• Title/Summary/Keyword: derivative models

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Hyperspectral imaging technique to evaluate the firmness and the sweetness index of tomatoes

  • Rahman, Anisur;Park, Eunsoo;Bae, Hyungjin;Cho, Byoung-Kwan
    • Korean Journal of Agricultural Science
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    • v.45 no.4
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    • pp.823-837
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    • 2018
  • The objective of this study was to evaluate the firmness and the sweetness index (SI) of tomatoes with a hyperspectral imaging (HSI) technique within the wavelength range of 1000 - 1550 nm. The hyperspectral images of 95 tomatoes were acquired with a push-broom hyperspectral reflectance imaging system, from which the mean spectra of each tomato were extracted from the regions of interest. The reference firmness and sweetness index of the same sample was measured and calibrated with their corresponding spectral data by partial least squares (PLS) regression with different preprocessing methods. The calibration model developed by PLS regression based on the Savitzky-Golay second-derivative preprocessed spectra resulted in a better performance for both the firmness and the SI of the tomatoes compared to models developed by other preprocessing methods. The correlation coefficients ($R_{pred}$) were 0.82, and 0.74 with a standard error of prediction of 0.86 N, and 0.63, respectively. Then, the feature wavelengths were identified using a model-based variable selection method, i.e., variable importance in projection, from the PLS regression analyses. Finally, chemical images were derived by applying the respective regression coefficients on the spectral image in a pixel-wise manner. The resulting chemical images provided detailed information on the firmness and the SI of the tomatoes. The results show that the proposed HSI technique has potential for rapid and non-destructive evaluation of firmness and the sweetness index of tomatoes.

Discrimination and bifurcation analysis of tumor immune interaction in fractional form

  • Taj, Muhammad;Khadimallah, Mohamed A.;Hussain, Muzamal;Rashid, Yahya;Ishaque, Waqas;Mahmoud, S.R.;Din, Qamar;Alwabli, Afaf S.;Tounsi, Abdelouahed
    • Advances in nano research
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    • v.10 no.4
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    • pp.359-371
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    • 2021
  • A tumor immune interaction is a main topic of interest in the last couple of decades because majority of human population suffered by tumor, formed by the abnormal growth of cells and is continuously interacted with the immune system. Because of its wide range of applications, many researchers have modeled this tumor immune interaction in the form of ordinary, delay and fractional order differential equations as the majority of biological models have a long range temporal memory. So in the present work, tumor immune interaction in fractional form provides an excellent tool for the description of memory and hereditary properties of inter and intra cells. So the interaction between effector-cells, tumor cells and interleukin-2 (IL-2) are modeled by using the definition of Caputo fractional order derivative that provides the system with long-time memory and gives extra degree of freedom. Moreover, in order to achieve more efficient computational results of fractional-order system, a discretization process is performed to obtain its discrete counterpart. Furthermore, existence and local stability of fixed points are investigated for discrete model. Moreover, it is proved that two types of bifurcations such as Neimark-Sacker and flip bifurcations are studied. Finally, numerical examples are presented to support our analytical results.

Autism-Like Behavioral Phenotypes in Mice Treated with Systemic N-Methyl-D-Aspartate

