scholarly journals Multivariate Tail Coefficients: Properties and Estimation

Entropy ◽  
2020 ◽  
Vol 22 (7) ◽  
pp. 728
Author(s):  
Irène Gijbels ◽  
Vojtěch Kika ◽  
Marek Omelka

Multivariate tail coefficients are an important tool when investigating dependencies between extreme events for different components of a random vector. Although bivariate tail coefficients are well-studied, this is, to a lesser extent, the case for multivariate tail coefficients. This paper contributes to this research area by (i) providing a thorough study of properties of existing multivariate tail coefficients in the light of a set of desirable properties; (ii) proposing some new multivariate tail measurements; (iii) dealing with estimation of the discussed coefficients and establishing asymptotic consistency; and, (iv) studying the behavior of tail measurements with increasing dimension of the random vector. A set of illustrative examples is given, and practical use of the tail measurements is demonstrated in a data analysis with a focus on dependencies between stocks that are part of the EURO STOXX 50 market index.

2018 ◽  
Vol 12 (1) ◽  
pp. 65-73
Author(s):  
Susi Susi ◽  
Wahyu Adi ◽  
Suci Puspita Sari

Tanjung Tedung Coastal Coast is located in Tanjung Pura Village, Sungai Selan Subdistrict, Bangka Tengah. Regency which has the potential to be developed into a mangrove ecowista area, because almost along the coastal area is overgrown with ecosystem mengrove. This study aims to identify the potential of mangrove ecosystems and calculate the Tourist Compatibility Index (IKW) potential of mangrove area as ecotourism area of mangrove. The data were collected from March to April 2018 in Tanjung Tedung Coastal Coast. The research method used is Purposive Sampling. Research area taken as many as 3 stations. The data analysis is based on tourism conformity index matrix (IKW). Data of mangrove tourism conformity parameter consisting of: mangrove thickness, mangrove density, mangrove species, tidal and biota object. The result of measurement of mangrove tourism match parameters are thickness at station I worth 303,57 m, station II worth 366,57 m and station III worth 1,061,44 m. Density of station I with value 0.11 ind / m². Station II worth 0.10 ind / m² and station III with value 0.16 ind / m². Found 9 Species of mangroves and other biota such as: fish, shrimp, crab, molluscs, reptiles, birds and other biota. The result of conformity analysis to be used as ecotourism area with IKW value of station I worth 78.95% with Appropriate category. Furthermore at station II IKW value is 78.95% with Appropriate category. and station III got the value of IKW worth 96.05% with category Very


LUNAR ◽  
2018 ◽  
Vol 2 (01) ◽  
pp. 1-6
Author(s):  
Dilla Ayuning Pangestu

Writing cannot be separated from sentences. Constructing sentences is astart to write a composition since it has levels of difficulties starting from wordsto sentences, sentences to paragraph and paragraph to longer composition.Jumbled words is a method of teaching. There are some words or sentenceswhich are jumbled by teacher and the students must arrange them intocorrect sentences. This research is a descriptive quantitative one that focusedon the data analysis with form description with the scoring of the eight gradestudents’ grammatical errors in arranging jumbled words into meaningfulsentences at SMP Negeri 4Banyuwangi in the Academic Year 2016/2017. Purposive method was used todetermine the research area. The number of respondent were 30 students.The result of the data analysis showed that compose sentences was difficultfor the eight year students of SMP Negeri 4 Banyuwangi. (1) There are 126miordering of using adjective followed by noun with the percentage 23,37%.(2) There are 46 misordering of using verb followed byadverb with the percentage 8,53%. (3) There are 98 misordering of usingauxiliary verb ( do, do es and did )with the percentage 18,18%, (4) There are 95 misordering of using to be pasttense (was and were) with the percentage 17,62%. (5) There are75misordering of using Simple Present Tense with the percentage 13,91%. (6)There are 99 misordering of using Simple Past Tense with the percentage18,36%


