Hasil untuk "Applied mathematics. Quantitative methods"

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DOAJ Open Access 2025
Conway-Maxwell-Poisson model fitting to HFMD data in Malaysia

Noraishah Mohammad Sham, Wooi Chen Khoo

Since the first Hand, Foot and Mouth Disease (HFMD) outbreak occurred in Sarawak, Malaysia in 1997, the number of reported cases has remained in a cyclical pattern. Numerous HFMD research involve clinical and laboratory findings. However, there is limited research that models the distribution of the HFMD dataset in Malaysia using a count data model fitting. This study aims to demonstrate the flexibility of the Conway-Maxwell-Poisson (COM-Poisson) regression model. All daily reported cases of HFMD from 2009 to 2019 were analysed and presented by each state in Malaysia. A normal Poisson was extensively used, but it has limitations in terms of the equi-dispersion assumption. Thus, the performance of the COM-Poisson model was investigated and compared to the Poisson model by looking at the goodness of fit (log-likelihood, AIC, and BIC) test values. The results showed that COM-Poisson models fit the HFMD dataset well with lower AIC and BIC values compared to the Poisson model. The parameter coefficients' estimated values also indicated smaller values than in the Poisson model. Given the versatility of the COM-Poisson distribution, it is effective for statistical applications and procedures, such as modelling count data. In addition, the potential for related research was also being examined to improve the accuracy of the predictive model.

Social Sciences, Mathematics
DOAJ Open Access 2025
Common fixed point theorems on extended b-metric space using rational-type contraction

Nitin Kumar Singh, S. C. Ghosh

Abstract The aim of this paper is to establish some common fixed-point theorems for more than one mapping in the context of extended b-metric space using rational-type contractions, and find out the existence and uniqueness of the fixed point of these mappings on extended b-metric space. Our results generalize quite a few of the recent results in the literature in the context of extended b-metric spaces. We also provide some examples and applications related to our result.

Applied mathematics. Quantitative methods, Analysis
DOAJ Open Access 2025
Fourier-mixed window attention for efficient and robust long sequence time-series forecasting

Nhat Thanh Tran, Jack Xin

We study a fast local-global window-based attention method to accelerate Informer for long sequence time-series forecasting (LSTF) in a robust manner. While window attention being local is a considerable computational saving, it lacks the ability to capture global token information which is compensated by a subsequent Fourier transform block. Our method, named FWin, does not rely on query sparsity hypothesis and an empirical approximation underlying the ProbSparse attention of Informer. Experiments on univariate and multivariate datasets show that FWin transformers improve the overall prediction accuracies of Informer while accelerating its inference speeds by 1.6 to 2 times. On strongly non-stationary data (power grid and dengue disease data), FWin outperforms Informer and recent SOTAs thereby demonstrating its superior robustness. We give mathematical definition of FWin attention, and prove its equivalency to the canonical full attention under the block diagonal invertibility (BDI) condition of the attention matrix. The BDI is verified to hold with high probability on benchmark datasets experimentally.

Applied mathematics. Quantitative methods, Probabilities. Mathematical statistics
DOAJ Open Access 2025
On transaction costs in minimum-risk portfolios: insights into risk parity and asset allocation

Denis Veliu, Aranit Shkurti, Antonio Luciano Martire

In minimal risk portfolios, costs associated with transactions are essential in calculating the net performance. The transaction costs of maintaining such portfolios are predominantly negative due to the fact that traditional portfolio optimization strategies, which focus solely on risk and return, neglecting transaction costs typically incurred through rebalancing. This research analyzes the impact of costs associated with transactions while constructing minimum risk portfolios centered around risk parity models and provides a way to control those costs. We investigate the performance of portfolios under fixed and flexible costs and include these parameters in the optimization model to achieve more realistic results. Applying real-world data on conventional stock portfolios and highly volatile cryptocurrency markets, we demonstrate the performance of mean–variance optimization (M-V), risk parity with standard deviation (RP-Std), and risk parity with Conditional Value at Risk (RP-CVaR) through empirical data for both stock portfolios and cryptocurrencies. We found that potential transaction costs can cause portfolio returns to change by anywhere between 0.5 to 2% per year depending on how often one trades, and market conditions. By highlighting how crucial it is to incorporate transaction costs into the decision-making process, this study contributes to the expanding literature of research on portfolio optimization. For investors looking to create and manage their portfolios in a way that balances risk, return, and cost effectiveness, our findings offer useful insights. Future studies might investigate adaptive models that dynamically adapt to shifting cost structures and market situations, or they could generalize these findings to other asset classes.

