dynr.mi: An R Program for Multiple Imputation in Dynamic Modeling

Assessing several individuals intensively over time yields intensive longitudinal data (ILD). Even though ILD provide rich information, they also bring other data analytic challenges. One of these is the increased occurrence of missingness with increased study length, possibly under non-ignorable missingness scenarios. Multiple imputation (MI) handles missing data by creating several imputed data sets, and pooling the estimation results across imputed data sets to yield final estimates for inferential purposes. In this article, we introduce dynr.mi(), a function in the R package, Dynamic Modeling in R (dynr). The package dynr provides a suite of fast and accessible functions for estimating and visualizing the results from fitting linear and nonlinear dynamic systems models in discrete as well as continuous time. By integrating the estimation functions in dynr and the MI procedures available from the R package, Multivariate Imputation by Chained Equations (MICE), the dynr.mi() routine is designed to handle possibly non-ignorable missingness in the dependent variables and/or covariates in a user-specified dynamic systems model via MI, with convergence diagnostic check. We utilized dynr.mi() to examine, in the context of a vector autoregressive model, the relationships among individuals’ ambulatory physiological measures, and self-report affect valence and arousal. The results from MI were compared to those from listwise deletion of entries with missingness in the covariates. When we determined the number of iterations based on the convergence diagnostics available from dynr.mi(), differences in the statistical significance of the covariate parameters were observed between the listwise deletion and MI approaches. These results underscore the importance of considering diagnostic information in the implementation of MI procedures.

Landslide Susceptibility Mapping: A Comparison between Logistic Regression and Multivariate Adaptive Regression Spline Models in the Municipality of Oudka, Northern of Morocco

The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).

Modeling Football Penalty Shootouts: How Improving Individual Performance Affects Team Performance and the Fairness of the ABAB Sequence

Penalty shootouts often decide the outcome of important soccer matches. Although usually referred to as ”lotteries”, there is evidence that some national teams and clubs consistently perform better than others. The outcomes are therefore not explained just by mere luck, and therefore there are ways to improve the average performance of players, naturally at the expense of some sort of effort. In this article we study the payoff of player performance improvements in terms of the performance of the team as a whole. To do so we develop an analytical model with static individual performances, as well as Monte Carlo models that take into account the known influence of partial score and round number on individual performances. We find that within a range of usual values, the team performance improves above 70% faster than individual performances do. Using these models, we also estimate that the new ABBA penalty shootout ordering under test reduces almost all the known bias in favor of the first-shooting team under the current ABAB system.

Seismic Hazard Assessment of Offshore Platforms

This paper examines the effects of pile-soil-structure interaction on the dynamic response of offshore platforms under the action of near-fault earthquakes. Two offshore platforms models are investigated, one with completely fixed supports and one with piles which are clamped into deformable layered soil. The soil deformability for the second model is simulated using non-linear springs. These platform models are subjected to near-fault seismic ground motions. The role of fault mechanism on platforms’ response is additionally investigated, while the study also examines the effects of different angles of incidence of seismic records on the maximum response of each platform.

Elastic and Plastic Collision Comparison Using Finite Element Method

The prevision of post-impact conditions and the behavior of the bodies during the impact have been object of several collision models. The formulation from Hertz’s theory is generally used dated from the 19th century. These models consider the repulsive force as proportional to the deformation of the bodies under contact and may consider it proportional to the rate of deformation. The objective of the present work is to analyze the behavior of the bodies during impact using the Finite Element Method (FEM) with elastic and plastic material models. The main parameters to evaluate are, the contact force, the time of contact and the deformation of the bodies. An advantage of using the FEM approach is the possibility to apply a plastic deformation to the model according to the material definition: there will be used Johnson–Cook plasticity model whose parameters are obtained through empirical tests of real materials. This model allows analyzing the permanent deformation caused by impact, phenomenon observed in real world depending on the forces applied to the body. These results are compared between them and with the model-based Hertz theory.

