bluuebunny/crossref_metadata_2025 huggingface dataset:
Effect of Holding Time on the Diffusion Behavior at Interface of Dissimilar Metals Joint between Aluminum and Carbon Steel Joint Using Element Promoter
Authors: Saad A. J. , Triyono Triyono , Supriyanto A. , Muhayat N. , Yuliadi Z.
Published: September 2014

Holding time is used for optimizing the bond diffusion between aluminum Al and Carbon steel SS400. The objective of this research was to investigate the effects of holding time on the interface reactions of diffusion welding between aluminum and carbon steel. Holding time variations of 10, 15, 30 and 45 minutes were applied at 950°C using mixture of Cu and Fe powder as elements promoter. Single lap joint configuration was performed in vacum furnace to join the dissimilar materials which allowed bonding diffusion. Microstructure was examined on the same test piece. It was found that during diffusion process at 950°C, the interfacial zone between aluminum and carbon steel substrate features intermetallic layers. The intermetallic thickness increased with increasing the holding time. Crack or incomplete bonding appeared on the specimens with holding time up to 30 minutes and didn’t appear on the specimens with holding time of 45 minutes. Cu rich-element promoter made diffusion penetrated deeper than Fe rich-element promoter in the same holding time. Macrostructure, microstructure and SEM examinations revealed that Al-steel joint had the best result with element promoter content of 60/40 % at 45 minutes holding time. There was no interlayer gap at this specimen. Additionally, from mapping view it can be suggested that in terms of poor interface bonding, Cu molecules were located just around the interface area, on the other hand, in case of strong interface bonding, Cu molecules are scattered throughout the specimen. In fact, the position of Cu molecules can be used as a promising marker for the detection of quality of diffusion joint.
Parameters Estimation of LFMCW Signals Based on Periodic Fractional Fourier Transform
Authors: Liu Ying , Chen Dianren , Chen Lei
Published: September 2014

When using fractional Fourier transform (FrFT) to detect and estimate linear frequency-modulated continuous wave radar signals, two problems will appear: multiple peaks occur in FRFT image and the output SNR at the true parameter values does not increase when the observation time is longer than the signals period. A multiple period LFMCW signals parameters estimation method based on period FRFT (PFRFT) is studied in this paper. The PFRFT formula of multiple period LFMCW signals is given. The relationship among PFRFT output SNR, observation time and sample signals SNR is analyzed. The estimation accuracy formula of PFRFT is derived. At last, numerical simulation shows the effectiveness of the algorithm and PFRFT is superior to FRFT for estimating a multiple periods LFMCW signals.
Justification for Remote Control of Construction and Road-Making Machines
Authors: Sevryugina Nadegda Savelyevna , Volkov Eugene Alexandrovich , Litovchenko Eugene Pavlovich
Published: September 2014

It is evident from the experience of operating the construction machinery (excavators, bulldozers, loaders etc.) that quite often the machinery and its operators are working under severe conditions. Working under threat of rock fall, on unstable or contaminated grounds, or debris handling tends to increase the impact of adverse occupational environment on the operators’ health. When the operators are at risk, it is advisable to deploy remote process control technologies on the work sites. This is what brings research and development of modern remote control systems to the top of the chart in order to improve the productivity of machinery, enhance the safety and quality of the jobs carried out. The use of remote control will exclude the adverse impact of aggressive environment during the process operations. The research allowed to establish that the design specifics of the construction and road-making machines enable them to go far beyond the standard process layout giving into a much wider range of application, up to aggressive environments. A crawler excavator model was devised, imitating the visibility range of the process areas for the manual and remote control systems. Implementation of remote control for construction and road-making machines may become a step towards a completely new level of interaction within the man-machine-environment system.
Design of PID Filter Controller with Genetic Algorithm for Mimo System in Modern Power Generation
Authors: Mary. X Anitha , Sivakumar L. , Jayakumar J.
Published: September 2014

In this work, a new technique based on Genetic Algorithm for designing multivariable PID filter controller has been developed and applied to gasifier control of ALSTOM benchmark challenge II. The coal gasifier is the main component in Modern power generation. Coal gasifier involves several performance and robustness requirements in addition to actuator constraints under three operating loads (no-load, 50% and 100% load). The proposed GA optimises the tuning parameters of PID constants in terms of robustness and performance. The optimised controller meets all design objectives under all operating conditions. Robustness of the controller is tested for step and sinusoidal pressure disturbances applied at the inlet of throttle valve along with increase and decrease of calorific value of fuel fed-in (coal). Simulation results obtained confirmed the superiority of proposed technique for gasifier problems.
An Auto-Landing Solution for a Drop Test RLV Demonstrator
Authors: Yong-Tao Peng , Yue-Ping Wang , Wen-Ling Wei , Xiao-Ting Wang
Published: September 2014

