Siga este enlace para ver otros tipos de publicaciones sobre el tema: Value anomaly.
Artículos de revistas sobre el tema "Value anomaly"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte los 50 mejores artículos de revistas para su investigación sobre el tema "Value anomaly".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Explore artículos de revistas sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.
1
Ilahude, Delyuzar. "MAGNETIC ANOMALY PATTERNS USING TREND SURFACE ANALYSIS APPLICATION (TSA) ON MARINE GEOLOGY MAPPING IN THE BALIKPAPAN WATERS". BULLETIN OF THE MARINE GEOLOGY 27, n.º 1 (15 de febrero de 2016): 19. http://dx.doi.org/10.32693/bomg.27.1.2012.42.
Texto completoResumen
The application of Trend Surface Analysis (TSA) method an geological and geophysical research in map sheets 1813-1814, Balikpapan Waters and its surrounding, shows the significant value of residual anomaly. The magnetic disseverance of regional and total anomaly value obtained the negative anomaly between -50 nT and -350 nT and positive anomaly between +50 nT and +400 nT. The contour of total and regional anomaly shows the magnetic properties of rocks which characterizes the geological arrangements of the research areas. Residual anomaly yielded from the 2nd order value of regional anomaly might be correlated with the formation of basin structures in the central and northern parts of research area, which is interpreted as a part of Kutai Basin.
Keywords : TSA method, magnetic anomaly, geology and geophisics, Balikpapan Waters.
Penerapan metode TSA dalam penelitian geologi dan geofisika di Lembar Peta 1813-1814, Perairan Balikpapan dan sekitarnya menunjukkan nilai anomali sisa yang cukup signifikan. Hasil pemisahan nilai anomali magnet regional dan anomaly total diperoleh nilai anomali yaitu antara -50 nT dan –350 nT dan anomali positif antara +50 nT dan +400 nT. Kontur anomali total dan anomali regional memperlihatkan sifat kemagnitan batuan yang mencirikan tatanan geologi daerah penelitian. Anomali sisa dihasilkan dari nilai anomali regional orde ke 2, kemungkinan berkaitan dengan pembentukan struktur cekungan di bagian tengah dan utara daerah penelitian yang ditafsirkan sebagai bagian dari Cekungan Kutai.
Kata kunci : metode TSA, anomali magnet, geologi dan geofisika, Perairan Balikpapan.
2
Ilahude, Delyuzar y Beben Rachmat. "POLA ANOMALI MAGNET LOKAL DARI APLIKASI TREND SURFACE ANALYSIS (TSA) PADA PEMETAAN GEOLOGI KELAUTAN BERSISTEM DI PERAIRAN SELAT MALAKA SUMATERA UTARA". JURNAL GEOLOGI KELAUTAN 9, n.º 2 (16 de febrero de 2016): 109. http://dx.doi.org/10.32693/jgk.9.2.2011.204.
Texto completoResumen
Analisis intensitas magnet dari penerapan metode TSA orde ke 2 menunjukkan nilai anomali lokal yang cukup signifikan dari pemisahan nilai anomali magnet total di perairan Selat Malaka. Kontur anomali lokal yang dihasilkan diduga berkaitan dengan pola struktur geologi busur belakang Sumatera Utara.
Kata kunci : anomali lokal, metode TSA
Analysis of magnetic intensity using 2nd orde of the TSA method shows a significant value of local anomaly from the separation of total magnetic anomaly value in the Malaka Strait waters. Contour of the local anomaly resulted is assumed to be correlated with the geological structure pattern of back arc of North Sumatera.
Keyword : local anomaly, TSA method
3
Muhajirin, Muhajirin, Nazli Ismail y Bukhari Bukhari. "The Computation of Residual and Regional Anomaly of Gravity Method Data By Polynomial Filter Using Microsoft Excel". Journal of Aceh Physics Society 9, n.º 2 (1 de mayo de 2020): 37–41. http://dx.doi.org/10.24815/jacps.v9i2.15745.
Texto completoResumen
Eksplorasi metode gravitasi umumnya dilakukan untuk mencari objek di bawah permukaan yang dangkal sehingga perlu dilakukan pemisahan anomali residual dan regional dari anomali Bouguer lengkap. Perhitungan anomali residual biasanya menggunakan software khusus untuk pengolahan data geofisika yang berlisensi atau algoritma dengan bahasa pemrograman, sedangkan program Microsoft Excel pada PC dan notebook biasa digunakan untuk perhitungan polinomial pada pengolahan data statistik. Penelitian ini memperkenalkan cara menghitung anomali residual menggunakan Microsoft Excel dengan filter polinomial. Hasil validasi yang menggunakan model sintetik menunjukkan bahwa perhitungan tersebut dapat diaplikasikan pada data metode gravitasi. Apalikasi pada data lapangan diperoleh bahwa anomali residual berfrekuensi tinggi, sedangkan anomali regional berfrekuensi rendah. Nilai anomali residual dipengaruhi oleh trendline anomali Bouguer lengkap dalam domain jarak. Hasil ini relatif sama dengan hasil perhitungan software lainnya. Gravity method exploration was generally conducted to seek the object in shallow underground so that required residual and regional anomaly separation of complete Bouguer anomaly. The residual anomaly separation was usually used by the special softwares for geophysics that require licency or algorithm by programming language, however the program of Microsoft Excel in the PC or notebook was usually applied to compute the polynomial filter for statistic data analysis. This research introduces how to compute residual anomaly using Microsoft Excel through polynomial filter. The validation result of sintetic model shows that the computation using Microsoft Excel can be applied to gravity method data. The application of field data was obtained that residual anomaly has high frecuency, whereas residual anomaly has low frecuency. The value of residual anomaly was influenced by trendline of complete Bouguer anomaly in distance domain. This result relatively equal to the result of other softwares. Keywords: gravity method, residual anomaly, regional anomaly, polynomial filter, Microsoft Excel
4
Dax, Achiya. "The Smallest Singular Value Anomaly and the Condition Number Anomaly". Axioms 11, n.º 3 (25 de febrero de 2022): 99. http://dx.doi.org/10.3390/axioms11030099.
Texto completoResumen
Let A be an arbitrary matrix in which the number of rows, m, is considerably larger than the number of columns, n. Let the submatrix Ai,i=1,…,m, be composed of the first i rows of A. Let βi denote the smallest singular value of Ai, and let ki denote the condition number of Ai. In this paper, we examine the behavior of the sequences β1,…,βm, and k1,…,km. The behavior of the smallest singular values sequence is somewhat surprising. The first part of this sequence, β1,…,βn, is descending, while the second part, βn,…,βm, is ascending. This phenomenon is called “the smallest singular value anomaly”. The sequence of the condition numbers has a different character. The first part of this sequence, k1,…,kn, always ascends toward kn, which can be very large. The condition number anomaly occurs when the second part, kn,…,km, descends toward a value of km, which is considerably smaller than kn. It is shown that this is likely to happen whenever the rows of A satisfy two conditions: all the rows are about the same size, and the directions of the rows scatter in some random way. These conditions hold in a wide range of random matrices, as well as other types of matrices. The practical importance of these phenomena lies in the use of iterative methods for solving large linear systems, since several iterative solvers have the property that a large condition number results in a slow rate of convergence, while a small condition number yields fast convergence. Consequently, a condition number anomaly leads to a similar anomaly in the number of iterations. The paper ends with numerical experiments that illustrate the above phenomena.
5
Mu’awanah, Frida Rosidatul, Bambang Priadi, Widodo Widodo, I. Gde Sukadana y Rian Andriansyah. "Mobilitas Uranium pada Endapan Sedimen Sungai Aktif di Daerah Mamuju, Sulawesi Barat". EKSPLORIUM 39, n.º 2 (31 de enero de 2019): 95. http://dx.doi.org/10.17146/eksplorium.2018.39.2.4953.
Texto completoResumen
ABSTRAK Mamuju merupakan daerah yang memiliki nilai laju dosis radiasi (radioaktifitas) tinggi. Daerah penelitian terdiri dari 6 sektor yaitu Sektor Ahu, Orobatu, Takandeang, Botteng, Pangasaan, dan Taan. Variasi batuan pada daerah penelitian tidak mencerminkan distribusi uranium, sehingga diperlukan metode geokimia untuk mengetahui distribusi uranium pada sistem drainase. Penelitian ini bertujuan untuk memberikan gambaran mobilitas dan distribusi uranium pada sistem drainase dengan menggunakan sampel sedimen sungai aktif. Analisis mobilitas uranium menggunakan persen labil yang didapatkan dari perbandingan uranium total dan uranium labil. Nilai uranium total didapatkan dari pengukuran X-Ray fluorescence spectrometry dan nilai uranium labil didapatkan dari pengukuran labile fluorimetry. Pengambilan sampel dilakukan pada 4 lokasi potensial berdasarkan data radiometri. Hasil analisis menunjukkan Sektor Ahu memiliki nilai anomali uranium labil >113,44 ppm, Sektor Pangasaan dengan nilai anomali uranium labil >168,63 ppm, Sektor Takandeang dengan nilai anomali uranium labil >74,36 ppm, dan Sektor Botteng dengan nilai anomali uranium labil >84,23 ppm. Tipe anomali yang teridentifikasi pada dua sektor, yaitu anomali pada sektor Ahu berhubungan dengan presipitasi hidrolisat uranium terlarut pada endapan sungai dari lava Ahu dan breksi Tapalang, sementara anomali pada Sektor Takandeang berhubungan dengan pengayaan permukaan uranium in situ pada tanah dan batuan lava Takandeang. ABSTRACT Mamuju is an area that has a high dose rate (radioactivity) value. The research area consists of 6 sectors namely Ahu, Orobatu, Takandeang, Botteng, Pangasaan, and Taan Sector. Lithological distribution does not represent the distribution of uranium; therefore geochemical method is needed to observe the distribution of uranium in the drainage system. The aim of this research is to provide an overview of the mobility and distribution of uranium in the drainage system using stream sediment. Uranium mobility analysis uses labile percent obtained from the ratio of total uranium and labile uranium, the total uranium value obtained from the measurement of X-Ray fluorescence spectrometry and the value of labile uranium obtained from measurement of labile fluorimetry. The sample taken from 4 potential areas based on radiometric value Map. The result of analysis shows that Ahu Sector has labile uranium anomaly >113.44 ppm, Pangasaan Sector with labile uranium anomaly >168.63 ppm, Takandeang Sector with uranium labile anomaly values >74.36 ppm, and Botteng Sector with uranium labile anomaly >84.23 ppm. The anomaly types identified from two sectors, namely Ahu Sector anomaly is related to the precipitation of dissolved uranium hydrolysates in stream deposit originating from Ahu lava and Tapalang breccia, while Takandeang Sector anomaly is related to the enrichment of in situ uranium in soil and Takandeang lava.