High Speed Rail vs. Other Factors Affecting the Tourism Market in Italy

The objective of this paper is to investigate the relationship between the increase of accessibility brought by high speed rail (HSR) systems and the tourism market in Italy. The impacts of HSR projects on tourism can be quantified in different ways. In this manuscript, an empirical analysis has been carried out with the aid of a dataset containing information both on tourism and transport for 99 Italian provinces during the 2006-2016 period. Panel data regression models have been considered, since they allow modelling a wide variety of correlation patterns. Results show that HSR has an impact on the choice of a given destination for Italian tourists while the presence of a second level hub mainly affects foreign tourists. Attraction variables are also significant for both categories and the variables concerning security, such as number of crimes registered in a given destination, have a negative impact on the choice of a destination.

Context Aware Anomaly Behavior Analysis for Smart Home Systems

The Internet of Things (IoT) will lead to the development of advanced Smart Home services that are pervasive, cost-effective, and can be accessed by home occupants from anywhere and at any time. However, advanced smart home applications will introduce grand security challenges due to the increase in the attack surface. Current approaches do not handle cybersecurity from a holistic point of view; hence, a systematic cybersecurity mechanism needs to be adopted when designing smart home applications. In this paper, we present a generic intrusion detection methodology to detect and mitigate the anomaly behaviors happened in Smart Home Systems (SHS). By utilizing our Smart Home Context Data Structure, the heterogeneous information and services acquired from SHS are mapped in context attributes which can describe the context of smart home operation precisely and accurately. Runtime models for describing usage patterns of home assets are developed based on characterization functions. A threat-aware action management methodology, used to efficiently mitigate anomaly behaviors, is proposed at the end. Our preliminary experimental results show that our methodology can be used to detect and mitigate known and unknown threats, as well as to protect SHS premises and services.

Study of Adsorption Isotherm Models on Rare Earth Elements Biosorption for Separation Purposes

The development of chemical routes for the recovery and separation of rare earth elements (REE) is seen as a priority and strategic action by several countries demanding these elements. Among the possibilities of alternative routes, the biosorption process has been evaluated in our laboratory. In this theme, the present work attempts to assess and fit the solution equilibrium data in Langmuir, Freundlich and DKR isothermal models, based on the biosorption results of the lanthanum and samarium elements by Bacillus subtilis immobilized on calcium alginate gel. It was observed that the preference of adsorption of REE by the immobilized biomass followed the order Sm (III)> La (III). It can be concluded that among the studied isotherms models, the Langmuir model presented better mathematical results than the Freundlich and DKR models.

Coverage Probability Analysis of WiMAX Network under Additive White Gaussian Noise and Predicted Empirical Path Loss Model

This paper explores a detailed procedure of predicting a path loss (PL) model and its application in estimating the coverage probability in a WiMAX network. For this a hybrid approach is followed in predicting an empirical PL model of a 2.65 GHz WiMAX network deployed in a suburban environment. Data collection, statistical analysis, and regression analysis are the phases of operations incorporated in this approach and the importance of each of these phases has been discussed properly. The procedure of collecting data such as received signal strength indicator (RSSI) through experimental set up is demonstrated. From the collected data set, empirical PL and RSSI models are predicted with regression technique. Furthermore, with the aid of the predicted PL model, essential parameters such as PL exponent as well as the coverage probability of the network are evaluated. This research work may assist in the process of deployment and optimisation of any cellular network significantly.

Seismic Performance of Slopes Subjected to Earthquake Mainshock Aftershock Sequences

It is commonly observed that aftershocks follow the mainshock. Aftershocks continue over a period of time with a decreasing frequency and typically there is not sufficient time for repair and retrofit between a mainshock–aftershock sequence. Usually, aftershocks are smaller in magnitude; however, aftershock ground motion characteristics such as the intensity and duration can be greater than the mainshock due to the changes in the earthquake mechanism and location with respect to the site. The seismic performance of slopes is typically evaluated based on the sliding displacement predicted to occur along a critical sliding surface. Various empirical models are available that predict sliding displacement as a function of seismic loading parameters, ground motion parameters, and site parameters but these models do not include the aftershocks. The seismic risks associated with the post-mainshock slopes ('damaged slopes') subjected to aftershocks is significant. This paper extends the empirical sliding displacement models for flexible slopes subjected to earthquake mainshock-aftershock sequences (a multi hazard approach). A dataset was developed using 144 pairs of as-recorded mainshock-aftershock sequences using the Pacific Earthquake Engineering Research Center (PEER) database. The results reveal that the combination of mainshock and aftershock increases the seismic demand on slopes relative to the mainshock alone; thus, seismic risks are underestimated if aftershocks are neglected.