  • Adil, Keremkleroo Jym;Gonzales, Edson Luck;Remonde, Chilly Gay;Boo, Kyung-Jun;Jeon, Se Jin;Shin, Chan Young
    • Biomolecules & Therapeutics
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    • v.30 no.3
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    • pp.232-237
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    • 2022
  • Autism spectrum disorder (ASD) having core characteristics of social interaction problems and repetitive behaviors and interests affects individuals at varying degrees and comorbidities, making it difficult to determine the precise etiology underlying the symptoms. Given its heterogeneity, ASD is difficult to treat and the development of therapeutics is slow due to the scarcity of animal models that are easy to produce and screen with. Based on the theory of excitation/inhibition imbalance in the brain with ASD which involves glutamatergic and/or GABAergic neurotransmission, a pharmacologic agent to modulate these receptors might be a good starting point for modeling. N-methyl-D-aspartic acid (NMDA) is an amino acid derivative acting as a specific agonist at the NMDA receptor and therefore imitates the action of the neurotransmitter glutamate on that receptor. In contrast to glutamate, NMDA selectively binds to and regulates the NMDA receptor, but not other glutamate receptors such as AMPA and kainite receptors. Given this role, we aimed to determine whether NMDA administration could result in autistic-like behavior in adolescent mice. Both male and female mice were treated with saline or NMDA (50 and 75 mg/kg) and were tested on various behavior experiments. Interestingly, acute NMDA-treated mice showed social deficits and repetitive behavior similar to ASD phenotypes. These results support the excitation/inhibition imbalance theory of ASD and that NMDA injection can be used as a pharmacologic model of ASD-like behaviors.

Data driven inverse stochastic models for fiber reinforced concrete

  • Kozar, Ivica;Bede, Natalija;Bogdanic, Anton;Mrakovcic, Silvija
    • Coupled systems mechanics
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    • v.10 no.6
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    • pp.509-520
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    • 2021
  • Fiber-reinforced concrete (FRC) is a composite material where small fibers made from steel or polypropylene or similar material are embedded into concrete matrix. In a material model each constituent should be adequately described, especially the interface between the matrix and fibers that is determined with the 'bond-slip' law. 'Bond-slip' law describes relation between the force in a fiber and its displacement. Bond-slip relation is usually obtained from tension laboratory experiments where a fiber is pulled out from a matrix (concrete) block. However, theoretically bond-slip relation could be determined from bending experiments since in bending the fibers in FRC get pulled-out from the concrete matrix. We have performed specially designed laboratory experiments of three-point beam bending with an intention of using experimental data for determination of material parameters. In addition, we have formulated simple layered model for description of the behavior of beams in the three-point bending test. It is not possible to use this 'forward' beam model for extraction of material parameters so an inverse model has been devised. This model is a basis for formulation of an inverse model that could be used for parameter extraction from laboratory tests. The key assumption in the developed inverse solution procedure is that some values in the formulation are known and comprised in the experimental data. The procedure includes measured data and its derivative, the formulation is nonlinear and solution is obtained from an iterative procedure. The proposed method is numerically validated in the example at the end of the paper and it is demonstrated that material parameters could be successfully recovered from measured data.

Mastitis Diagnostics by Near-infrared Spectra of Cows milk, Blood and Urine Using SIMCA Classification

  • Tsenkova, Roumiana;Atanassova, Stefka
    • Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
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    • 2001.06a
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    • pp.1247-1247
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    • 2001
  • Constituents of animal biofluids such as milk, blood and urine contain information specifically related to metabolic and health status of the ruminant animals. Some changes in composition of biofluids can be attributed to disease response of the animals. Mastitis is a major problem for the global dairy industry and causes substantial economic losses from decreasing milk production and reducing milk quality. The purpose of this study was to investigate potential of NIRS combined with multivariate analysis for cow's mastitis diagnosis based on NIR spectra of milk, blood and urine. A total of 112 bulk milk, urine and blood samples from 4 Holstein cows were analyzed. The milk samples were collected from morning milking. The urine samples were collected before morning milking and stored at -35$^{\circ}C$ until spectral analysis. The blood samples were collected before morning milking using a catheter inserted into the carotid vein. Heparin was added to blood samples to prevent coagulation. All milk samples were analyzed for somatic cell count (SCC). The SCC content in milk was used as indicator of mastitis and as quantitative parameter for respective urine and blood samples collected at same time. NIR spectra of blood and milk samples were obtained by InfraAlyzer 500 spectrophotometer, using a transflectance mode. NIR spectra of urine samples were obtained by NIR System 6500 spectrophotometer, using 1 mm sample thickness. All samples were divided into calibration set and test set. Class variable was assigned for each sample as follow: healthy (class 1) and mastitic (class 2), based on milk SCC content. SIMCA was implemented to create models of the respective classes based on NIR spectra of milk, blood or urine. For the calibration set of samples, SIMCA models (model for samples from healthy cows and model for samples from mastitic cows), correctly classified from 97.33 to 98.67% of milk samples, from 97.33 to 98.61% of urine samples and from 96.00 to 94.67% of blood samples. From samples in the test set, the percent of correctly classified samples varied from 70.27 to 89.19, depending mainly on spectral data pretreatment. The best results for all data sets were obtained when first derivative spectral data pretreatment was used. The incorrect classified samples were 5 from milk samples,5 and 4 from urine and blood samples, respectively. The analysis of changes in the loading of first PC factor for group of samples from healthy cows and group of samples from mastitic cows showed, that separation between classes was indirect and based on influence of mastitis on the milk, blood and urine components. Results from the present investigation showed that the changes that occur when a cow gets mastitis influence her milk, urine and blood spectra in a specific way. SIMCA allowed extraction of available spectral information from the milk, urine and blood spectra connected with mastitis. The obtained results could be used for development of a new method for mastitis detection.

