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Chen, Xiaoyue, Bin Li i Andrew C. Worthington. "Higher moments and US industry returns: realized skewness and kurtosis". Review of Accounting and Finance 20, nr 1 (29.03.2021): 1–22. http://dx.doi.org/10.1108/raf-06-2020-0171.
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Purpose The purpose of this paper is to examine the relationships between the higher moments of returns (realized skewness and kurtosis) and subsequent returns at the industry level, with a focus on both empirical predictability and practical application via trading strategies. Design/methodology/approach Daily returns for 48 US industries over the period 1970–2019 from Kenneth French’s data library are used to calculate the higher moments and to construct short- and medium-term single-sort trading strategies. The analysis adjusts returns for common risk factors (market, size, value, investment, profitability and illiquidity) to confirm whether conventional asset pricing models can capture these relationships. Findings Past skewness positively relates to subsequent industry returns and this relationship is unexplained by common risk factors. There is also a time-varying effect in which the predictive role of skewness is much stronger over business cycle expansions than recessions, a result consistent with varying investor optimism. However, there is no significant relationship between kurtosis and subsequent industry returns. The analysis confirms robustness using both value- and equal-weighted returns. Research limitations/implications The calculation of realized moments conventionally uses high-frequency intra-day data, regrettably unavailable for industries. In addition, the chosen portfolio-sorting method may omit some information, as it compares only average group returns. Nonetheless, the close relationship between skewness and future returns at the industry level suggests variations in returns unexplained by common risk factors. This enriches knowledge of market anomalies and questions yet again weak-form market efficiency and the validity of conventional asset pricing models. One suggestion is that it is possible to significantly improve the existing multi-factor asset pricing models by including industry skewness as a risk factor. Practical implications Given the relationship between skewness and future returns at the industry level, investors may predict subsequent industry returns to select better-performing funds. They may even construct trading strategies based on return distributions that would generate abnormal returns. Further, as the evaluation of individual stocks also contains industry information, and stocks in industries with better performance earn higher returns, risks related to industry return distributions can also shed light on individual stock picking. Originality/value While there is abundant evidence of the relationships between higher moments and future returns at the firm level, there is little at the industry level. Further, by testing whether there is time variation in the relationship between industry higher moments and future returns, the paper yields novel evidence concerning the asymmetric effect of stock return predictability over business cycles. Finally, the analysis supplements firm-level results focusing only on the decomposed components of higher moments.
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Ahadzie, Richard Mawulawoe, Peterson Owusu Junior i John Kingsley Woode. "The Impact of Sentiment on Realized Higher-Order Moments in the S&P 500: Evidence from the Fear and Greed Index". Journal of Risk and Financial Management 18, nr 1 (25.12.2024): 2. https://doi.org/10.3390/jrfm18010002.
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This study empirically investigates the relationship between realized higher-order moments and the Fear and Greed Index as a measure of sentiments. We estimate daily realized moments using 5 min return data of the S&P 500 index from 3 January 2011 to 18 September 2020. We find that the Fear and Greed Index significantly impacts realized volatility during periods of extreme fear. Additionally, various sentiment indicators influence realized skewness and realized kurtosis. The VIX index significantly reduces realized skewness across all sentiment levels. Bearish and bullish sentiments have a significant negative relationship with negative realized skewness during periods of extreme fear and extreme greed. However, the Fear and Greed Index and bearish and bullish sentiments have a significant positive relationship with positive realized skewness. During extreme fear, the Fear and Greed Index and bearish and bullish sentiments have a significant negative relationship with realized kurtosis. These results remain consistent when considering the non-linear characteristics of the Fear and Greed Index during periods of extreme fear and extreme greed. These findings highlight the relevance of understanding sentiment in financial risk management and its significant relationship with the asymmetric and extremity characteristics of asset returns.
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Schopflocher, T. P., i P. J. Sullivan. "The Relationship between Skewness and Kurtosis of A Diffusing Scalar". Boundary-Layer Meteorology 115, nr 3 (czerwiec 2005): 341–58. http://dx.doi.org/10.1007/s10546-004-5642-7.
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Sari, Eka Puspita. "Stock Liquidity and Return Distribution in Emerging Market". Cakrawala Repositori IMWI 7, nr 3 (20.05.2024): 976–89. http://dx.doi.org/10.52851/cakrawala.v7i3.673.
