992 resultados para Minimal entropy martingale measure


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Interest in polyethylene and polypropylene bonding has increased in the last years. However, adhesive joints with adherends which are of low surface energy and which are chemically inert present several difficulties. Generally, their high degree of chemical resistance to solvents and dissimilar solubility parameters limit the usefulness of solvent bonding as a viable assembly technique. One successful approach to adhesive bonding of these materials involves proper selection of surface pre-treatment prior to bonding. With the correct pre-treatment it is possible to glue these materials with one or more of several adhesives required by the applications involved. A second approach is the use of adhesives without surface pre-treatment, such as hot melts, high tack pressure-sensitive adhesives, solvent-based specialty adhesives and, more recently, structural acrylic adhesives as such 3M DP-8005® and Loctite 3030®. In this paper, the shear strengths of two acrylic adhesives were evaluated using the lap shear test method ASTM D3163 and the block shear test method ASTM D4501. Two different industrial polyolefins (polyethylene and polypropylene) were used for adherends. However, the focus of this study was to measure the shear strength of polyethylene joints with acrylic adhesives. The effect of abrasion was also studied. Some test specimens were manually abraded using 180 and 320 grade abrasive paper. An additional goal of this work was to examine the effect of temperature and moisture on mechanical strength of adhesive joints.

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This study was conducted to measure the degree of adherence by public health care providers to a policy that requires them to implement minimal contact intervention for tobacco cessation with their clients. This study also described what components of the intervention may have contributed to the adherence of the policy and how health care providers felt about adhering to the policy. The intervention consisted of a policy for implementation of minimal contact intervention, changes to documentation, a health care provider mentor trained, a training session for health care providers, and ongoing paper and people supports for implementation. Data for this study were collected through a health care provider questionnaire, focus group interviews, and a compliance protocol including a chart audit. The findings of this study showed a high degree of adherence to the policy, that health care providers thought minimal contact intervention was important to conduct with their clients, and that health care providers felt supported to implement the intervention. No statistically significant difference was found between new and experienced health care providers on 17 of the 18 questions on the health care provider questionnaire. However there was a statistically significant difference between new and experienced health care providers with respect to their perception that “clients often feel like they have to accept tobacco cessation information from me.” Changes could be made to the minimal contact intervention and to documentation of the intervention. Implications for future research include implementation within other programs within Hamilton Public Health Services and implementation of this model within other public health units and other types of health care providers within Ontario.

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A common real-life problem is to fairly allocate a number of indivisible objects and a fixed amount of money among a group of agents. Fairness requires that each agent weakly prefers his consumption bundle to any other agent’s bundle. Under fairness, efficiency is equivalent to budget-balance (all the available money is allocated among the agents). Budget-balance and fairness in general are incompatible with non-manipulability (Green and Laffont, 1979). We propose a new notion of the degree of manipulability which can be used to compare the ease of manipulation in allocation mechanisms. Our measure counts for each problem the number of agents who can manipulate the rule. Given this notion, the main result demonstrates that maximally linked fair allocation rules are the minimally manipulable rules among all budget-balanced and fair allocation mechanisms. Such rules link any agent to the bundle of a pre-selected agent through indifferences (which can be viewed as indirect egalitarian equivalence).

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The present study on the characterization of probability distributions using the residual entropy function. The concept of entropy is extensively used in literature as a quantitative measure of uncertainty associated with a random phenomenon. The commonly used life time models in reliability Theory are exponential distribution, Pareto distribution, Beta distribution, Weibull distribution and gamma distribution. Several characterization theorems are obtained for the above models using reliability concepts such as failure rate, mean residual life function, vitality function, variance residual life function etc. Most of the works on characterization of distributions in the reliability context centers around the failure rate or the residual life function. The important aspect of interest in the study of entropy is that of locating distributions for which the shannon’s entropy is maximum subject to certain restrictions on the underlying random variable. The geometric vitality function and examine its properties. It is established that the geometric vitality function determines the distribution uniquely. The problem of averaging the residual entropy function is examined, and also the truncated form version of entropies of higher order are defined. In this study it is established that the residual entropy function determines the distribution uniquely and that the constancy of the same is characteristics to the geometric distribution

