162 research outputs found

    On approximating copulas by finite mixtures

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    Copulas are now frequently used to approximate or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the variables while controlling the approximation properties of the marginal densities. Copula based multivariate models can often also be more parsimonious than fitting a flexible multivariate model, such as a mixture of normals model, directly to the data. However, to be effective, it is imperative that the family of copula models considered is sufficiently flexible. Although finite mixtures of copulas have been used to construct flexible families of copulas, their approximation properties are not well understood and we show that natural candidates such as mixtures of elliptical copulas and mixtures of Archimedean copulas cannot approximate a general copula arbitrarily well. Our article develops fundamental tools for approximating a general copula arbitrarily well by a mixture and proposes a family of finite mixtures that can do so. We illustrate empirically on a financial data set that our approach for estimating a copula can be much more parsimonious and results in a better fit than approximating the copula by a mixture of normal copulas.Comment: 26 pages and 1 figure and 2 table

    Mixed Marginal Copula Modeling

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    This article extends the literature on copulas with discrete or continuous marginals to the case where some of the marginals are a mixture of discrete and continuous components. We do so by carefully defining the likelihood as the density of the observations with respect to a mixed measure. The treatment is quite general, although we focus focus on mixtures of Gaussian and Archimedean copulas. The inference is Bayesian with the estimation carried out by Markov chain Monte Carlo. We illustrate the methodology and algorithms by applying them to estimate a multivariate income dynamics model.Comment: 46 pages, 8 tables and 4 figure

    Prediction of tool life by statistic method in end-milling operation

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    The aim of the this study is to develop the tool life prediction model for P20 tool steel with aid of statistical method, using coated carbide cutting tool under various cutting conditions. This prediction model was then compared with the results obtained experimentally. By using Response Surface Method (RSM) of experiment, first and second order models were developed with 95% confidence level. The tool life was developed in terms of cutting speed, feed rate, axial depth and radial depth, using RSM and design of experiment. In general, the results obtained from the mathematical model are in good agreement with that obtained from the experiment data’s. It was found that the feedrate, cutting speed, axial depth and radial depth played a major role in determining the tool life. On the other hand, the tool life increases with a reduction in cutting speed and feedrate. For end-milling of P20 tool steel, the optimum conditions that is required to maximize the coated carbide tool life are as follow: cutting speed of 140 m/s, federate of 0.1 mm/rev, axial depth of 1.5 mm and radial depth of 2 mm. Using these parameters, a tool life of 39.46 min was obtained

    Income-related health transfers principles and orderings of joint distributions of income and health

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    The objective of this article is to provide the analyst with the necessary tools that allow for a robust ordering of joint distributions of health and income. We contribute to the literature on the measurement and inference of socioeconomic health inequality in three distinct but complementary ways. First, we provide a formalization of the socioeconomic health inequality-specific ethical principle introduced by Erreygers et al. (2012). Second, we propose new graphical tools and dominance tests for the identification of robust orderings of joint distributions of income and health associated with this new ethical principle. Finally, based on both pro-poor and pro-extreme ranks ethical principles we address a very important aspect of dominance literature: the inference. To illustrate the empirical relevance of the proposed approach, we compare joint distributions of income and a health-related behavior in the United States in 1997 and 2014

    The performance of modified asphalt mixtures with different lengths of glass fiber

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    One practical option for modifying an asphalt mixture's performance is to use additives. This will help the mixture perform better against the damaging effects of traffic, loads, and climatic variations. In this regard, glass fiber (GF) has drawn much interest because of its positive effect. Therefore, this paper attempts to study the effect of glass fiber length and content on the performance and strength of asphalt mixtures. It also aims to determine the optimum glass fiber content and the best glass fiber length of modified asphalt mixtures. An experimental program is carried out, which includes the Marshall test, volumetric properties, freeze-thaw splitting test, immersion Marshall test, and wheel tracking test to characterize related properties of glass fiber incorporated in asphalt mixtures. Seven different percentages (0, 0.25, 0.5, 0.75, 1, 1.25, and 1.5) of glass fiber by total weight of aggregates in three various lengths are used to design 19 asphalt mixtures. Based on the results obtained, the performance of the asphalt mixture was enhanced remarkably after adding glass fiber. The use of various lengths of glass fiber led to a better-quality asphalt mixture in terms of volumetric properties, moisture damage resistance, and permanent deformation resistance. Specifically, asphalt mixtures made with (0.5%) glass fiber illustrated the highest quality, and adding (20 mm) length of glass fiber was better than (10 mm and 30 mm) glass fiber lengths. The results also show that adding (10 mm and 30 mm) lengths of glass fiber can improve the resistance of asphalt mixtures to water damage and permanent deformation compared with the control mixture (M0). The findings indicate the applicability of 20 mm glass fiber length in asphalt mixtures to achieve better resistance against moisture and reduce the chance of irreparable permanent deformation under growing traffic loads and hot climate changes. Although the inclusion of glass fiber in asphalt mixtures led to a modest increase (6%) in overall cost, the effective improvement in performance and extension of the service life of the asphalt pavement constitute a convincing argument for this approach, making it an attractive option. Finally, it was concluded that a higher amount of glass fiber (i.e., > 0.5%) and a length greater than (20 mm) could diminish the positive effect of glass fiber to improve the properties of glass fiber asphalt mixtures