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Purpose: This study aims to illustrate the relationship between the liquidity of a stock and the return distribution of all companies listed on the Indonesian Stock Exchange. Design/methodology/approach: The correlation between stock liquidity and return distribution, represented using skewness and kurtosis methods, was determined by the author through two-way tests using line regression (fixed cross-section regression) and machine learning (random forest regressor) for Indonesia data Stock exchange from 2014 to 2023. Findings: The results indicate a connection between stock liquidity and return distribution. When evaluating stock liquidity, the zero return days technique gives a more significant relationship, while the kurtosis of return method gives a more significant return distribution. It is impossible to determine with absolute certainty whether the correlation is positive or negative; it depends on how stock liquidity and return distribution are measured. Research limitations/implications: The correlation between stock liquidity and return distribution cannot be characterized as an absolute relationship due to the intricacy and variety of approaches used to measure it. Practical implications: The kurtosis of return has a better relationship with stock liquidity, and “zero return day” and “relative spread” are still more strongly correlated with the return distribution. Originality/value: As the first study to use machine learning and linear regression to examine the relationship between stock liquidity and return distribution, this paper expands the body of knowledge. Second, it examines which return distribution – skewness or kurtosis – has a stronger correlation with stock liquidity. Third, we examine which liquidity metrics—relative spread, Amihud liquidity, price impact ratio, and zero return days—are most related to the return distribution.
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Trenggono, Mukti, Roy Andreas, Amron Amron, Rizqi Rizaldi Hidayat, Hendrayana Hendrayana, Rr Diah Febri Astuti i Cristiana Manullang. "An Assessment of Cilacap Coast's Total Carbonate Sediment Content". Jurnal Kelautan Tropis 24, nr 1 (12.12.2020): 15–24. http://dx.doi.org/10.14710/jkt.v24i1.8849.
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Sediments are particles derived from the dismantling of rocks from the land and pieces of shell and remains of marine organisms that contain organic matter, included carbonate sediment. The total carbonate sediment content was influenced by many factors, such as sediment grain type. This study aimed to determine the carbonate content in sediments and to determine their relationship to the sediment grain characteristic on the Cilacap coast. The sediment's carbonate content used the titration method, while the sediment grain test used a dry filter. Statistical analysis was used to determine the sediment grain characteristic (mean, sorting, skewness, and kurtosis). The results showed that sediments' total carbonate content had a range of 1.93% - 6.23%, with an average of 4.21%. Sediments are dominated by fine sand with very well sorted, very platykurtic, and very fine skewed characteristics. The relationship between sediment grain characteristics and total sediment carbonate content showed a good correlation due to the sorting factor. Other parameters such as mean size and skewness have been shown a low correlation, whereas kurtosis has a shallow relationship with carbonate content.
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Ayılgan, Ercan, Damla Özsoy, Yeliz Ay Yıldız i İbrahim Şahin. "Investigation of the relationship between emotional intelligence and psychological resilience in female football players". Revista de Gestão e Secretariado (Management and Administrative Professional Review) 14, nr 10 (9.10.2023): 17224–35. http://dx.doi.org/10.7769/gesec.v14i10.2937.
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In the study, it was aimed to investigate the relationship between emotional intelligence and psychological resilience levels of female football players. The sample of the research consists of 276 female football players selected by convenience sampling method. As a data collection tool, the "Emotional Intelligence Trait Scale (TE1Qqu-SF) Short Form" scale and the "Short Psychological Resilience Scale" were adapted and used in the last part. The data that obtained from female football players were analyzed statistically with the SPSS package program. The statistical information of the participants was evaluated by using the descriptive survey method in the study. First of all, validity and reliability analyzes were performed by looking at the Cronbach Alpha values of the scales. Skewness and kurtosis values were evaluated statistically by Normal Distribution test analysis. After examining the skewness and kurtosis values of the study group, the hypotheses of socio-demographic variables were tested and correlation analysis was performed. As a result, while no significant difference was found in female football players according to marital status and athlete's age, it was found that there was a positive relationship between emotional intelligence and psychological resilience.
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Henderson, Daniel J., Anne-Charlotte Souto i Le Wang. "Higher-Order Risk–Returns to Education". Journal of Risk and Financial Management 13, nr 11 (28.10.2020): 253. http://dx.doi.org/10.3390/jrfm13110253.
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In the traditional human capital framework, education is often considered as an investment, rather than consumption, while consumption is not necessarily precluded. Whether education is an investment is empirically unclear and relatively under-explored. We shed light on this issue by estimating the risk–return trade-off in the context of education. If education is indeed an investment, risk could play an important role in individual educational decisions just as with risky assets. As portfolio theory predicts, there could be a trade-off between returns to education and risks concerning those returns: higher risks are generally associated with higher returns. We contribute to the literature by proposing various measures of risk based on the entire distribution of returns to education recovered by our nonparametric models. Our results confirm a trade-off between returns and variance. We also found statistically significant impacts for the higher moments: skewness and kurtosis. Interestingly, we found the relationship between mean returns and variance to be linear, and the relationship between expected returns and higher-moments (skewness and kurtosis) is non-linear.
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Temel, Veysel, i Murat Tekin. "The positive emotions: Positive perception and social well-being levels of the university students". Journal of Education and Learning (EduLearn) 17, nr 4 (1.11.2023): 677–84. http://dx.doi.org/10.11591/edulearn.v17i4.20978.
