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Dynamic modelling of Renewable Energy Consumption and Production on African Economic Growth and the Environment Using Vector Error Correction Models 使用矢量误差校正模型对可再生能源消费和生产对非洲经济增长和环境的动态建模
IF 0.4 Q4 MATHEMATICS Pub Date : 2023-04-15 DOI: 10.11113/matematika.v39.n1.1447
A. A. Gwani, S. Sek
Prior research has explored the influence of renewable consumption on economic growth and carbon emissions (CO2), but few studies have examined the impact of both renewable energy consumption (REC) and renewable energy production (REP) on economic growth and CO2 emissions in Africa. The objective of this work is to dynamically estimate the effects of both REC and REP on economic growth and CO2 emissions in Africa, based on empirical evidence and using a data set from the years 1965 to 2020. This research aims to determine how REC and REP affect the economies and ecosystems of Africa. The Error Correction Models (ECMs) were utilized in the analysis, focusing on howREP and REC influence economic growth and environmental carbon dioxide emissions (CO2). Vector Error Correction Models (VECM) and Johansen cointegration methods were used on the data set. The results demonstrated that economic forces existed between the variables and that there was a long run equilibrium relationship between GDP and CO2 emissions in Africa, from REC to REP. Additionally, the outcomes showed that both REC and REP slowed down environmental deterioration while  promoting economic growth. Africa can lower the negative impacts of environmental pollution caused by the consumption of nonrenewable energy sources by adopting and aggressively promoting renewable energy production and utilization.
已有研究探讨了可再生能源消费对经济增长和二氧化碳排放的影响,但很少有研究考察了非洲可再生能源消费(REC)和可再生能源生产(REP)对经济增长和二氧化碳排放的影响。本研究的目的是基于经验证据并使用1965年至2020年的数据集,动态估计REC和REP对非洲经济增长和二氧化碳排放的影响。本研究旨在确定REC和REP如何影响非洲的经济和生态系统。利用误差修正模型(Error Correction Models, ECMs)分析了rep和REC对经济增长和环境二氧化碳排放(CO2)的影响。对数据集采用向量误差校正模型(VECM)和Johansen协整方法。研究结果表明,各变量之间存在经济作用力,非洲GDP与CO2排放之间存在长期均衡关系,从REC到REP, REC和REP都在促进经济增长的同时减缓了环境恶化。非洲可以通过采用和积极推动可再生能源的生产和利用,降低不可再生能源消费对环境污染的负面影响。
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引用次数: 0
Besse Extended Cubic B-spline Collocation Method for Solving Benjamin-Bona-Mahony Equation 求解Benjamin-Bona-Mahony方程的Besse扩展三次B样条配置方法
IF 0.4 Q4 MATHEMATICS Pub Date : 2023-04-15 DOI: 10.11113/matematika.v39.n1.1448
Nur Nadiah Mohd Rahan, Nur Nadiah Abd Hamid
Extended cubic B-spline collocation method is formulated to solve the Benjamin-Bona-Mahony equation without linearization. The Besse relaxation scheme is applied on the nonlinear terms and therefore transforms the equation into a systemof two linear equations. The time derivative is discretized using Forward Difference Approximation whereas the spatial dimension is approximated using extended cubic B-spline function. Applying the von-Neumann stability analysis, the proposed technique are shown unconditionally stable. Two numerical examples are presented and the results are compared with the exact solutions and recent methods.
为了求解Benjamin-Bona-Mahony方程,提出了一种不进行线性化的扩展三次B样条配置方法。贝塞尔松弛格式应用于非线性项,因此将方程转换为两个线性方程组。时间导数使用前向差分近似进行离散,而空间维度使用扩展的三次B样条函数进行近似。应用von Neumann稳定性分析,证明了所提出的技术是无条件稳定的。给出了两个数值例子,并将结果与精确解和最近的方法进行了比较。
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引用次数: 0
Block Toeplitz Matrices: Multiplicative Properties 块Toeplitz矩阵:乘法性质
IF 0.4 Q4 MATHEMATICS Pub Date : 2021-03-27 DOI: 10.11113/matematika.v39.n1.1437
M. A. Khan
Given A, B, C, and D, block Toeplitz matrices, we will prove the necessary and sufficient condition for AB - CD = 0, and AB - CD to be a block Toeplitz matrix. In addition, with respect to change of basis, the characterization of normal block Toeplitz matrices with entries from the algebra of diagonal matrices is also obtained.