6
Hasibuan, Jamaludin, Asdiati Berutu, Halimahtun Sakdiah y Rahmatsyah Rahmatsyah. "Studi Penentuan Anomali Situs Purbakala di Tapanuli Tengah Dengan Metode Geomagnetik". Wahana Fisika 2, n.º 1 (20 de junio de 2017): 1. http://dx.doi.org/10.17509/wafi.v2i1.7040.
Texto completoResumen
Penelitian penentuan anomali magnetik situs arkeologi di Tapanuli Tengah dengan metode geomagnetik telah dilakukan untuk mengetahui adanya penampang anomali magnetik di lokasi Lobu Tua. Metode pengukuran Geomagnet menggunakan tipe PPM (Proton Precession Magnetometer) Elsec 770, pengambilan data dilakukan secara acak dengan jumlah titik yang diperoleh 51 titik pengukuran, pengolahan data menggunakan surfer 11 untuk mendapatkan peta kontur dan Mag2DC for windows. Hasil penelitian menunjukkan bahwa penyebaran struktur pelapis Lobu Tua menggunakan metode geomagnet menyebar secara vertikal dan horizontal. Anomali dengan metode geomagnetik memiliki nilai terendah - 122,34 nT dan nilai tertinggi adalah -100,34 nT, dan nilai suseptibilitas 0,77, 0,87, 0,91 dimana model anomali permukaan didominasi oleh batuan alluvium sesuai dengan Peta geologi.Research on the determination of anomaly archaeological site in Central Tapanuli by geomagnetic method has been done in order to know the magnetic anomaly cross section of Lobu Tua site. Geomagnet measurement method using PPM (Proton Precession Magnetometer) type Elsec 770, data retrieval is done randomly with number of point obtained 51 point measure, data processing using surfer 11 to get contour map and Mag2DC for windows. The result of the research shows that the dissemination of Lobu Tua's site coating structure using geomagnet method is spread vertically and horizontally. The anomaly with geomagnetic method has the lowest value - 122,34 nT and the highest value is -100,34 nT, and the susceptibility value 0,77, 0,87, 0.91 where the surface anomaly model is dominated by alluvium rocks according to the geological map.
7
Kaindeh, Gloria R., Seni H. Tongkukut, Gerald H. Tamuntuan, R. Telleng, Ferdy Ferdy, Mans Mananohas y Dolfie P. Pandara. "Investigasi Anomali TEC Ionosfer Berkaitan Dengan Gempa Bumi Jailolo 15 Nopember 2019 Menggunakan Metode 2DPCA". JURNAL ILMIAH SAINS 20, n.º 2 (28 de octubre de 2020): 128. http://dx.doi.org/10.35799/jis.20.2.2020.30073.
Texto completoResumen
Penelitian ini berfokus pada upaya menginvestigasi anomali Total Electron Content (TEC) ionosfer berkaitan dengan gempa bumi Jailolo yang terjadi pada tanggal 15 November 2019 pukul 01:17 Waktu Indonesia Timur (WIT) dengan menggunakan metode Two Dimensional Principal Component Analysis (2DPCA). Anomali TEC yang teridentifikasi oleh metode 2DPCA digunakan untuk menentukan prekusor dari gempa bumi Jailolo. Citra Global Ionosphere Maps (GIM) TEC selang tanggal 9-15 Nopember 2019 dianalisis dan dikonversi menjadi citra nilai Eigen menggunakan program Matlab_2DPCA. Berdasarkan citra nilai Eigen ditemukan bahwa pada tanggal 13 Nopember 2019 pukul 22:15 – 22:35 WIT telah terjadi anomali TEC ionosfer di atas episenter gempa bumi Jailolo dengan durasi 20 menit. Selama aktivitas pra seismik, ionosfer memberikan respon berupa penurunan nilai TEC. Anomali kandungan elektron total ionosfer merupakan suatu prekursor yang berasosiasi dengan pelepasan gas radon selama aktivitas pra seismik sebelum gempa bumi. Kata Kunci: Anomali TEC; gempa bumi Jailolo; metode 2DPCA; nilai eigen, prekursor Investigation of Ionosphere TEC Anomalies Associated with the 15 November 2019 of Jailolo Earthquake Using the 2DPCA Method ABSTRACTThis research focuses on investigating of the ionospheric total electron content (TEC) anomaly associated with the Jailolo Earthquake earthquake that occurred on November 15, 2019 at 01:17 Eastern Indonesian Time (WIT) using the 2DPCA method. The TEC anomaly identified by the 2DPCA method was used to determine the precursor of the Jailolo earthquake. Global ionosphere maps (GIM) TEC images between November 9-15, 2019 were analyzed and converted into several images of the Eigen value using the Matlab_2DPCA program. Based on Eigen value images, it was found that on November 13, 2019 at 22:15 – 22:35 WIT, an ionosphere TEC anomaly occurred above the epicenter of the Jailolo Earthquake with a duration of 20 minutes. During pre-seismic activity, ionosphere given a responds by decreasing of TEC value. The total electron content anomaly of the ionosphere is a precursor associated with the release of radon gas during pre-seismic activity before an earthquake.Keywords: TEC anomaly; Jailolo earthquake; 2DPCA method; eigen value, precursor
8
Kang, Minjung y Young-Tae Yoo. "Investor perception of fair value evaluation: focusing on financial instruments". Investment Management and Financial Innovations 16, n.º 1 (11 de marzo de 2019): 203–14. http://dx.doi.org/10.21511/imfi.16(1).2019.16.
Texto completoResumen
This study analyzed capital market investors’ recognition of the predictability of fair value-based valuation. It was examined if market investors overvalue the predictive value of fair value by comparing that value with that measured in accounting performance. The results reveal that investors are likely to overvalue fair value more than predictive values reflected in accounting performance. In particular, the results show that investors can gain abnormal returns through the market anomaly due to the functional fixation that investors cannot distinguish between unrealized profits and realized ones. Though there are considerable studies about accrual anomaly, few studies explore it with the separation of unrealized profits from total accruals. A number of studies about the causes of accrual anomaly have been conducted from various perspectives. The analysis of this study argues that the unrealized profits derived from fair value evaluation can be a cause of accrual anomaly. On the basis of the result, this study suggests that information about unrealized earnings should be reported separately.
9
Rahman, Fathu, Taufik Edy Sutanto y Nina Fitriyati. "Web Traffic Anomaly Detection using Stacked Long Short-Term Memory". InPrime: Indonesian Journal of Pure and Applied Mathematics 3, n.º 2 (10 de noviembre de 2021): 112–21. http://dx.doi.org/10.15408/inprime.v3i2.21879.
Texto completoResumen
AbstractAn example of anomaly detection is detecting behavioral deviations in internet use. This behavior can be seen from web traffic, which is the amount of data sent and received by people who visit websites. In this study, anomaly detection was carried out using stacked Long Short-Term Memory (LSTM). First, stacked LSTM is used to create forecasting models using training data. Then the error value generated from the prediction on test data is used to perform anomaly detection. We conduct hyperparameter optimization on sliding window parameter. Sliding window is a sub-sequential data of time-series data used as input in the prediction model. The case study was conducted on the real Yahoo Webscope S5 web traffic dataset, consisting of 67 datasets, each of which has three features, namely timestamp, value, and anomaly label. The result shows that the average sensitivity is 0.834 and the average Area Under ROC Curve (AUC) is 0.931. In addition, for some of the data used, the window size selection can affect the sum of the sensitivity and AUC values. In this study, anomaly detection using stacked LSTM is described in detail and can be used for anomaly detection in other similar problems.Keywords: time-series data; sliding window; web traffic; window size. AbstrakSalah satu contoh deteksi anomali adalah mendeteksi penyimpangan perilaku dalam penggunaan internet. Perilaku ini dapat dilihat dari web traffic, yaitu jumlah data yang dikirim dan diterima oleh orang-orang yang mengunjungi situs web. Pada penelitian ini, deteksi anomali dilakukan menggunakan Long Short-Term Mermory (LSTM) bertumpuk. Pertama, LSTM bertumpuk digunakan untuk membuat model peramalan menggunakan data latih. Kemudian nilai error yang dihasilkan dari prediksi pada data uji digunakan untuk melakukan deteksi anomali. Kami melakukan optimasi hyperparameter pada parameter sliding window. Sliding window adalah data sub-sekuensial dari data runtun waktu yang digunakan sebagai input pada model prediksi. Studi kasus dilakukan pada dataset web traffic Yahoo Webscope S5 yang terdiri dari 67 dataset yang masing-masing memiliki tiga fitur yaitu timestamp, value, dan anomaly label. Hasil menunjukkan bahwa rata-rata sensitivitas sebesar 0.834 dan rata-rata Area Under ROC Curve (AUC) sebesar 0.931. Selain itu, untuk beberapa data yang digunakan, pemilihan window size dapat mempengaruhi jumlah dari nilai sensitivitas dan AUC. Pada penelitian ini, deteksi anomali menggunakan LSTM bertumpuk dijelaskan secara rinci dan dapat digunakan untuk deteksi anomali pada permasalahan lainnya yang serupa.Kata kunci: data runtun waktu; sliding window; web traffic; window size.
