This research proposes to compare the predictive performance of k-nearest neighbors (k-NN) and su... more This research proposes to compare the predictive performance of k-nearest neighbors (k-NN) and support vector machine (SVM) for predicting ischemic heart disease (IHD), based on its important risk factors. For this study, the information on the risk factors of IHD were collected from 300 individuals. Among them, 100 were recruited from the IHD group and 200 from the control group. Furthermore, the entire data set was randomly partitioned into training and testing set by the ratio of 7:3 respectively. The k-NN and SVM models were fitted on the training data set with 10-fold cross-validation. Both models were evaluated based on their accuracy rate, sensitivity, specificity, and area under the receiver operating characteristics (ROC) curve (AUC) on both training and testing datasets. The results from different evaluation methods revealed that SVM outperformed compared to k-NN with a higher value of accuracy (86.67%), sensitivity (80%), specificity (90%), and AUC (94.1%) on testing data...
Comparing predictive performance of k-nearest neighbors and support vector machine for predicting ischemic heart disease, 2020
This research compared the predictive performance of knearest neighbors (k-NN) and support vector... more This research compared the predictive performance of knearest neighbors (k-NN) and support vector machine (SVM) for predicting ischemic heart disease (IHD), based on its important risk factors. For this study, the information on the risk factors of IHD were collected from 300 individuals. Among them, 100 were recruited from the IHD group and 200 from the control group. Furthermore, the entire data set was randomly partitioned into training and testing set by the ratio of 7:3 respectively. The k-NN and SVM models were fitted on the training data set with 10-fold cross-validation. Both models were evaluated based on their accuracy rate, sensitivity, specificity, and area under the receiver operating characteristics (ROC) curve (AUC) on both training and testing datasets. The results from different evaluation methods revealed that SVM outperformed compared to k-NN with a higher value of accuracy (86.67%), sensitivity (80%), specificity (90%), and AUC (94.1%) on testing data set. Howeve...
Financial time series are often found to be heavy-tailed and skewed. Motivated from Skewed-t and ... more Financial time series are often found to be heavy-tailed and skewed. Motivated from Skewed-t and Asymmetric Laplace distributions, two new M-estimators, called ST and AL, respectively, are introduced for estimation of GARCH-type models. Performance of estimators is checked with commonly used quasi-maximum likelihood, least absolute deviation and other robust estimators, for both symmetric and asymmetric models through a Monte Carlo study. Results of simulation revealed that both estimators provide accurate parameter estimates of GARCH models outperforming competing estimators when errors are generated from non-normal distributions. An application to real data set shows that these estimators also give better Valueat-Risk forecasts.
A technically known mango disease called “Collar or stem rot” is now becoming a most destructive ... more A technically known mango disease called “Collar or stem rot” is now becoming a most destructive one, therefore, nowadays, it is commonly known as “Quick decline”. Therefore, the present studywas aimed toestimate the changes in sugar contents of the healthy and diseased leaves of the mango plants of the varieties “Langra” and “Chausa” in relation to “Quick Decline” disease. The obtained results reveals that in general, the metabolism of sugars was found to be disturbed and certain qualitative and quantitative changes appeared to occur in both mango varieties. The sugars detected were lactose, maltose, sucrose, galactose, glucose, fructose + arabinose and xylose. Out of these, sucrose was present in both the leaf tissues of both the varieties. The quantities of total sugars and reducing sugars were found to have decreased in diseased leaves of both the varieties in comparison to healthy ones. To the contrary, the quantities of non-reducing sugars increased in the diseased leaves as c...
The present study was aimed to protect apple crop from codling moth (Cydia pomonella) attack and ... more The present study was aimed to protect apple crop from codling moth (Cydia pomonella) attack and to expand its production in the region. Study was conducted over two years (2010 and 2011) in apple field to evaluate number and proper time of pesticides application to kill maximum larvae of moth. Three chemicals, Lorsban (Chlorpyrifos), Match (Lufenuron) and Talstar (Bifenthrin) were used. Pheromone traps together with degree days (°DD) were utilized to monitor moth population and to time pesticides sprays. °DD was calculated using 10 °C as lower developmental threshold (base temperature) to examine their effect on flight activity of the moth. Result of analyzed data showed highly significant differences between generations and treatments at P- value < 0.01 in 2010 and 2011. All the three chemicals significantly controlled infestation compared with control (un-treated). A significant difference was observed between Lorsban and Talstar for three timely sprays in 2010. Treatments wit...
The present study was carried out to determine the prevalence of Theileria lestoquardi from two d... more The present study was carried out to determine the prevalence of Theileria lestoquardi from two districts of Khyber Pukhtoon Khwa (Kohat and Peshawar) in Pakistan and also to report the risk factors associated with the spread of ovine theileriosis. A total of 165 blood samples were collected from sheep (N = 44) and goats (N = 121) from randomly selected herds. Data on the characteristics of animals and the herds were collected through questionnaires. Five (3%) out of total 165 samples produced 730 base pairs DNA fragment, through PCR amplification of 18S SSU rRNA gene, specific for T. lestoquardi. All positive samples were from district Kohat while samples from Peshawar were found negative for this parasite. Statistical analysis indicated a significant association (P = 0.005) between sampling site and prevalence of T. lestoquardi. It was observed that presence of tick on the ruminant (P = 0.0007) and the dogs associated with the herd (P = 0.001) were highly significant risk factor f...
