Efficient estimation in ZIP models with applications to count data

Estimating functions have been used in estimating parameters of many continuous time series models. However, this method has not been applied to models involving count data. In this paper, we use quadratic estimating functions (QEF) to derive estimators for the joint estimation of the conditional mean and variance parameters of count data models, specifically the basic zero-inflated Poisson (ZIP) model, ZIP regression model and integer-valued generalized autoregressive heteroscedastic model with ZIP conditional distribution. Results show that the estimators derived from QEF method, which uses information from combined estimating functions, is more informative than linear estimating functions (LEF) method that only uses information from component estimating functions. Finally, we also fit the real data sets using the ZIP models via QEF, LEF and maximum likelihood methods, and in so doing, demonstrate the superiority of the QEF method in practice

Comparison of Correlation for Asian Shariah Indices Using DCC-GARCH and Rolling Window Correlation.

This paper aims to compare the capability of correlation in capturing the volatility using rolling window correlation and Dynamic Conditional Correlation - Generalized Autoregressive Conditional Heteroscedasticity (DCC-GARCH) approach. This study will perform a DCC-GARCH to estimate the dynamic conditional correlation between the Asian Shariah indices. The Asian Shariah index comprises FTSE SGX Asia Shariah 100, FTSE Bursa Malaysia Emas Shariah Index, FTSE Greater China Shariah Index, and FTSE Stock Exchange of Thailand (SET) Shariah Index. The correlation estimation considers the FTSE SGX Asia Shariah 100 as a proxy. The World Health Organization (WHO) declared the Coronavirus 2019 (COVID-19) as pandemic on 11th March 2020. Therefore, the data used covers six months before and after 11th March 2020, from 11th September 2019 until 11th September 2020. The output of both effected correlations towards the Covid-19 will be evaluated based on their ability to capture the time-varying changes through graph plotting. The empirical findings show that the DCC-GARCH is better at capturing the highly changes volatility than the rolling window correlation

Species Checklist and DNA Barcoding of Baung (Bagrid Catfish) Hemibagrus Hoevenii from Muar River, Johor

Of Asia, Africa, and the Middle East, there are 15 genera in the Bagridae family. The tropical freshwater catfish Hemibagrus hoevenii is found in Asian waters. Bagrids are also known as Old World pimelodids, while New World bagrids may be more accurate. In Muar, Johor, DNA barcoding has never been utilised to determine the species of bagrid catfish. Therefore, this study was done to update the species checklist of Baung (bagrid catfish) in Muar River, and DNA barcoding of protein-coding cytochrome c oxidase I (COI) mitochondrial gene was done for species identification and phylogenetic analyses. A number of two partial COI gene sequences ranging 674-687 nucleotide bases were successfully obtained for two specimens of Baung Lawi and the Nucleotide Basic Local Alignment Search Tool (BLAST) analysis suggested their species status as from the genus Hemibagrus. Furthermore, the results of the phylogenetic analyses showed that the neighbour joining tree, the maximum parsimony tree and the maximum likelihood tree grouped the COI mtDNA gene sequences of Baung Lawi from Muar River in one single cluster, thus confirming the species status and showed the presence of H. hoevenii in Muar River, Johor

Optimization of soxhlet extraction parameter of annona muricata leaves using box-behnken design (BBD) expert and antioxidant analysis

Response surface methodology (RSM) was employed to optimize the extraction of herbal plant of Annona muricata L. using Box-Behnken Design (BBD). The Box-Behnken Design (BBD) with three factors and two responses (yield and total solid content) was implemented. The processing parameters of A. muricata leaves by soxhlet extraction were solvent to raw material ratio, ethanol concentration, and duration of extraction using soxhlet extractor. The presence of acetogenins compounds was screened by High Performance Liquid Chromatography. Optimum condition with the solvent to raw material ratio (1:5.92), ethanol concentration (1.67 %), and duration of extraction (6.84 hours) was obtained and further analyzed with antioxidant tests. Analyses showed the A. muricata leaves contained high total phenolic and flavonoid contents which corresponding to the 1,1-diphenyl-2-picrylhydrazyl (DPPH) radical scavenging activity test. The DPPH result showed that the extract has the highest percentage of scavenging activity with the inhibitory concentration (IC50) value of leaves is 0.243 mg/mL ± 0.001 nearly comparable to butylated hydroxyanisole (BHA) and ascorbic acid (Vit. C), which indicated that the leaves also have higher free radical scavenging activity compared to these commercial standards. Besides, the presence of primary; polysacharide (21.85 % ± 0.001), protein (19.59 % ± 0.000), glycosaponin (18.87 % ± 0.001) and secondary; phenolic (47.26 mg GAE/1g ± 0.001), flavonoid (22.12 mg CE/1g ± 0.001) metabolites in A. muricata leaves suggested that the leaves contained strong antioxidant properties that are believed can act as anticancer agent for the body

Prozeus enterprise: One stop centre wireless portable charger / Nurul Usni Iman Abd Jamlus [et al.]