10
Shaw, James R. "Magidor on anomaly and truth-value gaps". Inquiry 59, n.º 5 (16 de junio de 2016): 513–28. http://dx.doi.org/10.1080/0020174x.2016.1184841.
Texto completo
11
MADLAZIM, MADLAZIM y Nur Ika Dwi Lestari. "ANALISIS SEISMISITAS DAN POTENSI BAHAYA BENCANA SEISMIK PULAU SUMATERA BERDASARKAN DATA GEMPA 1970-2020". Inovasi Fisika Indonesia 11, n.º 2 (8 de abril de 2022): 1–11. http://dx.doi.org/10.26740/ifi.v11n02.p1-11.
Texto completoResumen
Abstrak
Seismisitas Sumatera dan potensi bencana gempa tektonik dapat dipelajari melalui analisis parameter -value, -value, dan anomali -value. Nilai merefleksikan level seismisitas, nilai menunjukkan level stres batuan geologi bawah permukaan, dan anomali nilai bisa menjadi prekursor gempa besar. Ketiga parameter tersebut secara akurat diperoleh dengan memanfaatkan statistik frekuensi-magnitudo (FMD) gempa dari katalog USGS antara 1970-2020 dengan magnitudo antara 4,0 9,5 dan kedalaman mencapai 640 km. Kurva FMD menjadi basis penerapan hukum Gutenberg-Richter melalui pendekatan maximum likelihood. Perhitungan ketiga parameter dilakukan dengan membagi wilayah Sumatera menjadi Zona 1, Zona 2, dan Zona 3. Hasil-hasil perhitungan untuk Zona 1: = 6,02 dan = 0,76; Zona 2: = 6,50 dan = 0,84; dan Zona 3: = 6,86 dan = 0,88. Anomali nilai untuk ketiga zona seismik dinyatakan sebagai peta variasi spasio-temporal -value. Berdasarkan definisi -value dan -value, maka seismisitas Zona 3 (selatan Sumatera) paling tinggi dibandingkan dengan zona lain sedangkan struktur batuan bawah permukaan Zona 1 (utara Sumatera) memiliki stres paling tinggi yang relevan dengan peristiwa gempa besar yang sering terjadi. Analisis variasi spasio-temporal -value menemukan kesesuaian lokasi episenter gempa besar dengan daerah-daerah yang memiliki nilai yang rendah baik pada Zona 1, Zona 2 maupun Zona 3. Hal ini menunjukkan bahwa -drop dapat digunakan sebagai indikator gempa besar, sama seperti temuan terdahulu yang relevan dengan seismisitas Sumatera. Analisis histogram kedalaman sumber menunjukkan bahwa mayoritas gempa Sumatera adalah gempa dangkal dengan kedaaman rata-rata dalam rentang 30-40 km. Dengan demikian, seluruh wilayah Pulau Sumatera adalah rentan terhadap potensi bahaya bencana gempa tektonik.
Kata Kunci: seismisitas Sumatera, -value, -value, anomali -value, hukum Gutenberg-Richter
Abstract
Seismicity in Sumatera and the potency for tectonic earthquakes can be examined using seismic parameters: -value, -value, and -value anomaly. Parameter -value reflects seismicity level, -value indicates the level of stress on subsurface structure, and -value anomaly is a precursor for a large event. The parameters were accurately calculated from USGS earthquake catalogue for frequency-magnitude distribution (FMD) in Sumatera between 1970-2020 with magnitudes 4.0 9.5 and the depths reaching 640 km beneath the surface. The FMD is a basis for the application of Gutenberg-Richter law through a maximum likelihood approach. Parameter calculation was performed by dividing Sumatera into Zone 1, Zone 2, and Zone 3. The results were for Zone 1: = 6.02 and = 0.76; Zone 2: = 6.50 and = 0.84; and Zone 3: = 6.86 and = 0.88. The anomaly was given as maps of spatio-temporal -value variations. Based on -value and -value definitions, seismicity in Zone 3 is the highest while subsurface structure in Zone 1 shows the highest stress, relevant to frequent large occurrences in this zone. Analysis of spatial and temporal -value anomalies found correlation between locations of large earthquake epicentres and regions of low-lying -value in all seismic zones. This suggests that b-drop is a good indicator for a large event, in good agreement with previous findings relevant to Sumatera seismicity. Analysis of earthquake source reveals that shallow sources are dominant with the average depth lies between 30-40 km. Thus, the whole island is vulnerable to seismic hazards.
Keywords: Sumatera seismicity, -value, -value, -value anomaly, Gutenberg-Richter law
12
Fitria, Muslimatul y Tjipto Prastowo. "SEISMISITAS JAWA TIMUR DAN POTENSI BAHAYA BENCANA SEISMIK TERKAIT". Inovasi Fisika Indonesia 11, n.º 1 (10 de febrero de 2022): 17–27. http://dx.doi.org/10.26740/ifi.v11n1.p17-27.
Texto completoResumen
Abstrak
Seismisitas Jawa Timur dan potensi bencana gempa tektonik terkait dapat dipelajari melalui analisis parameter seismik: -value, -value, dan anomali -value. Nilai merefleksikan level seismisitas, nilai menunjukkan level stres batuan bawah permukaan, dan anomali nilai menjadi prekursor gempa besar. Ketiga parameter tersebut secara akurat diperoleh dengan memanfaatkan data frekuensi-magnitudo (FMD) dari katalog USGS antara 1973-2020. Kurva FMD menjadi basis penerapan hukum Gutenberg-Richter melalui pendekatan maximum likelihood untuk data gempa tektonik dengan magnitudo antara 3,1 7,8 dan kedalaman mencapai 574 km di bawah permukaan. Perhitungan ketiga parameter dilakukan dengan membagi wilayah Jawa Timur menjadi Zona Utara, Zona Selatan, dan Zona Utuh dengan hasil-hasil untuk Zona Utara: = 5,77 dan = 0,96; Zona Selatan: = 6,49 dan = 0,81; dan Zona Utuh: = 6,80 dan = 0,87. Berbeda dengan nilai dan , anomali nilai tidak dinyatakan dalam bentuk angka melainkan dalam bentuk peta variasi spasio-temporal -value. Analisis hasil-hasil perhitungan dan untuk ketiga zona seismik menunjukkan bahwa seismisitas wilayah selatan Jawa Timur lebih tinggi daripada seismisitas wilayah utara karena stres tinggi batuan yang dipicu aktivitas seismo-tektonik sepanjang zona subduksi dekat Palung Jawa. Dengan demikian, wilayah selatan Jawa Timur lebih rentan terhadap potensi bencana gempa seismik. Analisis variasi spasio-temporal -value menemukan wilayah selatan Jawa Timur dengan nilai yang rendah, bertepatan dengan saat gempa besar (tsunami earthquake) terjadi pada bulan Juni 1994. Hasil-hasil penelitian ini sama dengan temuan penelitian terdahulu yang relevan dengan studi seismisitas Pulau Jawa.
Kata Kunci: seismisitas Jawa Timur, -value, -value, anomali -value, hukum Gutenberg-Richter
Abstract
Seismicity in East Java and its potency for earthquakes can be examined using parameters: -value, -value, and -value anomaly. Parameter -value reflects seismicity level, -value indicates stress level of subsurface structure, and -value anomaly is a precursor for a large event. The parameters were accurately obtained from frequency-magnitude distribution (FMD) in the region of interest between 1973-2020 based on USGS catalogue. The FMD serves as a basis for the Gutenberg-Richter (GR) law through maximum likelihood for data with varying magnitudes of 3.1 7.8 and depths reaching 574 km below the surface. Determination of the parameters was performed by dividing East Java into Northern Zone, Southern Zone, the whole Zone. The results were for Northern Zone: = 5,77 and = 0,96; Southern Zone: = 6,49 and = 0,81; and the whole Zone: = 6,80 and = 0,87, respectively. Different from -value and -value, the anomaly in -value was not represented in numbers but it was given in the spasio-temporal -value. Analysis of the results for each zone showed that seismicity in the southern region of East Java is relatively higher than in the north, due to a high-stress region induced by tectonic activities along the subduction zone near the Java Trench. Therefore, the southern region is vulnerable to geohazards. Analysis of spasio-temporal -value found a low -value off the south coast, associated with a location of tsunami earthquake in June 1994. The current results are consistent with previous findings for Java seismicity.
Keywords: East Java seismicity, -value, -value, -value anomaly, Gutenberg-Richter law
13
Setiawan, Ade y Bagus Sapto Mulyatno. "IDENTIFIKASI BAWAH PERMUKAAN LAPANGAN MINYAK“HUF” SUMATERA SELATAN UNTUK MENDELINIASI STRUKTUR CEKUNGAN HIDROKARBON BERDASARKAN DATA GAYABERAT". Jurnal Geofisika Eksplorasi 4, n.º 1 (17 de enero de 2020): 19–32. http://dx.doi.org/10.23960/jge.v4i1.4.
Texto completoResumen
Oil field research in regional Banyuasin “HUF” , South Sumatra have been done by the gravity data with objective of knowing fault structure based on analysis of hydrocarbon SVD and knows hollow structure based on the 3D model of the Bouguer Anomaly and Residual Anomaly. Study areas had Bouguer Anomaly between 13 mgal up to 33 mgal to the interval 1 mgal, where the value of Bouguer Anomaly high have a range value 26 mgal up to 33 mgal which is in the direction of west. While the low value of Bouguer Anomaly have a range value 13 mgal to 20 mgal that is in the east. To knew the existence of structure fault, filtering Second Vertical Derivative (SVD) on a Bouguer Anomaly, Regional and Residua mapl.Pattern of structure fault indicated the contours of a zero value and between the high and low contours. From the results of the analysis SVD Complete Bouguer Anomaly and SVD Residual Anomaly there were 4 (four) fault, while from SVD Regional Anomaly there are 3 (three) fault. 3D modeling the Residual Anomaly were conducted to prove the existence of the fault SVD analyzed based on the results of the analysis and to know the hydrocarbon basin. Based on the results of the inversion of 3D the Residual Anomaly, basin was found in the depth of 1500 m – 3000 m with a value of the density ranges from 2.24 gram/cc until 2.32 gram/cc which identified as sandstone basin.
