehsavar">Soudabeh Shemehsavar </a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we consider the situation under a life test, in which the failure time of the test units are not related deterministically to an observable stochastic time varying covariate. In such a case, the joint distribution of failure time and a marker value would be useful for modeling the step stress life test. The problem of accelerating such an experiment is considered as the main aim of this paper. We present a step stress accelerated model based on a bivariate Wiener process with one component as the latent (unobservable) degradation process, which determines the failure times and the other as a marker process, the degradation values of which are recorded at times of failure. Parametric inference based on the proposed model is discussed and the optimization procedure for obtaining the optimal time for changing the stress level is presented. The optimization criterion is to minimize the approximate variance of the maximum likelihood estimator of a percentile of the products’ lifetime distribution. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=bivariate%20normal" title="bivariate normal">bivariate normal</a>, <a href="https://publications.waset.org/abstracts/search?q=Fisher%20information%20matrix" title=" Fisher information matrix"> Fisher information matrix</a>, <a href="https://publications.waset.org/abstracts/search?q=inverse%20Gaussian%20distribution" title=" inverse Gaussian distribution"> inverse Gaussian distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=Wiener%20process" title=" Wiener process"> Wiener process</a> </p> <a href="https://publications.waset.org/abstracts/4424/failure-inference-and-optimization-for-step-stress-model-based-on-bivariate-wiener-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/4424.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">317</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1846</span> Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=A.%20M.%20Sagir">A. M. Sagir</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Discrete linear multistep block method of uniform order for the solution of first order Initial Value Problems (IVPs) in Ordinary Differential Equations (ODEs) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=block%20method" title="block method">block method</a>, <a href="https://publications.waset.org/abstracts/search?q=first%20order%20ordinary%20differential%20equations" title=" first order ordinary differential equations"> first order ordinary differential equations</a>, <a href="https://publications.waset.org/abstracts/search?q=hybrid" title=" hybrid"> hybrid</a>, <a href="https://publications.waset.org/abstracts/search?q=self-starting" title=" self-starting "> self-starting </a> </p> <a href="https://publications.waset.org/abstracts/3426/numerical-treatment-of-block-method-for-the-solution-of-ordinary-differential-equations" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/3426.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">482</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1845</span> Research on Residential Block Fabric: A Case Study of Hangzhou West Area</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Wang%20Ye">Wang Ye</a>, <a href="https://publications.waset.org/abstracts/search?q=Wei%20Wei"> Wei Wei</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Residential block construction of big cities in China began in the 1950s, and four models had far-reaching influence on modern residential block in its development process, including unit compound and residential district in 1950s to 1980s, and gated community and open community in 1990s to now. Based on analysis of the four models’ fabric, the article takes residential blocks in Hangzhou west area as an example and carries on the studies from urban structure level and block special level, mainly including urban road network, land use, community function, road organization, public space and building fabric. At last, the article puts forward semi-open sub-community strategy to improve the current fabric. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Hangzhou%20west%20area" title="Hangzhou west area">Hangzhou west area</a>, <a href="https://publications.waset.org/abstracts/search?q=residential%20block%20model" title=" residential block model"> residential block model</a>, <a href="https://publications.waset.org/abstracts/search?q=residential%20block%20fabric" title=" residential block fabric"> residential block fabric</a>, <a href="https://publications.waset.org/abstracts/search?q=semi-open%20sub-community%20strategy" title=" semi-open sub-community strategy"> semi-open sub-community strategy</a> </p> <a href="https://publications.waset.org/abstracts/3762/research-on-residential-block-fabric-a-case-study-of-hangzhou-west-area" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/3762.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">417</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1844</span> Characterization of Probability Distributions through Conditional Expectation of Pair of Generalized Order Statistics</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Zubdahe%20Noor">Zubdahe Noor</a>, <a href="https://publications.waset.org/abstracts/search?q=Haseeb%20Athar"> Haseeb Athar</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this article, first a relation for conditional expectation is developed and then is used to characterize a general class of distributions F(x) = 1-e^(-ah(x)) through conditional expectation of difference of pair of generalized order statistics. Some results are reduced for particular cases. In the end, a list of distributions is presented in the form of table that are compatible with the given general class. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=generalized%20order%20statistics" title="generalized order statistics">generalized order statistics</a>, <a href="https://publications.waset.org/abstracts/search?q=order%20statistics" title=" order statistics"> order statistics</a>, <a href="https://publications.waset.org/abstracts/search?q=record%20values" title=" record values"> record values</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20expectation" title=" conditional expectation"> conditional expectation</a>, <a href="https://publications.waset.org/abstracts/search?q=characterization" title=" characterization"> characterization</a> </p> <a href="https://publications.waset.org/abstracts/22898/characterization-of-probability-distributions-through-conditional-expectation-of-pair-of-generalized-order-statistics" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/22898.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">460</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1843</span> Constructing the Joint Mean-Variance Regions for Univariate and Bivariate Normal Distributions: Approach Based on the Measure of Cumulative Distribution Functions</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Valerii%20Dashuk">Valerii Dashuk</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The usage of the confidence intervals in economics and econometrics is widespread. To be able to investigate a random variable more thoroughly, joint tests are applied. One of such examples is joint mean-variance test. A new approach for testing such hypotheses and constructing confidence sets is introduced. Exploring both the value of the random variable and its deviation with the help of this technique allows checking simultaneously the shift and the probability of that shift (i.e., portfolio risks). Another application is based on the normal distribution, which is fully defined by mean and variance, therefore could be tested using the introduced approach. This method is based on the difference of probability density functions. The starting point is two sets of normal distribution parameters that should be compared (whether they may be considered as identical with given significance level). Then the absolute difference in probabilities at each 'point' of the domain of these distributions is calculated. This measure is transformed to a function of cumulative distribution functions and compared to the critical values. Critical values table was designed from the simulations. The approach was compared with the other techniques for the univariate case. It differs qualitatively and quantitatively in easiness of implementation, computation speed, accuracy of the critical region (theoretical vs. real significance level). Stable results when working with outliers and non-normal distributions, as well as scaling possibilities, are also strong sides of the method. The main advantage of this approach is the possibility to extend it to infinite-dimension case, which was not possible in the most of the previous works. At the moment expansion to 2-dimensional state is done and it allows to test jointly up to 5 parameters. Therefore the derived technique is equivalent to classic tests in standard situations but gives more efficient alternatives in nonstandard problems and on big amounts of data. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=confidence%20set" title="confidence set">confidence set</a>, <a href="https://publications.waset.org/abstracts/search?q=cumulative%20distribution%20function" title=" cumulative distribution function"> cumulative distribution function</a>, <a href="https://publications.waset.org/abstracts/search?q=hypotheses%20testing" title=" hypotheses testing"> hypotheses testing</a>, <a href="https://publications.waset.org/abstracts/search?q=normal%20distribution" title=" normal distribution"> normal distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=probability%20density%20function" title=" probability density function "> probability density function </a> </p> <a 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