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A Study on Developing a VKOSPI Forecasting Model via GARCH Class Models for Intelligent Volatility Trading Systems (지능형 변동성트레이딩시스템개발을 위한 GARCH 모형을 통한 VKOSPI 예측모형 개발에 관한 연구)

  • Kim, Sun-Woong
    • Journal of Intelligence and Information Systems
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    • v.16 no.2
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    • pp.19-32
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    • 2010
  • Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.

Development of Measuring Technique for Milk Composition by Using Visible-Near Infrared Spectroscopy (가시광선-근적외선 분광법을 이용한 유성분 측정 기술 개발)

  • Choi, Chang-Hyun;Yun, Hyun-Woong;Kim, Yong-Joo
    • Food Science and Preservation
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    • v.19 no.1
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    • pp.95-103
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    • 2012
  • The objective of this study was to develop models for the predict of the milk properties (fat, protein, SNF, lactose, MUN) of unhomogenized milk using the visible and near-infrared (NIR) spectroscopic technique. A total of 180 milk samples were collected from dairy farms. To determine optimal measurement temperature, the temperatures of the milk samples were kept at three levels ($5^{\circ}C$, $20^{\circ}C$, and $40^{\circ}C$). A spectrophotometer was used to measure the reflectance spectra of the milk samples. Multilinear-regression (MLR) models with stepwise method were developed for the selection of the optimal wavelength. The preprocessing methods were used to minimize the spectroscopic noise, and the partial-least-square (PLS) models were developed to prediction of the milk properties of the unhomogenized milk. The PLS results showed that there was a good correlation between the predicted and measured milk properties of the samples at $40^{\circ}C$ and at 400~2,500 nm. The optimal-wavelength range of fat and protein were 1,600~1,800 nm, and normalization improved the prediction performance. The SNF and lactose were optimized at 1,600~1,900 nm, and the MUN at 600~800 nm. The best preprocessing method for SNF, lactose, and MUN turned out to be smoothing, MSC, and second derivative. The Correlation coefficients between the predicted and measured fat, protein, SNF, lactose, and MUN were 0.98, 0.90, 0.82, 0.75, and 0.61, respectively. The study results indicate that the models can be used to assess milk quality.

Quantification of Protein and Amylose Contents by Near Infrared Reflectance Spectroscopy in Aroma Rice (근적외선 분광분석법을 이용한 향미벼의 아밀로스 및 단백질 정량분석)

