Determining the Pension Benefit Obligation of a Defined Benefit Plan: Applying a Multivariate ARIMA Stochastic Model

<p>In this study we examine the robustness of fit for a multivariate and an autoregressive integrated moving average model to a data sample time series type. The sample is a recurrent actuarial data set for a 10-year horizon. We utilize this methodology to contrast with stochastic models to make projections beyond the data horizon. Our key results suggest that both types of models are useful for making predictions of actuarial liability levels given by PBO Projected Benefit Obligations on and off the horizon of the sample time series. As we have seen in prior research, the use of multivariate models for control and auditing purposes is widely recommended. Fast and reliable statistical estimates are desirable in all cases, whether for audit purposes or to verify and validate miscellaneous actuarial results.</p>

New Intelligent Control of Auto-self Defensive Unmanned Aerial Vehicle

This paper handle a new terminology of the field of the unmanned aerial vehicle is Auto-self defensive UAV, by using new configuration of x-band Doppler surface distribution. The aim of this research is to make UAV can avoid any directed missiles at small time delay before the collision. The intelligent control will process the data of the hypothetical missiles by using supercomputing and send it to the inertial navigation system to correct the path of UAV every sample time against the missile. The goal is to make intelligent UAV that can maneuver the missile and never collide with it.

Tailoring the sampling time of single-sample GFR measurement according to expected renal function: a multisite audit

BackgroundThe 2018 BNMS Glomerular Filtration Rate (GFR) guidelines recommend a single-sample technique with the sampling time dictated by the expected renal function, but this is not known with any accuracy before the test. We aimed to assess whether the sampling regime suggested in the guidelines is optimal, and determine the expected error in GFR result if the sample time is chosen incorrectly. We can then infer the degree of flexibility in the sampling regime.Methods Data from 8946 patients referred for GFR assessment at 6 different hospitals for a variety of indications were reviewed. The difference between the single-sample (Fleming) GFR result at each sample time and the slope-intercept GFR result at each hospital was calculated. A second dataset of 775 studies from one hospital with nine samples collected from 5 minutes to 8 hours post injection was analysed to provide a reference GFR to which the single sample results were compared.Results Recommended single-sample times have been revised: for estimated GFR above 80 ml/min/1.73m2 a 2 hour sample is recommended, giving mean difference from slope-intercept GFR of -2.08 ml/min/1.73m2 (1333 GFR tests included). Between 30 and 80 ml/min/1.73m2 a 4 hour sample is recommended, giving a 1.95 ml/min/1.73m2 mean difference (2057 GFR tests included). The standard deviation of the differences is 3.50 ml/min/1.73m2 at 2 hours and 2.56 ml/min/1.73m2 at 4 hours for GFR results in the recommended range. It is 5.81 ml/min/1.73m2 at 2 hours and 5.70 ml/min/1.73m2 at 4 hours for GFR results outside the recommended range. ConclusionThe results of this multisite study demonstrate a reassuringly wide range of sample times for an acceptably accurate single-sample GFR result. Modified recommended single-sample times have been proposed in line with the results, and the reported errors for both sample times can be used for error analysis of a mistimed sample.

Estimates Of Russia’s Potential Output

Taking into consideration the specifics of the Russian economy such as dependency on oil and gas drilling & production, and including the current context of the Western sanctions, COVID-19 pandemic, as well as somewhat idiosyncratic potential output development, the main aim of this paper is to quantify recent output gap for Russia. We use three mainstream methodologies: the Hodrick-Prescott filter as a benchmark, the Kalman filter to follow, and the Cobb-Douglas production function. The sample time span ranges from 1995Q1 until 2020Q3, while all calculations are performed on quarterly frequencies. The analysis suggests that given low fixed investment ratios, limited R&D spending in non-military sectors, and adverse demographic development, under a “no policy change” scenario there might soon be even more downward pressures on the country’s potential output growth, and the economy may continue increasing only at a snail’s pace even after a possible withdrawal of the Western sanctions and the end of the COVID-19 pandemic.

MPC Tracking Controller Parameters Impacts in Roundabouts

The work is proposed to design a controller of the form known as the roundabout scenario trajectory tracking problem. The road condition is a four-leg, single-lane roundabout; the reference path is given. Due to the decision choice of exits, the MPC tracking controller is used to test the effect of weight parameter and target speed on the performance of the tracking controller. Two sets of test cases are proposed to make the experimental comparison, see the relationship between the control parameters and road conditions (different curvature path), and also see how the weight parameters Q and R and sample time affect the tracking performance. Our work, MPC controller utilization in a roundabout, plays an essential role with the increasing autonomy of vehicles.