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Machine tool chatter is an unfavorable phenomenon during metal cutting, which results in heavy vibration of cutting tool. With increase in depth of cut, the cutting regime changes from chatter-free cutting to one with chatter. In this paper, we propose the use of permutation entropy (PE), a conceptually simple and computationally fast measurement to detect the onset of chatter from the time series using sound signal recorded with a unidirectional microphone. PE can efficiently distinguish the regular and complex nature of any signal and extract information about the dynamics of the process by indicating sudden change in its value. Under situations where the data sets are huge and there is no time for preprocessing and fine-tuning, PE can effectively detect dynamical changes of the system. This makes PE an ideal choice for online detection of chatter, which is not possible with other conventional nonlinear methods. In the present study, the variation of PE under two cutting conditions is analyzed. Abrupt variation in the value of PE with increase in depth of cut indicates the onset of chatter vibrations. The results are verified using frequency spectra of the signals and the nonlinear measure, normalized coarse-grained information rate (NCIR).

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Timely detection of sudden change in dynamics that adversely affect the performance of systems and quality of products has great scientific relevance. This work focuses on effective detection of dynamical changes of real time signals from mechanical as well as biological systems using a fast and robust technique of permutation entropy (PE). The results are used in detecting chatter onset in machine turning and identifying vocal disorders from speech signal.Permutation Entropy is a nonlinear complexity measure which can efficiently distinguish regular and complex nature of any signal and extract information about the change in dynamics of the process by indicating sudden change in its value. Here we propose the use of permutation entropy (PE), to detect the dynamical changes in two non linear processes, turning under mechanical system and speech under biological system.Effectiveness of PE in detecting the change in dynamics in turning process from the time series generated with samples of audio and current signals is studied. Experiments are carried out on a lathe machine for sudden increase in depth of cut and continuous increase in depth of cut on mild steel work pieces keeping the speed and feed rate constant. The results are applied to detect chatter onset in machining. These results are verified using frequency spectra of the signals and the non linear measure, normalized coarse-grained information rate (NCIR).PE analysis is carried out to investigate the variation in surface texture caused by chatter on the machined work piece. Statistical parameter from the optical grey level intensity histogram of laser speckle pattern recorded using a charge coupled device (CCD) camera is used to generate the time series required for PE analysis. Standard optical roughness parameter is used to confirm the results.Application of PE in identifying the vocal disorders is studied from speech signal recorded using microphone. Here analysis is carried out using speech signals of subjects with different pathological conditions and normal subjects, and the results are used for identifying vocal disorders. Standard linear technique of FFT is used to substantiate thc results.The results of PE analysis in all three cases clearly indicate that this complexity measure is sensitive to change in regularity of a signal and hence can suitably be used for detection of dynamical changes in real world systems. This work establishes the application of the simple, inexpensive and fast algorithm of PE for the benefit of advanced manufacturing process as well as clinical diagnosis in vocal disorders.

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Quantile functions are efficient and equivalent alternatives to distribution functions in modeling and analysis of statistical data (see Gilchrist, 2000; Nair and Sankaran, 2009). Motivated by this, in the present paper, we introduce a quantile based Shannon entropy function. We also introduce residual entropy function in the quantile setup and study its properties. Unlike the residual entropy function due to Ebrahimi (1996), the residual quantile entropy function determines the quantile density function uniquely through a simple relationship. The measure is used to define two nonparametric classes of distributions

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Recently, cumulative residual entropy (CRE) has been found to be a new measure of information that parallels Shannon’s entropy (see Rao et al. [Cumulative residual entropy: A new measure of information, IEEE Trans. Inform. Theory. 50(6) (2004), pp. 1220–1228] and Asadi and Zohrevand [On the dynamic cumulative residual entropy, J. Stat. Plann. Inference 137 (2007), pp. 1931–1941]). Motivated by this finding, in this paper, we introduce a generalized measure of it, namely cumulative residual Renyi’s entropy, and study its properties.We also examine it in relation to some applied problems such as weighted and equilibrium models. Finally, we extend this measure into the bivariate set-up and prove certain characterizing relationships to identify different bivariate lifetime models