The objectives of this study were to estimate and compare the goodness of fit six non-linear grow... more The objectives of this study were to estimate and compare the goodness of fit six non-linear growth models, i.e. Gompertz, Logistic, Von Bertalanffy, Richards, Weibull and Morgan-Mercer-Flodin (MMF), in Mengali sheep of Balochistan. For this purpose, monthly body weight data from 2377 sheep from birth up to 360 days of age were used. The average body weights in each period were used to define the weight - age relationship in these sheep. The models parameters, adjusted coefficient of determination (R 2 Adj), root mean square error ( RMSE ), Akaike's and Bayesian information criteria (AIC and BIC), predicted body weights and residuals were calculated for each model. Among six growth functions, the MMF model was found appropriate for its accuracy of fit according to the highest R 2 Adj (0.9991) and the lowest RMSE (0.3348) followed by the Von Bertalanffy and Weibull models. The MMF model was also selected the best based on the lowest values of AIC (9.6516) and BIC (10.0489). The r...
Satellite Laser Ranging measures distances to satellites, orbiting at several thousand kilometers... more Satellite Laser Ranging measures distances to satellites, orbiting at several thousand kilometers, with a few mm accuracy. The increased data rate and improved accuracy resulting from the Graz 2 kHz SLR system-as compared to traditional 10 Hz repetition rate SLR-suggests that further improvements should be possible with even higher repetition rates (up to several kHz-10 kHz). To design such a multi-kHz SLR system, this feasibility study for higher repetition rate SLR systems was done. One significant result was a natural limit for higher repetition rates, due to overlaps between transmitted and received laser pulses: Each transmitted laser pulse produces backscatter, when traveling through atmosphere; these backscattered photons would thus block any satellite reflected photon arriving in the same time slot, thus disabling the detector and event timers. This overlap would be more or less continuous above repetition rates of about 18 kHz. At repetition rates of about 10 kHz, it is possible to avoid overlaps by proper interleaving of transmitted and received photons. Two new timing devices were implemented inside the Graz SLR FPGA: A fast (20 ns) medium resolution (250 ps) event timer for range gating purposes, and a fully digital, 500 ps resolution range gate generator, which replaces the presently used 100 ns FPGA counter PLUS analog delay chip. Both circuits now allow significantly higher speed, improved linearity, and better stability. The photon link budget was analyzed for 10-100 kHz repetition rates, assuming constant power of the used laser system (lower energy per pulse for higher repetition rates, and higher energy per pulse for lower repetition rates). This analysis shows that higher repetition rates would be a big benefit for LEO (Low Earth Orbiting, up to a few 1000 km altitude) satellites, but not for HEO (High Earth Orbiting) satellites: Due to increasing noise and decreasing signal, the resulting signal to noise ratio makes it more and more difficult to detect the sparse signals. Although a simulation program demonstrated that it is possible to identify very weak signals (20-30 returns) out of 100000 noise points, this can be done only during post processing, but not in real time. A real time demo program was written to monitor calibration and ranging of the Graz SLR system; it gets basic commands from the RT system of Graz SLR. It reads event times from the Riga Event Timer (which time tags the same Start/Stop pulses as Graz SLR), filters and combines them, stores all results, calculates and displays residuals. This demo program can work up to at least 10 kHz; after upgrade of the Graz 2 kHz laser system, this program will monitor the 10 kHz SLR. pulses, while the present Graz Event Timer-limited to 2.5 kHz maximum repetition rate-will "see" and measure still with the present 2 kHz. iii Kurzfassung "Satellite Laser Ranging (SLR)" misst die Entfernung zu Satelliten in Entfernungen von einigen 100 bis mehr als 20000 km mit einer Genauigkeit von wenigen Millimetern. Die erhöhte Datenrate sowie die verbesserte Genauigkeit und Stabilität des Grazer 2 kHz SLR Systems weisen darauf hin, dass eine weitere Steigerung der Messfrequenz (auf bis zu 10 kHz) den Beitrag zu fast allen SLR Anwendungen erhöhen würde. Diese Arbeit legt die technischen Parameter eines solchen "Multi-kHz SLR Systems" fest. Ein wichtiges Resultat war eine natürliche Begrenzung für höhere Messfrequenzen durch zeitliche "Überlappung" von gesendeten und empfangenen Photonen:Jeder ausgesendete Laserimpuls produziert eine Rückstreuung (Backscatter) in der Atmosphäre. Diese Backscatter-Photonen blockieren die Detektion des zeitgleich vom Satelliten eintreffenden Photons. Diese Blockierung würde bei Messfrequenzen über ca. 18 kHz kontinuierlich sein. Bis Frequenzen von ungefähr 10 kHz ist es aber möglich, diese Überschneidungen durch entsprechende Wahl des Sendezeitpunktes der Laserimpulse in Grenzen zu halten. Zwei neue Module wurden in der in Graz verwendeten FPGA-ISA-Karte implementiert: Ein schneller (20 ns) "Event Timer" mit einer Auflösung von 250 ps, und ein