14
Tobing, Alfha Abrianto L., I. Ketut Sukarasa y Mahmud Yusuf. "Analysis of gravity anomaly and seismicity in Bali region". International journal of physical sciences and engineering 5, n.º 3 (3 de noviembre de 2021): 34–43. http://dx.doi.org/10.53730/ijpse.v5n3.1723.
Texto completoResumen
This study aims to determine the value of the gravity anomaly in the Bali region, identify the fault structure in the Bali region using gravity interpretation and analyze the relationship between gravity anomaly and seismicity in the Bali region. The data used is secondary data, namely satellite gravity anomaly data obtained from the topex website and earthquake data obtained from the Indonesian Agency for Meteorological, Climatological, and Geophysics (BMKG) catalog. Data processing in this study was done using gravity and Second Vertical Derivative (SVD) methods. We used Surfer15 software, Oasis Montaj, and the Generic Mapping Tool (GMT). The results of the complete Bouguer anomaly map show the anomalous value of the study area between 10-220 mGal, regional anomaly 40-190 mGal, and the residual anomaly between (-120)-60 mGal. Judging from the SVD contour map that has included earthquake data in the Bali region for the 2008-2020 period, the type of fault in the Seririt Fault, Tejakula Fault, and Fault around Mount Agung is a thrust fault. Judging from the value of the coefficient of determination, it shows that 99% of the seismicity value is influenced by gravity anomaly. The higher the value of the gravity anomaly, the higher the seismicity value.
15
Desai, Hemang, Shivaram Rajgopal y Mohan Venkatachalam. "Value-Glamour and Accruals Mispricing: One Anomaly or Two?" Accounting Review 79, n.º 2 (1 de abril de 2004): 355–85. http://dx.doi.org/10.2308/accr.2004.79.2.355.
Texto completoResumen
We investigate whether the accruals anomaly is a manifestation of the glamour stock phenomenon documented in the finance literature. Value (glamour) stocks, characterized by low (high) past sales growth, high (low) book-to-market (B/M), high (low) earnings-to-price (E/P), and high (low) cash flow-to-price (C/P), are known to earn positive (negative) future abnormal returns. Note that “C” or cash flow is operationalized in the finance literature as earnings adjusted for depreciation. Sloan (1996) shows that firms with low (high) total accruals earn positive (negative) future abnormal returns. We find that a new variable, operating cash flows measured as earnings adjusted for depreciation and working capital accruals, scaled by price (CFO/P) captures mispricing attributed to the four traditional value-glamour proxies and accruals. Interpretation of this finding depends on the reader's priors. If the reader believes that value-glamour phenomenon can be operationalized only as C/P, and not CFO/P, then one would conclude that CFO/P is a parsimonious variable that captures the mispricing attributes of two distinct anomalies, value glamour and accruals. However, if a reader views the value-glamour anomaly broadly as a fundamentals-to-price anomaly, then (1) the CFO/P variable can be considered an expanded value-glamour proxy and; (2) our results are consistent with Beaver's (2002) conjecture that the accruals anomaly is the glamour stock phenomenon in disguise.
16
Sutaji, Hadi Imam, Abdul Wahid y Ali Warsito. "PEMETAAN ZONA POTENSI TAMBANG MANGAN DAERAH NAIP KABUPATAN TIMOR TENGAH SELATAN DENGAN METODE GEOMAGNETIK". Jurnal Fisika : Fisika Sains dan Aplikasinya 5, n.º 1 (15 de abril de 2020): 30–36. http://dx.doi.org/10.35508/fisa.v5i1.1533.
Texto completoResumen
Abstrak
Telah dipemetakan zona potensi tambang mangan daerah Naip Kabupatan Timor Tengah Selatan menggunakan metode geomagnetik. Tujuan penelitian ini adalah mengetahui struktur perlapisan dan pola sebaran batuan bawah permukaan yang diduga mengandung mangan. Hasil penelitian diinterpretasikan secara kualitatif dan kuantitatif. Interpretasi kualitatif menunjukkan anomali rendah bernilai antara -10 sampai < 50 nT sebagian besar berada pada bagian selatan dan anomali tinggi yaitu 50 sampai 220 nT, umumnya terdapat di bagian utara lokasi penelitian. Anomali rendah diinterpretasikan sebagai batuan lempung dan anomali tinggi diinterpretasikan batugamping yang berasosiasi dengan mangan dan batuan metamorf. Untuk interpretasi kuantitatif menunjukkan keberadaan batuan mangan diduga berasosiasi dengan batugamping yang berada pada bodi 1A sayatan 1 (A-A1) dengan nilai suseptibilitas 0,008116, bodi 1B sayatan 2 (B-B1) yang memiliki nilai suseptibilitas 0,001967 serta bodi 1C sayatan 3 (C-C1) untuk nilai suseptibilitas 0,006407. Bodi 1A sayatan 1 (A-A1) tersebar dari arah barat menuju timur laut, bodi 1B sayatan 2 (B-B1) mulai selatan ke utara dan bodi 1C sayatan 3 (C-C1) dengan arah barat daya menuju timur laut.
Kata kunci: Mangan, suseptibilitas, metode geomagnetik
Abstract
An mapping of the potential Manganese mining zones has been done at Naip areas of the South Central Timor Regency using geomagnetic method. The purpose of this study was to determine the bedding structure and the subsurface patterns of rocks distribution that suspected contain manganese. The result of research were interpreted qualitatively and quantitatively. Qualitative interpretation shows that the low anomaly between -10 to <50 nT is mostly in the southern part and the high anomaly is ≥ 50 to 220 nT, generally in the northern part of the study area. The low anomaly is interpreted as clay and high anomaly is interpreted as limestone associated with manganese and metamorphic rocks. For quantitative interpretation, the presence of manganese is suspected to be associated with limestone at a depth of 6.2-100 m in body 1A incision 1 (A-A1) with susceptibility value 0.008116, body 1B incision 2 (B-B1) which has susceptibility value 0.001967 and body 1C incision 3 (C-C1) for the susceptibility value of 0.006407. Body 1A incision 1 (A-A1) is spread from west to northeast direction, body 1B incision 2 (B-B1) starts south to north and body 1C incision 3 (C-C1) is southwest toward northeast.
Keywords: Manganese, susceptibility, geomagnetic methods
17
Vignotto, Edoardo y Sebastian Engelke. "Extreme value theory for anomaly detection – the GPD classifier". Extremes 23, n.º 4 (9 de septiembre de 2020): 501–20. http://dx.doi.org/10.1007/s10687-020-00393-0.
Texto completoResumen
Abstract Classification tasks usually assume that all possible classes are present during the training phase. This is restrictive if the algorithm is used over a long time and possibly encounters samples from unknown new classes. It is therefore fundamental to develop algorithms able to distinguish between normal and abnormal test data. In the last few years, extreme value theory has become an important tool in multivariate statistics and machine learning. The recently introduced extreme value machine, a classifier motivated by extreme value theory, addresses this problem and achieves competitive performance in specific cases. We show that this algorithm has some theoretical and practical drawbacks and can fail even if the recognition task is fairly simple. To overcome these limitations, we propose two new algorithms for anomaly detection relying on approximations from extreme value theory that are more robust in such cases. We exploit the intuition that test points that are extremely far from the training classes are more likely to be abnormal objects. We derive asymptotic results motivated by univariate extreme value theory that make this intuition precise. We show the effectiveness of our classifiers in simulations and on real data sets.
18
Sihombing, Roy Bryanson y Rustadi Rustadi. "PEMODELAN DAN ANALISA STRUKTUR BAWAH PERMUKAAN DAERAH PROSPEK PANASBUMI KEPAHIANG BERDASARKAN METODE GAYABERAT". Jurnal Geofisika Eksplorasi 4, n.º 2 (17 de enero de 2020): 47–61. http://dx.doi.org/10.23960/jge.v4i2.14.
Texto completoResumen
Research has been conducted in Kepahiang area using gravity data with the aim of identify faults based on analysis of the Second Vertical Derivative (SVD) and interpreting structure sub-surface of the based on 3D inverse modelling from Bouguer anomaly and residual anomaly. The research area have an Bouguer anomaly between 38 mGal - 74 mGal, where the high Bouguer anomaly value has a value range of 63,2 mGal - 74 mGal located in the southwest direction of the research area. Whereas the low Bouguer anomaly value has a range of values 38 mGal - 47 mGal located in the north of the research area. To know the existence of fault structure in research area, conducted filtering Second Vertical Derivative (SVD) on the map Bouguer anomaly, regional and residual. The structure faulting is shown with contour of zero and between the contours of high and low. From the analysis of SVD complete anomaly Bouguer and SVD residual anomaly there are 8 (eight) faulting, while from SVD regional anomaly there are 4 (four) fault. 3D inversion modeling of the residual anomaly was done to prove the existence of the fault analyzed based on filtering Second Vertical Derivative (SVD). Based on the results of inversion 3D residual anomaly been gained one (1) reservoir in a northern direction research area and two (2) in the direction of west the research area by a contrast the density of -0,0719356 gr/cc until -0,236053 gr/cc with a depth of 0 meters up to 4.705 meters.