给定A,B,C和D,块Toeplitz矩阵,我们将证明AB-CD=0和AB-CD是块Toepliz矩阵的充要条件。此外,关于基的变化,还得到了具有对角矩阵代数项的正规块Toeplitz矩阵的特征。
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引用次数: 0
Kendali Mode Luncur Pada Sistem Suspensi Aktif Dengan Simulasi MATLAB 具有MATLAB模拟活动悬挂系统的雪橇控制模式
IF 0.4 Q4 MATHEMATICS Pub Date : 2020-05-31 DOI: 10.29313/jmtm.v19i1.6312
Andi Pujo Rahadi
Sistem suspensi mobil yang terdiri hanya dari pegas dan redaman merupakan sistem pasif sebab tidak menyediakan energi aktif untuk melawan gangguan profil jalan. Untuk mendapatkan kenyamanan dan keamanan berkendara yang lebih baik, ditanamkan sistem suspensi aktif pada mobil. Sistem suspensi aktif dilengkapi sensor dan komponen aktuator gaya yang menyediakan energi aktif dengan skema kendali tertentu. Penelitian ini bertujuan membangun sistem suspensi aktif menggunakan kendali mode luncur ( sliding mode control / SMC ). Simulasi sistem kendali dilakukan menggunakan MATLAB 2014, membandingkan performa sistem pasif, sistem aktif Linear Kuadratik (LQR), dengan sistem aktif Kendali Mode Luncur (SMC). Berdasarkan hasil simulasi, sistem aktif SMC mencapai kondisi stabil lebih cepat dan menggunakan gaya aktif lebih rendah. Dengan demikian, sistem SMC memiliki performa terbaik dibandingkan dengan dua sistem yang lain. Penelitian ini dapat dilanjutkan dengan membangun prototype suspensi dengan sistem kendali SMC. Kata Kunci: Sistem Suspensi Aktif, Kendali Mode Luncur, Simulasi MATLAB .
汽车悬挂系统仅由弹簧和阻尼器组成,它是一种被动系统,因为它不提供主动能源来对抗街道配置障碍。为了获得更好的驾驶舒适和安全,在汽车上安装了活跃的悬挂系统。活动悬挂系统配备传感器和电源组件,为特定的控制方案提供动力能量。本研究旨在建立一个使用雪橇控制模式(滑动模式/ SMC)的活动悬挂系统。控制系统模拟是使用2014年MATLAB进行的,比较系统被动、单象限活动系统(LQR)和循环控制系统(SMC)的性能。根据模拟结果,SMC活动系统更快地达到稳定状态,使用较低的活性力。因此,与其他两个系统相比,SMC系统的性能最好。本研究可继续建立具有SMC控制系统的悬挂原型。关键词:活动悬挂系统,雪橇控制,MATLAB模拟。
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引用次数: 0
Binary particle swarm optimization for variables selection optimization in Taguchi’s T-Method Taguchi t法变量选择优化的二元粒子群优化
IF 0.4 Q4 MATHEMATICS Pub Date : 2020-03-31 DOI: 10.11113/matematika.v36.n1.1181
N. Harudin, K. R. Jamaludin, F. Ramlie, M. N. Muhtazaruddin, Che Munira Che Razali, W. Z. A. Wan Muhamad
Prediction analysis has drawn significant interest in numerous field. Taguchi’s T-Method is a prediction tool that developed practically but not limited to small sample analysis. It was developed explicitly for multidimensional system prediction by relying on historical data as the baseline model and adapting the signal to noise ratio (SNR) as well as zero proportional concepts in strengthening its robustness. Orthogonal array (OA) in T-Method is a variable selection optimization technique in improving the prediction accuracy as well as help in eliminating variables that may deteriorate the overall performance. However, the limitation of OA in dealing with higher multidimensionality restraint the optimization accuracy. Binary particle swarm optimization used in this study helps to cater to the limitation of OA as well as optimizing the variable selection process to better prediction accuracy. The results show that if the historical data consist of samples with higher correlation of determination (R2) value for the model creation, the optimization process in reducing the number of variables would be much reliable and accurate.  Comparing between T-Method+OA and T-Method+BPSO in four different case study, it shows that T-Method+BPSO performing better with greater R2 and means relative error (MRE) value compared to T-Method+OA.
