Modelling the Density of Inflation Using Autoregressive Conditional Heteroscedasticity, Skewness, and Kurtosis Models

The paper aimed at modelling the density of inflation based on time-varying conditional variance, skewness and kurtosis model developed by Leon, Rubio, and Serna (2005) who model higher-order moments as GARCH-type processes by applying a Gram-Charlier series expansion of the normal density function. Additionally, it extended their work by allowing both conditional skewness and kurtosis to have an asymmetry term. The results revealed the significant persistence in conditional variance, skewness and kurtosis which indicate high asymmetry of inflation. Additionally, diagnostic tests reveal that models with nonconstant volatility, skewness and kurtosis are superior to models that keep them invariant.inflation targeting, conditional volatility, skewness and kurtosis, modelling uncertainty of inflation

Design and evaluation of wireless dense networks : application to in-flight entertainment systems

Le réseau sans fil est l'un des domaines de réseautage les plus prometteurs avec des caractéristiques uniques qui peuvent fournir la connectivité dans les situations où il est difficile d'utiliser un réseau filaire, ou lorsque la mobilité des nœuds est nécessaire. Cependant, le milieu de travail impose généralement diverses contraintes, où les appareils sans fil font face à différents défis lors du partage des moyens de communication. De plus, le problème s'aggrave avec l'augmentation du nombre de nœuds. Différentes solutions ont été introduites pour faire face aux réseaux très denses. D'autre part, un nœud avec une densité très faible peut créer un problème de connectivité et peut conduire à l'optension de nœuds isolés et non connectes au réseau. La densité d'un réseau est définit en fonction du nombre de nœuds voisins directs au sein de la portée de transmission du nœud. Cependant, nous croyons que ces métriques ne sont pas suffisants et nous proposons une nouvelle mesure qui considère le nombre de voisins directs et la performance du réseau. Ainsi, la réponse du réseau, respectant l'augmentation du nombre de nœuds, est considérée lors du choix du niveau de la densité. Nous avons défini deux termes: l'auto-organisation et l'auto-configuration, qui sont généralement utilisés de façon interchangeable dans la littérature en mettant en relief la différence entre eux. Nous estimons qu'une définition claire de la terminologie peut éliminer beaucoup d'ambiguïté et aider à présenter les concepts de recherche plus clairement. Certaines applications, telles que Ies systèmes "In-Flight Entertainment (IFE)" qui se trouvent à l'intérieur des cabines d'avions, peuveut être considérées comme des systèmes sans fil de haute densité, même si peu de nœuds sont relativement présents. Pour résoudre ce problème, nous proposons une architecture hétérogène de différentes technologies à fin de surmonter les contraintes spécifiques de l'intérieur de la cabine. Chaque technologie vise à résoudre une partie du problème. Nous avons réalisé diverses expérimentations et simulations pour montrer la faisabilité de l'architecture proposée. Nous avons introduit un nouveau protocole d'auto-organisation qui utilise des antennes intelligentes pour aider certains composants du système IFE; à savoir les unités d'affichage et leurs systèmes de commande, à s'identifier les uns les autres sans aucune configuration préliminaire. Le protocole a été conçu et vérifié en utilisant le langage UML, puis, un module de NS2 a été créé pour tester les différents scénarios.Wireless networking is one of the most challenging networking domains with unique features that can provide connectivity in situations where it is difficult to use wired networking, or when ! node mobility is required. However, the working environment us! ually im poses various constrains, where wireless devices face various challenges when sharing the communication media. Furthermore, the problem becomes worse when the number of nodes increase. Different solutions were introduced to cope with highly dense networks. On the other hand, a very low density can create a poor connectivity problem and may lead to have isolated nodes with no connection to the network. It is common to define network density according to the number of direct neighboring nodes within the node transmission range. However, we believe that such metric is not enough. Thus, we propose a new metric that encompasses the number of direct neighbors and the network performance. In this way, the network response, due to the increasing number of nodes, is considered when deciding the density level. Moreover, we defined two terms, self-organization and self-configuration, which are usually used interchangeably in the literature through highlighting the difference ! between them. We believe that having a clear definition for terminology can eliminate a lot of ambiguity and help to present the research concepts more clearly. Some applications, such as In-Flight Entertainment (IFE) systems inside the aircraft cabin, can be considered as wirelessly high dense even if relatively few nodes are present. To solve this problem, we propose a heterogeneous architecture of different technologies to overcome the inherited constrains inside the cabin. Each technology aims at solving a part of the problem. We held various experimentation and simulations to show the feasibility of the proposed architecture

Time-Dependent Deflection of In-Span Hinges in Prestressed Concrete Box Girder Bridges

