New approaches to regression in financial mathematics and life sciences by generalized additive models

This paper introduces into and improves the theoretical research done by the authors in the last two years in the applied area of GAMs (generalized additive models) which belong to the modern statistical learning, important in many areas of prediction, e.g., in financial mathematics and life sciences, e.g., computational biology and ecology. These models have the form ψ(x) = β0 + Σj=1^m fj(xj), where ψ are functions of the predictors, and they are fitted through local scoring algorithm using a scatterplot smoother as building blocks proposed by Hastie and Tibshirani (1987). Aerts, Claeskens and Wand (2002) studied penalized spline generalized additive models to derive some approximations. We present a mathematical modeling by splines based on a new clustering approach for the input data x, their density, and the variation of the output data y. We bounding (penalizing) second order terms (curvature) of the splines, we include a regularization of the inverse problem, contributing to a more robust approximation. In a first step, we present a refined modification and investigation of the backfitting algorithm previously applied to additive models. Then, by using the language of optimization theory, we initiate future research on solution methods with mathematical programming.Описываются теоретические результаты, полученные авторами за последние два года в прикладной области GAM (обобщенных аддитивных моделей), которые принадлежат к статистическому обучению и важны во многих случаях получения предсказаний, например, в финансовой математике или в науках о жизни (например, в вычислительной биологии и экологии). Эти модели имеют вид ψ(x) = β0 + Σj=1^m fj(xj) где ψ — предсказывающие функции. Они фильтруются алгоритмами локального выигрыша с использованием рассеянного сглаживания, предложенного Hastie и Tibshirani (1987 г.). Aerts, Claeskеns і Wand (2002 г.) использовали сплайновые обобщенные аддитивные модели со штрафом, чтобы получить некоторые аппроксимации. Мы предлагаем математическое моделирование со сплайнами, основанное на новом кластерном подходе к входным данным х, их плотности и вариации выходных данных у. Ограничивая (штрафом) члены второго порядка (кривизну) сплайнов, включаем регуляризацию обратных задач, получая более грубую аппроксимацию. На первом этапе представляем улучшенную модификацию и исследуем алгоритм обратных шагов, который ранее применялся к аддитивным модулям. Затем с использованием языка теории оптимизации инициируем будущие исследования методов решения с использованием математического программирования.Описано теоретичні результати, отримані авторами за останні два роки у прикладній області GAM (узагальнених адитивних моделей), що належать до статистичного навчання і важливі для багатьох випадків одержання прогнозу, наприклад, у фінансовій математиці або у науках про життя (наприклад, у обчислювальній біології та екології). Ці моделі мають вигляд ψ(x) = β0 + Σj=1^m fj(xj), де ψ — прогнозуючі функції. Вони фільтруються алгоритмами локального виграшу із використанням розсіяного згладжування, запропонованого Hastie і Tibshirani (1987 р.). Aerts, Claeskеns і Wand (2002 р.) використали сплайнові узагальнені адитивні моделі із штрафом, аби одержати деякі апроксимації. Ми пропонуємо математичне моделювання із сплайнами, яке базується на новому кластерному підході до вхідних даних х, їх густини та варіації вихідних даних у. Обмеживши (штрафом) члени другого порядку (кривизну) сплайнів, включаємо регуляризацію зворотних задач одержуючи більш грубу апроксимацію. На першому етапі пропонуємо покращену модифікацію і досліджуємо алгоритм зворотних кроків, який раніше застосовувався до адитивних модулей. Потім із використанням мови теорії оптимізації, ініціюємо майбутні дослідженя методів розв’язання із використанням математичного програмування

Rice Straw Geotextile As Ground Cover ForSoil Erosion Mitigation

Generally, the study aimed to mitigate soil erosion using rice straw geotextile as ground cover. Specifically, it attempted to: evaluate the effect of RSM and RSN as ground cover in mitigating soil erosion at varying slope gradients and different rainfall intensities, and; determine the relationship of slope gradient versus sediment concentration, sediment yield and quantity of soil loss at different levels of rainfall intensity. Results revealed that RSGT as ground cover greatly affected soil erosion. Under rainfall intensities of 75, 100 and 125 mm/hr, RSM had significantly lower soil loss as compared to RSN, CCN And NGC. However, RSN and CCN were comparable with each other but differ significantly with NGC.  Sediment concentration, sediment yield and soil erosion exhibited a nonlinear relationship with slope gradient. At any given level of rainfall intensity, the three indicators increased correspondingly as the slope was increased from 10 to 35o and then  declined when  the slope was further  increased from 35 to 60o. Sediment concentration best fitted (R2 = 0.977) in a quadratic model in the form of a second-degree polynomial equation: SC = 0.551 + 0.626S - 0.008S2 Likewise, observed sediment yield best fitted (R2 = 0.954) a second degree polynomial equation as expressed by a quadratic model: SY = 356.0 + 61.70S – 0.972S2 Moreover, the observed soil erosion was best modeled with R2 = 97.1% confidence by a second degree polynomial equation. The regression model is quadratic in form and is given by the equation: SE = 68.92 + 11.11S - 0.174S2. Keywords: rice straw, geotextile, ground cover, soil erosion, mitigation, rainfall simulatio