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A positive perception situation positively increases the person’s worthiness, self-confidence and perspective towards time. The current study determined the relationship between the positive perception and social well-being levels of students during the COVID-19 quarantine period. The study group consisted of 236 students, 110 females and 126 males (mean age=21.30±1.99). Positive perception scale and social well-being scale were used. Skewness-kurtosis normality distribution test was used to determine whether the measurements are suitable for normal distribution. Skewness-kurtosis technique showed normal distribution in all dimensions according to the technique. In the analysis of the study data, Pearson product moment correlation analysis with descriptive statistics and multivariate analysis of variance or MANOVA analyzes scores were performed to determine the relationship between positive perception and social well-being. As a result, it is understood that students have over mid-level of positive perception and mid-level social well-being levels. According to the results of the correlation analysis, it was concluded that there was a positive and meaningful relationship between the social well-being and sub-dimensions of the positive perception scale.
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Alberghi, S., A. Maurizi i F. Tampieri. "Relationship between the Vertical Velocity Skewness and Kurtosis Observed during Sea-Breeze Convection". Journal of Applied Meteorology 41, nr 8 (sierpień 2002): 885–89. http://dx.doi.org/10.1175/1520-0450(2002)041<0885:rbtvvs>2.0.co;2.
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Królczyk, Jolanta B. "Metrological changes in the surface morphology of cereal grains in the mixing process". International Agrophysics 30, nr 2 (1.04.2016): 193–202. http://dx.doi.org/10.1515/intag-2015-0090.
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Abstract The paper presents a new idea of approach to the analysis of surface morphology of cereal grains. In this paper, the surfaces of maize were analyzed using an optical 3D measurement system to determine the surface morphology and parameters of surface topography. It was established how changes in the moisture influence on the surface characteristics. Comprehensive parametric analysis was conducted for maize grains with different moisture contents. The objective of this study was to comprehensively characterize the surface morphology of maize in contact area using standardized 3D roughness parameters as well as other characteristics such as structure direction and isotropy. This is the first study that has presented, elucidated, and discussed the relationships between some morphological parameters of cereal grains. This research contributes to better understanding of the mixing process. The main findings are: the values of roughness parameters kurtosis and skewness are characterized by higher values for maize grains with lower moisture, compared with maize grains with higher moisture content; there is a close relationship between the maize grain moisture content and the surface roughness parameters of kurtosis and skewness; maize grains have an anisotropic structure.
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Palermo, Monica, Francesco Tiralongo, Giulio Distefano, Ada Vancheri, Mauro Giuffrè, Fabio Pino, Pietro Valerio Foti i in. "Quantitative Evaluation of Fibrosis in IPF Patients: Meaning of Diffuse Pulmonary Ossification". Diagnostics 11, nr 1 (12.01.2021): 113. http://dx.doi.org/10.3390/diagnostics11010113.
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To investigate the role of diffuse pulmonary ossification (DPO) in disease severity in a population of Idiopathic Pulmonary Fibrosis (IPF) patients. This retrospective study was carried out on 95 IPF patients—44 with DPO on high resolution computed tomography (HRCT) and 51 with no calcifications detected on HRCT. Pulmonary Function Tests (PFTs) acquired nearest to the HRCT were collected. Images were analyzed by two radiologists using a qualitative method, based on HRCT fibrosis visual score, and using a quantitative method, based on histogram-based analysis. The Spearman’s rank correlation coefficient was used to measure the strength and direction of the linear relationship between HRCT fibrosis score and PFTs; in addition, Spearman’s rank correlation coefficient was used to explore the relationships between HRCT fibrosis score and quantitative index and between quantitative indexes and PFTs. A weak correlation between HRCT fibrosis score and PFTs was proven (r =–0.014 and p = 0.9347 for FVC (Forced Vital Capacity), r = −0.379 and p = 0.0174 for DLCO (Carbon monoxide diffusing capacity)). We found a moderate negative correlation between HRCT fibrosis score and kurtosis (r = −0.448, p = 0.004272) and skewness (r = −0.463, p = 0.003019) and a weak positive correlation with High Attenuation Area (HAA)% (r = 0.362, p = 0.0235). Moreover, a moderate linear correlation between Quantitative Indexes and FVC (r = 0.577, p = 0.000051 for kurtosis and FVC, r = 0.598, p = 0.000023 for skewness and FVC, r = −0.519, p = 0.0000364 for HAA% and FVC) and between quantitative indexes and DLCO (r = 0.469, p = 0.001508 for kurtosis, and DLCO, r = 0.474, p = 0.001309 for skewness and DLCO, r = −0.412, p = 0.005996 for HAA% and DLCO) was revealed. To better investigate the influence of DPO in disease progression, a longitudinal evaluation should be performed.
