PF Model Research Articles

Fraud Risk Prediction in Merchant-Bank Relationship using Regression Modeling

Banking industry has gone through one of the worst crisis in recent times, and is still recovering from the after-shocks. However, there were a lot of learnings that banks would have taken away from this crisis. One of them is the need for a robust risk management system. The crisis dealt a blow to the banking system, catching them off guard when it came to foreseeing the risk. Banks, in the credit card business, face financial risk in the form of both credit risk and fraud risk. Sharma and Agarwal (2013) proposed a model for predicting the credit risk from the merchants. This paper builds upon their technique to predict the fraud risk posed by the merchants to the banks. Fraud risk is an important aspect of risk management systems, particularly in the credit space. The uncertainty surrounding the receipt of paybacks calls for designing robust risk prediction models. Fraud risk is very different from credit risk because fraud risk does not follow a pattern. It happens suddenly, and may not always have a trend before it happens. This creates a need for separate model for fraud risk prediction. This paper develops a fraud risk prediction model that uses logistic regression technique, deployed using SAS. The setup of the study is the merchant-bank relationship in the credit card industry. The model developed in this paper triggers on a transaction level, and assigns a ‘probability score of default (PF) to each merchant for a possible fraud risk whenever a transaction is done at the merchant. Such a score warns the management in advance of probable future losses on merchant accounts. Banks can rank order merchants based on their PF score, and instead of working on the entire merchant portfolio, they can focus on the relatively riskier set of merchants. The PF model is validated by comparing the actual defaults with those predicted by the model and a good alignment is found between the two. The results show that the model can capture 62 percent frauds in the first decile when the transactions are sorted by the probability of fraud computed by the model.

The characterization of obese polycystic ovary syndrome rat model suitable for exercise intervention.

ObjectiveTo develop a new polycystic ovary syndrome (PCOS) rat model suitable for exercise intervention.MethodThirty six rats were randomly divided into three experimental groups: PCOS rats with high-fat diet (PF, n = 24), PCOS rats with ordinary diet (PO, n = 6), and control rats with ordinary diet (CO, n = 6). Two kinds of PCOS rat model were made by adjustment diet structure and testosterone injection for 28 days. After a successful animal model, PF model rats were randomly assigned to three groups: exercise with a continuation of high-fat diet (PF-EF, n = 6), sedentary with a continuation of high-fat diet (PF-SF, n = 6), exercise with an ordinary diet (PF-EO, n = 6). Fasting blood glucose (FBG) and insulin (FINS), estrogen (E2), progesterone (P), and testosterone (T) in serum were determined by RIA, and ovarian morphology was evaluated by Image-Pro plus 6.0.ResultsBody weight, Lee index, FINS increased significantly in PF rat model. Serum levels of E2 and T were significantly higher in PF and PO than in CO. Ovary organ index and ovarian areas were significant lower in PF than in CO. After intervention for 2 weeks, the levels of 1 h postprandial blood glucose (PBG1), 2 h postprandial blood glucose (PBG2), FINS and the serum levels of T decreased significantly in PF-EF rats and PF-EO rats. The ratio of FBG/FINS was significant higher in PF-EO rats than in PF-SF rats. Ovarian morphology showed that the numbers of preantral follicles and atretic follicles decreased significantly, and the numbers of antral follicles and corpora lutea increased significantly in the rats of PF-EF and PF-EO.ConclusionBy combination of high-fat diet and testosterone injection, the obese PCOS rat model is conformable with the lifestyle habits of fatty foods and insufficient exercise, and has metabolic and reproductive characteristics of human PCOS. This model can be applied to study exercise intervention.

Improving pooled calibration of a rising‐plate meter for estimating herbage mass over a season in cool‐season grass pasture

AbstractTo construct a new calibration method that combines usability and accuracy for estimating herbage mass from rising‐plate meter readings, we derived four models differing in the way their parameters are related to sampling date and compared their estimation accuracies using cross‐validation. The parameters of the linear regression for each sampling date showed seasonal variations, which had a steep decrease from early April to early June and a gradual increase thereafter. The pooled models were less accurate for estimating herbage mass than a separate model, which had specific parameters for each sampling date (S model). Among the pooled models, however, those in which the parameters were assumed to be linear functions (PL model) or combined functions (PC model) of the sampling date showed substantively improved estimation accuracy compared with the traditional pooled model, in which the parameters were assumed to be fixed throughout the year (PF model). Moreover, at the beginning of the season, the models derived from previous years' data were suggested to be applicable as a practical method. Thus, it can be concluded that these types of pooled calibration could be used as ‘compromise methods’ that combine both accuracy and usability.