digitaler Pulsgenerator mit einer Auflösung von 500 ps. Beide Module erlauben nun eine erheblich höhere Messfrequenz und bieten zudem eine verbesserte Linearität und Stabilität. Ausgehend von einer konstanten Ausgangsleistung eines neuen Laser-Systems wurde das Photon-Link-Budget für Messfrequenzen von 10 Hz bis 100 kHz analysiert. Dabei zeigt sich, dass höhere Messfrequenzen für LEO's (Low Earth Orbiters-Satelliten in niedrigen Orbits bis 1000 km) vorteilhaft sind, nicht aber für HEO's (High Earth Orbiters-Satelliten in hohen Umlaufbahnen). Auf Grund des sehr rasch schlechter werdenden Signal-Rausch-Verhältnisses-wenig Signal von HEOs, aber zunehmendes Rauschen bei höheren Messfrequenzen-ist es schwierig, die wenigen "echten" Returns in Echtzeit heraus zu filtern. Ein Simulationsprogramm zeigt, dass es bei Signalquoten von 20 bis 30 "echten" Punkten in 100000 Messungen nur mehr durch Analyse nach Abschluss der Messungen möglich ist, echte Returns zu identifizieren, nicht aber in Echtzeit während der Messung. Auf einem WINDOWS-Betriebssystem wurde ein Programm zur Visualisierung und Speicherung der Messungen in Echtzeit geschrieben. Es wird über Befehle, die vom "MS-DOS" basierten Steuerprogramm des Grazer SLR-Systems gesendet werden, gesteuert. Es liest die Start-und Stopp-Event-Zeiten des "Riga-Event-Timers", filtert und kombiniert diese zu Laufzeiten, speichert diese und stellt sie auf einem grafischen Bildschirm dar. Nach Erweiterung des Grazer SLR Systems auf 10 kHz wird es die Daten mit 10 kHz verarbeiten und darstellen, während das MS-DOS System weiterhin mit 2 kHz laufen wird. Contents 1 Introduction …………...……………………...………………..……………………1 1.1 Research Objectives and Thesis outline……………………………………….……1 1.2 Motivation……………………………………………………….……………..……3 2 Satellite laser ranging …………………………………………………..……..……4 2.1 Brief History of SLR……………………………………………….……………… 5 2.2 Present and Future Trends…………………………………………….…………… 5 2.3 Components of Satellite Laser Ranging System……………………….
This research makes contributions to conditional heteroscedastic models in financial time series.... more This research makes contributions to conditional heteroscedastic models in financial time series. A class of M-estimators for time series models with asymmetric form of heteroscedasticity are developed. A weighted resampling method is used to approximate the sampling distribution of M-estimators. The primary finding is that there are estimators in this class that can perform better than the widely-used quasi-maximum likelihood estimator (QMLE) and even outperform the least absolute deviation estimator. The asymptotic distributions of the squared and absolute residual autocorrelations for generalised autoregressive conditional heteroscedastic (GARCH) models estimated by M-estimators are derived. Diagnostic tests based on M-estimators are developed to check the adequacy of GARCH-type models. The performance of M-estimators in the estimation and prediction of value-at-risk (VaR) is investigated. A wide range of summary statistics is used to evaluate and compare M-estimators in estimati...
The aim of this paper was to accurately and efficiently forecast from multivariate generalized au... more The aim of this paper was to accurately and efficiently forecast from multivariate generalized autoregressive conditional heteroscedastic models. The Rotated Dynamic Conditional Correlation (RDCC) model with the Normal, Student’s-t and Multivariate Exponential Power distributions for errors were used to account for heavy tails commonly observed in financial time series data. The daily stock price data of Karachi, Bombay, Kuala Lumpur and Singapore stock exchanges from January 2008 to December 2017 were used. The predictive capability of RDCC models, with various error distributions, in forecasting one-day-ahead Value-at-Risk (VaR) was assessed by several back-testing procedures. The empirical results of the study revealed that the RDCC model with Student’s-t distribution produced more accurate and reliable risk forecasts than other competing models. To cite this article [Farid, S. & Iqbal, F. (2020). Forecasting Value-at-Risk of Asian Stock Markets Using the RDCC-GARCH Model Under D...
Five non-linear functions, i.e. Gompertz, Logistic, Negative exponential, Brody and Bertalanffy, ... more Five non-linear functions, i.e. Gompertz, Logistic, Negative exponential, Brody and Bertalanffy, and multivariate adaptive regression splines (MARS) data mining algorithm were implemented with the objective to describe the body weight-age relationship of Harnai sheep of Balochistan, Pakistan. The data comprised of 1317 records of body weight from birth to 1 year were provided from Multi-Purpose Sheep Research Station Loralai, Balochistan. Each non-linear function and MARS algorithm were fitted to the data of male and female, single and twin and all lambs. Comparison among different non-linear models was based using the adjusted coefficient of determination ([Formula: see text]), Durbin-Watson statistic (DW), root mean square error (RMSE), Akaike's and Bayesian information criteria (AIC and BIC) and the coefficient of correlation (r) between observed and fitted live body weight. The best fit was provided by the Brody model in terms of the highest [Formula: see text] and r values ...