    Genomic landscape of hepatocellular carcinoma in Egyptian patients by whole exome sequencing

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    Background: Hepatocellular carcinoma (HCC) is the most common primary liver cancer. Chronic hepatitis and liver cirrhosis lead to accumulation of genetic alterations driving HCC pathogenesis. This study is designed to explore genomic landscape of HCC in Egyptian patients by whole exome sequencing. Methods: Whole exome sequencing using Ion Torrent was done on 13 HCC patients, who underwent surgical intervention (7 patients underwent living donor liver transplantation (LDLT) and 6 patients had surgical resection}. Results: Mutational signature was mostly S1, S5, S6, and S12 in HCC. Analysis of highly mutated genes in both HCC and Non-HCC revealed the presence of highly mutated genes in HCC (AHNAK2, MUC6, MUC16, TTN, ZNF17, FLG, MUC12, OBSCN, PDE4DIP, MUC5b, and HYDIN). Among the 26 significantly mutated HCC genes—identified across 10 genome sequencing studies—in addition to TCGA, APOB and RP1L1 showed the highest number of mutations in both HCC and Non-HCC tissues. Tier 1, Tier 2 variants in TCGA SMGs in HCC and Non-HCC (TP53, PIK3CA, CDKN2A, and BAP1). Cancer Genome Landscape analysis revealed Tier 1 and Tier 2 variants in HCC (MSH2) and in Non-HCC (KMT2D and ATM). For KEGG analysis, the significantly annotated clusters in HCC were Notch signaling, Wnt signaling, PI3K-AKT pathway, Hippo signaling, Apelin signaling, Hedgehog (Hh) signaling, and MAPK signaling, in addition to ECM-receptor interaction, focal adhesion, and calcium signaling. Tier 1 and Tier 2 variants KIT, KMT2D, NOTCH1, KMT2C, PIK3CA, KIT, SMARCA4, ATM, PTEN, MSH2, and PTCH1 were low frequency variants in both HCC and Non-HCC. Conclusion: Our results are in accordance with previous studies in HCC regarding highly mutated genes, TCGA and specifically enriched pathways in HCC. Analysis for clinical interpretation of variants revealed the presence of Tier 1 and Tier 2 variants that represent potential clinically actionable targets. The use of sequencing techniques to detect structural variants and novel techniques as single cell sequencing together with multiomics transcriptomics, metagenomics will integrate the molecular pathogenesis of HCC in Egyptian patients

    A novel four-wing chaotic system with multiple equilibriums: Dynamical analysis, multistability, circuit simulation and pseudo random number generator (PRNG) based on the voice encryption

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    Recently, there has been tremendous interest worldwide in the possibility of using chaos in communication systems. Many different chaos-based secure communication schemes have been proposed up until now. However, systems with strong chaoticity are more suitable for chaos-based secure communication. From the viewpoint of Lyapunov exponents, a chaotic system with a larger positive Lyapunov exponent is said to be more complex. This paper constructing a multistable chaotic system that can produce coexisting attractors is an attractive field of research due to its theoretical and practical usefulness. An innovative 3D dynamical system is presented in this research. It can display various coexisting attractors for the same values of parameters. The new system is more suitable for chaos-based applications than recently reported systems since it exhibits strong multistable chaotic behavior, as proved by its large positive Lyapunov exponent. Furthermore, the accuracy of the numerical calculation and the system's physical implementations are confirmed by analog circuit simulation. Finally, implementing the proposed voice encryption is done using a four-wing chaotic system based on the PRNG

    Hierarchical Optimization and Grid Scheduling Model for Energy Internet: A Genetic Algorithm-Based Layered Approach