Unpowered drop test is very important for reusable launch vehicle (RLV) autolanding technology development. One of the challenges is to design an autolanding trajectory with enough robustness against uncertainties of drop conditions, aerodynamic characteristic and disturbances from control system and environment. In this paper, a   solution including trajectory generation and control design is proposed for a drop test RLV demonstrator. Firstly, the drop test and vertical flight trajectory are introduced. Also, parts of the drop flight, segments of landing trajecory and trajectory design parameters in groups are shown. Secondly, an online trajectory generation method including self-adapted capture segment plan and landing trajectory optimization following UAV auto-landing experience are illustrated in detail by designing groups of parameters. Then, simple but practical gain schedule control laws are presented. Finally, mathematic simulation and analysis based on both RSS and Monte Carlo methods indicate that the solution proposed has shown an acceptable robustness and can provide enough capability for the demonstrator to land saftly.
Constants of Metal Rubber Material
Authors: Ulanov Alexander Mikhailovich
Published: September 2014

Damping materials made of pressing wire, such as Metal Rubber (MR material), “metal-flex”, “spring cushion” etc. are used widely in vibration protection systems. They have high strength and damping, however they are non-linear and anisotropic. To use contemporary finite element software for calculation of vibration insulators made of wire damping material one should know constants of this material. Till this time this problem almost isn’t researched, there is only a few data in linear approximation. A Young modulus for pressure and bending, shear modulus, Poisson ratio, friction force for pressure and for shear, friction coefficient between wire material and steel plate are obtained for MR material made of stainless steel wire for different load directions by static experiment in the present research. An influence of deformation, relative density, wire diameter, pressing force, deformation in other direction on these constants is considered. Peculiarities of pressing wire material deformation process are discussed: a difference of Young modulus for pressure and bending, a stabilization of hysteretic loop for one direction during load in another direction, an energy dissipation coefficient for different load directions. Results of the present research not only allow calculation of vibration isolator made of MR material by finite element software, but give a method for research of other pressing wire damping materials.
Reviewer Acknowledgements for Modern Applied Science, Vol. 8, No. 5
Authors: Lee Sunny
Published: September 2014

Reviewer Acknowledgements for Modern Applied Science, Vol. 8, No. 5
Brain Activation and Psychophysiologic Interaction in Association with a Phonological Working Memory Task
Authors: Yusoff Ahmad Nazlim , Manan Hanani Abdul , Mukari Siti Zamratol-Mai Sarah , Hamid Khairiah Abdul , Franz Elizabeth A.
Published: September 2014

Brain activation within, and psychophysiologic interaction between, significantly activated regions in the brain obtained from a phonological working memory experiment on a single participant were studied. Given that working memory and speech processing are key functions of human behaviour, this type of investigation is of fundamental importance to our understanding of brain-behaviour relationships. The study objectives were to determine the areas that respond significantly to a phonological working memory task and to investigate the influence of babble noise on their activation and the psychophysiologic interactions (PPI) between the source region and those activated areas. Three conditions were used during functional magnetic resonance imaging (fMRI) scans which were working memory in quiet (WMQ), working memory in noise (WMN) and listening to babble noise (N). More voxels are activated in the right temporal lobe than in the left during N condition due to the non-speech stimulus. However, a higher mean stimulus efficacy (?) of the point of maximum intensity in the left temporal lobe causes its signal intensity to be higher than in the right temporal lobe. Both the WMQ and WMN conditions resulted in similar activated regions in the brain but with a higher number of activated voxels (NOV) during WMQ for the right hemispheric areas in association with the working memory task. This is due to the sensitivity of those regions in perceiving and performing the phonological working memory task in quiet to a level that actually exceeds the activation enhancement commonly associated with the performance of working memory task in noise. This is supported by the PPI results that performing the working memory task is less influenced by noise for that particular brain region.
GaN transistors on Si for switching and high-frequency applications
Authors: Ueda Tetsuzo , Ishida Masahiro , Tanaka Tsuyoshi , Ueda Daisuke
Published: September 2014

In this paper, recent advances of GaN transistors on Si for switching and high-frequency applications are reviewed. Novel epitaxial structures including superlattice interlayers grown by metal organic chemical vapor deposition (MOCVD) relieve the strain and eliminate the cracks in the GaN over large-diameter Si substrates up to 8 in. As a new device structure for high-power switching application, Gate Injection Transistors (GITs) with a p-AlGaN gate over an AlGaN/GaN heterostructure successfully achieve normally-off operations maintaining high drain currents and low on-state resistances. Note that the GITs on Si are free from current collapse up to 600 V, by which the drain current would be markedly reduced after the application of high drain voltages. Highly efficient operations of an inverter and DC–DC converters are presented as promising applications of GITs for power switching. The high efficiencies in an inverter, a resonant LLC converter, and a point-of-load (POL) converter demonstrate the superior potential of the GaN transistors on Si. As for high-frequency transistors, AlGaN/GaN heterojuction field-effect transistors (HFETs) on Si designed specifically for microwave and millimeter-wave frequencies demonstrate a sufficiently high output power at these frequencies. Output powers of 203 W at 2.5 GHz and 10.7 W at 26.5 GHz are achieved by the fabricated GaN transistors. These devices for switching and high-frequency applications are very promising as future energy-efficient electronics because of their inherent low fabrication cost and superior device performance.
Growth of high-indium-content InGaN:Mg thin films by MBE method with dual RF nitrogen plasma cells
Authors: Sato Yuichi , Matsunaga Tatsuya , Takemoto Hiroki , Murakami Yoshifumi , Muraki Yuhei , Ishizaki Syota
Published: September 2014