Applied mathematics. Quantitative methods, Probabilities. Mathematical statistics
DOAJ Open Access 2024
Centralized Database Access: Transformer Framework and LLM/Chatbot Integration-Based Hybrid Model

Diana Bratić, Marko Šapina, Denis Jurečić et al.

This paper addresses the challenges associated with the centralized storage of educational materials in the context of a fragmented and disparate database. In response to the increasing demands of modern education, efficient and accessible retrieval of materials for educators and students is essential. This paper presents a hybrid model based on the transformer framework and utilizing an API for an existing large language model (LLM)/chatbot. This integration ensures precise responses drawn from a comprehensive educational materials database. The model architecture uses mathematically defined algorithms for precise functions that enable deep text processing through advanced word embedding methods. This approach improves accuracy in natural language processing and ensures both high efficiency and adaptability. Therefore, this paper not only provides a technical solution to a prevalent problem but also highlights the potential for the continued development and integration of emerging technologies in education. The aim is to create a more efficient, transparent, and accessible educational environment. The importance of this research lies in its ability to streamline material access, benefiting the global scientific community and contributing to the continuous advancement of educational technology.

Technology, Applied mathematics. Quantitative methods
DOAJ Open Access 2023
A Particle Swarm Optimization tuned nonlinear PID controller with improved performance and robustness for First Order Plus Time Delay systems

Stefanos Charkoutsis, Mohamed Kara-Mohamed

The Proportional, Integral, and Derivative (PID) controller is a ubiquitous controller within industry. The conventional PID controller can struggle to provide a satisfactory response for the nonlinear systems faced by industry. In addition, conventional PID controllers have a trade-off between performance and robustness, where they cannot compensate for both without compromising stability or speed. In this paper, a novel Nonlinear gains Proportional, Integral, and Derivative (NLPID) control algorithm is proposed as a practical control strategy that shows improvements in the simultaneous set-point tracking and disturbance rejection, to control nonlinear systems. The paper shows the performance and robustness of the proposed controller for the case of a First Order Plus Time Delay (FOPTD) system, which heavily exists in industry. The Particle Swarm Optimization (PSO) algorithm is used to tune the proposed NLPID controller. The performance of the proposed NLPID controller is simulated and compared against established controllers in literature such as conventional PID, two degree of freedom PID, and Smith Predictor PID controllers in MATLAB/Simulink for an FOPTD system, with various uncertainties and disturbances. This study shows that the proposed NLPID controller maintains faster settling and rise time, with no overshoot and excellent disturbance rejection, without compromising stability or speed, and is robust against parametric, additive, and multiplicative uncertainties.

Applied mathematics. Quantitative methods
DOAJ Open Access 2021
طراحی شبکه عوامل موثر بر تصمیم گیری اخلاقی

محمد رضا مهرگان, بهروز دری نوگورانی, سحر جعفری et al.

بسیاری از تعاملات سازمانی و یا حتی روزمره افراد بر پایه تصمیمات آن‌ها شکل می­گیرد و این تصمیمات گاهاً شامل تبعاتی بر ذینفعان مختلف است. در این راستا شایسته است، به بررسی و تجزیه‌وتحلیل عوامل مؤثر بر تصمیم‌گیری اخلاقی پرداخته شود. این پژوهش با هدف بررسی عوامل مؤثر بر تصمیم‌گیری اخلاقی انجام شد. پس از شناسایی و استخراج عوامل مؤثر بر تصمیم‌گیری اخلاقی از ادبیات، متغیرها به‌واسطه تدوین پرسشنامه دلفی- فازی و همکاری هشت نفر از خبرگان آشنا به حوزه مدیریت و اخلاق غربال شدند. پس از انجام تکرارهای لازم و حد اشباع پاسخ‌ها، شاخص‌ها تأیید نهایی شدند. سپس به کمک روش دیمتل فازی به تحلیل و بررسی شاخص­ها پرداخته شد. درنهایت تکنیک مذکور با تجزیه‌وتحلیل نظرات خبرگان به‌صورت سیستماتیک، اهمیت نسبی و روابط بین آن‌ها را ارائه نمود. تجزیه‌وتحلیل­ها نشان داد متغیر «نفوذ مدیران ارشد»، «تأثیر گروه همکاران» و «احساسات/حالت» دارای اهمیت وافری میان متغیرهاست و بر سایر متغیرها تأثیرگذار است. در نقطه مقابل آن «معنویت»، «رقابت تجاری» و «سبک تصمیم» فرد تصمیم­گیرنده، نسبت به بقیه عوامل از اهمیت پایین‌تری برخوردار است. به‌طور­کلی عوامل متعددی بر اتخاذ یک تصمیم اخلاقی مؤثر هستند، اما نتایج حاکی از آن است که در بعد فردی؛ شخصیت و باروها و ارزش‌های فرد تصمیم­گیرنده و در بعد موقعیتی، گروه­های مرجع نقش پررنگی در اتخاذ یک تصمیم اخلاقی دارند و می‌توانند آن را جهت­دهی نمایند. لذا مستلزم تعمق بیشتر است تا با آگاهی بخشی به فردی که در مقام تصمیم قرار می­گیرد، کنترل بیشتر و نظارت دقیق­تری بر روی پیامد تصمیم صورت پذیرد.