Identifying Game Variables from Students’ Surveys for Prototyping Games for Learning

Games-based learning (GBL) has become increasingly important in teaching and learning. This paper explains the first two phases (analysis and design) of a GBL development project, ending up with a prototype design based on students’ and teachers’ perceptions. The two phases are part of a full cycle GBL project aiming to help secondary school students in Thailand in their study of Comprehensive Sex Education (CSE). In the course of the study, we invited 1,152 students to complete questionnaires and interviewed 12 secondary school teachers in focus groups. This paper found that GBL can serve students in their learning about CSE, enabling them to gain understanding of their sexuality, develop skills, including critical thinking skills and interact with others (peers, teachers, etc.) in a safe environment. The objectives of this paper are to outline the development of GBL variables from the research question(s) into the developers’ flow chart, to be responsive to the GBL beneficiaries’ preferences and expectations, and to help in answering the research questions. This paper details the steps applied to generate GBL variables that can feed into a game flow chart to develop a GBL prototype. In our approach, we detailed two models: (1) Game Elements Model (GEM) and (2) Game Object Model (GOM). There are three outcomes of this research – first, to achieve the objectives and benefits of GBL in learning, game design has to start with the research question(s) and the challenges to be resolved as research outcomes. Second, aligning the educational aims with engaging GBL end users (students) within the data collection phase to inform the game prototype with the game variables is essential to address the answer/solution to the research question(s). Third, for efficient GBL to bridge the gap between pedagogy and technology and in order to answer the research questions via technology (i.e. GBL) and to minimise the isolation between the pedagogists “P” and technologist “T”, several meetings and discussions need to take place within the team.

Numerical Simulation of Axially Loaded to Failure Large Diameter Bored Pile

Ultimate capacity of large diameter bored piles is usually determined from pile loading tests as recommended by several international codes and foundation design standards. However, loading of this type of piles till achieving apparent failure is practically seldom. In this paper, numerical analyses are carried out to simulate load test of a large diameter bored pile performed at the location of Alzey highway bridge project (Germany). Test results of pile load settlement relationship till failure as well as results of the base and shaft resistances are available. Apparent failure was indicated in this test by the significant increase of the induced settlement during the last load increment applied on the pile head. Measurements of this pile load test are used to assess the quality of the numerical models investigated. Three different material soil models are implemented in the analyses: Mohr coulomb (MC), Soft soil (SS), and Modified Mohr coulomb (MMC). Very good agreement is obtained between the field measured settlement and the calculated settlement using the MMC model. Results of analysis showed also that the MMC constitutive model is superior to MC, and SS models in predicting the ultimate base and shaft resistances of the large diameter bored pile. After calibrating the numerical model, behavior of large diameter bored piles under axial loads is discussed and the formation of the plastic zone around the pile is explored. Results obtained showed that the plastic zone below the base of the pile at failure extended laterally to about four times the pile diameter and vertically to about three times the pile diameter.

Monitoring of Belt-Drive Defects Using the Vibration Signals and Simulation Models

The main aim of this paper is to dedicate the belt drive system faults like cogs missing, misalignment and belt worm using vibration analysis technique. Experimentally, the belt drive test-rig is equipped to measure vibrations signals under different operating conditions. Finite element 3D model of belt drive system is created and vibration response analyzed using commercial finite element software ABAQUS/CAE.  Root mean square (RMS) and Crest Factor will serve as indicators of average amplitude of envelope analysis signals. The vibration signals pattern obtained from the simulation model and experimental data have the same characteristics. It can be concluded that each case of the RMS is more effective in detecting the defect for acceleration response. While Crest Factor parameter has a response with the displacement and velocity of vibration signals. Also it can be noticed that the model has difficulty in completing the solution when the misalignment angle is higher than 1 degree.