In the 21st century today many engineer has constructed and incredible creations of electrical gadget in various forms and material. To compete with that, we have developed an idea that could be beneficial to people by selling a product called wireless portable charger, as we know that portable chargers are commonly used these days and it will be advance to be wireless

Effects of different roasting parameters on selected physicochemical properties and sensory evaluation of coffee beans / Nur Fatin Najihah Md Sobri... [et al.]

Arabica coffee beans from the same origin were roasted at three different roasting parameters namely minimum roasting (180°C), medium roasting (220°C) and maximum roasting (260°C) each for 20 minutes in order to investigate the changes in the physical, chemical and sensorial evaluation. During the roasting process, the coffee beans becomes more brittle due to the chemical, physical and structural modifications. There are limited studies reported for coffee beans that have been roasted with different roasting parameters in term of selected physicochemical properties and sensory evaluation. The roasted coffee beans oil was extracted by using Soxhlet Extraction method for 8 hours. The objective of this study was to determine the effects of different roasting parameters on selected physicochemical properties and sensory evaluation of coffee beans in the term of: moisture content (%), oil extraction (%), peroxide value (mEq/kg), acid value (mg KOH/g), furan (absorbance) and sensory evaluation. The furan (abs) content was recorded as 0.24 ± 0.04 (minimum roasting), 0.69 ± 0.03 (medium roasting) and 0.91 ± 0.01 (maximum roasting). In terms of sensory evaluation, most participants preferred coffee drink made from medium roasted coffee beans for aroma, colour, sweetness, flavour and overall criteria. Meanwhile, for the acidity and bitterness criteria, the participants preferred coffee drink made from maximum roasted coffee beans. As a conclusion, roasting temperature is the main factor that influences the physicochemical properties and sensory evaluation of coffee beans

Confidence interval for parameters estimates in circular simultaneous functional relationship model (CSFRM) for equal variances using normal asymptotic and bootstrap confidence intervals

Few studies have considered the functional relationship model for circular variables. Anuar has proposed a new model of Circular Simultaneous Functional Relationship Model for equal variances. However, the confidence interval for all parameter estimates in this model has not received any consideration in any literature. This paper proposes the confidence interval for all parameter estimates of von Mises distribution in this model. The parameters are estimated using minimum sum (ms) and polyroot function provided in (built-in package) Splus statistical software. The parameters confidence may be obtained from parameter estimation. Those estimation values are obtained by minimizing the negative value of the log-likelihood function. Then, the confidence interval for all parameters based on the bootstrap method will be compared with the normal asymptotic confidence interval via simulation studies. It is found that bootstrap method is the superior method by measuring the performance using coverage probability and expected length. The confidence intervals are illustrated using real wind direction data of Bayan Lepas that collected at 16.3 m above ground level, latitude 05°18’N and longitude 100°16’E. The results showed that the estimate parameters fall between the estimate interval, and we note that the method works well for this model

Hexanediamine monolayer electrografted at glassy carbon electrodes enhances oxygen reduction reaction in aqueous neutral media

This study presents for the first time the electrocatalytic behaviour of hexanediamine (HDA) monolayer electrografted at glassy carbon (GC) electrodes that enhanced oxygen reduction reaction (ORR) in aqueous neutral media. HDA modified GC electrodes gave a higher current density than platinum bare electrodes based on the cyclic voltammograms (CV), although a ~0.21 V vs. Ag/AgCl higher onset potential was observed at −0.1 mA cm-2. Electrochemical impedance spectra (EIS) showed that the electrocatalytic reaction on HDA monolayer film towards dissolved oxygen molecules is controlled by diffusion and charge transfer processes. From the scan rate studies and the Laviron equation, it was found that the ORR on this modified electrode proceeded via a fast four-electrons transfer

Nano-embedded high performance non-toxic solar cell

Dye-sensitized solar cell (DSSC) is a new type of solar cell that is environmentally friendly and proven clean that can bring advantages for photovoltaic technology development. The optimization of photoanode layer is fundamental for conversion of visible light-irradiation into electricity in DSSC device. In this investigation, nanoflowers structure of TiO2-Ag embedded with SrSnO3 is employed as a photoanode layer of DSSC by using hydrothermal technique and RF sputtering to create a larger surface area for anchoring dye

Inferences for integer-valued time series models / Nurul Najihah Mohamad

Recently there has been a growing interest in integer-valued volatility models. The need for such time series models arises in different areas including biomedicine, insur- ance and finance. Here, we look at a class of integer-valued GARCH time series models which are of interest to the practitioners. The models are assuming the form of GARCH model such that the conditional distribution of the process follows one of the following distributions; Poisson, negative binomial and zero-inflated Poisson. In this study, a general theorem on the moment properties of the class of integer-valued volatility models is derived using martingale transformation with much simpler proofs. We show the first two moments obtained in the recent literature as special cases. In addition, we derive the closed form expressions of the kurtosis and skewness formula for these three models. The results are very useful in understanding the behaviour of the processes. We then estimate the parameters of the class of integer-valued volatility models via the quadratic estimating functions theory. Specifically, the optimal estimating functions for each process are derived. Through a finite sample size investigation, we compare the performance of the quadratic estimating functions (QEF) method with the maximum likelihood and estimating functions (EF) methods. We show that the quadratic estimating functions method performs better in terms of unbiasness and mean square error. For illustration, we fit the models on real data sets