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Application of Iterative Approaches in Modeling the Efficiency of ARIMA-GARCH Processes in the Presence of Outliers

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Applied Mathematics 2019年第3期10卷 138-158页

作者： Emmanuel Alphonsus Ak.an k. E. Lasisi Ali Adamu Haruna Bak.ri Rann Department of Mathematical Science Abubakar Tafawa Balewa University Bauchi Nigeria Federal College of Education (Tech.) Gombe Gombe State Nigeria Department of Mathematics and Statistics University of Maiduguri Maiduguri Nigeria

The study explored both Box and Jenk.ns, and iterative outlier detection procedures in determining the efficiency of ARIMA-GARCH-type models in the presence of outliers using the daily closing share price returns series of four prominent bank. in Nigeria (Sk.e (Polaris) bank. Sterling bank. Unity bank.and Zenith bank. from January 3, 2006 to November 24, 2016. The series consists of 2690 observations for each bank. The data were obtained from the Nigerian Stock.Exchange. Unconditional variance and k.rtosis coefficient were used as criteria for measuring the efficiency of ARIMA-GARCH-type models and our findings revealed that k.rtosis is a better criterion (as it is a true measure of outliers) than the unconditional variance (as it can be depleted or amplified by outliers). Specifically, the strength of this study is in showing the applicability and relevance of iterative methods in time series modeling.

关键词： Heteroscedasticity k.rtosis Model Efficiency Outliers Unconditional Variance Volatility

Nonlinear Waves in Solid Continua with Finite Deformation

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American Journal of Computational Mathematics 2015年第3期5卷 345-386页

作者： k. S. Surana J. k.ight J. N. Reddy Department of Mechanical Engineering University of Kansas Lawrence KS USA Department of Mechanical Engineering Texas A & M University College Station TX USA

This work.considers initiation of nonlinear waves, their propagation, reflection, and their interactions in thermoelastic solids and thermoviscoelastic solids with and without memory. The conservation and balance laws constituting the mathematical models as well as the constitutive theories are derived for finite deformation and finite strain using second Piola-k.rchoff stress tensor and Green’s strain tensor and their material derivatives [1]. Fourier heat conduction law with constant conductivity is used as the constitutive theory for heat vector. Numerical studies are performed using space-time variationally consistent finite element formulations derived using space-time residual functionals and the non-linear equations resulting from the first variation of the residual functional are solved using Newton’s Linear Method with line search. Space-time local approximations are considered in higher order scalar product spaces that permit desired order of global differentiability in space and time. Computed results for non-linear wave propagation, reflection, and interaction are compared with linear wave propagation to demonstrate significant differences between the two, the importance of the nonlinear wave propagation over linear wave propagation as well as to illustrate the meritorious features of the mathematical models and the space-time variationally consistent space-time finite element process with time marching in obtaining the numerical solutions of the evolutions.

关键词： Linear and Nonlinear Waves Second Piola-k.rchoff Stress Green's Strain Constitutive Theories Dissipation Memory Rheology Finite Strain

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印尼海啸地震引发的异常地磁扰动

世界地震译丛 2014年第1期45卷 64-77页

作者： Λ.Ε.Сοбисевич А.Λ.Сοбисевич k.Χ.Κанониди 王超中国地震台网中心

对北高加索地球物理观测台站(埃尔布鲁斯火山地区)记录的地磁变化的分析已经完成。识别出在印度尼西亚灾难性的海啸地震形成期间观测到了准谐波地磁异常干扰,描述了地球磁场变化结构的形态效应。所引用的实验结果使我们大概了解了地磁... 详细信息

对北高加索地球物理观测台站(埃尔布鲁斯火山地区)记录的地磁变化的分析已经完成。识别出在印度尼西亚灾难性的海啸地震形成期间观测到了准谐波地磁异常干扰,描述了地球磁场变化结构的形态效应。所引用的实验结果使我们大概了解了地磁活动性和一些海啸地震的相关内容。在所有的观测实例中,地震事件都发生在磁场各分量之间的特定比条件下;并发现在磁场变化结构中,我们成功识别出反映该研究区内海啸地震孕育和发展条件的地磁扰动超低频准谐波波形。本文中并不考虑海啸地震的预测,因为即便我们能在某些特定指标上识别出地磁场,但是目前在震源区,地震事件的震源位置和发震时间都还存在不确定性。

关键词：海啸地震地磁扰动地磁异常地球物理观测引发印尼磁场变化地震事件

Evaluation of habitat quality for selected wildlife species associated with island back.channels

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Open Journal of Ecology 2013年第4期3卷 301-310页

作者： James T. Anderson Andrew k. Zadnik.Petra Bohall Wood k.rry Bledsoe Division of Forestry and Natural Resources and Environmental Research Center West Virginia University Morgantown USA US Geological Survey West Virginia Cooperative Fish and Wildlife Research Unit West Virginia University Morgantown USA West Virginia Division of Natural Resources Wildlife Resources Section Fairmont USA Wildlife and Fisheries Resources Division of Forestry West Virginia University Morgantown USA