In this paper, blocks-of-blocks (BOB) bootstrap method is employed for the commonly used diagnost... more In this paper, blocks-of-blocks (BOB) bootstrap method is employed for the commonly used diagnostic tests for generalized autoregressive conditional heteroscedastic (GARCH) models. More specifically, the single block-of-blocks and double blocks-of-blocks bootstrap techniques, using three different block lengths of size 4, 10, and 20, are implemented for bootstrapping the Li-Mak and Mcleod-Li portmanteau tests. Using Monte Carlo simulations, the size and power of both tests under the standard normal and Student-t errors are investigated. It was found that the discrepancy between the true and nominal probability of rejection was reduced for both the tests using single block-of-blocks and double blocks-of-blocks bootstrap methods. The power of the Li-Mak test for the GARCH (1, 1) model was found slightly better than the Mcleod-Li test. An empirical example using the monthly data of currency exchange rate (US $ per Pak Rupees) is also reported. To cite this article [Nisa, G., & Iqbal, F...
Bulletin of Electrical Engineering and Informatics
Bandwidth allocation during upstream transmission is crucial to determine the efficiency and perf... more Bandwidth allocation during upstream transmission is crucial to determine the efficiency and performance of a XG-PON. For XG-PON, bandwidth assignment is done based on T-CONT which represents a traffic class as per ITU recommendation. DBA scheme used in this paper is based on CBU to assign bandwidth to ONUs based on the T-CONT supporting QoS as per SLA. In this paper, CATV traffic is used as traffic generator which used for generation of Ethernet frames and results showed expected trend of mean upstream delay for traffic class T2, T3 and T4 as compared to recommended value which is below 1.5ms. These results prove that CBU can also be implemented on real time traffic.
This paper studies the association between price of crude oil and the Pakistani Rupee-US Dollar e... more This paper studies the association between price of crude oil and the Pakistani Rupee-US Dollar exchange. Asymmetric power autoregressive conditional heteroscedastic (APARCH) model is used to measure the influence of oil price on the nominal exchange rate using daily data of extreme oil price volatility (2006 – 2013). This model is found to fit the data well and the results reveal a high degree of volatility persistence and leverage effect in returns. This study also establishes a positive association between currency exchange rate and oil price. These findings provide insight into the transmission link between the global oil market and exchange rate.
The main objective of this research is to study the adsorption behaviour of malachite green and m... more The main objective of this research is to study the adsorption behaviour of malachite green and methylene blue dyes onto the surfactant modified natural clays. The results of SEM, XRD, IR, and thermal analysis confirms the intercalation of organic moiety in to the clay. The adsorption results show that pseudo-first order kinetics best fitted for both the dyes adsorbed on organo-clay. The data also reveals that both dyes are in a good agreement with Langmuir isotherm in both types of modified clays. The value of separation factor, RL, from Langmuir equation and Freundlich constant, n, give an indication of favourable adsorption. The maximum adsorption capacity qm based on Langmuir model was found to be 294-303 mg/g at 25 °C, is in good agreement with the experimental values.
A technically known mango disease called " Collar or stem rot " is now becoming a most ... more A technically known mango disease called " Collar or stem rot " is now becoming a most destructive one, therefore, nowadays, it is commonly known as " Quick decline ". Therefore, the present studywas aimed toestimate the changes in sugar contents of the healthy and diseased leaves of the mango plants of the varieties " Langra " and " Chausa " in relation to " Quick Decline " disease. The obtained results reveals that in general, the metabolism of sugars was found to be disturbed and certain qualitative and quantitative changes appeared to occur in both mango varieties. The sugars detected were lactose, maltose, sucrose, galactose, glucose, fructose + arabinose and xylose. Out of these, sucrose was present in both the leaf tissues of both the varieties. The quantities of total sugars and reducing sugars were found to have decreased in diseased leaves of both the varieties in comparison to healthy ones. To the contrary, the quantities ...
Optical network nodes typically have to process varying traffic volumes and should therefore be c... more Optical network nodes typically have to process varying traffic volumes and should therefore be configured optimally to service traffic at the lowest cost possible. We model an Ethernet-over-SONET/SDH-over-WDM network (to represent a metro optical network) and define the network cost incurred in terms of energy consumption and capital expenditure. We then propose an exact integer linear program to minimize either cost, with and without considering traffic survivability, in order to study the energy consumption of different network configurations. Our results for a realistic network show that capital expenditure optimization would result in a more futureproof network configuration, at only slightly higher energy consumption than the energy consumption optimization. When survivability is achieved by a 1+1 protected lightpath scheme, the network energy consumption is shown to be almost twice the energy consumed by a 1:1 protected lightpath scheme, due to the redundant use of line cards. We also study the effect of a single link addition to the network, which reduces the average shortest path length and increases the survivability of the network, at the expense of slightly higher network energy consumption.