19
Abdelrahman, El‐Sayed Mohamed y Sharafeldin Mahmoud Sharafeldin. "A least‐squares approach to depth determination from self‐potential anomalies caused by horizontal cylinders and spheres". GEOPHYSICS 62, n.º 1 (enero de 1997): 44–48. http://dx.doi.org/10.1190/1.1444143.
Texto completoResumen
We have developed a least‐squares approach to depth determination from self‐potential anomalies caused by horizontal cylinders and spheres. By defining the zero‐anomaly distance and the anomaly value at the origin on the profile, the problem of depth determination from self‐potential data has been transformed into finding a solution to a nonlinear equation. Procedures are also formulated to estimate the electric dipole moment and the polarization angle. The error in the depth parameter estimation introduced by data errors was also studied through imposing 1 to 10% errors in the zero‐anomaly distance and the anomaly value at the origin in one synthetic profile caused by a sphere. When the zero‐anomaly distance and the anomaly value at the origin possess errors of equal magnitude and of the same signs, the results will not differ much from the true values. When errors have opposite signs, the maximum error in depth is 10%. Finally, the validity of the method is tested on a field example from Ergani Copper district, Turkey.
20
Garcia, Maria Teresa Medeiros y Ricardo António Abreu Oliveira. "Value versus growth in PIIGS stock markets". Journal of Economic Studies 45, n.º 5 (8 de octubre de 2018): 956–78. http://dx.doi.org/10.1108/jes-06-2017-0160.
Texto completoResumen
Purpose The purpose of this paper is to construct and evaluate value and growth portfolios in Portugal, Italy, Ireland, Greece and Spain, which are commonly known as the EU PIIGS, from 2003 to 2015. Previous research evidence suggests that stocks trading at a lower price relative to their fundamentals (value stocks) tend to outperform stocks that trade at higher prices (growth stocks) in the long run. Although this market anomaly has been studied immensely worldwide, especially for the US stock market, there is no clear evidence whether such an assertion is applicable in less-renowned countries. Design/methodology/approach The paper utilises Fama and Macbeth (1973) regressions and its model extensions. Findings This paper finds a significant value premium in these countries, which is compatible with previous studies conducted worldwide. Originality/value To the best of the authors’ knowledge, this is the first attempt to examine this asset pricing anomaly in the PIIGS.
21
Cheng, Wei Dong, Tian Yang Wang, Wei Gang Wen, Heng Wang y Jian Yong Li. "Anomaly Detection for Equipment Condition via Frequency Spectrum Entropy". Advanced Materials Research 433-440 (enero de 2012): 3753–58. http://dx.doi.org/10.4028/www.scientific.net/amr.433-440.3753.
Texto completoResumen
Some of the critical and practical issues regarding the problem of condition monitoring of mobile equipment have been discussed, and an anomaly detection method without priori knowledge has been proposed. The method involves setting amplitude benchmark via spectrum amplitude in normal condition and obtaining the maximum entropy value in abnormal condition. The condition identification is achieved through estimating the amount of anomaly information in spectrum, and a measure of anomaly condition is given by the anomaly degree derived from entropy value dividing the maximum value. The sensitivity, stability and computation load of the method have been also discussed, and the method is validated on an experimental test-bed that the test bearings with different fault diameter support the motor shaft.
22
Crépey, Stéphane, Noureddine Lehdili, Nisrine Madhar y Maud Thomas. "Anomaly Detection in Financial Time Series by Principal Component Analysis and Neural Networks". Algorithms 15, n.º 10 (19 de octubre de 2022): 385. http://dx.doi.org/10.3390/a15100385.
Texto completoResumen
A major concern when dealing with financial time series involving a wide variety of market risk factors is the presence of anomalies. These induce a miscalibration of the models used to quantify and manage risk, resulting in potential erroneous risk measures. We propose an approach that aims to improve anomaly detection in financial time series, overcoming most of the inherent difficulties. Valuable features are extracted from the time series by compressing and reconstructing the data through principal component analysis. We then define an anomaly score using a feedforward neural network. A time series is considered to be contaminated when its anomaly score exceeds a given cutoff value. This cutoff value is not a hand-set parameter but rather is calibrated as a neural network parameter throughout the minimization of a customized loss function. The efficiency of the proposed approach compared to several well-known anomaly detection algorithms is numerically demonstrated on both synthetic and real data sets, with high and stable performance being achieved with the PCA NN approach. We show that value-at-risk estimation errors are reduced when the proposed anomaly detection model is used with a basic imputation approach to correct the anomaly.
23
Jiang, Chao, Shengze Chen, Zhijing Zhang y Rui Li. "Energy Meter Patch Resistance and Welding Spot Anomaly Detection Method Based on Machine Vision". Journal of Physics: Conference Series 2428, n.º 1 (1 de febrero de 2023): 012045. http://dx.doi.org/10.1088/1742-6596/2428/1/012045.
Texto completoResumen
Abstract Based on the problems, such as the difficulty of detecting and obtaining evidence of patch resistance replacement and welding spot anomaly in the current field of meter anomaly detection, a patch resistance and welding spot anomaly detection algorithm is proposed based on machine vision. The resistance anomaly detection algorithm combines the K-D tree and Ransac to complete the high-efficiency energy meter registration. It detects the suspected resistance abnormal area through the difference shadow method and then judges the resistance abnormal situation according to the resistance value recognized by the classification network. The welding spot anomaly detection algorithm enhances the feature of the image through saliency detection, then obtains the target information of the welding spot by segmentation, and finally determines the welding spot anomaly condition in combination with the connection domain analysis. Experimental results show that the precision of patch resistance anomaly of this method reaches 95.28%, and the detection time is about 1.52s; the precision of welding spot anomaly reaches 96.74%, and the detection time is about 0.74s. The method can meet the requirements of spot detection accuracy and speed and has good application value.
24
Kim, Donghyun, Gian Antariksa, Melia Putri Handayani, Sangbong Lee y Jihwan Lee. "Explainable Anomaly Detection Framework for Maritime Main Engine Sensor Data". Sensors 21, n.º 15 (31 de julio de 2021): 5200. http://dx.doi.org/10.3390/s21155200.
Texto completoResumen
In this study, we proposed a data-driven approach to the condition monitoring of the marine engine. Although several unsupervised methods in the maritime industry have existed, the common limitation was the interpretation of the anomaly; they do not explain why the model classifies specific data instances as an anomaly. This study combines explainable AI techniques with anomaly detection algorithm to overcome the limitation above. As an explainable AI method, this study adopts Shapley Additive exPlanations (SHAP), which is theoretically solid and compatible with any kind of machine learning algorithm. SHAP enables us to measure the marginal contribution of each sensor variable to an anomaly. Thus, one can easily specify which sensor is responsible for the specific anomaly. To illustrate our framework, the actual sensor stream obtained from the cargo vessel collected over 10 months was analyzed. In this analysis, we performed hierarchical clustering analysis with transformed SHAP values to interpret and group common anomaly patterns. We showed that anomaly interpretation and segmentation using SHAP value provides more useful interpretation compared to the case without using SHAP value.
25
Vanhoeyveld, Jellis, David Martens y Bruno Peeters. "Value-added tax fraud detection with scalable anomaly detection techniques". Applied Soft Computing 86 (enero de 2020): 105895. http://dx.doi.org/10.1016/j.asoc.2019.105895.
Texto completo
26
Morgan, Margery, Helen Jenkins y David Tucker. "Spontaneous fetal losses: Added value for a congenital anomaly register". European Journal of Medical Genetics 61, n.º 9 (septiembre de 2018): 570. http://dx.doi.org/10.1016/j.ejmg.2018.06.064.
Texto completo
27
Crespo, M. Francisco Rivas, T. Hasegawa, Y. Hasegawa y Y. Tsuchiya. "Diagnostic value of ethylenediaminetetraacetic acid infusion in partial DiGeorge anomaly". European Journal of Pediatrics 153, n.º 10 (octubre de 1994): 779. http://dx.doi.org/10.1007/bf01954502.
Texto completo
28
Kapoor, Aditya. "Re: Rheumatic mitral stenosis with Ebstein anomaly of tricuspid value". International Journal of Cardiology 54, n.º 1 (abril de 1996): 93. http://dx.doi.org/10.1016/0167-5273(96)02566-1.
Texto completo
29
Burns, Richard, Gayle Erwin, Frank Messina y Lance Nail. "Value creation in bundling utility mergers: A corporate focus anomaly". Journal of Energy Finance & Development 3, n.º 2 (enero de 1998): 185–92. http://dx.doi.org/10.1016/s1085-7443(99)80074-x.
Texto completo
30
Idé, Tsuyoshi, Amit Dhurandhar, Jiří Navrátil, Moninder Singh y Naoki Abe. "Anomaly Attribution with Likelihood Compensation". Proceedings of the AAAI Conference on Artificial Intelligence 35, n.º 5 (18 de mayo de 2021): 4131–38. http://dx.doi.org/10.1609/aaai.v35i5.16535.
Texto completoResumen
This paper addresses the task of explaining anomalous predictions of a black-box regression model. When using a black-box model, such as one to predict building energy consumption from many sensor measurements, we often have a situation where some observed samples may significantly deviate from their prediction. It may be due to a sub-optimal black-box model, or simply because those samples are outliers. In either case, one would ideally want to compute a responsibility score indicative of the extent to which an input variable is responsible for the anomalous output. In this work, we formalize this task as a statistical inverse problem: Given model deviation from the expected value, infer the responsibility score of each of the input variables. We propose a new method called likelihood compensation (LC), which is founded on the likelihood principle and computes a correction to each input variable. To the best of our knowledge, this is the first principled framework that computes a responsibility score for real valued anomalous model deviations. We apply our approach to a real-world building energy prediction task and confirm its utility based on expert feedback.
31
ARDALAN, F., H. ARFAEI y N. SADOOGHI. "ON THE ANOMALIES AND SCHWINGER TERMS IN NONCOMMUTATIVE GAUGE THEORIES". International Journal of Modern Physics A 21, n.º 19n20 (10 de agosto de 2006): 4161–83. http://dx.doi.org/10.1142/s0217751x06031363.