Mg-doped high-In-content In
x
Ga1−

x
N (x ∼ 0.35) thin films were grown on a c-face sapphire substrate using an MBE apparatus having dual RF nitrogen plasma cells. The films showed p-type conduction under certain cell temperatures of Mg. The p-type conduction was confirmed by electrolyte-based capacitance–voltage measurement on an In
x
Ga1−

x
N:Mg/In2O3/sapphire structure, in addition to thermo-electromotive force measurements.
Geotextiles
Authors: Suits L. David , by Staff Updated
Published: September 2014

A geotextile is defined as any permeable textile material used with foundation soil, rock, earth, or any geotechnical engineering related material, as an integral part of a “man‐made” project, structure or system. There are several processes and polymers used in manufacturing geotextiles. Polypropylene and polyesters are the most frequently used. Geotextiles are produced in various weights and thickness, which determines their physical properties and ultimately the performance of the material. Fibers used in manufacturing geotextiles are made by melt‐spinning. Geotextiles may be woven, non‐woven or knitted. Geotextiles are used in civil engineering for separation, stabilization, reinforcements, filtration, drainage, and as a moisture barrier.
The formation of the recent cooling in the eastern tropical Pacific Ocean and the associated climate impacts: A competition of global warming, IPO, and AMO
Authors: Dong Lu , Zhou Tianjun
Published: September 2014

The cooling trend in the eastern tropical Pacific sea surface temperature (SST) during 1979–2008 is examined by using a wide variety of data sets for the ocean and atmosphere. The results show that the cooling trend is statistically significant at the 10% level out of the equator rather than along the equator. Diagnostic analysis indicates that the SST cooling in the eastern tropical Pacific is resulted from a competition of global warming mode, Interdecadal Pacific Oscillation (IPO) mode, and Atlantic Multidecadal Oscillation (AMO) mode. The cooling trend is preliminarily dominated by the phase transition of IPO from positive to negative phases in the year around 1998/1999, which overwhelms the effect of global warming in past three decades. Quantitative estimates based on the average of four different SST data sets indicate that the global warming mode offsets more than half of the cooling effect of IPO mode. The phase transition of AMO during 1990s causes a weak warming trend in the eastern tropical Pacific and partly weakens the cooling, making the trend along the equator less significant. Climate impacts associated with global warming mode, IPO mode, and AMO mode are further examined. The surface air temperature cooling over the eastern tropical Pacific, the easterly wind anomaly along the Pacific equator, the enhanced zonal gradient in sea level pressure over tropical Pacific, and the increased precipitation over the Asian monsoon region during 1979–2008 are dominated by the phase transition of IPO.
Nonisotropic radiation of the 2013 North Korean nuclear explosion
Authors: Vavryčuk Václav , Kim So Gu
Published: September 2014

On 12 February 2013, North Korea conducted an underground nuclear test in the northeastern mountainous part of the country. The explosion reached magnitude mb = 5.1 being recorded at most of seismic stations around the world and becoming one of the best ever recorded nuclear explosions in history. Similarly, as other nuclear explosions buried in Nevada, Kazakhstan, or China, the 2013 North Korean explosion is characterized by a significant nonisotropic radiation. This radiation is manifested by distinct SH and Love waves in the wave field and is inconsistent with the model of a spherically symmetric source. We show that the Love waves are not generated by a tectonic earthquake triggered on a nearby fault structures but produced by asymmetry of the explosive source caused by presence of deviatoric stress in the surrounding rock. The retrieved moment tensor of the 2013 explosion is characterized by the isotropic component of 57 ± 5%, the double‐couple component of 17 ± 9%, and the compensated linear vector dipole component of 24 ± 7%. The P, T, and N axes of the moment tensor are consistent with the principal axes of the regional tectonic stress in the Korean Peninsula. A comparison of waveforms and particle motions of the 2013 explosion and the previous North Korean nuclear explosion buried in 2009 indicates that the 2013 explosion was slightly more nonisotropic.
Diagnostic Hematology
Authors: Hubbard Joel D.
Published: September 2014