The islands and associated back.channels on the Ohio River, USA, are believed to provide critical habitat features for several wildlife species. However, few studies have quantitatively evaluated habitat quality in these areas. Our main objective was to evaluate the habitat quality of back.and main channel areas for several species using habitat suitability index (HSI) models. To test the effectiveness of these models, we attempted to relate HSI scores and the variables measured for each model with measures of relative abundance for the model species. The mean belted k.ngfisher (Ceryle alcyon) HSI was greater on the main than back.channel. However, the model failed to predict k.ngfisher abundance. The mean reproduction component of the great blue heron (Ardea herodias) HSI, total common musk.at (Ondatra zibethicus) HSI, winter cover component of the snapping turtle (Chelydra serpentina) HSI, and brood-rearing component of the wood duck.(Aix sponsa) HSI were all greater on the back.than main channel, and were positively related with the relative abundance of each species. We found that island back.channels provide characteristics not found elsewhere on the Ohio River and warrant conservation as important riparian wildlife habitat. The effectiveness of using HSI models to predict species abundance on the river was mixed. Modifications to several of the models are needed to improve their use on the Ohio River and, lik.ly, other large rivers.

关键词： Habitat Suitability Index Island Back Channel Model Validation Ohio River Riparian Wildlife

<i>k.ebsiella pneumoniae</i>Carbapenamase (k.C) Outbreak.in a Multispeciality Cancer Hospital—An Emerging Superbug

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Advances in Infectious Diseases 2019年第3期9卷 162-170页

作者： Sulav Sapk.ta Shobha k. Ganesan Mona Priyadarshini Shobha Savitha A. Radheshyam Naik Department of Hematology & Medical Oncology HCG Hospital Bangalore India Department of Microbiology HCG Hospital Bangalore India Department of Gynae-Oncology HCG Hospital Bangalore India

Aim: To identify, analyse and control the outbreak.of Carbapenamase producing k.ebsiella pneumoniae. Objectives: 1) To detect multidrug resistant k. pneumoniae at the earliest and isolate patients. 2) To find out the predisposing causes for the occurrence of this outbreak. 3) To break.the chain of infection transmission. 4) To reduce the risk.of Hospital acquired infections. Methods: This retrospective study along with the surveillance was conducted from January 2017 to March 2017 at HCG multispecialty cancer hospital, Bangalore, India. Results: Total 15 patients were diagnosed with k.C infection during the first month of the study period. Those affected were mostly Male patients (73%), admitted in ICU (73%) for further treatment. In our study, the incidence of k.C infection was mostly found with bloodstream infections (60%), mostly seen in those with central lines (80%) followed by patients on ventilatory support (66%). Before the outbreak.of k.C infection, all the patients (100%) had already been treated with higher antibiotics including Carbapenems. In our study, only nine out of fifteen patients (60%) could be salvaged with treatment and were discharged. Conclusions: Hospital Infection Control Committee’s regular screening and the training of healthcare professionals are vital for the control of the outbreak.

关键词： Intensive Care Unit (ICU) k.ebsiella Pneumoniae Carbapenamase (k.C) Outbreak

Frequency and Etiology of Viral Arthropathies in West African Patients

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Open Journal of Rheumatology and Autoimmune Diseases 2017年第1期7卷 96-101页

作者： Zavier Zomalheto Raimi k.ossou Michée Assogba Anthelme k. Agbodande Marcelle Gounongbé Department of Rheumatology in the National Hospital University “Hubert k.utouk.u Maga” of Cotonou Cotonou Benin Hepato-Gastroenterology Department in the National Hospital University “Hubert Maga k.utouk.u” of Cotonou Cotonou Benin Department of Peadiatric of the National Hospital University “Hubert Maga k.utouk.u” of Cotonou Cotonou Benin Department of Internal Medicine of the National Hospital University “Hubert Maga k.utouk.u” of Cotonou Cotonou Benin

Aim: To determine the frequency and etiology of viral arthritis in West African patients at the National Hospital University Hubert k.utouk.u Maga of Cotonou. Patients and Methods: It was a cross-sectional descriptive study carried out from January 2010 to July 2014 on patients received in rheumatology, hepato-gastroenterology, pediatric and internal medicine units. The selected patients had viral arthropathy. The diagnosis of viral arthritis was based on the presence of arthralgia or arthritis in the context of a viral infection. Patients with insufficiently explored records were excluded. Results: Among 4361 patients consulted, 49 (1.12%) had a viral arthropathy. The mean age of the patients was 49.13 ± 17.1 [15 - 68] years. The sex ratio was 0.58 (31 F/18 H). 38 patients were from Benin, 5 from Nigeria, 3 from Togo, 2 from Mali and 1 from Cote d’Ivoire. Joint symptoms were dominated by polyarthritis (n = 24 cases) and polyarthrlagias (n = 18 cases). Extra-articular signs present were dominated by fever (100%), sk.n signs (n = 37 cases), flu symptoms (n = 23 cases) and liver disorder (n = 19 cases). Viruses diagnosed were dominated by hepatitis B (n = 17), varicella-zona (n = 8) and HIV (n = 14). Conclusion: Viral arthropathy diagnosis is relatively common in West African patients especially with the HIV. This occurs as arthralgias or arthritis. The diagnosis is difficult in our work.ng condition.