2020 ◽  
Vol 5 (1) ◽  
pp. 30-44
Author(s):  
Wilyan Pratama ◽  
Rustadi Rustadi

Research area is located in Padang Cermin Sun-District, Pesawaran Regency, Lampung Province. Manifestation in research area is hot water pool with surface temperatures reach 900C. Data acquisition has been done by Wenner-Schlumberger configuration with 5 acquisition line. Line 1, line 4 and line 5 have 280 meters length. Line 2 have 240 meters length and line 3 have 320 meters length with a spacing of each electrodes in each lines is every 5 meters. The objective of this research are (1)examining the geochemical contaminant and fluid types, (2)identifies the geothermal fluid based on 2D and 3D resistivity data analysis, also (3)identifies the layer of rock in Padok manifestation area based on 2D and 3D subsurface resistivity section. Subsurface lithology in research area generally divides into 4 parts. Which is hot water fluid with mean resistivity value between 1 Ωm into 3 Ωm and based on geochemistry data the fluid type is chloride water; surface sediment with resistivity value between 6 Ωm into 50 Ωm and identified as swamp sediment and alluvium sediment divides into gravels, pebbles, sands, clay and peat; Gravels, pebbles, sands, clay and peat with resistivity value between 50 Ωm into 100 Ωm; and igneous rock (andesite-basalt) with resistivity value more than 100 Ωm.


Author(s):  
Imad Rahal ◽  
Baoying Wang ◽  
James Schnepf

Since the invention of the printing press, text has been the predominate mode for collecting, storing and disseminating a vast, rich range of information. With the unprecedented increase of electronic storage and dissemination, document collections have grown rapidly, increasing the need to manage and analyze this form of data in spite of its unstructured or semistructured form. Text-data analysis (Hearst, 1999) has emerged as an interdisciplinary research area forming a junction of a number of older fields like machine learning, natural language processing, and information retrieval (Grobelnik, Mladenic, & Milic-Frayling, 2000). It is sometimes viewed as an adapted form of a very similar research field that has also emerged recently, namely, data mining, which focuses primarily on structured data mostly represented in relational tables or multidimensional cubes. This article provides an overview of the various research directions in text-data analysis. After the “Introduction,” the “Background” section provides a description of a ubiquitous text-data representation model along with preprocessing steps employed for achieving better text-data representations and applications. The focal section, “Text-Data Analysis,” presents a detailed treatment of various text-data analysis subprocesses such as information extraction, information retrieval and information filtering, document clustering and document categorization. The article closes with a “Future Trends” section followed by a “Conclusion” section.


Author(s):  
Dipak S. Gade

Purpose: The most active and rapid development in today's world is happening in Smart cities. Smart Cities are changing very fast in every aspect, be it development, operations, and or maintenance points of view. Today's Smart Cities are aiming to be at an advanced stage of urbanization and fully exploiting digital infrastructure for rapid urban development. In order to make the cities better places to live and to offer more comfortable and enjoyable living for their residents, Smart Cities are using and employing various tools and technologies to make themselves smarter and more connected with their stakeholders using technology means. Industry 4.0, Digital Transformation, and various latest technologies such as 5G, Data Analytics, IoT, AI, and Machine Learning, Digital Twins, etc. are transforming and shaping up Smart Cities in never before style. In this paper, various such key technologies that are positively affecting Smart Cities are discussed at length. It is also highlighted in detail how these technologies are impacting Smart Cities development and operations. Finally, future research directions are also discussed in brief. Design/Methodology/Approach: Extensive exploration of available literature with research papers, conference papers, white papers, online blogs, dedicated websites, etc. on the research area and interactions with field researchers, subject matter experts, industry professionals is carried out to collect, analyse and process the collected data to find out the facts. The resulted facts and findings about the latest technologies used in Smart Cities is presented in this research paper. Findings/Result: After analysis of available literature and based on interactions with relevant stakeholders and based on own data analysis, it is identified that Smart City services are making use of various latest tools and technologies to solve their real-life challenges. Among vast list of technologies specifically IoT, Blockchain, Digital Twins, 5G, Contactless Technology, AI and ML are found the most significant and widely used technologies in Smart Cities development, operations, and maintenance activities. Originality/Value: It is found that not many research papers are available on analysis of future technologies used in Smart Cities. The data presented in this paper is genuine and original and completely based on systematic literature review, interactions with SME, Researchers and Industry experts and based on own data analysis which produced new findings. Paper Type: Technology oriented Research


Author(s):  
Weng-Kun Liu ◽  
Chia-Chun Yen

With the advances in industry and commerce, passengers have become more accepting of environmental sustainability issues; thus, more people now choose to travel by bus. Government administration constitutes an important part of bus transportation services as the government gives the right-of-way to transportation companies allowing them to provide services. When these services are of poor quality, passengers may lodge complaints. The increase in consumer awareness and developments in wireless communication technologies have made it possible for passengers to easily and immediately submit complaints about transportation companies to government institutions, which has brought drastic changes to the supply-demand chain comprised of the public sector, transportation companies, and passengers. This study proposed the use of big data analysis technology including systematized case assignment and data visualization to improve management processes in the public sector and optimize customer complaint services. Taichung City, Taiwan was selected as the research area. There, the customer complaint management process in public sector was improved, effectively solving such issues as station-skipping, allowing the public sector to fully grasp the service level of transportation companies, improving the sustainability of bus operations, and supporting the sustainable development of the public sector-transportation company-passenger supply chain.