Texto completoResumen
Invariant (nonplanar) anomaly of noncommutative QED is reexamined in this paper. It is found that just as in ordinary gauge theory UV regularization is needed to discover anomalies, in noncommutative case, in addition, an IR regularization is also required to exhibit the existence of invariant anomaly. Thus resolving the controversy in the value of invariant anomaly, an expression for the unintegrated anomaly is found. Schwinger terms of the current algebra of the theory are derived.
32
Lee, Jun-keun y Yong-shik Kim. "The Effects of Value-Glamour Anomaly, Intrinsic Value, and Discretionary Accruals on Future Stock Returns". Accounting Information Review 38, n.º 3 (30 de septiembre de 2020): 27–53. http://dx.doi.org/10.29189/kaiaair.38.3.02.
Texto completo
33
Rosa, Sri Listia, Siti Mariyam Shamsuddin y Evizal Evizal. "An Immune Based Patient Anomaly Detection using RFID Technology". Computer Engineering and Applications Journal 2, n.º 1 (26 de marzo de 2013): 121–42. http://dx.doi.org/10.18495/comengapp.v2i1.14.
Texto completoResumen
Detecting of anomalies patients data are important to gives early alert to hospital, in this paper will explore on anomalies patient data detecting and processing using artificial computer intelligent system. Artificial Immune System (AIS) is an intelligent computational technique refers to human immunology system and has been used in many areas such as computer system, pattern recognition, stock market trading, etc. In this case, real value negative selection algorithm (RNSA) of artificial immune system used for detecting anomalies patient body parameters such as temperature. Patient data from monitoring system or database classified into real valued, real negative selection algorithm results is real values deduction by RNSA distance, the algorithm used is minimum distance and the value of detector generated for the algorithm. The real valued compared with the distance of data, if the distance is less than a RNSA detector distance then data classified into abnormal. To develop real time detecting and monitoring system, Radio Frequency Identification (RFID) technology has been used in this system. Keywords: AIS, RNSA, RFID, AbnormalDOI:Â 10.18495/comengapp.21.121142
34
Basuki, Rajab, Nanang Dwi Ardi y Mimin Iryanti. "Analisis Sebaran Mineral Logam Pada Sedimentasi Batuan Di Daerah Kertajadi, Cidaun, Kabupaten Cianjur, Jawa Barat Menggunakan Metoda Geomagnet". Wahana Fisika 2, n.º 1 (20 de junio de 2017): 37. http://dx.doi.org/10.17509/wafi.v2i1.7019.
Texto completoResumen
Cidaun merupakan salah satu daerah pesisir pantai selatan yang terletak pada Kabupaten Cinajur Provinsi Jawa Barat. Salah satu kelebihan dari daerah pesisir pantai selatan Pulau Jawa adalah terdapat banyaknya mineral logam penghasil besi yang tersebar luas di sepanjang pesisir pantai. Oleh karena itu dilakukanlah eksplorasi untuk memetakan sebaran mineral logam yang ada di daerah Cidaun. Dalam melakukan eksplorasi mineral logam dibutuhkan suatu metode yang paling efektif yaitu eksplorasi geofisika dengan menggunakan metode geomagnet. Proses pengolahan data pada metode geomagnet dilakukan dengan menghitung nilai anomali magnetik dari medan magnetik total yang telah dilakukan koreksi terhadap koreksi harian dan koreksi IGRF. Kemudian dengan metode inversi data yang telah didapat dijadikan sebuah model. Selain itu dilakukan juga interpretasi kualitatif dan interpretasi kuantitatif. Interperetasi kualitatif dilakukan pada data yang telah dimodelkan menggunakan software surfer 11, apabila data tersebut terdapat anomali magnetik bernilai sangat tinggi yang berdekatan dengan nilai anomali magnetik bernilai rendah atau perubahan nilai anomali terjadi secara signifikan kemudian dilakukan proses interpretasi secara kuantitatif. Interpretasi kuantitatif pada penelitian ini dengan dilakukan deliniasi berupa proses sayatan pada perbedaan nilai anomali magnetik yang terjadi perubahan secara signifikan. Tahap selanjutnya data dari proses sayatan tersebut kemudian dilakukanlah pemodelan menggunakan software mag2dc untuk mengetahui sebaran mineral logam dapa daerah tersebut. Berdasarkan data yang telah diolah pada daerah Kertajadi, Cidaun, Kabupaten Cianjur, Jawa Barat dengan koordinat 698283 easting - 757162 easting dan 9180169 northing - 9171050 northing memiliki rentang nilai anomali magnetik -5 nT – 145 nT. Sedangkan nilai anomali magnetik pada daerah yang telah dilakukan proses sayatan memiliki rentang nilai 84.18 nT - 119.69 nT dengan nilai susptibilitas -0.041000 – 0.050001. Dari rentang nilai suseptibilitas tersebut diduga sebaran mineral yang yang memiliki nilai suseptibilitas positif merupakan bijih besi sedangkan yang bernilai negatif merupakan lempung dan endapan pasir. Dari hasil dari penelitian ini diharapkan data tersebut dapat dijadikan informasi dan referensi bagi masyarakat, peneliti lain dan pengusaha tambang dalam eksplorasi mineral logam.Cidaun is one of the coastal areas of the southern coast located in the district of West Java province Cinajur. One of the advantages of the southern coastal areas of Java is that there are many ferrous metal mineral producer widespread along the coast. Therefore, the exploration was undertaken to map the distribution of metallic minerals in the area Cidaun. In conducting metal mineral exploration required a most effective method is a geophysical exploration using geomagnetic methods. Data processing on geomagnetic method is done by calculating the value of the magnetic anomalies of the total magnetic field has a daily correction of correction and correction IGRF. Then, with the inversion method of data has been obtained serve as a model. The researcher also interpretation of qualitative and quantitative interpretation. Qualitative Interperetasi performed on the data that has been modeled using software surfer 11, when the inputs are very high-value magnetic anomalies adjacent to the value of the magnetic anomalies of low value or change in value of the anomaly occurred significantly later performed quantitative interpretation process. Quantitative interpretation in this study conducted a process of delineation of the incision on the difference in magnetic anomaly change significantly. The next stage of the data are then perform the incision process modeling using software mag2dc to determine the distribution of metallic minerals onshore areas. Based on the data that has been processed in the region Kertajadi, Cidaun, Cianjur, West Java coordinate 698283 easting - 757162 easting and 9180169 northing - 917105 northing and has a value range of magnetic anomaly -5 nT - 145 nT. While the value of magnetic anomalies in the area that has been carried out the process of incisions have a range of values 84.18 nT - 119.69 nT with susptibilitas value -0.041000 - 0.050001. Of the value range susceptibility is suspected distribution of minerals that have a positive susceptibility value is the iron ore which is negative while the clay and sand deposits. From the results of this study are expected data can be made of information and reference for the community, other researchers and mining company in mineral exploration.
35
Li, Gang, Zeyu Yang, Honglin Wan y Min Li. "Anomaly-PTG: A Time Series Data-Anomaly-Detection Transformer Framework in Multiple Scenarios". Electronics 11, n.º 23 (29 de noviembre de 2022): 3955. http://dx.doi.org/10.3390/electronics11233955.
Texto completoResumen
In actual scenarios, industrial and cloud computing platforms usually need to monitor equipment and traffic anomalies through multivariable time series data. However, the existing anomaly detection methods can not capture the long-distance temporal correlations of data and the potential relationships between features simultaneously, and only have high detection accuracy for specific time sequence anomaly detection scenarios without good generalization ability. This paper proposes a time-series anomaly-detection framework for multiple scenarios, Anomaly-PTG (anomaly parallel transformer GRU), given the above limitations. The model uses the parallel transformer GRU as the information extraction module of the model to learn the long-distance correlation between timestamps and the global feature relationship of multivariate time series, which enhances the ability to extract hidden information from time series data. After extracting the information, the model learns the sequential representation of the data, conducts the sequential modeling, and transmits the data to the full connection layer for prediction. At the same time, it also uses the autoencoder to learn the potential representation of the data and reconstruct the data. The two are optimally combined to form an anomaly detection module of the model. The module combines timestamp prediction with time series data reconstruction, improving the detection rate of rare anomalies and detection accuracy. By using three public datasets of physical devices and one dataset of network traffic intrusion detection, the model’s effectiveness was verified, and the model’s generalization ability and strong robustness were demonstrated. Compared with the most advanced method, the average F1 value of the Anomaly-PTG model on four datasets was increased by 2.2%, and the F1 value on each dataset was over 94%.
36
Luthfiya, Maya y Thaqibul Fikri Niyartama. "Modeling Folding Zone in Kedungsari Compassionate Area Kulon Progo Yogyakarta with Gravity Method". Proceeding International Conference on Science and Engineering 1 (31 de octubre de 2017): 19–22. http://dx.doi.org/10.14421/icse.v1.263.
Texto completoResumen
This study aims to determine the condition of subsurface by doing interpretation quantitatively. Quantitative interpretation is done by modeling to determine the shape and boundary of the anomaly. The gravity data reduction is done up to Complete Bouguer Anomaly (CBA) value is obtained. The complete Bouguer anomaly is brought to horizontal plane reduction and separation of local and regional anomalies using the upward continuation method. 2.5 modelling has been made from local anomaly data to illustrate the subsurface condition of the research area more clearly. The result shows R1 density value of 2.55 g / m3 which is a limestone and R2 2,8902 g/m3 which is andesitic rock. The position of the anticline axis is at coordinates 49 S 9128700 N 409844.9 E, while the syncline axis is at coordinates 9129037 N 408694,1 E.