预测分析已经引起了许多领域的广泛关注。田口的t -法是一种实用但不局限于小样本分析的预测工具。该模型以历史数据为基准模型,采用信噪比(SNR)和零比例概念增强鲁棒性,明确地为多维系统预测而开发。t法中的正交阵列(OA)是一种变量选择优化技术,在提高预测精度的同时有助于消除可能影响整体性能的变量。然而,OA在处理较高多维度时的局限性制约了优化的精度。本研究采用的二元粒子群优化方法既可以解决OA的局限性,又可以优化变量选择过程,提高预测精度。结果表明,如果历史数据是由判定(R2)值相关性较高的样本组成的,那么减少变量数量的优化过程将更加可靠和准确。对比T-Method+OA和T-Method+BPSO在4个不同案例中的表现,结果表明T-Method+BPSO在R2和平均相对误差(MRE)值上优于T-Method+OA。
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引用次数: 2
Global Stability and Optimal Control of Dengue with Two Coexisting Virus Serotypes 两种血清型登革热病毒的全局稳定性及最优控制
IF 0.4 Q4 MATHEMATICS Pub Date : 2019-12-31 DOI: 10.11113/matematika.v35.n4.1269
A. Abidemi, Rohanin Ahmad, N. Aziz
This study presents a two-strain deterministic model which incorporates Dengvaxia vaccine and insecticide (adulticide) control strategies to forecast the dynamics of transmission and control of dengue in Madeira Island if there is a new outbreak with a different virus serotypes after the first outbreak in 2012. We construct suitable Lyapunov functions to investigate the global stability of the disease-free and boundary equilibrium points. Qualitative analysis of the model which incorporates time-varying controls with the specific goal of minimizing dengue disease transmission and the costs related to the control implementation by employing the optimal control theory is carried out. Three strategies, namely the use of Dengvaxia vaccine only, application of adulticide only, and the combination of Dengvaxia vaccine and adulticide are considered for the controls implementation. The necessary conditions are derived for the optimal control of dengue. We examine the impacts of the control strategies on the dynamics of infected humans and mosquito population by simulating the optimality system. The disease-freeequilibrium is found to be globally asymptotically stable whenever the basic reproduction numbers associated with virus serotypes 1 and j (j 2 {2, 3, 4}), respectively, satisfy R01,R0j 1, and the boundary equilibrium is globally asymptotically stable when the related R0i (i = 1, j) is above one. It is shown that the strategy based on the combination of Dengvaxia vaccine and adulticide helps in an effective control of dengue spread in the Island.
本研究提出了一种结合登瓦夏疫苗和杀虫剂(杀虫剂)控制策略的双株确定性模型,用于预测马德拉岛登革热在2012年首次暴发后如果出现不同病毒血清型的新暴发,登革热的传播和控制动态。构造合适的Lyapunov函数来研究无病平衡点和边界平衡点的全局稳定性。采用最优控制理论,对以登革热传播最小化为具体目标的时变控制模型和控制实施成本进行了定性分析。为实施控制,考虑了三种策略,即仅使用登瓦夏疫苗、仅使用杀虫剂以及登瓦夏疫苗和杀虫剂联合使用。导出了登革热最优控制的必要条件。我们通过模拟最优系统来研究控制策略对感染者和蚊子种群动态的影响。当与病毒血清型1和j (j 2{2,3,4})相关的基本繁殖数分别满足R01和R0j 1时,无病平衡点是全局渐近稳定的;当相关R0i (i = 1, j)大于1时,边界平衡点是全局渐近稳定的。结果表明,以登卡夏疫苗和杀虫剂相结合为基础的战略有助于有效控制登革热在该岛的传播。
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引用次数: 9
Distinguishing the Effect of Oil Shocks on the Global Economy: A Threshold Regression Approach 区分石油冲击对全球经济的影响:一个阈值回归方法
IF 0.4 Q4 MATHEMATICS Pub Date : 2019-12-31 DOI: 10.11113/matematika.v35.n4.1265
Khang Yi Sim, S. Sek
The effect of oil shock on the global economy is evident through many studies. However, the effect is heterogeneous over time. One of the reasons that lead to such different impacts is due to the oil source that is either the oil shock is demand or supply-driven. Applying the structural vector autoregressive (SVAR) model to generate the three oil shocks based on the three oil sources (oil supply, oil demand and oil specific-demand), we extended the examination on the effect of oil shock on the global economy using the threshold regression. Our results reveal the threshold effects of oil directly and indirectly on the global economy. The impacts of oil shocks differ across sectors, implying oil intensity, as well as oil sources, are the factors that determine the impact of oil shocks on the global economy. Overall, the oil specific-demand shock is more influential among the three oil shocks. Hence, the global economy is oil demand-driven. Besides that, the impact of oil is relatively large in the energy sector when compared to the non-energysector and precious metals industry. Despite that, the impact of oil shocks is small if compared to the non-oil shocks such as exchange rate changes and global consumer price inflation shock. Consequently, non-oil shocks are the main determinants of the global economic fluctuation. The study leads to a better understanding of the transmission of oil shock and its sources, the interaction between oil and economic indicators and the policy implication due to oil dependency/ intensity.