This research proposes to compare the predictive performance of k-nearest neighbors (k-NN) and su... more This research proposes to compare the predictive performance of k-nearest neighbors (k-NN) and support vector machine (SVM) for predicting ischemic heart disease (IHD), based on its important risk factors. For this study, the information on the risk factors of IHD were collected from 300 individuals. Among them, 100 were recruited from the IHD group and 200 from the control group. Furthermore, the entire data set was randomly partitioned into training and testing set by the ratio of 7:3 respectively. The k-NN and SVM models were fitted on the training data set with 10-fold cross-validation. Both models were evaluated based on their accuracy rate, sensitivity, specificity, and area under the receiver operating characteristics (ROC) curve (AUC) on both training and testing datasets. The results from different evaluation methods revealed that SVM outperformed compared to k-NN with a higher value of accuracy (86.67%), sensitivity (80%), specificity (90%), and AUC (94.1%) on testing data...
Comparing predictive performance of k-nearest neighbors and support vector machine for predicting ischemic heart disease, 2020
This research compared the predictive performance of knearest neighbors (k-NN) and support vector... more This research compared the predictive performance of knearest neighbors (k-NN) and support vector machine (SVM) for predicting ischemic heart disease (IHD), based on its important risk factors. For this study, the information on the risk factors of IHD were collected from 300 individuals. Among them, 100 were recruited from the IHD group and 200 from the control group. Furthermore, the entire data set was randomly partitioned into training and testing set by the ratio of 7:3 respectively. The k-NN and SVM models were fitted on the training data set with 10-fold cross-validation. Both models were evaluated based on their accuracy rate, sensitivity, specificity, and area under the receiver operating characteristics (ROC) curve (AUC) on both training and testing datasets. The results from different evaluation methods revealed that SVM outperformed compared to k-NN with a higher value of accuracy (86.67%), sensitivity (80%), specificity (90%), and AUC (94.1%) on testing data set. Howeve...
Financial time series are often found to be heavy-tailed and skewed. Motivated from Skewed-t and ... more Financial time series are often found to be heavy-tailed and skewed. Motivated from Skewed-t and Asymmetric Laplace distributions, two new M-estimators, called ST and AL, respectively, are introduced for estimation of GARCH-type models. Performance of estimators is checked with commonly used quasi-maximum likelihood, least absolute deviation and other robust estimators, for both symmetric and asymmetric models through a Monte Carlo study. Results of simulation revealed that both estimators provide accurate parameter estimates of GARCH models outperforming competing estimators when errors are generated from non-normal distributions. An application to real data set shows that these estimators also give better Valueat-Risk forecasts.
A technically known mango disease called “Collar or stem rot” is now becoming a most destructive ... more A technically known mango disease called “Collar or stem rot” is now becoming a most destructive one, therefore, nowadays, it is commonly known as “Quick decline”. Therefore, the present studywas aimed toestimate the changes in sugar contents of the healthy and diseased leaves of the mango plants of the varieties “Langra” and “Chausa” in relation to “Quick Decline” disease. The obtained results reveals that in general, the metabolism of sugars was found to be disturbed and certain qualitative and quantitative changes appeared to occur in both mango varieties. The sugars detected were lactose, maltose, sucrose, galactose, glucose, fructose + arabinose and xylose. Out of these, sucrose was present in both the leaf tissues of both the varieties. The quantities of total sugars and reducing sugars were found to have decreased in diseased leaves of both the varieties in comparison to healthy ones. To the contrary, the quantities of non-reducing sugars increased in the diseased leaves as c...
The present study was aimed to protect apple crop from codling moth (Cydia pomonella) attack and ... more The present study was aimed to protect apple crop from codling moth (Cydia pomonella) attack and to expand its production in the region. Study was conducted over two years (2010 and 2011) in apple field to evaluate number and proper time of pesticides application to kill maximum larvae of moth. Three chemicals, Lorsban (Chlorpyrifos), Match (Lufenuron) and Talstar (Bifenthrin) were used. Pheromone traps together with degree days (°DD) were utilized to monitor moth population and to time pesticides sprays. °DD was calculated using 10 °C as lower developmental threshold (base temperature) to examine their effect on flight activity of the moth. Result of analyzed data showed highly significant differences between generations and treatments at P- value < 0.01 in 2010 and 2011. All the three chemicals significantly controlled infestation compared with control (un-treated). A significant difference was observed between Lorsban and Talstar for three timely sprays in 2010. Treatments wit...
The present study was carried out to determine the prevalence of Theileria lestoquardi from two d... more The present study was carried out to determine the prevalence of Theileria lestoquardi from two districts of Khyber Pukhtoon Khwa (Kohat and Peshawar) in Pakistan and also to report the risk factors associated with the spread of ovine theileriosis. A total of 165 blood samples were collected from sheep (N = 44) and goats (N = 121) from randomly selected herds. Data on the characteristics of animals and the herds were collected through questionnaires. Five (3%) out of total 165 samples produced 730 base pairs DNA fragment, through PCR amplification of 18S SSU rRNA gene, specific for T. lestoquardi. All positive samples were from district Kohat while samples from Peshawar were found negative for this parasite. Statistical analysis indicated a significant association (P = 0.005) between sampling site and prevalence of T. lestoquardi. It was observed that presence of tick on the ruminant (P = 0.0007) and the dogs associated with the herd (P = 0.001) were highly significant risk factor f...