Exact Solution of Photon Equation in Stationary G\"{o}del-type and G\"{o}del Space-Times

In this work the photon equation (massless Duffin-Kemmer-Petiau equation) is written expilicitly for general type of stationary G\"{o}del space-times and is solved exactly for G\"{o}del-type and G\"{o}del space-times. Harmonic oscillator behaviour of the solutions is discussed and energy spectrum of photon is obtained.Comment: 9 pages,RevTeX, no figure, revised for publicatio

Razvoj i vrednovanje dvoslojnih tableta propranolol hidroklorida

The objective of the present research was to develop a bilayer tablet of propranolol hydrochloride using superdisintegrant sodium starch glycolate for the fast release layer and water immiscible polymers such as ethyl cellulose, Eudragit RLPO and Eudragit RSPO for the sustaining layer. In vitro dissolution studies were carried out in a USP 24 apparatus I. The formulations gave an initial burst effect to provide the loading dose of the drug followed by sustained release for 12 hrs from the sustaining layer of matrix embedded tablets. In vitro dissolution kinetics followed the Higuchi model via a non-Fickian diffusion controlled release mechanism after the initial burst release. FT-IR studies revealed that there was no interaction between the drug and polymers used in the study. Statistical analysis (ANOVA) showed no significant difference in the cumulative amount of drug release after 15 min, but significant difference (p 0.005) in the amount of drug released after 12 h from optimized formulations was observed.U radu je opisan razvoj dvoslojnih tableta propranolol hidroklorida, koristeći superdezintegrator škrob glikolat natrij u sloju za brzo oslobađanje i polimere koji se ne miješaju s vodom (etil celuloza, Eudragit RLPO i Eudragit RSPO) u sloju za usporeno oslobađanje. In vitro oslobađanje praćeno je u USP aparatu I te je uočeno početno naglo oslobađanje ljekovite tvari iza kojeg slijedi polagano oslobađanje tijekom 12 sati. In vitro kinetika oslobađanja prati Higouchijev model, dok mehanizam kontroliranog oslobađanja ne slijedi Fickov zakon poslije početnog naglog oslobađanja. FT-IR studije ukazuju da nema interakcije između ljekovite tvari i polimera upotrebljenih u oblikovanju. Statistička analiza (ANOVA) nije pokazala značajne razlike u kumulativnoj količini oslobođenog lijeka iz optimiranih formulacija poslije 15 minuta i polije 12 h

Use of 5G and mmWave radar for positioning, sensing, and line-of-sight detection in airport areas

acceptedVersionPeer reviewe

Al-Gazali skeletal dysplasia constitutes the lethal end of ADAMTSL2-related disorders

First published: 10 March 2023. OnlinePublLethal short-limb skeletal dysplasia Al-Gazali type (OMIM %601356) is an ultra-rare disorder previously reported in only three unrelated individuals. The genetic etiology for Al-Gazali skeletal dysplasia has up until now been unknown. Through international collaborative efforts involving seven clinical centers worldwide, a cohort of nine patients with clinical and radiographic features consistent with short-limb skeletal dysplasia Al-Gazali type was collected. The affected individuals presented with moderate intrauterine growth restriction, relative macrocephaly, hypertrichosis, large anterior fontanelle, short neck, short and stiff limbs with small hands and feet, severe brachydactyly, and generalized bone sclerosis with mild platyspondyly. Biallelic disease-causing variants in ADAMTSL2 were detected using massively parallel sequencing (MPS) and Sanger sequencing techniques. Six individuals were compound heterozygous and one individual was homozygous for pathogenic variants in ADAMTSL2. In one of the families pathogenic variants were detected in parental samples only. Overall, this study sheds light on the genetic cause of Al-Gazali skeletal dysplasia and identifies it as a semi-lethal part of the spectrum of ADAMTSL2-related disorders. Furthermore, we highlight the importance of meticulous analysis of the pseudogene region of ADAMTSL2 where disease-causing variants might be located.Dominyka Batkovskyte, Fiona McKenzie, Fulya Taylan, Pelin Ozlem Simsek-Kiper, Sarah M Nikkel, Hirofumi Ohashi, Roger E Stevenson, Thuong Ha, Denise P Cavalcanti, Hiroyuki Miyahara, Steven A Skinner, Miguel A Aguirre, Zühal Akçören, Gulen Eda Utine, Tillie Chiu, Kenji Shimizu, Anna Hammarsjö, Koray Boduroglu, Hannah W Moore, Raymond J Louie, Peer Arts, Allie N Merrihew, Milena Babic, Matilda R Jackson, Nikos Papadogiannakis, Anna Lindstrand, Ann Nordgren, Christopher P Barnett, Hamish S Scott, Andrei S Chagin, Gen Nishimura, and Giedre Grigelionien