Management. Industrial management, Applied mathematics. Quantitative methods
DOAJ Open Access 2018
Desde las estructuras vitalicias a las temporales: una aproximación a la reforma de las pensiones de supervivencia en España || From Lifetime Benefits to Temporary Payments: An Approach to Survivors Benefits Reform in Spain

Hernández González, Daniel , Devesa Carpio, José Enrique

Particularizando el debate en la Seguridad Social española y sus prestaciones de muerte y supervivencia, el artículo revisa la posibilidad de una transición desde corrientes de pagos vitalicias hacia estructuras temporales dentro de estas coberturas. Se presenta el planteamiento teórico y se exponen los resultados prácticos de acuerdo a la Muestra Continua de Vidas Laborales (datos reales de prestaciones) y a la aplicación de la equivalencia actuarial, con un análisis de sensibilidad en las principales hipótesis del modelo. Como intuitivamente es de esperar, la transición desde prestaciones vitalicias a temporales conlleva una reducción de costes iniciales por generación para el sistema público de protección y una mayor equidad en la relación entre aportaciones y prestaciones, si bien este hecho también debe observarse desde otras perspectivas, entre ellas la del posible beneficiario que vería reducidas sus expectativas globales de beneficios. Por otra parte, se presenta una alternativa de transformación de la corriente de prestaciones en varios períodos y diferentes cuantías en los mismos, opción que favorece una mayor protección en las cercanías del hecho causante. || This article explores the possibility of transition from lifetime benefits to temporary payments, specifying the debate in the Spanish Social Security. The theoretical approach is presented and, according to the Continuous Sample of Working Lives, the application of actuarial equivalence and a sensitivity analysis on the main hypothesis, practical results are calculated. As it would be intuitively expected, the transition from lifetime benefits to temporary payments leads to better fairness in the model and a cost reduction in the initial expenses per generation for public protection system, although other perspectives, including reduced expectations for potential beneficiaries, should be also seen. Furthermore, the possibility of using different periods and amounts in the structure of expenses is shown as well. This option improves the protection at the time closest to the fact that generates the benefit.

Applied mathematics. Quantitative methods, Mathematics
DOAJ Open Access 2018
Asymptotics for the sum of three state Markov dependent random variables

Gabija Liaudanskaitė, Vydas Čekanavičius

The insurance model when the amount of claims depends on the state of the insured person (healthy, ill, or dead) and claims are connected in a Markov chain is investigated. The signed compound Poisson approximation is applied to the aggregate claims distribution after $n\in \mathbb{N}$ periods. The accuracy of order $O({n^{-1}})$ and $O({n^{-1/2}})$ is obtained for the local and uniform norms, respectively. In a particular case, the accuracy of estimates in total variation and non-uniform estimates are shown to be at least of order $O({n^{-1}})$. The characteristic function method is used. The results can be applied to estimate the probable loss of an insurer to optimize an insurance premium.

Applied mathematics. Quantitative methods, Mathematics
DOAJ Open Access 2017
Design of improved optimal and suboptimal deadlock prevention for flexible manufacturing systems based on place invariant and reachability graph analysis methods

Yen-Liang Pan, Ching-Yun Tseng, Ter-Chan Row

Flexible manufacturing systems exhibit a high degree of resource sharing. Since the parts advancing through the system compete for a finite number of resources, a deadlock may occur. Accordingly, many pioneers make efforts in the issue. However, how to obtain maximally permissive supervisors in deadlock flexible manufacturing system is an extremely difficult and time-consuming problem. In existing literature, place invariant) and graph analysis method are merged called maximal number of forbidding First Bad Marking (FBM) problem to obtained optimal controllers with a small number of control places. However, this prevention just can be used in some special nets. For general cases, deadlocks could still exist. Therefore, this paper tries to propose one improved iterative deadlock prevention policy to solve above disadvantage. Experimental results show that the proposed improved policy can be used in all kinds of nets. In other words, it does improve the drawback of conventional maximal number of forbidding First Bad Marking (FBM) problem technology.