Variable Pore Connectivity Model Linking Gas Diffusivity and Air‐Phase Tortuosity to Soil Matric Potential

Soil‐gas diffusivity (Dp/Do) and its dependency on soil matric potential (ψ) is important when taking regulative measures (based on accurate predictions) for climate gas emissions and also risk‐mitigating measures (based on upper‐limit predictions) of gaseous‐phase contaminant emissions. Useful information on soil functional pore structure, e.g., pore network tortuosity and connectivity, can also be revealed from Dp/Do–ψ relations. Based on Dp/Do measurements in a wide range of soil types across geographically remote vadose zone profiles, this study analyzed pore connectivity for the development of a variable pore connectivity factor, X, as a function of soil matric potential, expressed as pF (=log |−ψ|), for pF values ranging from 1.0 to 3.5. The new model takes the form of X = X* (F/F*)A with F = 1 + pF−1, where X* is the pore network tortuosity at reference F (F*) and A is a model parameter that accounts for water blockage. The X–pF relation can be linked to drained pore size to explain the lower probability of the larger but far fewer air‐filled pores at lower pF effectively interconnecting and promoting gas diffusion. The model with X* = 2 and A = 0.5 proved promising for generalizing Dp/Do predictions across soils of wide geographic contrast and yielded results comparable to those from widely used predictive models. The X–pF model additionally proved valuable for differentiating between soils (providing a unique soil structural fingerprint for each soil layer) and also between the inter‐ and intraaggregate pore regions of aggregated soils. We further suggest that the new model with parameter values of X* = 1.7 and A = 0 may be used for upper limit Dp/Do predictions in risk assessments of, e.g., fluxes of toxic volatile organics from soil to indoor air at polluted soil sites.

A PSDPF interaction to describe the 1 ℏω intruder states in sd shell nuclei

Abstract In the level schemes of sd shell nuclei, there is generally at relatively low excitation energies, coexistence of normal 0 ℏω positive parity states and of intruder 1 ℏω negative parity states. The aim of the present work is to describe these intruder states in the full p–sd–pf model space with a 4 He core allowing one nucleon jump between the major shells. To construct our PSDPF interaction, we first modified the p–sd and sd–pf cross-monopole terms and then applied a fitting procedure to adjust all PSDPF parameters by comparing an extended set of experimental and calculated excitation energies. Results obtained with the new interaction have been finally compared with experimental data for nuclei throughout the sd shell.

Core polarization effects in effective Hamiltonians far from stability

We investigate the neutron rich nuclei which can be described by shell model calculations in the p – sd and sd – pf model spaces. We quantify the effects of the core polarization on the multipole part (pairing and quadrupole) of the effective Hamiltonians. We show that proton core polarization contributions are responsible for the reduction of the neutron–neutron nuclear matrix elements which, in the recent shell model studies, appeared necessary between p – sd carbon and oxygen and sd – pf silicon and calcium nuclei.

Theoretical and experimental study of capacitance considering fabrication process and edge effect for MEMS comb actuator

This paper introduces a new theoretical model of plate capacitor for MEMS comb actuator. In this model, bulk fabrication process and edge effect are both considered using integration method and conformal transformation theory. In order to verify the correctness of the model, FEM software is used to calculate the value of the capacitance of the MEMS comb actuator. The simulated result is 1.441 pF. Relative errors to the model calculated result 1.401 pF and ideal model calculated result 1.267 pF are 2.78 and 12.07% respectively. Then, high precision capacitance measuring device is used to measure the micro-fabricated comb actuator. The tested result is 1.517 pF. Its relative error to the rectified value is 7.65%, much less than the relative error to ideal result 16.48%. This further indicates the correctness of the rectified model.

Negative-parity intruder states of the neutron-rich N = 20 , Z = 14-16 isotones: a 1ℏ $ \omega$ shell model description

In order to get a consistent shell model description of the negative-parity states throughout the sd shell a new interaction (PSDPFB) has been developed. It was derived in the full p -sd -pf model space and is built on existing interactions for the major shells with adjustments of the cross-shell monopoles. The calculated energy spectra for these 1ℏ\( \omega\) intruder states are compared to experiment for the N = 20 neutron-rich isotones 34Si , 35P and 36S . A systematics for the multiplet configuration \( \nu\)(d 3/2 -1 f 7/2 1) in even-even isotones from 34Si to 40Ca is also presented.