Enhanced control of the ionization rate in radio-frequency plasmas with structured electrodes via tailored voltage waveforms

International audienceRadio-frequency capacitively coupled plasmas that incorporate structured electrodes enable increases in the electron density within spatially localized regions through the hollow cathode effect (HCE). This enables enhanced control over the spatial profile of the plasma density, which is useful for several applications including materials processing, lighting and spacecraft propulsion. However, asymmetries in the powered and grounded electrode areas inherent to the hollow cathode geometry lead to the formation of a time averaged dc self-bias voltage at the powered electrode. This bias alters the energy and flux of secondary electrons leaving the surface of the cathode and consequentially can moderate the increased localized ionization afforded by the hollow cathode discharge. In this work, two-dimensional fluid-kinetic simulations are used to demonstrate control of the dc self-bias voltage in a dual-frequency driven (13.56, 27.12 MHz), hollow cathode enhanced, capacitively coupled argon plasma over the 66.6--200 Pa (0.5--1.5 Torr) pressure range. By varying the phase offset of the 27.12 MHz voltage waveform, the dc self-bias voltage varies by 10%--15% over an applied peak-to-peak voltage range of 600--1000 V, with lower voltages showing higher modulation. Resulting ionization rates due to secondary electrons within the hollow cathode cavity vary by a factor of 3 at constant voltage amplitude, demonstrating the ability to control plasma properties relevant for maintaining and enhancing the HCE

Design, Performance and Calibration of the CMS Forward Calorimeter Wedges

We report on the test beam results and calibration methods using charged particles of the CMS Forward Calorimeter (HF). The HF calorimeter covers a large pseudorapidity region (3\l |\eta| \le 5), and is essential for large number of physics channels with missing transverse energy. It is also expected to play a prominent role in the measurement of forward tagging jets in weak boson fusion channels. The HF calorimeter is based on steel absorber with embedded fused-silica-core optical fibers where Cherenkov radiation forms the basis of signal generation. Thus, the detector is essentially sensitive only to the electromagnetic shower core and is highly non-compensating (e/h \approx 5). This feature is also manifest in narrow and relatively short showers compared to similar calorimeters based on ionization. The choice of fused-silica optical fibers as active material is dictated by its exceptional radiation hardness. The electromagnetic energy resolution is dominated by photoelectron statistics and can be expressed in the customary form as a/\sqrt{E} + b. The stochastic term a is 198% and the constant term b is 9%. The hadronic energy resolution is largely determined by the fluctuations in the neutral pion production in showers, and when it is expressed as in the electromagnetic case, a = 280% and b = 11%

Energy Response and Longitudinal Shower Profiles Measured in CMS HCAL and Comparison With Geant4

The response of the CMS combined electromagnetic and hadron calorimeter to beams of pions with momenta in the range 5-300 GeV/c has been measured in the H2 test beam at CERN. The raw response with the electromagnetic compartment calibrated to electrons and the hadron compartment calibrated to 300 GeV pions may be represented by sigma = (1.2) sqrt{E} oplus (0.095) E. The fraction of energy visible in the calorimeter ranges from 0.72 at 5 GeV to 0.95 at 300 GeV, indicating a substantial nonlinearity. The intrinsic electron to hadron ratios are fit as a function of energy and found to be in the range 1.3-2.7 for the electromagnetic compartment and 1.4-1.8 for the hadronic compartment. The fits are used to correct the non-linearity of the e pi response to 5% over the entire measured range resulting in a substantially improved resolution at low energy. Longitudinal shower profile have been measured in detail and compared to Geant4 models, LHEP-3.7 and QGSP-2.8. At energies below 30 GeV, the data, LHEP and QGSP are in agreement. Above 30 GeV, LHEP gives a more accurate simulation of the longitudinal shower profile