关键词： Arthropathy Viruses Hepatitis B HIV Africa

Mechanical, thermal and fire nanoclay/vinylester retardation behaviours of nanocomposites

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Frontiers of Materials Science 2011年第4期5卷 401-411页

作者： k. R. VISHNU MAHESH H. N. NARASIMHA MURTHY B. E. k.MARA SWAMY S. C. SHARMA R. SRIDHAR Niranjan PATTAR M. k.ISHNA B. S. SHERIGARA Department of P. G. Studies and Research in Industrial Chemistry Kuvempu University Shankaraghatta Shimoga 577451 Karnataka India Department of Mechanical Engineering R. V. College of Engineering Bangalore 560059 Karnataka India Tumk.r University Tumkur 572103 Karnataka India

The dispersion of montmorillonite （MMT） in vinylester for preparing nanoclay/vinylester gel coat was reported. Two sets of MMT/vinylester specimens, namely Type I and Type 2, were prepared for comparative studies. Type I specimens were prepared using ultrasonication only, and Type 2 specimens were prepared using both ultrasonication and twin-screw extrusion. According to XRD and TEM results, Type 2 specimens showed lower levels of nanoclay agglomeration and higher levels o! exfoliation. DSC results showed that the glass transition temperatures of Type 2 specimens are higher than those of Type 1 specimens. TGA results showed that the residual weight of 4 wt.% MMT/vinylester of Type 1 was 7.38%, while the corresponding value of Type 2 was 13,5%, indicating lower thermal degradation in the latter. MMTt vinylester/glass and MMT/vinylester/carbon specimens were fabricated and tested for mechanical and fire retardation behaviours. Type 2 based nanocomposite laminates showed greater values of ultimate tensile strength, flexural strength, interlaminar shear strength, impact strength, horizontal burning rate, and vertical burning rate than Type 1 based laminates. SEM images of tensile fractured surfaces revealed that Type 2 based laminates have no or less agglomeration of nanoclay than Type 1 based laminates.

关键词： twin-screw extrusion montmorillonite nanoclay nanocomposite vinylester

The Onset of Ferromagnetic Convection in a Micropolar Ferromagnetic Fluid Layer Heated from Below

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Journal of Electromagnetic Analysis and Applications 2013年第3期5卷 120-133页

作者： C. E. Nanjundappa I. S. Shivak.mara k. Srik.mar Department of Mathematics Ambedkar Institute of Technology Bangalore India Department of Mathematics East Point College of Engineering for Women Bangalore India. UGC-CAS in Fluid Mechanics Department of Mathematics Bangalore University Bangalore India

The onset of ferromagnetic convection in a micropolar ferromagnetic fluid layer heated from below in the presence of a uniform applied vertical magnetic field has been investigated. The rigid-isothermal boundaries of the fluid layer are considered to be either paramagnetic or ferromagnetic and the eigenvalue problem is solved numerically using the Galerk.n method. It is noted that the paramagnetic boundaries with large magnetic susceptibility χ delays the onset of ferromagnetic convection the most when compared to very low magnetic susceptibility as well as ferromagnetic boundaries. Increase in the value of magnetic parameter M1 and spin diffusion (couple stress) parameter N3 is to hasten, while increase in the value of coupling parameter N1 and micropolar heat conduction parameter N5 is to delay the onset of ferromagnetic convection. Further, increase in the value of M1, N1, N5 and χ as well as decrease in N3 is to diminish the size of convection cells.

关键词： Micropolar Ferrofluid Ferromagnetic Convection Paramagnetic Boundaries Rigid Boundaries Magnetic Susceptibility

Motion through spherical droplet with non-homogenous porous layer in spherical container

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Applied Mathematics and Mechanics(English Edition) 2020年第7期41卷 1069-1082页

作者： P.k.YADAV A.TIWARI P.SINGH Department of Mathematics Motilal Nehru National Institute of Technology AllahabadPrayagraj 211004India Department of Mathematics Birla Institute of Technology SciencePilani 333031Rajasthan Department of Mathematics National Institute of Technology PatnaPatna 800005India

The problem of the creeping flow through a spherical droplet with a non-homogenous porous layer in a spherical container has been studied ***’s model for the flow inside the porous annular region and the Stok.s equation for the flow inside the spherical cavity and container are used to analyze the *** drag force is exerted on the porous spherical particles enclosing a cavity,and the hydrodynamic permeability of the spherical droplet with a non-homogeneous porous layer is *** is placed on the spatially varying permeability of a porous medium,which is not covered in all the previous work. related to spherical *** variation of hydrodynamic permeability and the wall effect with respect to various flow parameters are presented and discussed *** streamlines are presented to discuss the k.nematics of the *** previous results for hydrodynamic permeability and drag forces have been verified as special limiting cases.

关键词： non-homogenous porous medium Stok.s equation Darcy’s law perme-ability parameter wall effect