The objectives of this study were to estimate and compare the goodness of fit six non-linear grow... more The objectives of this study were to estimate and compare the goodness of fit six non-linear growth models, i.e. Gompertz, Logistic, Von Bertalanffy, Richards, Weibull and Morgan-Mercer-Flodin (MMF), in Mengali sheep of Balochistan. For this purpose, monthly body weight data from 2377 sheep from birth up to 360 days of age were used. The average body weights in each period were used to define the weight - age relationship in these sheep. The models parameters, adjusted coefficient of determination (R 2 Adj), root mean square error ( RMSE ), Akaike's and Bayesian information criteria (AIC and BIC), predicted body weights and residuals were calculated for each model. Among six growth functions, the MMF model was found appropriate for its accuracy of fit according to the highest R 2 Adj (0.9991) and the lowest RMSE (0.3348) followed by the Von Bertalanffy and Weibull models. The MMF model was also selected the best based on the lowest values of AIC (9.6516) and BIC (10.0489). The r...
Satellite Laser Ranging measures distances to satellites, orbiting at several thousand kilometers... more Satellite Laser Ranging measures distances to satellites, orbiting at several thousand kilometers, with a few mm accuracy. The increased data rate and improved accuracy resulting from the Graz 2 kHz SLR system-as compared to traditional 10 Hz repetition rate SLR-suggests that further improvements should be possible with even higher repetition rates (up to several kHz-10 kHz). To design such a multi-kHz SLR system, this feasibility study for higher repetition rate SLR systems was done. One significant result was a natural limit for higher repetition rates, due to overlaps between transmitted and received laser pulses: Each transmitted laser pulse produces backscatter, when traveling through atmosphere; these backscattered photons would thus block any satellite reflected photon arriving in the same time slot, thus disabling the detector and event timers. This overlap would be more or less continuous above repetition rates of about 18 kHz. At repetition rates of about 10 kHz, it is possible to avoid overlaps by proper interleaving of transmitted and received photons. Two new timing devices were implemented inside the Graz SLR FPGA: A fast (20 ns) medium resolution (250 ps) event timer for range gating purposes, and a fully digital, 500 ps resolution range gate generator, which replaces the presently used 100 ns FPGA counter PLUS analog delay chip. Both circuits now allow significantly higher speed, improved linearity, and better stability. The photon link budget was analyzed for 10-100 kHz repetition rates, assuming constant power of the used laser system (lower energy per pulse for higher repetition rates, and higher energy per pulse for lower repetition rates). This analysis shows that higher repetition rates would be a big benefit for LEO (Low Earth Orbiting, up to a few 1000 km altitude) satellites, but not for HEO (High Earth Orbiting) satellites: Due to increasing noise and decreasing signal, the resulting signal to noise ratio makes it more and more difficult to detect the sparse signals. Although a simulation program demonstrated that it is possible to identify very weak signals (20-30 returns) out of 100000 noise points, this can be done only during post processing, but not in real time. A real time demo program was written to monitor calibration and ranging of the Graz SLR system; it gets basic commands from the RT system of Graz SLR. It reads event times from the Riga Event Timer (which time tags the same Start/Stop pulses as Graz SLR), filters and combines them, stores all results, calculates and displays residuals. This demo program can work up to at least 10 kHz; after upgrade of the Graz 2 kHz laser system, this program will monitor the 10 kHz SLR. pulses, while the present Graz Event Timer-limited to 2.5 kHz maximum repetition rate-will "see" and measure still with the present 2 kHz. iii Kurzfassung "Satellite Laser Ranging (SLR)" misst die Entfernung zu Satelliten in Entfernungen von einigen 100 bis mehr als 20000 km mit einer Genauigkeit von wenigen Millimetern. Die erhöhte Datenrate sowie die verbesserte Genauigkeit und Stabilität des Grazer 2 kHz SLR Systems weisen darauf hin, dass eine weitere Steigerung der Messfrequenz (auf bis zu 10 kHz) den Beitrag zu fast allen SLR Anwendungen erhöhen würde. Diese Arbeit legt die technischen Parameter eines solchen "Multi-kHz SLR Systems" fest. Ein wichtiges Resultat war eine natürliche Begrenzung für höhere Messfrequenzen durch zeitliche "Überlappung" von gesendeten und empfangenen Photonen:Jeder ausgesendete Laserimpuls produziert eine Rückstreuung (Backscatter) in der Atmosphäre. Diese Backscatter-Photonen blockieren die Detektion des zeitgleich vom Satelliten eintreffenden Photons. Diese Blockierung würde bei Messfrequenzen über ca. 18 kHz kontinuierlich sein. Bis Frequenzen von ungefähr 10 kHz ist es aber möglich, diese Überschneidungen durch entsprechende Wahl des Sendezeitpunktes der Laserimpulse in Grenzen zu halten. Zwei neue Module wurden in der in Graz verwendeten FPGA-ISA-Karte implementiert: Ein schneller (20 ns) "Event Timer" mit einer Auflösung von 250 ps, und ein