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    The old economic and social growth model, characterized by centralized fossil energy consumption, is progressively shifting, and the third industrial revolution, represented by new energy and Internet technology, is gaining traction. Energy Internet, as a core technology of the third industrial revolution, aims to combine renewable energy and Internet technology to promote the large-scale use and sharing of distributed renewable energy as well as the integration of multiple complex network systems, such as electricity, transportation, and natural gas. This novel technology enables power networks to save energy. However, multienergy synchronization optimization poses a significant problem. As a solution, this study proposed an optimized approach based on the concept of layered control–collaborate optimization. The proposed method allows the distributed device to plan the heat, cold, gas, and electricity in the regional system in the most efficient way possible. Moreover, the proposed optimization model is simulated using a real-number genetic algorithm. It improved the optimal scheduling between different regions and the independence of distributed equipment with minimal cost. Furthermore, the inverse system and energy and cost saving rate of the proposed method are better than those of existing methods, which prove its effectiveness

    Telecardiology Application in Jordan: Its Impact on Diagnosis and Disease Management, Patients’ Quality of Life, and Time- and Cost-Savings

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    Objectives. To assess the impact of live interactive telecardiology on diagnosis and disease management, patients’ quality of life, and time- and cost-savings. Methods. All consecutive patients who attended or were referred to the teleclinics for suspected cardiac problems in two hospitals in remote areas of Jordan during the study period were included in the study. Patients were interviewed for relevant information and their quality of life was assessed during the first visit and 8 weeks after the last visit. Results. A total of 76 patients were included in this study. Final diagnosis and treatment plan were established as part of the telecardiology consultations in 71.1% and 77.3% of patients, respectively. Patients’ travel was avoided for 38 (50.0%) who were managed locally. The majority of patients perceived that the visit to the telecardiology clinic results in less travel time (96.1%), less waiting time (98.1%), and lower cost (100.0%). Telecardiology consultations resulted in an improvement in the quality of life after two months of the first visit. Conclusions. Telecardiology care in remote areas of Jordan would improve the access to health care, help to reach proper diagnosis and establish the treatment plan, and improve the quality of life

    Towards an end-to-end analysis and prediction system for weather, climate, and marine applications in the Red Sea

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    Author Posting. © American Meteorological Society, 2021. This article is posted here by permission of American Meteorological Society for personal use, not for redistribution. The definitive version was published in Bulletin of the American Meteorological Society 102(1), (2021): E99-E122, https://doi.org/10.1175/BAMS-D-19-0005.1.The Red Sea, home to the second-longest coral reef system in the world, is a vital resource for the Kingdom of Saudi Arabia. The Red Sea provides 90% of the Kingdom’s potable water by desalinization, supporting tourism, shipping, aquaculture, and fishing industries, which together contribute about 10%–20% of the country’s GDP. All these activities, and those elsewhere in the Red Sea region, critically depend on oceanic and atmospheric conditions. At a time of mega-development projects along the Red Sea coast, and global warming, authorities are working on optimizing the harnessing of environmental resources, including renewable energy and rainwater harvesting. All these require high-resolution weather and climate information. Toward this end, we have undertaken a multipronged research and development activity in which we are developing an integrated data-driven regional coupled modeling system. The telescopically nested components include 5-km- to 600-m-resolution atmospheric models to address weather and climate challenges, 4-km- to 50-m-resolution ocean models with regional and coastal configurations to simulate and predict the general and mesoscale circulation, 4-km- to 100-m-resolution ecosystem models to simulate the biogeochemistry, and 1-km- to 50-m-resolution wave models. In addition, a complementary probabilistic transport modeling system predicts dispersion of contaminant plumes, oil spill, and marine ecosystem connectivity. Advanced ensemble data assimilation capabilities have also been implemented for accurate forecasting. Resulting achievements include significant advancement in our understanding of the regional circulation and its connection to the global climate, development, and validation of long-term Red Sea regional atmospheric–oceanic–wave reanalyses and forecasting capacities. These products are being extensively used by academia, government, and industry in various weather and marine studies and operations, environmental policies, renewable energy applications, impact assessment, flood forecasting, and more.The development of the Red Sea modeling system is being supported by the Virtual Red Sea Initiative and the Competitive Research Grants (CRG) program from the Office of Sponsored Research at KAUST, Saudi Aramco Company through the Saudi ARAMCO Marine Environmental Center at KAUST, and by funds from KAEC, NEOM, and RSP through Beacon Development Company at KAUST
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