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Pinheiro Sousa, Fabio Jose, Jörg Seewig, Catia Chiamulera, Orestes Estevam Alarcon i Walter Lindwolf Weingärtner. "Evolution of Wear on the Abrasive Tool during the Polishing of Porcelain Tile Using Morphological Space". Advanced Materials Research 906 (kwiecień 2014): 293–302. http://dx.doi.org/10.4028/www.scientific.net/amr.906.293.
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Costs with the polishing process represent nearly a third of what costumers pay for polished floor tiles. This is in part due to the high consumption of cemented-matrix abrasive tools, whose demand is about half kilogram per square meter final product. The present study addresses the wear of such abrasive tools, colloquially known as fickerts in the industrial polishing process of ceramic tiles. The focus was set on the evolution of the fickert ́s surface during polishing. The fickert ́s topography was periodically measured by both optical and confocal microscopy. The abrasive tool was submitted to a sequence of ten polishing steps of one second each. All variations were quantitatively characterized and were successfully represented by means of the morphological space. Such space is in turn composed by two statistical parameters: the skewness and kurtosis, both based on the distribution of heights collected from roughness profiles taken along the fickert ́s active surface. The experimental points showed a linear relationship between skewness and kurtosis, in a very good accordance with the behavior expected for typical abrasive wear.
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Sura, Philip, i Sarah T. Gille. "Stochastic Dynamics of Sea Surface Height Variability". Journal of Physical Oceanography 40, nr 7 (1.07.2010): 1582–96. http://dx.doi.org/10.1175/2010jpo4331.1.
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Abstract Sea surface height anomalies measured by the Ocean Topography Experiment (TOPEX)/Poseidon satellite altimeter indicate high values of skewness and kurtosis. Except in a few regions, including the Gulf Stream, the Kuroshio Extension, and the Agulhas Retroflection, that display bimodal patterns of sea surface height variability, kurtosis is uniformly greater than 1.5 times the squared skewness minus an adjustment constant. This relationship differs substantially from what standard Gaussian or double-exponential noise would produce. However, it can be explained by a simple theory in which the noise is assumed to be multiplicative, meaning that a larger background state implies larger random noise elements. The existence of multiplicative noise can be anticipated from the equations of motion, if ocean dynamics are split into a slowly decorrelating deterministic component and a rapidly decorrelating contribution that is approximated as noise. Such a model raises the possibility of predicting the probabilities of extreme sea surface height anomalies from first physical principles and may provide a useful null hypothesis for non-Gaussian sea surface height variability.
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Temel, Veysel. "Positive perception and psychological vulnerability levels of academicians during Covid 19 quarantine period". African Educational Research Journal 8, nr 4 (3.12.2020): 876–83. http://dx.doi.org/10.30918/aerj.84.20.201.
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Positive perception positively increases the value of the person, self-confidence and perspective towards time (Icerson and Pines, 2013). The current study aims to determine the relationship between the positive perception and psychological vulnerability levels of academicians who worked in Sports Sciences faculties and Physical Education and Sports High Schools of the universities during the Covid-19 quarantine period. The study group consisted of a total of 136 academicians, 34 women and 102 men. To determine the relationship between the positive perception and psychological vulnerability levels of the participants, “Positive Perception Scale” developed by Akın et al. (2015) and "Psychological Vulnerability Scale" developed by Sinclair and Wallston (1999) and adapted to Turkish by Akin and Eker (2011) were used. Skewness-Kurtosis normality distribution test was used to determine whether the measurements are suitable for normal distribution. Skewness-Kurtosis technique showed normal distribution in all dimensions according to the technique. In the analysis of the study data, Pearson Product Moment Correlation Analysis with descriptive statistics and MANOVA analyses scores were performed to determine the relationship between positive perception and psychological vulnerability. As a result, it is understood that academicians have over mid-level sub-dimensions of positive perception level and below mid-level psychological vulnerability levels. According to the results of the correlation analysis, it was concluded that there was a negative relationship between the psychological vulnerability and sub-dimensions of the positive perception scale.
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Yu, Haixu, i Zhaohua Liu. "Higher-Order Moment Risk and ESG Sentiment: Evidence from China’s Options Market". Sustainability in Environment 9, nr 4 (16.12.2024): p126. https://doi.org/10.22158/se.v9n4p126.
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The relationship between risk and return is an important topic in financial research. In this paper, we investigate the factors affecting the higher-order moment risk premiums. The results indicate that there is a significant interaction between variance, skewness and kurtosis when considering risk premiums. This implies that there are both common and independent sources of risk information. In addition, ESG news sentiment has a significant positive effect on volatility risk premium.
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Fitch, A. C. "An Improved Double-Gaussian Closure for the Subgrid Vertical Velocity Probability Distribution Function". Journal of the Atmospheric Sciences 76, nr 1 (1.01.2019): 285–304. http://dx.doi.org/10.1175/jas-d-18-0149.1.