Applied mathematics. Quantitative methods, Mathematics
DOAJ Open Access 2016
The algorithm of the method for calculating quality classes boundaries for quantitative systems characteristics and for determination of interactions between characteristics. Part 2. Calculation for three or more quality classes

Dmitrii Vladimirovich Risnik, Aleksandr Petrovich Levich, Polina Viktorovna Fursova et al.

The method of calculation of the boundaries of quality classes for quantitative characteristics of systems with any properties is adapted to search for boundaries of three quality classes. In addition to other results, adaptation of the method allowed to determine boundaries between quality classes at simultaneous «unacceptability » of high and low values of indicator characteristic of the system condition and simultaneous «inadmissibility » of high and low values of factors affecting the system.

Applied mathematics. Quantitative methods, Mathematics
DOAJ Open Access 2016
Min-max optimization and the radial approach to the public service system design with generalized utility

Jaroslav Janáček, Marek Kvet

The paper deals with the min-max public service system design, where the generalized utility is considered. In contrast to the formulations presented in the literature, the generalized utility defined for a public service system assumes that the user’s utility comes generally from more than one located service center and the individual contributions from relevant centers are weighted by reduction coefficients depending on a center order. Given that commercial IP-solvers often fail due to enormous computational times or extreme memory demands when resolving this issue, we suggested and compared several approaches based on a bisection process with the purpose of developing an effective max-min approach to the public service system design with a generalized utility.

Applied mathematics. Quantitative methods
DOAJ Open Access 2015
On small vibrations of a damped Stieltjes string

Olga Boyko, Vyacheslav Pivovarchik

Inverse problem of recovering masses, coefficients of damping and lengths of the intervals between the masses using two spectra of boundary value problems and the total length of the Stieltjes string (an elastic thread bearing point masses) is considered. For the case of point-wise damping at the first counting from the right end mass the problem of recovering the masses, the damping coefficient and the lengths of the subintervals by one spectrum and the total length of the string is solved.

Applied mathematics. Quantitative methods
DOAJ Open Access 2014
Classifying heartrate by change detection and wavelet methods for emergency physicians*

Azzaoui Nourddine, Guillin Arnaud, Dutheil Frederic et al.

Heart Rate Variability (HRV) carries a wealth of information about the physiological state and the behaviour of a living individual. Indeed, the heart rate variation is intrinsically linked to the autonomic nervous system: the parasympathetic and orthosympathetic systems. Thus, any imbalance in these two opposite systems results in a variation of the cardiac frequency modulation. This alternation between equilibrium and disequilibrium (frequency variability) is recognized as an indicator of well-being and good health. Particularly, decreased HRV is linked to stress, fatigue and decreased physical performance. The aim of this work is to exploit the heart rate signals to detect stressful situations in different populations: emergency physicians, sportsmen, animal behaviours...We introduce a methodological framework for the detection of stress and eventually well-being. Our contribution is firstly based on using Gabor wavelets to extract energies corresponding to High and Low Frequency (HF and LF) bands which are linked to the parasympathetic and orthosympathetic systems. We then detect change points on these energies using the Filtered Derivative with p-value (FDpV) method. Finally, we develop a typology of cardiac activity by distinguishing homogeneous groups or state profiles sharing similar characteristics. We apply our methodology on a real dataset collected by monitoring cardiac activity of an emergency physician for 24 hours.

Applied mathematics. Quantitative methods, Mathematics
DOAJ Open Access 2014
A new approach for solving nonlinear system of equations using Newton method and HAM

Jalal Izadian, Reza Abrishami, Maryam Jalili

A new approach utilizing Newton Method and Homotopy Analysis Method (HAM) is proposed for solving nonlinear system of equations. Accelerating the rate of convergence of HAM, and obtaining a global quadratic rate of convergence are the main purposes of this approach. The numerical results demonstrate the efficiency and the performance of proposed approach. The comparison with conventional homotopy method, Newton Method and HAM shows the great freedom of selecting the initial guess, in this approach.

Applied mathematics. Quantitative methods
DOAJ Open Access 2014
Application of dimensioned numbers to functional equations

IZUMI Hideaki

In this paper, we introduce the notion of dimensioned numbers and extended dimensioned numbers. The notion of dimensioned numbers originates in geometric measurements, and it can be used to describe iterated exponential functions of a single variable. We apply the theory of dimensioned numbers to solving some functional equations of a single variable.

Applied mathematics. Quantitative methods, Mathematics

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