Palaeoclimatic and deforestation effect on the coastal fresh groundwater resources of SE Ivory Coast from isotopic and chemical evidence

Summary In the South-east of the Ivory Coast, two aquifer systems have been studied in the sedimentary deposits at the South and in the fractured bedrock at the North of the study area (5–6°N, 2.40–4.40°W) : (1) the Continental Terminal (CT) and (2) the Paleoproterozoic Bedrock (PB). In the studied area, the vegetation cover has undergone significant changes since 1955 in addition to climate change. Rainforests have gradually disappeared due to natural and anthropological deforestation. The impact of deforestation on groundwater of the PB and on the CT has been studied by a geochemical approach. Stable isotopes (18O, 2H and 13C) contents, radiocarbon (14C) contents and chemical data (major ions) have been measured on a set of 25 groundwater samples. The residence time of the groundwaters is estimated with the 14C using two models: (i) the model of well-mixed reservoir (WMR model) and (ii) the piston flow model (PF model). The range of the PB groundwater residence time (15,200–8300 to ∼300–100 a BP) for both models shows that the recharge has started at the beginning of the post-glacial period whereas the CT aquifer recharge is much more recent (from 300 a BP to today). The PB groundwater provides information about paleoclimatic conditions that occurred over the studied area during the late Pleistocene. The low contents indicate cold and/or more humid conditions of recharge. During that period, the low content of 13C is consistent with a vegetation cover dominated by rainforest (C3 plants). After the 20th century, the progressive evolution of vegetation cover from forest to cultivated plants and grasses is shown by the enrichment of groundwater in 13C (C3 plants to C4 plants). The relatively high mineralization level (mean of 143.7 mg L−1) and high δ18O–δ2H values of modern PB groundwater reflect of a recharge process that is slowed by a thick layer (16.3–72.5 m) of weathered formations above the PB formations. Groundwaters of the CT aquifer are constantly supplied by the fast infiltration of rainfall towards the water-table, explaining their very low total dissolved solids (TDS) of 20.1 mg L−1, their high 14C activities and their non-evaporated characteristics.

Analysis and Calculation of AC Losses Test of EAST PF Model Coil

The poloidal field model coil (PFMC) of EAST was a large NbTi superconducting coil. The PFMC was designed and constructed by Institute of Plasma Physics, CAS, and it was tested during 2003 at our institute. One of the most important performance testing items was the AC (Alternating Current) loss. It was able to measure the AC losses by the calorimetric method. The results will be useful for the evaluation of the AC losses of the poloidal coil and provide meaningful data for future operation of the EAST device.

β-decay of odd-ATi57andV59

The \ensuremath{\beta}-decay of odd-A, neutron-rich $^{57}\mathrm{Ti}$ and $^{59}\mathrm{V}$ are studied. More precise \ensuremath{\beta}-decay half-lives of $98\ifmmode\pm\else\textpm\fi{}5$ and $97\ifmmode\pm\else\textpm\fi{}2$ ms are deduced for $^{57}\mathrm{Ti}$ and $^{59}\mathrm{V}$, respectively. In addition, \ensuremath{\beta}-delayed \ensuremath{\gamma}-ray spectroscopy is used to deduce \ensuremath{\beta}-decay branching ratios and establish the low-energy-level structures of the daughter nuclides. The new data for levels in $^{57}\mathrm{V}$ and $^{59}\mathrm{Cr}$ are compared with the results of shell-model calculations completed in the full pf model space. Both $^{57}\mathrm{V}$ and $^{59}\mathrm{Cr}$ show evidence of modest oblate deformation near the ground state.

CICC Joint Development and Test for the Test Facility

The superconducting joint of the NbTi Cable-in -conduit Conductor (CICC) has been developed and tested on the magnet test facility at Institute of Plasma Physics, Chinese Academy of Sciences. The CICC is composed of (2NbTi+1Cu)×3×3×(6+1tube) strands each with 0.85 mm in diameter, which has been developed for a central solenoid model coil. The effective length of the joint is about 500 mm. There have been two common fabrication modes, one of them is to integrate the 2 CICC terminals with the copper substrate via lead-soldering, and the other is to mechanically compress the above two parts into an integrated unit. In the current range from 2 kA to 10 kA the joint resistance changes slightly. Up to now, 11 TF magnets, a central solenoid model coil, a central solenoid prototype coil, and a large PF model coil of PF large coil have been completed via the latter joint in the test facility.