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Abstract The vertical velocity probability distribution function (PDF) is analyzed throughout the depth of the lower atmosphere, including the subcloud and cloud layers, in four large-eddy simulation (LES) cases of shallow cumulus and stratocumulus. Double-Gaussian PDF closures are examined to test their ability to represent a wide range of turbulence statistics, from stratocumulus cloud layers characterized by Gaussian turbulence to shallow cumulus cloud layers displaying strongly non-Gaussian turbulence statistics. While the majority of the model closures are found to perform well in the former case, the latter presents a considerable challenge. A new model closure is suggested that accounts for high skewness and kurtosis seen in shallow cumulus cloud layers. The well-established parabolic relationship between skewness and kurtosis is examined, with results in agreement with previous studies for the subcloud layer. In cumulus cloud layers, however, a modified relationship is necessary to improve performance. The new closure significantly improves the estimation of the vertical velocity PDF for shallow cumulus cloud layers, in addition to performing well for stratocumulus. In particular, the long updraft tail representing the bulk of cloudy points is much better represented and higher-order moments diagnosed from the PDF are also greatly improved. However, some deficiencies remain owing to fundamental limitations of representing highly non-Gaussian turbulence statistics with a double-Gaussian PDF.
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Taylor, Sammi, Christopher Dromey, Shawn L. Nissen, Kristine Tanner, Dennis Eggett i Kim Corbin-Lewis. "Age-Related Changes in Speech and Voice: Spectral and Cepstral Measures". Journal of Speech, Language, and Hearing Research 63, nr 3 (23.03.2020): 647–60. http://dx.doi.org/10.1044/2019_jslhr-19-00028.
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Purpose This study examined differences in selected acoustic measures of speech and voice according to age and sex and across families. Method Participants included 169 individuals, 79 men and 90 women, from 18 families, ranging in age from 17 to 87 years. Participants reported no history of articulation disorders, stroke or active neurologic disease, or severe-to-profound hearing loss. They read aloud two passages to facilitate examination of the following speech and voice acoustic parameters: fricative spectral moments (center of gravity, standard deviation, skewness, and kurtosis), the proportion of time spent speaking, mean speaking fundamental frequency, semitone standard deviation (STSD), and cepstral peak prominence smoothed. Results The results indicated a significant age effect for fricative spectral center of gravity, spectral skewness, and speaking STSD. There was a significant sex effect for spectral center of gravity, spectral kurtosis, and mean fundamental frequency. Familial relationship was significant for spectral skewness, STSD, and cepstral peak prominence smoothed. Conclusions These findings revealed that certain speech and voice features change with age and some change differently for men and women. Additionally, speakers from the same family units may demonstrate similar patterns for prosody, voicing, and articulatory behavior. The results also demonstrated normal differences in speech and voice variation across age, sex, and family unit. Understanding patterns and differences across these demographic variables in healthy speakers is important to distinguishing more confidently between normal and disordered speech and voice patterns clinically.
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Aliofkhazraei, Mahmood, i Alireza Sabour Rouhaghdam. "Relationship Study among Nanocrystallite Distribution and Roughness of a Nanostructured Hard Layer". Defect and Diffusion Forum 293 (sierpień 2009): 83–90. http://dx.doi.org/10.4028/www.scientific.net/ddf.293.83.
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Up to the fourth moment distributions of carbide nanocrystallites, produced by duplex treatments of surface nanocrystallization and pulsed plasma electrolytic carburizing on AISI316 stainless steel, were investigated to high precision by means of figure analysis. A skewness and kurtosis study of the Gaussian distribution has been made, and the effect of an applied voltage has been determined. It is found that the use of higher applied voltages is more suitable for achieving lower sizes of carbide nanocrystallites. The surface roughness of treated samples was measured and it has been observed that there is an optimum level of applied voltage for surface roughness increase (difference between two measured data).
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Kawai, Hideaki, i João Teixeira. "Probability Density Functions of Liquid Water Path and Total Water Content of Marine Boundary Layer Clouds: Implications for Cloud Parameterization". Journal of Climate 25, nr 6 (14.03.2012): 2162–77. http://dx.doi.org/10.1175/jcli-d-11-00117.1.
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Abstract Mathematical forms of probability density functions (PDFs) of liquid water path (LWP) and total water content for marine boundary layer clouds are investigated using the homogeneity, skewness, and kurtosis of PDFs of LWP obtained from observations described in a companion paper. First, observed LWP PDF data are divided into four categories depending on the stability between 775 and 1000 hPa in order to investigate the characteristics of the PDFs of LWP depending on stability of the atmospheric boundary layer (ABL). The relationships between cloud amount and higher moments of LWP PDFs for different ABLs show different features. When the stability becomes larger, the LWP PDFs have larger homogeneity, smaller skewness, and smaller kurtosis for similar cloud amounts. To extract useful information about the PDFs of total water content for strongly and moderately stable ABLs, the relationship between LWP PDFs and PDFs of total water content is determined by introducing a set of simple assumptions for the vertical structure of total water content in well-mixed boundary layers. By comparing the observed relationships between cloud amount and higher moments of LWP PDFs, with similar relationships deduced theoretically from various forms of PDFs of total water content, it is found that, in general, the triangular and Gaussian PDFs are a realistic approximation for PDFs of total water content in marine boundary layer clouds for strongly and moderately stable ABLs. Results concerning the correction ratio for the autoconversion rate of cloud water content to precipitation and the reduction factor for shortwave reflectance, as functions of cloud amount, are also discussed.