Hematology, in its pure form, is the study of the red blood cells (RBCs), white blood cells (WBCs), and platelets during normal and pathological conditions. Quantitative and qualitative evaluation and interpretation of the formed elements of the blood require a whole blood sample to be counted using automated cell counters based on electrical impedance or laser light scatter techniques. A wide range of disease types can be encountered, such as hereditary, nutritional, metabolic, traumatic, infections, and inflammatory conditions, and hormonal, immunological, and neoplastic disorders. All these disorders can result in changes to the blood cell profile, which can be used to aid in diagnosis. Most important for the diagnosis of hematological diseases is an in‐depth understanding of the different causes of anemia and the pathogenesis of the leukemias.
Solid‐state Sensors for Field Measurements of Gases and Vapors
Authors: Mujahid Adnan , Lieberzeit Peter A. , Dickert Franz L.
Published: September 2014

Remote and infield analysis is developing into a crucial aspect of modern analytical chemistry. Chemical sensors, which are small measuring devices consisting of a recognition layer, a transducer, and the measurement electronics, have proven to be highly suitable tools for this purpose. Although usually they are constructed for the detection of very limited amounts of chemical compounds and often do not reach the detection limits of modern analytical instruments, they show very desirable advantages: the systems are easy to operate, mostly rugged, small, of good value, and can be manufactured by established technological methods. Owing to their size and ruggedness, they can even be operated in harsh environments and often can be constructed to be suitable for remote measurements, where several sensors are interrogated by a central analytical site.

Devices being used include optical fibers, field‐effect transistors (FETs), electrochemical cells (be they potentiometric or amperometric), and mass‐sensitive components of all kinds. The chemically sensitive coatings range from bare transducer surfaces to dyes reacting with analyte or sterically specific binding sites (e.g. host–guest complexes). A seeming drawback is the fact that only few sensors react specifically toward one defined component but normally show a sensitivity pattern toward chemically related substances. By using an array of several components followed by modern methods of data evaluation (such as neural networks), a group of analytes can be detected and characterized simultaneously. This article introduces device and recognition layer principles as well as covering field sensors published during the last one and a half decades based on all the different kinds of transducers and sensor layers. Some of the devices (such as the lambda probe) are already marketed, others are developed to a stage where field measurements have already been carried out, but which are not market‐ready.
Structural Analysis of Ribozymes
Authors: Ouellet Jonathan , Ananvoranich Sirinart , Perreault Jean‐Pierre
Published: September 2014

Ribozymes are a family of ribonucleic acid (RNA) molecules that possess various catalytic capabilities. The various methodologies described in this article are presented in the order of their requirement for determination of the structure/function relationship of a ribozyme, beginning with the preparation of the
RNA
molecules required for the studies. Primary structure information is needed in order to identify potential ribozymes, whereas secondary and tertiary structures inform ribozyme characterization. The procedures described later are meant to guide investigators from the initial observation of
RNA
catalytic activity, i.e. ribozyme discovery, to the deduction of a structural model of the small
RNA
molecules. Here, hepatitis delta virus (HDV) ribozyme was used as a suitable model to illustrate the various steps involved in the structural analysis.
Differential Reflectance Spectroscopy in Analysis of Surfaces
Authors: Hummel R.E. , Dubroca T.
Published: September 2014

Differential reflectance spectroscopy (DRS) is a surface analytical technique. It uses ultraviolet (UV), visible, or infrared (IR) light as a probing medium. The interaction of light with ‘strongly absorbing materials’, such as metals, alloys, and semiconductors, occurs in the first 10–20 nm. Thus, the differential reflectometer probes 50–100 atomic layers into nontransparent solid surfaces. Because of the specific probing depth of light, DRS fills the gap between other surface techniques such as ion scattering, Auger spectroscopy, and ESCA (electron spectroscopy for chemical analysis), which probe 1, 5, or even 20 monolayers, and X‐ray diffraction (XRD) that probes as deep as 1–50 µm into a bulk material. The information gained by DRS is somewhat different from that obtained by the other surface techniques mentioned. A ‘differential reflectogram’ reveals details about the electron structure around the Fermi surface. Specifically, the instrument allows the exact measurement of the energies, which electrons absorb from photons as they are raised into a higher, allowed energy states. As each material has a specific electron band structure, the measurement of the characteristic energies for electron ‘interband transitions’ serves as a means for identifying these materials. Furthermore, investigation of any shift in these characteristic energies, which may be caused by the addition of solute elements to a solvent, by transformations, lattice defects, ordering, or the like, provides a deeper insight into the nature of the solid state. The application of DRS is, of course, not restricted to strongly absorbing materials such as metals, alloys, or semiconductors. Its strength has likewise been demonstrated in the identification and characterization of transparent or semitransparent surface layers as observed in thin‐film corrosion products on metal substrates. DRS is used to scan two samples whose properties differ slightly. Thus, the main advantage of DRS over conventional optical techniques lies in its ability to eliminate any undesirable influences of oxides, windows, electrolytes, instrumental variations, and the like, owing to the differential nature of the technique. No vacuum is needed unless measurements in the vacuum UV are desired. Thus, the formation of a surface layer due to environmental interactions can be studied in situ. The measurements are fast: a complete differential reflectogram, that is, an automatic scan from the UV through the visible into the IR region, is accomplished in about 3 min.
Parameters, Calculation of Nuclear Magnetic Resonance
Authors: Jameson Cynthia J.
Published: September 2014