Analysis on the Performance of a Second-order and a Third-order RLC Circuit of PRBS Generator

A pseudo-binary random signal (PRBS) has been widely utilized for system identification in complex signals to develop an experimental approach. PRBS generator is a circuit that generates pseudo-random numbers. This work aims to analyze the best fit value of the PRBS generator with second-order and third-order under-damped black-box RLC circuit of the estimated model. The procedures conducting here can be divided into three parts. First, to design two black boxes using the RLC circuit representing a critically under-damped second-order and third-order system. PRBS generated with maximum-length sequence (MLS) equals 127 bits by using seven shift registers. Second, simulate the PRBS generator using MATLAB software and validate the estimated model from the simulation using the System Identification Tool in MATLAB. Next, connecting hardware RLC circuit and reading input and output signals using an oscilloscope. Finally, 2500 samples of captured data were used for estimation. Then, analyze and compare the best fit of the simulation and experiment with second-order and third-order under-damped black-box RLC circuit. Furthermore, analyze and compare best fit using different sample time. The results showed that the best fit of the second-order model with under-damped black-box RLC circuit was autoregressive with the exogenous term (ARX) 211, where the best fit of the simulation was 99.88%, and the best fit of the experiment was 96.04%. And the results showed that the best fit of the third-order model with an under-damped black-box RLC circuit was ARX 331, where the best fit of the simulation was 99%, and the best fit of the experiment was 94.28%. It was concluded that the best fit value of the second-order was better than the third order. What’s more, the results showed that when the select range is the same, the bigger the sample time, the better the best fit.

Environmental Temperatures Affect the Gastrointestinal Microbes of the Chinese Giant Salamander

An increasing number of studies have shown that warming also influences the animal gut microbiome (altering the community structure and decreasing its diversity), which might further impact host fitness. Here, based on an analysis of the stomach and gut (the entire intestine: from the anterior intestine to the cloaca) microbiome in laboratory larva of giant salamanders (Andrias davidianus) under different living water temperatures (5, 15, and 25°C) at two sample time points (80 and 330 days after the acclimation), we investigated the potential effect of temperature on the gastrointestinal microbiome community. We found the significant Interaction between sampling time and temperature, or type (stomach and gut) on Shannon index in the gastrointestinal microbiome of the giant salamanders. We also found the significant difference in Shannon index among temperature groups within the same sample type (stomach or gut) at each sample time. 10% of variation in microbiome community could be explained by temperature alone in the total samples. Both the stomach and gut microbiomes displayed the highest similarity in the microbiome community (significantly lowest pairwise unweighted Unifrac distance) in the 25-degree group between the two sampling times compared to those in the 5-degree and 15-degree groups. Moreover, the salamanders in the 25°C treatment showed the highest food intake and body mess compared to that of other temperature treatments. A significant increase in the abundance of Firmicutes in the gastrointestinal microbiome on day 330 with increasing temperatures might be caused by increased host metabolism and food consumption. Therefore, we speculate that the high environmental temperature might indirectly affect both alpha and beta diversity of the gastrointestinal microbiome.

Unsteady Effects on NOx Measurements in Pulse Detonation Combustion

Emission measurements from unsteady combustion systems such as Pulse Detonation Combustion (PDC) are challenging due to the inherently large variations in pressure, temperature, composition, and flow velocity of the exhaust gas. Comparison of experimental data is additionally complicated by differences in operating conditions and gas sampling setup between different facilities. Qualitative considerations with regard to the sampling process from PDC, based on one-dimensional simulations, indicate a systematic influence of the sampling setup and extraction process on the resulting concentration measurements. Therefore, operating frequency, sample time, fill time, as well as PDC outlet and probe geometry were varied experimentally in order to assess the degree to which each of these parameters impact the resulting measured $${\rm NO}_{\rm x}$$ NO x in order to better inform researchers of these effects when making measurements. It was shown that measured $${\rm NO}_{\rm x}$$ NO x emissions can vary significantly depending on the choice of these parameters and therefore care must be exercised in order to reduce the influence of the sampling technique when aiming for comparable results.