37
Hamidy, Ahmad Nor, Ashila Juan Fortuna, Imelda Mar'ata Sholih, Revinda Oktavia, Rabiah Al'Adawiyah, Firdha Kusuma Ayu Anggraeni y Sri Astutik. "ANALISIS STRUKTUR BAWAH PERMUKAAN GUNUNG IJEN BANYUWANGI". JURNAL PEMBELAJARAN FISIKA 11, n.º 3 (13 de octubre de 2022): 93. http://dx.doi.org/10.19184/jpf.v11i3.33323.
Texto completoResumen
Analysis of the subsurface structure of Mount Ijen, Banyuwangi was carried out based on anomaly data obtained from satellite image data. This research was conducted with the aim of identifying the subsurface structures around the research site. In this study, what is determined is the complete Bouguer anomaly (ABL), regional and residual anomalies based on the ABL, and their inversion modeling. The results of the representation of underground structures based on residual anomalies obtained from complete and regional Bouguer anomaly data. The complete bouguer anomaly values obtained in the Mount Ijen area range from 12.2 to 110.7 mGal. In the process of separating regional and residual anomalies, different anomaly values are produced. The regional anomaly value ranges from +12.2 to +110.7 mGal while the residual anomaly ranges from -4.2 to +2.4 mGal
38
Pellokila, Aryanti Irnawati, Jehunias L. Tanesib y Bernandus Bernandus. "IDENTIFIKASI KEBERADAAN BASEMENT DI BAWAH CEKUNGAN TIMOR BERDASARKAN DATA ANOMALI GRAVITASI DENGAN PEMODELAN TIGA DIMENSI". Jurnal Fisika : Fisika Sains dan Aplikasinya 3, n.º 1 (16 de diciembre de 2018): 1–11. http://dx.doi.org/10.35508/fisa.v3i1.588.
Texto completoResumen
ABSTRAK
Metode Gravitasi adalah metode yang digunakan untuk mencari perbedaan nilai gravitasi dari satu titik ke titik yang lain di suatu tempat yang disebabkan oleh distribusi massa yang terdapat di bawah permukaan daerah penelitian. Telah dilakukan identifikasi keberadaan basement terhadap data anomali Bouguer lengkap di Cekungan Timor dengan posisi geografis 9.40 LS – 10.40 LS dan 123.50 BT – 125.40 BT. Identifikasi keberadaan basement di bawah Cekungan Timor dilakukan berdasarkan data anomali medan gravitasi. Data anomali medan gravitasi yang digunakan dalam penelitian adalah hasil pengukuran Geodetic Satellite dan European Remote Sensing Satellite yang telah terkoreksi hingga koreksi udara bebas. Berdasarkan hasil inversi 3D, densitas rata-rata secara keselurahan dari lapisan pertama hingga lapisan kesepuluh adalah 2.662 . Cekungan Timor yang merupakan sebuah tempat terakumulasinya sedimen dan memiliki basement yang merupakan jenis batuan metamorf dari kedalam 3.86 km hingga 20 km yang kuat dan bersifat tidak meloloskan air maka cekungan ini diduga memiliki potensi adanya jebakan sumber energi alam berupa minyak dan gas.
Kata kunci: Gravitasi, batuan dasar, Cekungan, anomali Bouguer lengkap, densitas, pemodelan.
ABSTRACT
Gravity method is a method used to find the difference of gravity value from one point to another in a place caused by mass distribution which is below the surface of research area. Basement identification of complete Bouguer anomaly data has been done in the Timor Basin with geographical position 9.40 LS – 10.40 LS dan 123.50 BT – 125.40 BT. The identification of the basement under the Timor Basin is based on gravity field anomaly data. The gravity field anomaly data used in the research is the result of measurement of Geodetic Satellite and European Remote Sensing Satellite which has been corrected to free air correction. Based on the inversion, the overall average density from the first layer to the tenth layer 2.662 . Timor Basin which is a place of accumulation of sediment and has a basement which is a type of metamorphic rocks from within 3.86 km to 20 km strong and is not pass the water hence this basin has the potential of a trap of natural energy sources in the form of oil and gas.
Keywords: Gravity, Basement, Basin, complete Bouguer anomaly, density, modeling.
39
Chiang, C. Catherine, Yilun Shi y Lin Zhao. "Another R&D Anomaly?" Journal of Applied Business Research (JABR) 30, n.º 4 (30 de junio de 2014): 1211. http://dx.doi.org/10.19030/jabr.v30i4.8666.
Texto completoResumen
In this paper, we investigate the relation between stock returns and R&D spending under different market conditions. Our empirical evidence suggests that investors response to R&D activities varies according to stock market status. Following the conventional definitions of markets, we first categorize the market into four different states: slightly up (up by 0-20%), bull (up by more than 20%), slightly down (down by 0-20%), and bear (down by more than 20%). Using firms in high-tech industries from 1992 to 2009 as our sample, we show that investors value R&D spending consistently positively only when the market (proxied by the S&P 500) is up. R&D is valued less in the downward market and R&D response coefficients even turn negative during bear markets. However, earnings response coefficients are consistently positive regardless of market status. The results remain unchanged after we control for beta, bankruptcy risk, size, and different measuring windows. Our findings cannot be explained by risk-based hypothesis. The study advances our understanding of the relation between stock returns and R&D activities by empirically documenting its variations in market valuation across different market states; particularly, we found empirical evidence that R&D response coefficients in the down markets are negative. The study also provides additional input to the ongoing debate on finding the appropriate accounting treatment for intangible assets.
40
Wahyuni, Silvia y Marzuki Marzuki. "Analisis Anomali Temperatur Permukaan Tanah dan Awan Gempa Berkaitan dengan Gempa Palu 2018". Jurnal Fisika Unand 9, n.º 3 (14 de agosto de 2020): 352–59. http://dx.doi.org/10.25077/jfu.9.3.352-359.2020.
Texto completoResumen
Anomali temperatur permukaan tanah dan awan gempa yang berkaitan gempa bumi yang terjadi di Palu 28 September 2018 telah diteliti menggunakan data temperatur permukaan tanah dan permukaan air laut dari Moderate Resolution Imaging Spectroradiometer (MODIS) dan data awan dari satelit Multifunction Transport Satellite (MTSAT). Data temperatur udara dari European Centre for Medium Range Weather Forecasts (EMCWF) juga digunakan untuk memastikan bahwa anomali temperatur bukan disebabkan oleh aktivitas cuaca. Anomali temperature permukaan tanah diamati selama 5 tahun dari 2014-2018 dan awan gempa diamati 3 bulan sebelum terjadi gempa bumi. Penelitian ini menemukan adanya kenaikan temperatur permukaan tanah dan air laut sebagai prekursor gempa Palu 2018. Pada saat terjadi gempa kenaikan temperatur permukaan tanah pada siang hari sebesar 2,2 K melebihi batas nilai sebagai prekursor gempa bumi (2 K) tetapi kenaikan temperatur teramati setiap tahun. Selain itu, anomali temperatur permukaan laut hanya 0,25 K masih lebih kecil dari anomali sebagai prekursor gempa bumi (2 K). Selama itu tidak ditemukan juga adanya kemunculan awan gempa sebelum gempa terjadi. Dengan demikian gempa Palu 2018 tidak diiringi oleh kenaikan temperatur permukaan tanah dan air laut serta kemunculan awan gempa. Anomaly land surface temperature and earthquake cloud that related the 2018 Palu earthquake were examined using land and sea surface temperatures from Moderate Resolution Imaging Spectroradiometer (MODIS) and cloud from the Multifunction Transport Satellite (MTSAT) satellite data. Air temperature data from the European Center for Medium-Range Weather Forecasts (EMCWF) were also used to ensure that temperature anomalies are not caused by weather activity. Land surface temperature anomalies were observed for five years from 2014-2018, and earthquake clouds were observed for three months before the earthquake. This study find an increase in the surface temperature of land and seawater as a precursor to the 2018 Palu earthquake. During the earthquake, there was an increase in land surface temperature by 2,2 K, which exceeds the limit value of anomaly land surface temperature as an earthquake precursor ( 2 K), but such an increase is observed every year. In addition, sea surface temperature anomaly is only 0,25 K, which is much smaller than the value as an earthquake precursor ( 2 K). It was also found that there is no earthquake cloud before the Palu earthquake. Thus, the 2018 Palu earthquake was not accompanied by an increase in land and sea surface temperatures and the appearance of earthquake clouds.
41
Noor, Rudy Hendrawan y Ishaq Ishaq. "INTERPRETASI DATA GEOMAGNETIK UNTUK MENDETEKSI SEBARAN BATUAN MENGANDUNG MINERAL LOGAM DI AWANG BANGKAL, KABUPATEN BANJAR". AL-ULUM: JURNAL SAINS DAN TEKNOLOGI 7, n.º 2 (16 de marzo de 2022): 64. http://dx.doi.org/10.31602/ajst.v7i2.6044.
Texto completoResumen
Research has been carried out to detect the presence and distribution of rocks containing metallic minerals. Almost every object used every day contains metal elements, so the presence of metal is very important to support every human activity. The presence of metal minerals in nature is generally quite a lot, but the types of metallic minerals vary. The geomagnetic method is a geophysical method that can detect subsurface rocks containing metallic minerals based on the difference in the magnetic field between the rock and the surrounding rock. Processing of geomagnetic data obtained in the field begins with daily correction and correction of the earth's main magnetic field (IGRF). The correction results obtained are anomaly of the earth's magnetic field which is distributed horizontally on the surface. The results of the analysis in the form of local magnetic field anomalies (∆H) are divided into 3 (three) regions, the first having a value between -236.5 nT to -8 nT (nano tesla) as an area that has a high local magnetic field anomaly value. Second, the value of -377.2 nT to -236.4 nT as an area that has a moderate anomaly value. Third, the low anomaly values ranged from -778.4 nT to -377.1 nT. Areas that have high local magnetic field anomaly values are interpreted as ultramafic rocks, which are source rocks of nickel lateric deposits rich in ferromagnesian minerals, distributed in the southeastern part of the study area.