The fundamental parameters that reproduce a nuclear magnetic resonance (NMR) spectrum in gases, liquids, and solids are theNMRchemical shift of the nucleus, the indirect nuclear spin–spin coupling, and the nuclear quadrupole coupling. All three quantities are tensors whose directional properties are intimately related to the local electronic structure at the nucleus; the third is trivially related to the electric field gradient (EFG) at the nucleus, so we consider the latter. The theoretical methods used in calculating the shielding (which is measured as a chemical shift relative to some convenient reference substance), theJ‐coupling, and the EFG are considered here, also the challenges in the accurate calculation of these quantities, including relativistic effects, dynamics, and solid‐state effects. The sensitivity to intramolecular geometry, local and long‐range environment, and dynamic averaging that make theseNMRparameters particularly useful as probes for analysis also provide major challenges in carrying out theoretical calculations.
Determination of Elemental Composition of Ions from Data Obtained with Unit Mass Resolution Quadrupole Mass Spectrometers in
GC
/
MS
and
LC
/
MS
Authors: Gu Ming
Published: September 2014

Elemental composition determination of unknown compounds through high mass accuracy and isotope pattern matching could not be routinely achieved with a unit resolution mass spectrometer until the recent development of the comprehensive instrument line shape calibration technology. Two underlying issues that cause poor mass accuracy on the unit mass resolution mass spectrometers are distorted and asymmetric mass spectral peak shape and overlapped monoisotope and
13
C peaks. The former makes it difficult to determine the center of mass spectral peaks through conventional centroiding procedures, whereas the latter introduces additional errors in mass measurements because of the interference caused by the overlapping. With advent of the instrument line shape calibration technology, these two issues can be effectively resolved by this unique calibration technology, which provides comprehensive mass spectral calibration not only on exact
m
/
z
values but, more importantly, also on the mass spectral peak shape as opposed to conventional mass spectral calibration performed on
m
/
z
values only. Consequently, the calibrated spectra have mathematically well‐defined and symmetrical peak shapes, which allows not only to successfully deconvolute the overlapped peaks and perform accurate centroiding to achieve high mass accuracy but also to accurately calculate spectral accuracy to be utilized for isotope pattern match for elemental composition determination of unknown compounds. The objectives of this article are to review the instrument line shape calibration technology and to demonstrate its power to achieve high mass accuracy and spectral accuracy for elemental composition determination with unit mass resolution GC/MS and LC/MS.
Histone Deacetylases (HDACs): Function, Mechanism, & Inhibition
Authors: Sarkar Sibaji , Longacre Mckenna , Tatur Nela , Heerboth Sarah , Lapinska Karolina
Published: September 2014

Acetylation and deacetylation of histones provide a balance between an open conformation and a closed chromatin conformation for the regulation of transcription. This regulation is complex, but is principally regulated by histone acetylases (HATs) and deacetylases. Histone deacetylases (HDACs) are of three classes. Class I are principally localized in the nucleus, where ClassIImembers are localized both in nucleus and in cytoplasm. The ClassesIandII HDACs, in addition to their well‐known role in deacetylating histones for the inhibition of transcription also deacetylate lysine residues of other regulatory proteins to modulate their functions. ClassIII HDACs, which are also called sirtuins, are principally involved in metabolic processes and aging and also regulate other cellular functions. Activators of sirtuins show similar effects of low‐calorie diet. Inhibitors of Classes I andII HDACsare utilized as drugs in many types of diseases including neurological disorders and cancer. Recent studies demonstrated that acetylation and deacetylation of histones regulate gene expression in coordination with other modifications such as ubiquitination, methylation, and phosphorylation.CpGislandDNAmethylation adds another complexity to theHDAC‐mediated gene expression inhibition. It is hypothesized that regulation of proteins of similar functions could possibly be modulated by similar modifications. Elucidation of such common modifications may lead to identification of a signature, which is called histone code.
Elemental and Isotopic Analyses in Forensic Sciences
Authors: Prohaska Thomas , Draxler Johannes
Published: September 2014

The focus of this study is to provide a comprehensive overview of atomic spectrometric techniques applied in forensic science (i.e. linking crime scene evidence to a crime by applying analytical techniques). This article provides a short description of the spectrometric techniques applied in forensic sciences and an overview of selected applications. In addition to general forensics, environmental and nuclear forensics are covered. As the number of publications in this field is very high, it is clear that the existing literature can be covered only partially and a fraction of representative examples can be cited.
Censored Data
Authors: McCool John I.
Published: September 2014