Comparison of Data Reduction Algorithms for Image-Based Point Cloud Derived Digital Terrain Models

Digital Terrain Model (DTM) is a digital numerical representation of the Earth's surface. DTMs have been applied to a diverse field of tasks, such as urban planning, military, glacier mapping, disaster management. In the expression of the Earth' surface as a mathematical model, an infinite number of point measurements are needed. Because of the impossibility of this case, the points at regular intervals are measured to characterize the Earth's surface and DTM of the Earth is generated. Hitherto, the classical measurement techniques and photogrammetry method have widespread use in the construction of DTM. At present, RADAR, LiDAR, and stereo satellite images are also used for the construction of DTM. In recent years, especially because of its superiorities, Airborne Light Detection and Ranging (LiDAR) has an increased use in DTM applications. A 3D point cloud is created with LiDAR technology by obtaining numerous point data. However recently, by the development in image mapping methods, the use of unmanned aerial vehicles (UAV) for photogrammetric data acquisition has increased DTM generation from image-based point cloud. The accuracy of the DTM depends on various factors such as data collection method, the distribution of elevation points, the point density, properties of the surface and interpolation methods. In this study, the random data reduction method is compared for DTMs generated from image based point cloud data. The original image based point cloud data set (100%) is reduced to a series of subsets by using random algorithm, representing the 75, 50, 25 and 5% of the original image based point cloud data set. Over the ANS campus of Afyon Kocatepe University as the test area, DTM constructed from the original image based point cloud data set is compared with DTMs interpolated from reduced data sets by Kriging interpolation method. The results show that the random data reduction method can be used to reduce the image based point cloud datasets to 50% density level while still maintaining the quality of DTM.

A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Application of the Least Squares Method in the Adjustment of Chlorodifluoromethane (HCFC-142b) Regression Models

There are many situations in which human activities have significant effects on the environment. Damage to the ozone layer is one of them. The objective of this work is to use the Least Squares Method, considering the linear, exponential, logarithmic, power and polynomial models of the second degree, to analyze through the coefficient of determination (R²), which model best fits the behavior of the chlorodifluoromethane (HCFC-142b) in parts per trillion between 1992 and 2018, as well as estimates of future concentrations between 5 and 10 periods, i.e. the concentration of this pollutant in the years 2023 and 2028 in each of the adjustments. A total of 809 observations of the concentration of HCFC-142b in one of the monitoring stations of gases precursors of the deterioration of the ozone layer during the period of time studied were selected and, using these data, the statistical software Excel was used for make the scatter plots of each of the adjustment models. With the development of the present study, it was observed that the logarithmic fit was the model that best fit the data set, since besides having a significant R² its adjusted curve was compatible with the natural trend curve of the phenomenon.

A Study of Two Disease Models: With and Without Incubation Period

The incubation period is defined as the time from infection with a microorganism to development of symptoms. In this research, two disease models: one with incubation period and another without incubation period were studied. The study involves the use of a  mathematical model with a single incubation period. The test for the existence and stability of the disease free and the endemic equilibrium states for both models were carried out. The fourth order Runge-Kutta method was used to solve both models numerically. Finally, a computer program in MATLAB was developed to run the numerical experiments. From the results, we are able to show that the endemic equilibrium state of the model with incubation period is locally asymptotically stable whereas the endemic equilibrium state of the model without incubation period is unstable under certain conditions on the given model parameters. It was also established that the disease free equilibrium states of the model with and without incubation period are locally asymptotically stable. Furthermore, results from numerical experiments using empirical data obtained from Nigeria Centre for Disease Control (NCDC) showed that the overall population of the infected people for the model with incubation period is higher than that without incubation period. We also established from the results obtained that as the transmission rate from susceptible to infected population increases, the peak values of the infected population for the model with incubation period decrease and are always less than those for the model without incubation period.