通过许多研究,石油冲击对全球经济的影响是显而易见的。然而,随着时间的推移,这种影响是不均匀的。导致这种不同影响的原因之一是石油来源,即石油冲击是由需求或供应驱动的。应用结构向量自回归(SVAR)模型生成基于三种石油来源(石油供应、石油需求和石油特定需求)的三种石油冲击,我们使用阈值回归扩展了对石油冲击对全球经济影响的检验。我们的研究结果揭示了石油对全球经济的直接和间接阈值效应。石油冲击的影响因部门而异,这意味着石油强度以及石油来源是决定石油冲击对全球经济影响的因素。总体而言,石油特定需求冲击在三大石油冲击中影响更大。因此,全球经济是由石油需求驱动的。除此之外,与非能源行业和贵金属行业相比,石油对能源行业的影响相对较大。尽管如此,与汇率变化和全球消费者价格通胀冲击等非石油冲击相比,石油冲击的影响很小。因此,非石油冲击是全球经济波动的主要决定因素。这项研究有助于更好地了解石油冲击的传播及其来源、石油与经济指标之间的相互作用以及石油依赖/强度带来的政策影响。
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引用次数: 0
Random Walk Behaviour of Malaysia Share Return in Different Economic Circumstance 不同经济环境下马来西亚股票收益的随机游走行为
IF 0.4 Q4 MATHEMATICS Pub Date : 2019-12-01 DOI: 10.11113/matematika.v35.n3.1105
Muhammad Fadhil Marsani, A. Shabri
This journal renders the random walk behaviour of the Malaysian daily share return, through tests of efficient market hypothesis (EMH) based on three different financial periods, namely growth, financial crisis, and recovery period. This review also covers the behaviour of extreme return for weekly and monthly series generated from Block maxima-minima method. Autocorrelation Function test (ACF) and Ljung-Box test had been employed to measure average correlation between observations, while Augmented Dickey-Fuller (ADF), Phillips-Perron (PP), Kwiatkowski Phillips Schmidt Shin (KPSS) test had been used to scan the unit root and the stationarity. Multiple variance ratio tests had also been conducted to examine the random walk behaviour. Serial correlation test indicated that the movement of daily return during the financial crisis period was weak-form efficiency. The unit root and stationary tests suggested that each daily series was stationary, but trend stationary for extreme cases. Variance ratio tests indicated that the return during the recovery period was weak-form inefficiency due to the short lag autocorrelation in series.