Types of censoring are described and how the various types occur is explained. Hazard plotting, Herd–Johnson, and the Kaplan–Meier methods for nonparametric estimation of a cumulative distribution function (CDF) are explained and the computations illustrated in a numerical example. Asymptotic results are presented for parametric point and interval estimation in the presence of censored data. Exact confidence limits for the parameters of the exponential and Weibull distribution under Type 2 censoring are described and discussed. Copyright © 2015 John Wiley & Sons, Ltd.
Ranking and Selection Among Mutual Funds
Authors: Vinod H. D.
Published: September 2014

This chapter is concerned with implications of statistical methods for practical problems in Finance for millions of common people. After some introductory discussion of Financial terms we compare professional stock pickers with random choices. While probability distributions of portfolio returns,f(r), are important, they may be influenced by fundamental variables including momentum in prices, profitability of underlying business and many such criteria. We discuss statistical underpinnings of combinatorial fusion analysis (CFA) used by computer scientists for combining ‘ranks and scores’ associated with various criteria in our context. We evaluate which f(r) enjoys ‘stochastic dominance’ in a set of investment opportunities and show how to use ‘decision weights’ on dominating f(r) to individualize our evaluations allowing asymmetric attitudes towards losses versus gains.
Ordering of Insurance Risk
Authors: Rüschendorf Ludger
Published: September 2014

Ordering of risks is a basic tool for analyzing risks and their premiums. It is an extension of the classical mean‐variance approach of Markovitz. We introduce some of the basic orderings as stochastic order and stop loss order and present some applications for the comparison of individual and collective risk models, to the diversification of risks and to reinsurance contracts. In particular, we demonstrate the dramatic influence of positive dependence in a risk portfolio on the total risk. Obtaining sharp bounds on the influence of positive dependence in a portfolio on the total risk is an actual active research area.
Copulas and Other Measures of Dependency
Authors: Melnick Edward L. , Tenenbein Aaron
Published: September 2014

Copulas have been developed for modeling the probability distribution of a multivariate random variable. The technique includes generating distributions with asymmetrical tail dependence structure, which is important in extreme value theory.
Effect Modification and Interaction
Authors: Greenland Sander
Published: September 2014

This article discusses definitions and concepts of effect modification, interaction, synergism, and related concepts and terms.
Role of Alternative Assets in Portfolio Construction
Authors: Mulvey John M. , Kim Woo Chang
Published: September 2014

This article discusses the role of nontraditional assets in constructing a portfolio for long‐term investors. Alternative investments can provide novel patterns of returns and increase diversification benefits. In turn, investors can apply leverage in conjunction with wide diversification to improve their risk‐adjusted performance. The concepts are illustrated
via
popular categories of alternative investments. We focus on long‐term investors who are able to rebalance their portfolios on a regular basis. Careful risk management is critical in this domain.
Value at Risk (
Va
R
) and Risk Measures
Authors: Schmitt Christian , Zagst Rudi
Published: September 2014

In this article, we present different ways of measuring and quantifying risk. We discuss the theoretical background of several risk measures and illustrate their potentials and limitations. Giving a historical overview, we start with the variance and lower partial moments and present the concepts of shortfall probability and expected shortfall. The main focus of this article is the value at risk, one of the most important risk measures in the financial services industry. We analyze different calculation methods, which use historical data or simulations. Finally, we discuss the concept of coherence that is a set of requirements, which a suitable risk measure should meet.
Continuous‐Time Asset Allocation
Authors: Zhou Xun Yu
Published: September 2014

This article describes the two main approaches, called the primal (forward) and the dual (backward) ones, to the two predominant asset allocation models in continuous time, namely, those of expected utility maximization and the mean–variance.
Environmental Performance Index
Authors: Srebotnjak Tanja
Published: September 2014

The Pilot 2006 Environmental Performance Index (EPI) is an aggregate measure of a country's policy results to achieve 16 performance targets in protecting human environmental health and maintaining ecological vitality. The objective underlying the EPI is to move the environmental debate from emotional and rhetoric arguments to more data‐ and evidence‐based action that facilitates performance tracking and accountability of decision makers. The EPI thereby helps to fill a significant gap in environmental policy making and supports the international community's ongoing effort to curb extreme poverty and promote human development through an ambitious measurement initiative called the
Millennium Development Goals
.
Modifiable Areal Unit Problem (
MAUP
)
Authors: Sexton Ken
Published: September 2014

Deciding on an appropriate research design, interpreting study results, or choosing a suitable public policy to mitigate environmental risk implies a decision, either implicit or explicit, about spatial scale and resolution. The modifiable areal unit problem (MAUP) is a formal statement of the dilemma facing researchers, risk assessors, and policy makers when they use geographical data—results of statistical analyses usually depend on subjective decisions about geographical units of analysis and the level of data aggregation within those units. Consideration of the MAUP is essential for the development of effective and efficient strategies for managing environmental health risks.
Markov Chain Monte Carlo, Convergence and Mixing in
Authors: Mira Antonietta
Published: September 2014