Biosorption of Azo Dye Reactive Black B onto Nonviable Biomass of Cladosporium cladosporioides LM1: Thermodynamic, Kinetic and Equilibrium Modeling

This study investigated the biosorption of the azo dye reactive Black B (RBB) from aqueous solution using the nonviable biomass of Cladosporium cladosporioides LM1. The biosorption systems were carried out in batch mode considering different conditions of initial pH, contact time, temperature, initial dye concentration and biosorbent dosage. Higher removal rate of RBB was obtained at pH 2. Biosorption data were successfully described by pseudo-second-order kinetic model and Langmuir isotherm model with the maximum monolayer biosorption capacity estimated at 71.43 mg/g. The values of thermodynamic parameters such as ∆G°, ∆H° and ∆S° indicated that the biosorption of RBB onto fungal biomass was spontaneous and exothermic in nature. It can be concluded that nonviable biomass of Cladosporium cladosporioides LM1 may be an attractive low-cost biosorbent for the removal of azo dye RBB from aqueous solution.

Comparison of Methods of Estimation for Use in Goodness of Fit Tests for Binary Multilevel Models

It can be frequently observed that the data arising in our environment have a hierarchical or a nested structure attached with the data. Multilevel modelling is a modern approach to handle this kind of data. When multilevel modelling is combined with a binary response, the estimation methods get complex in nature and the usual techniques are derived from quasi-likelihood method. The estimation methods which are compared in this study are, marginal quasi-likelihood (order 1 & order 2) (MQL1, MQL2) and penalized quasi-likelihood (order 1 & order 2) (PQL1, PQL2). A statistical model is of no use if it does not reflect the given dataset. Therefore, checking the adequacy of the fitted model through a goodness-of-fit (GOF) test is an essential stage in any modelling procedure. However, prior to usage, it is also equally important to confirm that the GOF test performs well and is suitable for the given model. This study assesses the suitability of the GOF test developed for binary response multilevel models with respect to the method used in model estimation. An extensive set of simulations was conducted using MLwiN (v 2.19) with varying number of clusters, cluster sizes and intra cluster correlations. The test maintained the desirable Type-I error for models estimated using PQL2 and it failed for almost all the combinations of MQL. Power of the test was adequate for most of the combinations in all estimation methods except MQL1. Moreover, models were fitted using the four methods to a real-life dataset and performance of the test was compared for each model.

A Comparative Study of Regional Climate Models and Global Coupled Models over Uttarakhand

As a great physiographic divide, the Himalayas affecting a large system of water and air circulation which helps to determine the climatic condition in the Indian subcontinent to the south and mid-Asian highlands to the north. It creates obstacles by defending chill continental air from north side into India in winter and also defends rain-bearing southwesterly monsoon to give up maximum precipitation in that area in monsoon season. Nowadays extreme weather conditions such as heavy precipitation, cloudburst, flash flood, landslide and extreme avalanches are the regular happening incidents in the region of North Western Himalayan (NWH). The present study has been planned to investigate the suitable model(s) to find out the rainfall pattern over that region. For this investigation, selected models from Coordinated Regional Climate Downscaling Experiment (CORDEX) and Coupled Model Intercomparison Project Phase 5 (CMIP5) has been utilized in a consistent framework for the period of 1976 to 2000 (historical). The ability of these driving models from CORDEX domain and CMIP5 has been examined according to their capability of the spatial distribution as well as time series plot of rainfall over NWH in the rainy season and compared with the ground-based Indian Meteorological Department (IMD) gridded rainfall data set. It is noted from the analysis that the models like MIROC5 and MPI-ESM-LR from the both CORDEX and CMIP5 provide the best spatial distribution of rainfall over NWH region. But the driving models from CORDEX underestimates the daily rainfall amount as compared to CMIP5 driving models as it is unable to capture daily rainfall data properly when it has been plotted for time series (TS) individually for the state of Uttarakhand (UK) and Himachal Pradesh (HP). So finally it can be said that the driving models from CMIP5 are better than CORDEX domain models to investigate the rainfall pattern over NWH region.