本期刊通过对基于增长期、金融危机期和复苏期三个不同金融时期的有效市场假说(EMH)的检验,呈现了马来西亚每日股票回报率的随机游走行为。本综述还涵盖了由块最大值-最小值方法生成的每周和每月序列的极端回报行为。自相关函数检验(ACF)和Ljung-Box检验用于测量观测值之间的平均相关性,而增广Dickey Fuller(ADF)、Phillips Perron(PP)、Kwiatkowski Phillips Schmidt-Shin(KPSS)检验用于扫描单位根和平稳性。还进行了多重方差比检验来检验随机行走行为。序列相关性检验表明,金融危机时期的日收益率变动表现为弱形式效率。单位根和平稳性检验表明,每个日序列是平稳的,但在极端情况下是趋势平稳的。方差比检验表明,由于序列的短滞后自相关,恢复期内的收益率是弱的,而不是低效率的。
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引用次数: 3
Real Option Valuation with Stochastic Interest Rate and Stochastic Volatility 随机利率和随机波动的实物期权估值
IF 0.4 Q4 MATHEMATICS Pub Date : 2019-11-30 DOI: 10.29313/jmtm.v18i2.5138
R. F. Suwarman
Abstract. Real options are one of the most interesting research topics in Finance since 1977 Stewart C. Myers from MIT Sloan School of Management published his pioneering article on this subject in the Journal of Financial Economics. Real options are techniques for supporting capital budgeting decisions that adapt techniques developed for financial securities options. The purpose of using this real option is to capture the options contained in projects that cannot be captured by the discounted cash flow model which operates as a basic framework for almost all financial analyzes. The process of valuing real options will be complemented by the stochastic interest rate and stochastic volatility to better capture the flexibility and volatility of the existing economic and financial situation. The valuation will use a Monte Carlo simulation with the MATLAB programming language on crude oil data from the North Sea oil field. Data were obtained from the thesis of Charlie Grafström and Leo Lundquist with the title "Real Option Valuation vs. DCF Evaluation – An Application to a North Sea oilfield".Keyword: real options, stochastic interest rate model, stochastic volatility model, simulation
摘要自1977年麻省理工学院斯隆管理学院的Stewart C. Myers在《金融经济学杂志》上发表了关于实物期权的开创性文章以来,实物期权一直是金融领域最有趣的研究课题之一。实物期权是支持资本预算决策的技术,它适应了为金融证券期权开发的技术。使用实物期权的目的是获取项目中包含的期权,这些期权不能被贴现现金流量模型所捕获,贴现现金流量模型是几乎所有财务分析的基本框架。对实物期权进行估值的过程将辅以随机利率和随机波动率,以更好地反映现有经济和金融状况的灵活性和波动性。评估将使用蒙特卡罗模拟和MATLAB编程语言对北海油田的原油数据进行模拟。数据来自Charlie Grafström和Leo Lundquist的论文“实物期权估值与DCF评估-在北海油田的应用”。关键词:实物期权,随机利率模型,随机波动率模型,仿真
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引用次数: 0
DNA Splicing Systems with at Most Two Cutting Sites of a Non-Palindromic Restriction Enzyme 非回文限制性内切酶最多两个切割位点的DNA剪接系统
IF 0.4 Q4 MATHEMATICS Pub Date : 2019-07-31 DOI: 10.11113/MATEMATIKA.V35.N2.1108
Nurul Izzaty Ismail, Fong Wan Heng, N. Sarmin
The modelling of splicing systems is simulated by the process of cleaving and recombining DNA molecules with the presence of a ligase and restriction enzymes which are biologically called as endodeoxyribonucleases.  The molecules resulting from DNA splicing systems are known as splicing languages. Palindrome is a sequence of strings that reads the same forward and backward.  Research on generalisations of splicing languages in DNA splicing system involving palindromic sequences for restriction enzymes has been done previously. In this research, the splicing languages resulting from DNA splicing systems with one non-palindromic restriction enzyme are determined using the notation from Head splicing system.  The generalisations of splicing languages for DNA splicing systems involving one and two non-overlapping cutting sites of one non-palindromic restriction enzyme are presented in the first and second theorems, respectively, which are proved using direct and induction methods.  The result from the first theorem shows a trivial string which is the initial DNA molecule; while the second theorem determines a splicing language consisting of a set of resulting DNA molecules from the respective DNA splicing system.
剪接系统的建模是通过在连接酶和限制性酶存在的情况下切割和重组DNA分子的过程来模拟的,这些酶在生物学上被称为内皮脱氧核糖核酸酶。由DNA剪接系统产生的分子被称为剪接语言。回文是一个字符串序列,前后读相同。以前已经对限制性内切酶的回文序列DNA剪接系统中剪接语言的泛化进行了研究。在本研究中,使用Head剪接系统的符号来确定由具有一个非回文限制酶的DNA剪接系统产生的剪接语言。第一和第二定理分别给出了涉及一个非回文限制酶的一个和两个非重叠切割位点的DNA剪接系统的剪接语言的推广,并用直接法和归纳法证明了这两个定理。第一个定理的结果显示了一个平凡的字符串,它是最初的DNA分子;而第二定理确定了由来自相应DNA剪接系统的一组所得DNA分子组成的剪接语言。
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引用次数: 0
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