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Di Crescenzo and Longobardi (2002) introduced a measure of uncertainty in past lifetime distributions and studied its relationship with residual entropy function. In the present paper, we introduce a quantile version of the entropy function in past lifetime and study its properties. Unlike the measure of uncertainty given in Di Crescenzo and Longobardi (2002) the proposed measure uniquely determines the underlying probability distribution. The measure is used to study two nonparametric classes of distributions. We prove characterizations theorems for some well known quantile lifetime distributions

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In the present paper, we introduce a quantile based Rényi’s entropy function and its residual version. We study certain properties and applications of the measure. Unlike the residual Rényi’s entropy function, the quantile version uniquely determines the distribution

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OBJECTIVE: To compare insulin sensitivity (Si) from a frequently sampled intravenous glucose tolerance test (FSIGT) and subsequent minimal model analyses with surrogate measures of insulin sensitivity and resistance and to compare features of the metabolic syndrome between Caucasians and Indian Asians living in the UK. SUBJECTS: In all, 27 healthy male volunteers (14 UK Caucasians and 13 UK Indian Asians), with a mean age of 51.2 +/- 1.5 y, BMI of 25.8 +/- 0.6 kg/m(2) and Si of 2.85 +/- 0.37. MEASUREMENTS: Si was determined from an FSIGT with subsequent minimal model analysis. The concentrations of insulin, glucose and nonesterified fatty acids (NEFA) were analysed in fasting plasma and used to calculate surrogate measure of insulin sensitivity (quantitative insulin sensitivity check index (QUICKI), revised QUICKI) and resistance (homeostasis for insulin resistance (HOMA IR), fasting insulin resistance index (FIRI), Bennetts index, fasting insulin, insulin-to-glucose ratio). Plasma concentrations of triacylglycerol (TAG), total cholesterol, high density cholesterol, (HDL-C) and low density cholesterol, (LDL-C) were also measured in the fasted state. Anthropometric measurements were conducted to determine body-fat distribution. RESULTS: Correlation analysis identified the strongest relationship between Si and the revised QUICKI (r = 0.67; P = 0.000). Significant associations were also observed between Si and QUICKI (r = 0.51; P = 0.007), HOMA IR (r = -0.50; P = 0.009), FIRI and fasting insulin. The Indian Asian group had lower HDL-C (P = 0.001), a higher waist-hip ratio (P = 0.01) and were significantly less insulin sensitive (Si) than the Caucasian group (P = 0.02). CONCLUSION: The revised QUICKI demonstrated a statistically strong relationship with the minimal model. However, it was unable to differentiate between insulin-sensitive and -resistant groups in this study. Future larger studies in population groups with varying degrees of insulin sensitivity are recommended to investigate the general applicability of the revised QUICKI surrogate technique.

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In financial decision-making processes, the adopted weights of the objective functions have significant impacts on the final decision outcome. However, conventional rating and weighting methods exhibit difficulty in deriving appropriate weights for complex decision-making problems with imprecise information. Entropy is a quantitative measure of uncertainty and has been useful in exploring weights of attributes in decision making. A fuzzy and entropy-based mathematical approach is employed to solve the weighting problem of the objective functions in an overall cash-flow model. The multiproject being undertaken by a medium-size construction firm in Hong Kong was used as a real case study to demonstrate the application of entropy. Its application in multiproject cash flow situations is demonstrated. The results indicate that the overall before-tax profit was HK$ 0.11 millions lower after the introduction of appropriate weights. In addition, the best time to invest in new projects arising from positive cash flow was identified to be two working months earlier than the nonweight system.