We survey possible strategies to improve the performance of Markov chain Monte Carlo methods either by reducing the asymptotic variance of the resulting estimators or by increasing the speed of convergence to stationarity.
K
ano Analysis
Authors: Shenk Debra
Published: September 2014

In the early 1980s, Dr. Noriaki Kano of Tokyo Rika University introduced several concepts aimed at a better understanding of quality as the customer defines it. He described a continuum over which a customer assigns a valuation to a particular feature or attribute of a product or service. These concepts include the “attractive quality” and “must‐be quality”. When properly implemented, an understanding of these methods can lead companies to define sets of features that will fulfill customer needs and grow market share.
P
areto Chart
Authors: Bucchianico Alessandro Di
Published: September 2014

We present the ideas behind and some practical tips for performing a Pareto analysis, which is a technique to prioritize problems that need to be solved.
Response Surface Methodology
Authors: Steinberg David M. , Kenett Ron S.
Published: September 2014

Response surface methodology is a general strategy for combining designed experiments and regression analysis to explore the relationship between one or more response variables and a set of factors that are thought to affect the responses. Some of the key elements in this strategy include sequential progress, a matching of experimental designs to the complexity of needed regression models and rapid progress to the most interesting parts of the factor space. These methods are often used to seek optimal settings of the factors for reaching specific values of the response, such as a maximum or minimum value. Response surface methods are widely used in research and development and industrial applications.
Sequential Experimentation
Authors: Gunter Bert
Published: September 2014

Sequential experimentation is the application of statistical experimental design methods to improving processes when many experimental factors must be studied. It emphasizes the sequential use of small two‐level designs and steepest ascent to identify critical factors and improved settings, and the sequential assembly of second‐order designs to elucidate the nature of the response surface in the improved operational region when necessary.
Statistical Process Control, Multivariate
Authors: Fuchs Camil , Kenett Ron S.
Published: September 2014

Owing to pervasive capabilities of modern data collection, analysis, and graphical displays, the multivariate statistical process control is playing an increasingly central role in industry and services. Its application requires careful consideration of the data context and the statistical tools involved. In this section we present various situations in which such techniques are used and provide details on their practical implementation.
Sampling in Semiconductor Manufacturing
Authors: Barlović Robert , Holfeld Andre , Räbiger Jan
Published: September 2014

The task of sampling in state‐of‐the‐art semiconductor manufacturing is to provide relevant metrology data for a representative part of the population in order to monitor and maintain the process, thereby minimizing the risk of processing errors/faults. The decision process itself is restricted by certain expense criteria. Thus, sampling has to select the appropriate material for metrology based on manufacturing needs while fulfilling manufacturing constraints.
Coherent Systems
Authors: Neath Andrew A.
Published: September 2014

A system is coherent when each of its working components is beneficial to the system. In this paper, the reader is introduced to some properties of coherent systems.
Options and Guarantees in Life Insurance
Authors: Hardy Mary R.
Published: September 2014

In the context of life insurance, an option is a guarantee embedded in an insurance contract. There are two major types – the financial option, which guarantees a minimum payment in a policy with a variable benefit amount, and the mortality option, which guarantees that the policyholder will be able to buy further insurance cover on specified terms.
Random Walk
Authors: Doney R.A.
Published: September 2014

Random walks are the simplest of all stochastic processes; they include amenable examples of both Markov processes and martingales, and indeed the genesis of these two important classes of processes can be found in their study. Their origins lie in the first attempts to model gambling situations, and they still have many useful modeling applications. In actuarial mathematics, random walks occur widely in ruin theory. In discrete time, the surplus process (claims minus premiums) may be modeled as a random walk. In continuous time, the surplus observed at claim times is a random walk, for example, for the Sparre Andersen model. In both cases, the ruin probability isP(M > u), whereuis the initial reserve andMdenotes the all‐time maximum of the random walk. The study ofMalso occurs in queueing theory, since it has the same distribution as the waiting time in aGI/G/1queue.
Diffusion Approximations
Authors: Schmidli Hanspeter
Published: September 2014

Calculations of characteristics of stochastic processes, as for example, ruin probabilities, is often difficult. One therefore has to resort to approximations. Approximation of the process at a fixed point often suggests by the central limit theorem to use a normal approximation. Approximation of the whole process should then result in a Gaussian process. In many situations, the Brownian motion is the natural choice.
Insurance Regulation and Supervision
Authors: Tess Daniel
Published: September 2014

Aside from normal regulatory activities, companies and other entities that sell or provide insurance products are regulated in two special ways. Solvency regulation concerns insurers' financial ability to pay future claims against policies sold, and price regulation concerns the level of premiums that are charged to policyholders. Actuaries generally play a key active role in both of these regulatory systems.
Affine Models of the Term Structure of Interest Rates
Authors: Webber Nick
Published: September 2014