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Sura, Philip, i Maxime Perron. "Extreme Events and the General Circulation: Observations and Stochastic Model Dynamics". Journal of the Atmospheric Sciences 67, nr 9 (1.09.2010): 2785–804. http://dx.doi.org/10.1175/2010jas3369.1.
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Abstract This study explores the dynamical role of non-Gaussian potential vorticity variability (extreme events) in the zonally averaged circulation of the atmosphere within a stochastic framework. First the zonally averaged skewness and kurtosis patterns of relative and potential vorticity anomalies from NCEP–NCAR reanalysis data are presented. In the troposphere, midlatitude regions of near-zero skewness coincide with regions of maximum variability. Equatorward of the Northern Hemisphere storm track positive relative/potential vorticity skewness is observed. Poleward of the same storm track the vorticity skewness is negative. In the Southern Hemisphere the relation is reversed, resulting in negative relative/potential vorticity skewness equatorward, and positive skewness poleward of the storm track. The dynamical role of extreme events in the zonally averaged general circulation is then explored in terms of the potential enstrophy budget by linking eddy enstrophy fluxes to a stochastic representation of non-Gaussian potential vorticity anomalies. The stochastic model assumes that potential vorticity anomalies are advected by a random velocity field. The assumption of stochastic advection allows for a closed expression of the meridional enstrophy flux: the potential enstrophy flux is proportional to the potential vorticity skewness. There is some evidence of this relationship in the observations. That is, potential enstrophy fluxes might be linked to non-Gaussian potential vorticity variability. Thus, extreme events may presumably play an important role in the potential enstrophy budget and the related general circulation of the atmosphere.
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Mardianto, Mardianto, i Juniyanti Juniyanti. "Analisis Pengaruh Kepemilikan Institusional, Koneksi Politik, Ukuran Perusahaan, ROE, dan Leverage terhadap Sinkronisitas Harga Saham". Global Financial Accounting Journal 4, nr 2 (31.10.2020): 75. http://dx.doi.org/10.37253/gfa.v4i2.1228.
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This scientific work is written to examine the effect of the independent variable towards the synchronicity of stock prices variable. The independent variables referred to in the scientific work are political connections, institutional ownership, ROE, company size, leverage, skewness and kurtosis. Author will elaborate the results of the variables in this research.
The LQ45 company which is well known for its financial condition, growth prospects, and high transaction value has been chosen as sample used for this study. The sampling period ranged from 2014 to 2018, which is 5 (five) years. The financial statements and annual reports of the LQ45 company are downloaded through the site https://www.idx.co.id/. Whereas the company's information regarding weekly return needed for data processing of share price synchronicity is obtained through the website https://finance.yahoo.com/. The research data obtained are then processed using Eviews application version 10 and SPSS version 22.
Results indicate that the institutional ownership variable has significant negative effect on the synchronicity of stock price. While compant size and kurtosis variables has significant positive effect on the synchronicity of stock prices. Other variables, namely political connections, Return On Equity (ROE), leverage and skewness do not have a significant relationship to the variable synchrony of stock prices.
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Nasution, Muhammad Arif, Rudi Hermi, Heriansyah Heriansyah, Friyuanita Lubis i Mira Mauliza Rahmi. "Grain size properties of estuary sediment from Aceh Jaya, Aceh". Depik 13, nr 1 (23.04.2024): 54–63. http://dx.doi.org/10.13170/depik.13.1.36454.
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This study aimed to determine the sediment grain size distribution in four estuary locations in Aceh Jaya (Kuta Tuha, Lhok Geulumpang, Krueng No, Keude Unga). These findings will contribute to our understanding of sediment dynamics in estuarine environments and inform management strategies for these critical coastal habitats. The methods used in this study, such as mean, sorting, skewness, and kurtosis, and determination of sediment textural with ternary plot, were used to determine the sediment grain size distribution. In Addition, it will examine the relationship between sediment grain size composition and spatial distance to mouth bar using the Spearman correlation. Composition sediment at all locations dominated by fine sand. Grain size variations (26.735 – 198.709 μm) show that at all locations mainly consists of very fine sand whereas at Kuta Tuha combination of fine sand and medium sand. The variations of sorting (1.193 – 2.59), skewness (-0.625 – 0.876) and kurtosis (0.46 – 6.883) indicate moderately sorted, very coarse skewed, and very platykurtic sediments. Textural sediment classified as sand, silty sand, and very slightly silty sand. We also found positive correlation between spatial distance from mouth bar and sediment composition. These findings will contribute to our understanding of sediment dynamics in estuarine environments and inform management strategies.Keywords:Sediment grain distributionTextural of sedimentAceh Jaya EstuarySortingSkewness
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Rao, T. Sankara, K. Satyanarayana Reddy, G. Swathi, Ch Ravi Sekhar, B. Anantha Kumar, K. Satyanarayananaidu, Shaik John Saheb, B. Ramakrishna i P. Sreedhar. "Textural Characteristics of Coastal Sediments Between Bhavanapadu and Baruva Villages in Srikakulam District, East Coast of India". International Journal of Membrane Science and Technology 10, nr 1 (6.06.2023): 1862–86. http://dx.doi.org/10.15379/ijmst.v10i1.3550.