digitaler Pulsgenerator mit einer Auflösung von 500 ps. Beide Module erlauben nun eine erheblich höhere Messfrequenz und bieten zudem eine verbesserte Linearität und Stabilität. Ausgehend von einer konstanten Ausgangsleistung eines neuen Laser-Systems wurde das Photon-Link-Budget für Messfrequenzen von 10 Hz bis 100 kHz analysiert. Dabei zeigt sich, dass höhere Messfrequenzen für LEO's (Low Earth Orbiters-Satelliten in niedrigen Orbits bis 1000 km) vorteilhaft sind, nicht aber für HEO's (High Earth Orbiters-Satelliten in hohen Umlaufbahnen). Auf Grund des sehr rasch schlechter werdenden Signal-Rausch-Verhältnisses-wenig Signal von HEOs, aber zunehmendes Rauschen bei höheren Messfrequenzen-ist es schwierig, die wenigen "echten" Returns in Echtzeit heraus zu filtern. Ein Simulationsprogramm zeigt, dass es bei Signalquoten von 20 bis 30 "echten" Punkten in 100000 Messungen nur mehr durch Analyse nach Abschluss der Messungen möglich ist, echte Returns zu identifizieren, nicht aber in Echtzeit während der Messung. Auf einem WINDOWS-Betriebssystem wurde ein Programm zur Visualisierung und Speicherung der Messungen in Echtzeit geschrieben. Es wird über Befehle, die vom "MS-DOS" basierten Steuerprogramm des Grazer SLR-Systems gesendet werden, gesteuert. Es liest die Start-und Stopp-Event-Zeiten des "Riga-Event-Timers", filtert und kombiniert diese zu Laufzeiten, speichert diese und stellt sie auf einem grafischen Bildschirm dar. Nach Erweiterung des Grazer SLR Systems auf 10 kHz wird es die Daten mit 10 kHz verarbeiten und darstellen, während das MS-DOS System weiterhin mit 2 kHz laufen wird. Contents 1 Introduction …………...……………………...………………..……………………1 1.1 Research Objectives and Thesis outline……………………………………….……1 1.2 Motivation……………………………………………………….……………..……3 2 Satellite laser ranging …………………………………………………..……..……4 2.1 Brief History of SLR……………………………………………….……………… 5 2.2 Present and Future Trends…………………………………………….…………… 5 2.3 Components of Satellite Laser Ranging System……………………….
This research makes contributions to conditional heteroscedastic models in financial time series.... more This research makes contributions to conditional heteroscedastic models in financial time series. A class of M-estimators for time series models with asymmetric form of heteroscedasticity are developed. A weighted resampling method is used to approximate the sampling distribution of M-estimators. The primary finding is that there are estimators in this class that can perform better than the widely-used quasi-maximum likelihood estimator (QMLE) and even outperform the least absolute deviation estimator. The asymptotic distributions of the squared and absolute residual autocorrelations for generalised autoregressive conditional heteroscedastic (GARCH) models estimated by M-estimators are derived. Diagnostic tests based on M-estimators are developed to check the adequacy of GARCH-type models. The performance of M-estimators in the estimation and prediction of value-at-risk (VaR) is investigated. A wide range of summary statistics is used to evaluate and compare M-estimators in estimati...
The aim of this paper was to accurately and efficiently forecast from multivariate generalized au... more The aim of this paper was to accurately and efficiently forecast from multivariate generalized autoregressive conditional heteroscedastic models. The Rotated Dynamic Conditional Correlation (RDCC) model with the Normal, Student’s-t and Multivariate Exponential Power distributions for errors were used to account for heavy tails commonly observed in financial time series data. The daily stock price data of Karachi, Bombay, Kuala Lumpur and Singapore stock exchanges from January 2008 to December 2017 were used. The predictive capability of RDCC models, with various error distributions, in forecasting one-day-ahead Value-at-Risk (VaR) was assessed by several back-testing procedures. The empirical results of the study revealed that the RDCC model with Student’s-t distribution produced more accurate and reliable risk forecasts than other competing models. To cite this article [Farid, S. & Iqbal, F. (2020). Forecasting Value-at-Risk of Asian Stock Markets Using the RDCC-GARCH Model Under D...
Five non-linear functions, i.e. Gompertz, Logistic, Negative exponential, Brody and Bertalanffy, ... more Five non-linear functions, i.e. Gompertz, Logistic, Negative exponential, Brody and Bertalanffy, and multivariate adaptive regression splines (MARS) data mining algorithm were implemented with the objective to describe the body weight-age relationship of Harnai sheep of Balochistan, Pakistan. The data comprised of 1317 records of body weight from birth to 1 year were provided from Multi-Purpose Sheep Research Station Loralai, Balochistan. Each non-linear function and MARS algorithm were fitted to the data of male and female, single and twin and all lambs. Comparison among different non-linear models was based using the adjusted coefficient of determination ([Formula: see text]), Durbin-Watson statistic (DW), root mean square error (RMSE), Akaike's and Bayesian information criteria (AIC and BIC) and the coefficient of correlation (r) between observed and fitted live body weight. The best fit was provided by the Brody model in terms of the highest [Formula: see text] and r values ...