  • Kim, Jeong-Soon;Song, Mi-Hee;Choi, Jae-Eul;Lee, Hee-Bong;Ahn, Sang-Nag
    • Korean Journal of Food Science and Technology
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    • v.40 no.6
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    • pp.603-610
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    • 2008
  • The principal objective of current study was to evaluate the potential of near infrared reflectance spectroscopy (NIRS) as a non-destructive method for the prediction of the amylose and protein contents of un-hulled and brown rice in broad-based calibration models. The average amylose and protein content of 75 rice accessions were 20.3% and 7.1%, respectively. Additionally, the range of amylose and protein content were 16.6-24.5% and 3.8-9.3%, respectively. In total, 79 rice germplasms representing a wide range of chemical characteristics, variable physical properties, and origins were scanned via NIRS for calibration and validation equations. The un-hulled and brown rice samples evidenced distinctly different patterns in a wavelength range from 1,440 nm to 2,400 nm in the original NIR spectra. The optimal performance calibration model could be obtained by MPLS (modified partial least squares) using the first derivative method (1:4:4:1) for un-hulled rice and the second derivative method (2:4:4:1) for brown rice. The correlation coefficients $(r^2)$ and standard error of calibration (SEC) of protein and amylose contents for the un-hulled rice were 0.86, 2.48, and 0.84, 1.13, respectively. The $r^2$ and SEC of protein and amylose content for brown rice were 0.95, 1.09 and 0.94, 0.42, respectively. The results of this study suggest that the NIRS technique could be utilized as a routine procedure for the quantification of protein and amylose contents in large accessions of un-hulled rice germplasms.

AW3D30 and SRTM30 Digital Elevation Models -Comparison around coastal islands in Gyeongsangnam-do, South Korea- (AW3D30 DEM과 SRTM30 DEM의 정확도 비교 -경상남도 연안도서를 중심으로-)

  • YANG, In-Tae;LEE, Dong-Ha;ACHARYA, Tri Dev;HAN, Dong-Seok
    • Journal of the Korean Association of Geographic Information Studies
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    • v.21 no.2
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    • pp.34-43
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    • 2018
  • DEM(Digital Elevation Model) being fundamental data in geospatial domain is produced from different data and using various methods. As they are derived their precision varies and altering derivative in application. In this work, we compare two widely used DEMs namely(Advanced Land Observing Satellite World 3D 30m and Shuttle Radar Topography Mission Global 30m) around coastal islands in Gyeongsangnam-do, South Korea. First statistics of each DEM were calculated and later overlapped in Landsat image for visual comparison of areas below and above zero-meter elevation. As a result, it was found that DEMs were highly correlated with each other and had similar statistics. Besides having few high differences in hilly land area, they were able to represent the coastal lines. It has also been noted that they have many negative values and should carefully select study area covering full watershed in coastal regions to avoid negative elevation even after filling the sinks.

Further Investigations on the Financial Characteristics of Credit Default Swap(CDS) spreads for Korean Firms (국내기업들의 신용부도스왑(CDS) 스프레드의 재무적 특성에 관한 심층분석 연구)

  • Kim, Han-Joon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.13 no.9
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    • pp.3900-3914
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    • 2012
  • This study examined the background of the recent global financial crisis and the concept of one of the financial derivatives such as the credit default swap(CDS) or synthetic CDO(collateral debt obligations), given the rapid growing and changing the over-the-counter derivative markets in their volume and structures. In comparison with the previous literature such as the study of Park & Kim (2011), this research empirically performed more thorough and comprehensive investigations to find any financial characteristics or attributes to determine the CDS spreads. Regarding the results obtained from the multiple regression models, the explanatory variables such as STYIELD3, SLOPE, INASSETS, and VOLATILITY, showed their statistically significant effects on all the tested dependent variables(DVs). Another procedure such as the principle component analysis(PCA), was also performed to account for additional IDVs as possible determinants of the dependent variables. Subsequent to this analysis, larger coefficients of each corresponding eigenvector such as BETA, PFT2, GROWTH, STD, and BLEVERAGE were found to be possible financial determinants. For robustness, all the IDVs were employed to be tested in the 'full' regression model with stepwise procedure. As a result, STYIELD3, SLOPE, and VOLATILITY, and BETA showed their statistically significant relationship with all the dependent variables of the CDS spreads.