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The texture of a rock or sediment is the size, shape, and arrangement of the grains. The microgeometry of sediments deals with intergranular relationship of grains, their size and shape. In the present study, a total of sixty surficial sediment samples were collected from the study area (foreshore-20, berm-7, backshore-13, and dunes-20) with an interval of 1 km. The geology, geomorphology, drainage pattern, climate, waves, and currents are discussed. The grain size parameters viz., mean grain size, standard deviation, skewness, and kurtosis are discussed extensively. Sand is the predominant component in all the sediment samples (99.82–99.93%) whereas silt and clay contents are less than 1% from the four environments. The mean grain size of the sediment samples shows that medium grained sands are followed by fine grained sands indicating a low energy environment of deposition. The standard deviation values reveal that the sediments are well to moderately sorted. The average values of skewness indicate that all the sediment samples are negatively skewed to positively skewed representing an environment of deposition of low to moderate energy conditions. Most of the kurtosis values indicate that the sediments are of platykurtic to leptokurtic in nature. The platykurtic nature of sediments indicates the sorting of tail portions of sediment populations.
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Kim, Sol, i Geul Lee. "Lead–Lag Relationship Between Returns and Implied Moments: Evidence from KOSPI 200 Intraday Options Data". Review of Pacific Basin Financial Markets and Policies 20, nr 03 (14.08.2017): 1750017. http://dx.doi.org/10.1142/s0219091517500175.
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This study investigates whether a lead–lag relationship exists between the returns and the moments of the implied risk-neutral density (RND) in Korea Composite Stock Price Index (KOSPI) 200 spot, futures, and options markets. The empirical analysis suggests that although there is a bidirectional lead–lag relationship between the returns and the implied moments, the skewness and kurtosis of the implied RND Granger-cause the spot and futures returns more strongly than the returns do. In contrast, the implied volatility is shown to Granger-cause the returns less strongly than the returns do. In addition, this study shows that the lead–lag relationship strengthens when the spot market is exceptionally bullish or bearish.
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Huang, Wanwan, Brian Ewald i Giray Ökten. "CAM Stochastic Volatility Model for Option Pricing". Mathematical Problems in Engineering 2016 (2016): 1–8. http://dx.doi.org/10.1155/2016/5496945.
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The coupled additive and multiplicative (CAM) noises model is a stochastic volatility model for derivative pricing. Unlike the other stochastic volatility models in the literature, the CAM model uses two Brownian motions, one multiplicative and one additive, to model the volatility process. We provide empirical evidence that suggests a nontrivial relationship between the kurtosis and skewness of asset prices and that the CAM model is able to capture this relationship, whereas the traditional stochastic volatility models cannot. We introduce a control variate method and Monte Carlo estimators for some of the sensitivities (Greeks) of the model. We also derive an approximation for the characteristic function of the model.
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Karakuş, Ebru, Gökhan İpekoğlu, Kaan Karakuş i Hacı Ali Çakıcı. "Examining The Relationship Between Perceived Physical and Cognitive Fatigue and Cognitive Flexibility in Sports Higher Education Institution Students". Turkish Journal of Sport and Exercise 26, nr 2 (29.08.2024): 306–19. http://dx.doi.org/10.15314/tsed.1503338.
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The aim of this study is to examine the relationship between perceived physical and cognitive fatigue and cognitive flexibility among students of higher education institutions in sports. The study consists of a total of 224 participants, including 91 females and 133 males, determined through a random sampling method. In the study, the data collection instruments used were “Athlete Cognitive Flexibility Inventory” and “Perceived Physical and Cognitive Fatigue Scale.” Skewness-Kurtosis test, independent samples t-test, one-way analysis of variance (ANOVA), and Pearson correlation analysis were used in the data analysis. All statistical analyses were conducted using SPSS 22.0 software. A significance level of p
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TAZE, Mustafa, i Çağatay DERECELİ. "Investigation of the Effect of Sports Participation Motivations of Students of Faculty of Sports Sciences on Their Leadership Orientations". Journal of Education and Recreation Patterns 5, nr 1 (30.06.2024): 100–112. http://dx.doi.org/10.53016/jerp.v5i1.236.