Several families of interest rate models are commonly used to model the term structure of interest rates. These include market models, used extensively in the money markets; affine term structure models, widely used in the bond markets; and Heath, Jarrow, and Morton (HJM) models, less widely used but applied to both the bond and money markets.
Exposure Rating
Authors: Mata Ana J.
Published: September 2014

The exposure rating method is a rating method used in reinsurance to estimate the total expected losses for the layer covered. The exposure method uses the loss experience of a similar portfolio of policies by means of a claim size distribution in order to estimate the expected losses of the portfolio of policies to be covered. This method is often used as a benchmark when there is no sufficient credible individual claim history for the specific risk.
K
endall,
M
aurice
G
eorge
Authors: Altman Douglas G.
Published: September 2014

Kendall (1907–1983) worked for the British Chamber of Shipping, then joined the London School of Economics, later directing a computer consultancy company, and then the World Fertility Survey. He revised Yule's classic textbook, then wrote the first comprehensive and advanced book on statistics. Many other books followed, as he did research in many areas including rank correlation, time series, and sample surveys.
Tukey,JohnWilder
Authors: Kafadar Karen
Published: September 2014

John Tukey (1915–2000), is best known to statisticians for founding the field of exploratory data analysis, for introducing the jackknife as a tool for characterizing the uncertainty in a statistic, and for guiding and contributing to research in robust methods. His work in other fields included Tukey's lemma; fast fourier transform; and coining the word “bit” for computer science.
Partner Study
Authors: Shiboski S. C.
Published: September 2014

Partner studies are epidemiologic investigations of transmission of infectious diseases in susceptible partners of known infected individuals. Widely used for studying transmission of sexually transmitted diseases (STD) such as Human Immunodeficiency Virus (HIV), these studies are applicable in situations where “partnerships” which link known susceptible and infectious individuals can be identified. Eligibility typically requires that exposure to infection in susceptible individuals is limited to a previously infected partner. This allows potential bias associated with uncertainty about the source of infection to be reduced or eliminated. Partner studies focus primarily on the influence of measured covariates on the probability of transmission, but can also be used to gain knowledge of key parameters such as the infectivity (transmission risk per unit of exposure). Statistical analyses of data from these studies provide a number of unique challenges, most of which arise from the incomplete nature of data describing exposure and infection.
Analytic Heirarchy Process
Authors: Saaty Thomas L.
Published: September 2014

The Analytic Hierarchy Process (AHP) is a theory of relative measurement of intangible criteria. With this approach to relative measurement, a scale of priorities is derived from pairwise comparison measurements only after the elements to be measured are known. The ability to do pairwise comparisons is our biological heritage and we need it to cope with a world where everything is relative and constantly changing and thus, there are no fixed standards to measure things on. In traditional measurement, one has a scale that one applies to measure any element that comes along that has the property the scale is for, and the elements are measured one by one, not by comparing them with each other. In the AHP, paired comparisons are made with judgments using numerical values taken from the AHP absolute fundamental scale of 1 to 9. A scale of relative values is derived from all these paired comparisons and it also belongs to an absolute scale that is invariant under the identity transformation like the system of real numbers. The AHP is useful for making multicriteria decisions involving benefits, opportunities, costs, and risks. The ideas are developed in stages and illustrated with examples of real‐life decisions. The subject is transparent and easy to understand why it is done the way it is along the lines discussed here. The AHP has a generalization to dependence and feedback; the Analytic Network Process (ANP) is not discussed here.
Relationship Testing
Authors: Epstein Michael P. , Boehnke Michael
Published: September 2014

Linkage analyses of genetic diseases are accomplished using data from related individuals in families. These analyses assume that one correctly specifies the relationships among all pairs of relatives within these different families. Relationship misclassification may lead to inappropriately reduced or increased evidence for linkage. Sometimes, one can identify misspecified relationships by detecting Mendelian inconsistencies. However, for smaller family subsets such as sibling pairs, it may not be possible to identify misspecified relationships with certainty. Still, with an adequate amount of marker data, one may be able to identify misspecified relationships probabilistically. This section describes a variety of different statistical methods that one can apply to identify misspecified relationships of relative pairs. Generally, these methods are accurate and computationally fast.
Calibration
Authors: Lee J. Jack , Moon Hojin
Published: September 2014

Statistical calibration is often used in biomedicine as a means to estimate the quantity of a substance that is difficult or expensive to measure by another measurement, which is easier or cheaper to obtain. Classical or inverse estimators can be computed from parametric or nonparametric regression models. Multivariate calibration, Bayesian modeling, and optimal designs are reviewed. Selected topics such as interval estimation, measurement error, robustness, heteroscedasticity, instrumental calibration, and survey sampling are discussed as well.