In this paper, blocks-of-blocks (BOB) bootstrap method is employed for the commonly used diagnost... more In this paper, blocks-of-blocks (BOB) bootstrap method is employed for the commonly used diagnostic tests for generalized autoregressive conditional heteroscedastic (GARCH) models. More specifically, the single block-of-blocks and double blocks-of-blocks bootstrap techniques, using three different block lengths of size 4, 10, and 20, are implemented for bootstrapping the Li-Mak and Mcleod-Li portmanteau tests. Using Monte Carlo simulations, the size and power of both tests under the standard normal and Student-t errors are investigated. It was found that the discrepancy between the true and nominal probability of rejection was reduced for both the tests using single block-of-blocks and double blocks-of-blocks bootstrap methods. The power of the Li-Mak test for the GARCH (1, 1) model was found slightly better than the Mcleod-Li test. An empirical example using the monthly data of currency exchange rate (US $ per Pak Rupees) is also reported. To cite this article [Nisa, G., & Iqbal, F...
Bulletin of Electrical Engineering and Informatics
Bandwidth allocation during upstream transmission is crucial to determine the efficiency and perf... more Bandwidth allocation during upstream transmission is crucial to determine the efficiency and performance of a XG-PON. For XG-PON, bandwidth assignment is done based on T-CONT which represents a traffic class as per ITU recommendation. DBA scheme used in this paper is based on CBU to assign bandwidth to ONUs based on the T-CONT supporting QoS as per SLA. In this paper, CATV traffic is used as traffic generator which used for generation of Ethernet frames and results showed expected trend of mean upstream delay for traffic class T2, T3 and T4 as compared to recommended value which is below 1.5ms. These results prove that CBU can also be implemented on real time traffic.
This paper studies the association between price of crude oil and the Pakistani Rupee-US Dollar e... more This paper studies the association between price of crude oil and the Pakistani Rupee-US Dollar exchange. Asymmetric power autoregressive conditional heteroscedastic (APARCH) model is used to measure the influence of oil price on the nominal exchange rate using daily data of extreme oil price volatility (2006 – 2013). This model is found to fit the data well and the results reveal a high degree of volatility persistence and leverage effect in returns. This study also establishes a positive association between currency exchange rate and oil price. These findings provide insight into the transmission link between the global oil market and exchange rate.
The main objective of this research is to study the adsorption behaviour of malachite green and m... more The main objective of this research is to study the adsorption behaviour of malachite green and methylene blue dyes onto the surfactant modified natural clays. The results of SEM, XRD, IR, and thermal analysis confirms the intercalation of organic moiety in to the clay. The adsorption results show that pseudo-first order kinetics best fitted for both the dyes adsorbed on organo-clay. The data also reveals that both dyes are in a good agreement with Langmuir isotherm in both types of modified clays. The value of separation factor, RL, from Langmuir equation and Freundlich constant, n, give an indication of favourable adsorption. The maximum adsorption capacity qm based on Langmuir model was found to be 294-303 mg/g at 25 °C, is in good agreement with the experimental values.
A technically known mango disease called " Collar or stem rot " is now becoming a most ... more A technically known mango disease called " Collar or stem rot " is now becoming a most destructive one, therefore, nowadays, it is commonly known as " Quick decline ". Therefore, the present studywas aimed toestimate the changes in sugar contents of the healthy and diseased leaves of the mango plants of the varieties " Langra " and " Chausa " in relation to " Quick Decline " disease. The obtained results reveals that in general, the metabolism of sugars was found to be disturbed and certain qualitative and quantitative changes appeared to occur in both mango varieties. The sugars detected were lactose, maltose, sucrose, galactose, glucose, fructose + arabinose and xylose. Out of these, sucrose was present in both the leaf tissues of both the varieties. The quantities of total sugars and reducing sugars were found to have decreased in diseased leaves of both the varieties in comparison to healthy ones. To the contrary, the quantities ...
Optical network nodes typically have to process varying traffic volumes and should therefore be c... more Optical network nodes typically have to process varying traffic volumes and should therefore be configured optimally to service traffic at the lowest cost possible. We model an Ethernet-over-SONET/SDH-over-WDM network (to represent a metro optical network) and define the network cost incurred in terms of energy consumption and capital expenditure. We then propose an exact integer linear program to minimize either cost, with and without considering traffic survivability, in order to study the energy consumption of different network configurations. Our results for a realistic network show that capital expenditure optimization would result in a more futureproof network configuration, at only slightly higher energy consumption than the energy consumption optimization. When survivability is achieved by a 1+1 protected lightpath scheme, the network energy consumption is shown to be almost twice the energy consumed by a 1:1 protected lightpath scheme, due to the redundant use of line cards. We also study the effect of a single link addition to the network, which reduces the average shortest path length and increases the survivability of the network, at the expense of slightly higher network energy consumption.
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Papers by Farhat Iqbal