Author(s):  
Muhammad Kurniawan Alfadli ◽  
Nanda Natasia

Indonesian water consumption is influenced by the people growth. One of Water consumption fulfilment by groundwater aquifer. Bandorasawetan is one of the areas which predicted have proper potential due to located in East of Mt. Ceremai that predicted recharge area. Based on regional geological data, Bandorasawetan is an undifferentiated young volcanic product which consists of lava, breccia, lapilli, and tuffaceous sand. Geophysics method for groundwater prediction is 2-D geoelectrical with Wenner – Schlumberger configuration. The result of acquisition is obtained resistivity value from 0 - >1000 Ohm. m. Interpretation from data distribution is consist of two resistivity range that describes lithology on the research area, such as: 0 – 150 Ohm.m contributed as aquiqlud with tuffaceous sand lithology and > 150 Ohm.m interpreted as volcanic breccia lithology. Volcanic breccia has a role as aquifer in study area, the conclusion is distribution of resistivity value with range > 150 Ohm.m be the reference to developing groundwater resource in study area. Depth of aquifer is varying, deeper to the east. In Line – 1, depth of the aquifer is 48 meters and in Line – 2, depth of aquifer be 60 meters.


2022 ◽  

<p>The Maluku Islands (henceforth MI) are situated in the northeastern Indonesia. Ocean region off the central MI is pivotal as it provides a course for the Indonesian Throughflow (ITF) through the Lifamatola passage. However, sea surface dynamics off the central MI is unknown until recently due to inadequate measurements. The current fact motivates the present study to decipher the coastal wind variability off the central MI and its effect on the sea surface by analysing long-term datasets (2007-2019) of satellite-derived sea surface wind, sea surface temperature (SST), and surface chlorophyll-a concentration. Possible influence of extreme climate events of the 2015 El Niño-Southern Oscillation (ENSO) and the 2019 Indian Ocean Dipole (IOD) on all oceanographic parameters was also examined. Results show that the prevailing southeasterly winds over the central MI induce SST cooling and phytoplankton bloom. Correlation analysis revealed that the ENSO and IOD play significant roles in defining spatial distribution of the coastal wind, SST, and phytoplankton bloom in the research area. In addition, the anomaly analysis exhibits distinct oceanographic features during the climate extreme events of 2015 and 2019. Collectively, results of the present research highlight the importance of coastal wind variability and extreme events in shaping the ocean surface characteristics and perhaps regional fisheries production.</p>


Volatility is one of the critical variables to make an appropriate decision in investment. Volatility is a crucial research area in financial markets. So Portfolio managers, company treasurers, and risk arbitrageurs closely observe volatility trends resulting from changes in costs that affect their investment and decisions in risk management. The objective of the study was to examine the volatility of the Nifty 50 index based on the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. Daily observations (3125) from March 3, 2008, to March 3, 2020, of stock market returns were used for analysis, and it helped to provide the volatility patterns. Augmented Dickey fuller was used to estimate volatility using the GARCH (1,) model to test stationary. The results of the ADF test revealed that financial data was stationary. The result indicated that the performance of the NIFTY 50 stock market index was highly volatile, leading to an excellent opportunity for long-term investment in any of the 12 economic sectors listed in the NIFTY 50 index.


Author(s):  
Richard Earl

Topology remains a large, active research area in mathematics. Unsurprisingly its character has changed over the last century—there is considerably less current interest in general topology, but whole new areas have emerged, such as topological data analysis to help analyze big data sets. The Epilogue concludes that the interfaces of topology with other areas have remained rich and numerous, and it can be hard telling where topology stops and geometry or algebra or analysis or physics begin. Often that richness comes from studying structures that have interconnected flavours of algebra, geometry, and topology, but sometimes a result, seemingly of an entirely algebraic nature say, can be proved by purely topological means.


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