Evaluation of eight different methods to predict hillslope runoff rates for a grazing catchment in Australia

Unlike the USLE/RUSLE models, which require only rainfall intensity data to quantify climatic effects on soil erosion, physically based erosion models require data on runoff rates as their input. However, runoff rate data are rarely measured in the field. This study evaluates eight models in terms of their performance in predicting peak ( Q p) and effective ( Q e) runoff rates required by erosion models. The eight models are: (1) a multiple regression model (MR), (2) a power function model (PF), (3) a scaling technique (ST), (4) a constant infiltration model (CI), (5) a constant runoff coefficient model (RC), (6) a spatially variable infiltration model (VI), (7) the CREAMS peak runoff rate equation ( Q p_CREAMS), and (8) an empirical peak runoff rate equation ( Q P_SAL). Rainfall and runoff data from experimental plots in a grazing catchment in central Queensland (Australia) were used. A commonly used model efficiency statistic ( E) was used to compare the performance of these models. Models resulting in high E values are said to perform better than models resulting in low values of E. Hence, with E values of 0.85 and 0.81 in predicting Q p and Q e, respectively, the PF model ranked first. On the other hand, with an E value of −12.7, the Q p_CREAMS performed the worst in predicting peak runoff rates. On the basis of input data requirements and number of free parameters involved in each model, however, the VI model, with E values of 0.82 and 0.79 for Q p and Q e, respectively, is found to be the best choice when breakpoint rainfall is available for an event. If only peak rainfall intensity is available, the ST with E values of 0.80 and 0.63 for Q p and Q e, respectively, would be the best model to use to predict these two runoff rate characteristics for the site.

Coulomb energy differences in t = 1 mirror rotational bands in (50)Fe and (50)Cr.

Gamma rays from the N = Z-2 nucleus (50)Fe have been observed, establishing the rotational ground state band up to the state J(pi) = 11+ at 6.994 MeV excitation energy. The experimental Coulomb energy differences, obtained by comparison with the isobaric analog states in its mirror (50)Cr, confirm the qualitative interpretation of the backbending patterns in terms of successive alignments of proton and neutron pairs. A quantitative agreement with experiment has been achieved by exact shell model calculations, incorporating the differences in radii along the yrast bands, and properly renormalizing the Coulomb matrix elements in the pf model space.

Power Fraction: A New Explanation of Relative Abundance Patterns in Species-Rich Assemblages

Analysis of species abundance patterns in assemblages with relatively large number of species has been an important issue in community ecology for several decades. Following Preston's pioneering work, Sugihara proposed a model to account for such patterns in a diverse range of communities, which has been given further support from analyses of recent data that are considered to be of particularly high quality. This paper re-examines Sugihara's approach and points out that there has been confusion and misunderstanding among workers as to the exact nature of his widely-publicised hypothesis. In particular, the 'fixed ratio' division cannot be considered as an expected (average) pattern of the triangular assumption; they represent fundamentally different entities. Further, Tokeshi's Random fraction model should not be treated as synonymous with Sugihara's fixed division model. The RF model has its own identity as a niche apportionment model and can account for patterns in some species-rich assemblages. With this background, this paper proposes a new niche apportionment model to explain relative abundance patterns in ecological communities, termed the Power fraction model. The PF model envisages that the probability (p) of selection for a subsequent division is positively but weakly related to niche sizes/abundances (x) of species as a power function (pαx k where 0 ≤ k ≤ 1.0; i.e. niche division/invasion is more likely in species with high abundance/large niche) and that division occurs with any ratio (i.e. a barrier to split a species' population may occur anywhere in the species' range), with the RF model representing an extreme case on the spectrum of the PF model. The Power fraction model with k ∼ 0.05 or k ∼ 0-0.2 demonstrates a good fit to a miscellany of data from species-rich assemblages. The PF model is not restrictive in terms of division ratios, and can be framed as either a community-specific or a global explanation of patterns. Thus, the new model is more flexible and realistic from ecological and evolutionary points of view and offers a possibility of cross-community comparisons within a uniform, integrative framework.

Mathematical Modelling of Absorption Columns I. The Investigation of the Models of Absorption Columns

The aim of the authors was the extensive investigation of the problems emerging in the mathematical modelling of packed absorption columns. A method will be described which can be used for the determination of the concentration distribution in a packed column. The measured data were processed to these calculations, two models, the Piston Flows model (PF), and the Axial-Dispersed Plug-Flow model (ADPF) were used. the comparison made between the measured and calculated data revealed the fact that that the ADPF model fulfills the process with satisfactory accuracy between the examined limits. If the liquid load of the column is increased, the use of the PF model is also favorable. Both models were used in the determination of the component transfer coefficient. The numerical value of the transfer coefficient (βω) obtained by the calculations based on the ADPF model was twenty or fifty per cent higher than the same one of the PF model.