42
Gambaro, G., F. Marchini, A. Piccoli, M. A. Nassuato, F. Bilora y B. Baggio. "The abnormal red-cell oxalate transport is a risk factor for idiopathic calcium nephrolithiasis: a prospective study." Journal of the American Society of Nephrology 7, n.º 4 (abril de 1996): 608–12. http://dx.doi.org/10.1681/asn.v74608.
Texto completoResumen
An abnormal erythrocyte transmembrane oxalate flux was described in recurrent idiopathic calcium nephrolithiasis. To verify whether it might represent a risk marker of renal stone disease, two prospective studies were carried out. One hundred ninety patients with idiopathic calcium nephrolithiasis who were enrolled at their first episode of lithiasis during the period 1984 to 1986, form the basis of the first prospective study. The impact of erythrocyte oxalate transport anomaly, gender, familial occurrence of nephrolithiasis, hypercalciuria, hyperoxaluria, and hyperuricosuria on stone recurrence by both bivariate and multivariate analysis of frequencies was assessed. The predictive value of the erythrocyte anomaly for a patient's becoming a stone former was also assessed in five nephrolithiasis families. Recurrence occurred in 57.9% of patients; this was significantly associated with the erythrocyte anomaly, hyperoxaluria, and male gender. However, when using multivariate analysis, only gender and the erythrocyte anomaly were statistically significant and were independent predictors of recurrency. The probability of stone recurrency predicted by the logistic model ranged from 30.1% for women with normal erythrocyte oxalate transport, to 73.4% for men with the erythrocyte anomaly. The family follow-up showed that only subjects with the erythrocyte abnormality become renal stone-formers in the 8-yr survey. By showing the predictive value of the erythrocyte oxalate anomaly for recurrent calcium nephrolithiasis, our findings support the notion that this anomaly is a risk factor in renal stone disease.
43
Yustiana, Meida, Muhammad Zainuri, Denny Nugroho Sugianto, Mahardiani Putri Naulia Batubara y Anistia Malinda Hidayat. "Dampak Variabilitas Iklim Inter-Annual (El Niño, La Niña) Terhadap Curah Hujan dan Anomali Tinggi Muka Laut di Pantai Utara Jawa Tengah". Buletin Oseanografi Marina 12, n.º 1 (10 de octubre de 2022): 109–24. http://dx.doi.org/10.14710/buloma.v12i1.48377.
Texto completoResumen
El Niño dan La Niña memiliki pengaruh signifikan terhadap dinamika cuaca di wilayah Indonesia. Oleh karena itu, penelitian ini bertujuan untuk mengetahui dampak fenomena tersebut terhadap curah hujan (CH) dan anomali tinggi muka laut (TML) di Pantai Utara Jawa Tengah meliputi wilayah Brebes, Pemalang, Pekalongan dan Semarang menggunakan analisis kuantitatif deskriptif selama 1993 – 2020. Data yang digunakan pada penelitian ini adalah anomali TML, anomali suhu permukaan laut, dan data observasi CH bulanan dari pos hujan Pusdataru dan BMKG. Data tersebut ditampilkan dalam bentuk grafik anomali CH dan grafik overlay indeks Nino 3.4 dan anomali TML yang dikelompokkan berdasarkan data komposit 3 bulan. Hasil analisis menunjukkan bahwa pada periode pengamatan terjadi 2 kali El Niño sangat kuat pada November 1997 dan November 2015 dan juga 2 kali La Niña kuat pada Januari 2000 dan Januari 2008 dengan periode perulangan rerata setiap 8 tahun. Hubungan signifikan antara El Niño dan La Niña yang diwakili oleh indeks Nino 3.4 terhadap CH di Indonesia terjadi pada periode September-Oktober-November (SON), dengan nilai koefisien korelasi -0.53692 – (-0.7304). Masih dalam periode yang sama, hubungan anomali CH dan anomali TML juga menunjukkan nilai koefisien korelasi tertinggi di Semarang, Pekalongan dan Pemalang sebesar 0.546202 - 0.676914. El Niño and La Niña are two of several components of climate variability which has significant influence toward weather dynamics over Indonesia, including on the North Coast of Central Java. For this reason, this research aims to determine the impact of these two phenomena on rainfall and sea level anomaly (SLA) on the North Coast of Central Java covering Brebes, Pemalang, Pekalongan, and Semarang Regions using descriptive quantitative analysis using data from 1993 – 2020. The data used in this study were SLA, sea surface temperature anomaly in the Nino 3.4 region, and monthly rainfall observation data from the Pusdataru and BMKG rain posts, displayed in the form of a rainfall anomaly graph and an overlay graph of the Nino 3.4 index and SLA and grouped based on 3 months composite data. The analysis result showed that during the observation period there were two strong El Niño, in November 1997 and 2015, and also two strong La Niña in January 2000 and 2008 with a repeating period every eight years. The significant relationship between El Niño and La Niña represented by the Nino index 3.4 on rainfall in Indonesia occurred in September-October-November (SON), with a correlation coefficient of -0.53692 – (-0.7304). Still in the same period, the relationship between rainfall anomaly and SLA also showed that the highest correlation coefficient value occurs in the SON month in Semarang, Pekalongan, and Pemalang at 0.546202 - 0.676914.
44
Batra, Shivani y Shelly Sachdeva. "Anomaly free search using multi table entity attribute value data model". International Journal of Computational Science and Engineering 16, n.º 4 (2018): 363. http://dx.doi.org/10.1504/ijcse.2018.093777.
Texto completo
45
Sachdeva, Shelly y Shivani Batra. "Anomaly free search using multi table entity attribute value data model". International Journal of Computational Science and Engineering 16, n.º 4 (2018): 363. http://dx.doi.org/10.1504/ijcse.2018.10014957.
Texto completo
46
Prota, Costantina, Giovanni Di Salvo, Jolanda Sabatino, Manjit Josen, Josefa Paredes, Domenico Sirico, Marisol Uy Pernia et al. "Prognostic value of echocardiographic parameters in pediatric patients with Ebstein's anomaly". International Journal of Cardiology 278 (marzo de 2019): 76–83. http://dx.doi.org/10.1016/j.ijcard.2018.10.046.
Texto completo
47
Chiapino, Maël, Stephan Clémençon, Vincent Feuillard y Anne Sabourin. "A multivariate extreme value theory approach to anomaly clustering and visualization". Computational Statistics 35, n.º 2 (20 de julio de 2019): 607–28. http://dx.doi.org/10.1007/s00180-019-00913-y.
Texto completo
48
Ye, Pengfei. "The Value of Active Investing: Can Active Institutional Investors Remove Excess Comovement of Stock Returns?" Journal of Financial and Quantitative Analysis 47, n.º 3 (30 de enero de 2012): 667–88. http://dx.doi.org/10.1017/s0022109012000099.
Texto completoResumen
AbstractThis study uses Cremers and Petajisto’s (2009) method to separate active institutional investors from passive ones and shows that active investors can alleviate the anomalous comovement of stock returns. Focusing on 2 events linked to the excess comovement anomaly, Standard & Poor’s 500 Index additions and stock splits, I find that if an event stock has more active institutional investors trading in the post-event period, the anomalous comovement effect disappears. In contrast, if an event stock experiences a massive exit of active investors, this anomaly persists. The exit of active institutional investors also results in a strong price synchronicity effect.
49
Guo, Hui y Paulo Maio. "ICAPM and the Accruals Anomaly". Quarterly Journal of Finance 10, n.º 03 (septiembre de 2020): 2050014. http://dx.doi.org/10.1142/s2010139220500147.
Texto completoResumen
We propose new multifactor models to explain the accruals anomaly. Our baseline model represents an application of Merton’s ICAPM in which the key factors represent (innovations on) the term and small-value spreads. The model shows large explanatory power for cross-sectional risking premia associated with three accruals portfolio groups. A scaled version of the model shows better performance, suggesting that accruals risk premia are related with the business cycle. Both models compare favorably with popular multifactor models used in the literature, and also perform well in pricing other important anomalies. The risk price estimates of the hedging factors are consistent with the ICAPM framework.
50
Maheshwari, Supriya y Raj Singh Dhankar. "Momentum anomaly: evidence from the Indian stock market". Journal of Advances in Management Research 14, n.º 1 (6 de febrero de 2017): 3–22. http://dx.doi.org/10.1108/jamr-11-2015-0081.
Texto completoResumen
Purpose The purpose of this paper is to provide insights into the profitability of momentum strategies in the Indian stock market. This study further evaluates whether the momentum effect is a manifestation of size, value or an illiquidity effect. Design/methodology/approach Monthly stock return data of 470 BSE listed stocks over the sample period from January 1997 to March 2013 were used to create extreme portfolios (winner and loser). The returns of extreme portfolios were evaluated using t-statistics and a risk-adjusted measure. Further checks were imposed by controlling for other potential sources of risk including size, value and illiquidity. Findings The study provides support in favor of momentum profitability in the Indian stock market. In contrast to the literature, momentum profitability is driven by winning stocks, and hence, buying past winning stocks generates higher returns than shorting loosing stocks in the Indian stock market. Strong momentum profits were observed even after controlling for size, value and trading volume of stocks. This suggests that the momentum effect in the Indian stock market is not a manifestation of small size effect, value effect or an illiquidity effect. Practical implications From the practitioner’s perspective, the study indicates that a momentum-based investment strategy in the short run is still persistent and can generate potential profits in the Indian stock market. Originality/value There is little empirical evidence on the momentum profitability, especially in the Indian stock market. The study contributes toward the literature by analyzing the momentum profitability even after controlling for size, value and an illiquidity effect. Some aspects of the momentum effect were observed to be dissimilar from those observed in literature for the USA and other countries. Such findings justify the need for testing the momentum profitability in stock markets other than the USA.