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Genetic algorithms (GAs) have been introduced into site layout planning as reported in a number of studies. In these studies, the objective functions were defined so as to employ the GAs in searching for the optimal site layout. However, few studies have been carried out to investigate the actual closeness of relationships between site facilities; it is these relationships that ultimately govern the site layout. This study has determined that the underlying factors of site layout planning for medium-size projects include work flow, personnel flow, safety and environment, and personal preferences. By finding the weightings on these factors and the corresponding closeness indices between each facility, a closeness relationship has been deduced. Two contemporary mathematical approaches - fuzzy logic theory and an entropy measure - were adopted in finding these results in order to minimize the uncertainty and vagueness of the collected data and improve the quality of the information. GAs were then applied to searching for the optimal site layout in a medium-size government project using the GeneHunter software. The objective function involved minimizing the total travel distance. An optimal layout was obtained within a short time. This reveals that the application of GA to site layout planning is highly promising and efficient.

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Declines of farmland birds have been pronounced in landscapes dominated by lowland livestock production and densities of seed-eating birds are particularly low in such areas. Modern livestock production often entails a simple cropping system dominated by ley grassland and maize grown for animal feed. These crops often lack invertebrate and seed resources for foraging birds and can be hostile nesting environments. Cereal-based wholecrop silages (CBWCS) offer potential benefits for farmland birds because they can be grown with minimal herbicide applications and can be spring-sown with following winter stubbles. We compared the biodiversity benefits and agronomic yields of winter-sown wheat and spring-sown barley as alternatives to grass and maize silage in intensive dairy livestock systems. Seed-eating birds foraged mainly in CBWCS fields during summer, and mainly on barley stubbles during winter and this reflected the higher densities of seed-bearing plants therein. Maize and grass fields lacked seed-bearing vegetation and were strongly avoided by most seed-eating birds. Production costs of CBWCS are similar to those of maize and lower than those of grass silage. Selective (rather than broad-spectrum) herbicide application on spring barley crops increased forb cover, reduced yields (by 11%) but caused only a small (<4%) increase in production costs. CBWCS grown with selective herbicide and with following winter stubbles offer a practical conservation measure for seed-eating farmland birds in landscapes dominated by intensively-managed grassland and maize. However, the relatively early harvesting of CBWCS could destroy a significant proportion of breeding attempts of late-nesting species like corn bunting (Emberiza calandra) or yellow wagtail (Motocilla flava). Where late-breeding species are likely to nest in CBWCS fields, harvesting should be delayed until most nesting attempts have been completed (e.g. until after 1st August in southern Britain). (C) 2010 Elsevier Ltd. All rights reserved.

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Starting from the classical Saltzman two-dimensional convection equations, we derive via a severe spectral truncation a minimal 10 ODE system which includes the thermal effect of viscous dissipation. Neglecting this process leads to a dynamical system which includes a decoupled generalized Lorenz system. The consideration of this process breaks an important symmetry and couples the dynamics of fast and slow variables, with the ensuing modifications to the structural properties of the attractor and of the spectral features. When the relevant nondimensional number (Eckert number Ec) is different from zero, an additional time scale of O(Ec−1) is introduced in the system, as shown with standard multiscale analysis and made clear by several numerical evidences. Moreover, the system is ergodic and hyperbolic, the slow variables feature long-term memory with 1/f3/2 power spectra, and the fast variables feature amplitude modulation. Increasing the strength of the thermal-viscous feedback has a stabilizing effect, as both the metric entropy and the Kaplan-Yorke attractor dimension decrease monotonically with Ec. The analyzed system features very rich dynamics: it overcomes some of the limitations of the Lorenz system and might have prototypical value in relevant processes in complex systems dynamics, such as the interaction between slow and fast variables, the presence of long-term memory, and the associated extreme value statistics. This analysis shows how neglecting the coupling of slow and fast variables only on the basis of scale analysis can be catastrophic. In fact, this leads to spurious invariances that affect essential dynamical properties (ergodicity, hyperbolicity) and that cause the model losing ability in describing intrinsically multiscale processes.