Post-tensioned multi-cell reinforced concrete bridges with in-span hinges in California have been experiencing undesirable and unexpected differential movements at expansion joints during and after construction. The deformation of in-span hinges in cast-in-place (CIP) prestressed concrete (PS) box girder bridges is referred to as “hinge curl” and is due to post tensioning forces. The difference between the elevations of the two sides of the hinge creates a bump on the road and presents a road hazard with risk to the travelling public safety. Accurate prediction of instantaneous and time-dependent deformation of superstructure in-span hinges is important to avoid mismatch at the intermediate expansion joints of bridges. A method to estimate hinge curl was developed by the California Department of Transportation (Caltrans) through Memo to Designers (MTD) No. 11-34 and has been used in design. However, this method often leads to estimate of deformations that are different from those in the field. Hence, grinding of the superstructure at the hinge and other remedial measures are often necessary, and this results in extra cost and delay. The principal aims of this study was to evaluate the MTD method based on field measurements and analytical studies, identify the extent and sources of discrepancy between the estimated and actual “hinge curl” deflections, and propose a new method to more accurately estimate short-term and long-term hinge curl. The research presented in this dissertation consisted of six parts: (1) field measurement of hinge movements in five bridges, (2) analysis of data and comparison with the estimated movements using the current method, (3) analytical studies of the five bridges using relative simple models utilizing software package SAP2000, (4) analytical studies of the five bridges using detailed finite element models utilizing ABAQUS, (5) analytical parametric studies of the effect of superstructure skew at abutments and horizontal curvature on the hinge curl, and (6) development of a new, practical method to improve on estimation of hinge curl.Deflections of superstructures were measured and monitored for five bridges in the state of California during construction until bridges were opened to traffic. Temperature and relative humidity data were also collected during field measurements. The field data were analyzed and the correlation with the current method for estimating hinge curl was investigated. Hinge curls were estimated according to Caltrans MTD 11-34 with the aid of computer models developed using CTBridge software. Substantial differences between the field data and estimated hinge curls were noted due to the inaccurate boundary condition assumption and other issues determined in the current design equations. Analytical studies were conducted using two modelling approaches, stick model and finite element model, to further investigate the deformation behavior of the bridges. SAP2000 was utilized for the first modelling approach and a more sophisticated program, ABAQUS, was utilized for the second approach to capture the three-dimensional deformation behavior. Construction sequence and material time-dependent effects were modelled in both approaches. Parametric studies of the effect of skewed abutments and horizontal curvature on hinge curl were performed using the finite element approach on ABAQUS. A new method was developed for estimating the immediate hinge curl. Modifications of the time-dependent deflection multipliers were proposed to improve prediction of the long term hinge curl. Hinge curls were calculated according to the proposed method and compared to those measured for verification. The study validated the applicability of the proposed method for hinge curl prediction. The new method and the modifications were summarized in addition to a design example in a new proposed document with MTD format to facilitate adoption of the new method by Caltrans

The Impact of Energy Prices on Electricity Production in Egypt

The paper examines the impact of energy prices on electricity generation by different fuel sources (i.e., oil, gas, and hydropower) in Egypt by employing the Autoregressive Distributed Lag approach and bounds test. Two models are estimated where the first accounts for oil prices only whereas the second include both gas and oil prices. In the first model, oil prices negatively affect the electricity produced from oil in the short-run with no impact in the long-run. Also, hydropower is complementary for oil in electricity production only in the short-term whereas gas is a substitute for oil in both long and short terms. In the second model, both energy prices influence electricity generation from oil in both short and long runs while gas and hydropower are respectively, substitute and complementary to oil in both long and short-run.    Keywords: Energy prices, Electricity generation, Fuel, elasticity of production JEL Classifications: Q400, Q430 DOI: https://doi.org/10.32479/ijeep.796

Modelling the Density of Inflation Using Autoregressive Conditional Heteroscedasticity, Skewness, and Kurtosis Models

The paper aimed at modelling the density of inflation based on time-varying conditional variance, skewness and kurtosis model developed by Leon, Rubio, and Serna (2005) who model higher-order moments as GARCH-type processes by applying a Gram-Charlier series expansion of the normal density function. Additionally, it extended their work by allowing both conditional skewness and kurtosis to have an asymmetry term. The results revealed the significant persistence in conditional variance, skewness and kurtosis which indicate high asymmetry of inflation. Additionally, diagnostic tests reveal that models with nonconstant volatility, skewness and kurtosis are superior to models that keep them invariant. JEL Classification: C13, E31, E37

Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests

Multiple variance ratio tests, in rolling window procedure, were applied to weekly data (expressed in local and US dollar currencies) for five stock markets in the Middle East and North Africa during 1995-2009. Results indicated that the big and liquid stock markets of Israel and Turkey are ranked as the most efficient. The Egyptian and Moroccan stock markets converged towards efficiency by 2002, due to remarkable improvements in liquidity and information dissemination, whereas the Jordanian stock markets restored its efficiency at the end of the study period. Exchange rates did not matter in determining the dynamics of share returns for equity markets examined

Effect of dexamethasone on daily fetal movement, umbilical and middle cerebral arteries Doppler and cardiotocogram

Background: Preterm birth is a leading cause of perinatal death and disability and is an important public health problem globally. There is more work to be done regarding steroids effect, especially with the variations among demography and pathological conditions affecting mothers. The aim of this study was to investigate the effect of dexamethasone on healthy fetuses, observing the effects on MCA and UA Doppler velocity waveforms and cardiotocography, correlating them with fetal movement.Methods: This prospective cross-sectional study was conducted in Ain Shams University Maternity Hospital, starting from April 2020 till December 2020. One hundred and ten women was recruited for the study. All women undergo elective cesarean section before 39 weeks of gestation. UA and MCA Doppler values were taken; nonstress test was recorded and fetal movements were counted after a single course of dexamethasone.Results: Our results included decrease in MCA PI, decrease in foetal movement count on the second day of dexamethasone injection, increase of short-term variability and direct correlation between the MCA RI and UA PI with the fetal movements decrease on the 5th day of dexamethasone injection.Conclusions: There are definitely cardiovascular changes that occur after dexamethasone administration, presented by increase in MCA blood flow and increase in FHR short term variability.