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In this study, it was aimed to determine the relationship between motivation to participate in sports and leadership orientations of students of the faculty of sports sciences. A relational survey model was used in this study. The study group consisted of students studying in the Faculty of Sports Sciences. The questionnaire part of the study consists of three parts. Firstly, includes demographic information. Secondly, the “Leadership Orientations Questionnaire”, which was developed by Bolman and Deal (1990) and adapted into Turkish by Dereli (2003), is explored. Thirdly, consists of the Participation Motivation Questionnaire, which was developed by Gill et al. (1983) and adapted into Turkish by Oyar et al. (2001). For the determine normality assumption skewness and kurtosis values was used. Skewness and kurtosis values were found to be between ±2 and it was determined that the data had a normal distribution (George and Malley, 2003). Afterward, an Independent samples t-test was used between paired groups, and a one-way analysis of variance was used for paired variables. Moreover, reliability coefficient, frequency and percentage and mean and standard deviation calculations were conducted. Simple regression analysis was used to determine the effect between the dependent and independent variables. The findings, a statistically significant difference was found in the variables of leadership orientation and age, income level, and frequency of weekly sports participation in sports participation motivation. As a result, it was determined that there was a low-level significant and negative relationship between the participants' motivation to participate in sports and their leadership orientations.Keywords: Leadership, Motivation, Sports.
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Wang, Duo, Xiaochen Wang i Weili Jiao. "Influence of Swell Wave on Wind Speed Retrieval Using ENVISAT ASAR Wave Mode Imagery". Journal of Sensors 2021 (15.10.2021): 1–11. http://dx.doi.org/10.1155/2021/9986523.
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The main work of this paper is to explore the influence of swell wave on retrieval of wind speed using ENVISAT ASAR wave mode imagery. The normalized radar cross section (NRCS) scene under different sea states is simulated to investigate the relationship between NRCS variation with swell height, together with swell direction. Moreover, the key parameter of imagery variance (Cvar) is selected to describe the swell wave on SAR imagery. In addition, the imagery parameters of skewness and kurtosis are together analyzed as a function of collocated significant swell wave height and wind speed. Based on the analyzed results, a new method for wind speed retrieval is proposed using ENVISAT ASAR, namely, F(n). Besides the CMOD parameters of NRCS, incidence angle, and relative wind direction, the imagery parameters of Cvar, skewness, and kurtosis are used to compensate for the influence of swell wave on wind speed retrieval in F(n). Finally, the collocated European Centre for Medium-Range Weather Forecast (ECMWF) wind speed dataset and ENVISAT ASAR wave mode imagery are used to verify the retrieval precision and compare with CMOD functions. It is concluded that the F(n) model performs much better than other CMOD functions, with a correlation of 0.89, a bias of 0.08, a RMSE of 1.2 m/s, and an SI of 0.1.
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Güngör, Gülay, Adil Doğan, Mahmut Ciner i Murat Baykara. "Comparison of testicular elasticity with histogram analysis of testicular echogenicity". Journal of Contemporary Medicine 15, nr 2 (9.02.2025): 58–62. https://doi.org/10.16899/jcm.1611569.
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ABSTRACT Aim: This study aims to evaluate the relationship between testicular tissue elasticity and ultrasound (US) histogram analysis obtained from testicular echo signals. The goal is to explore whether quantitative texture analysis can complement traditional US findings. Materials and Methods: 46 patients with 92 testis were examined using B-mode ultrasound and strain elastography (SE). A transverse US image was analyzed for each testis to extract histogram parameters such as mean, standard deviation, skewness, kurtosis, and entropy. SE was used to measure testicular elasticity. Results: Histogram analysis showed a significant correlation between age and homogenization of testicular tissue (r = 0.444; p
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Baghınıpour, Yasaman, i Burak Nedim Aktaş. "Investigating the Impact of High-Performance Work Systems on Innovation Behavior with Structural Equation Modeling". Alanya Akademik Bakış 9, nr 1 (30.01.2025): 37–50. https://doi.org/10.29023/alanyaakademik.1458291.
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This study investigates the relationship between high-performance work systems (HPWS) and innovation behavior (IB) using structural equation modeling. The research was carried out on a sample of 205 managers and employees at diverse hospitals located in Istanbul. The normal distribution conformity of quantitative variables was assessed by examining the skewness values against the threshold points of the kurtosis and skewness values. The independent sample t-test was also used to compare two normally distributed groups, while the one-way Anova test was used to compare three or more groups. Findings reveal a positive and significant effect of HPWS on IB. Moreover, demographic factors such as gender, age, education, tenure, and status are examined for their impact on HPWS and innovation behavior, which yields varying and significant outcomes. The study contributes to theoretical understanding by identifying the mechanisms by which HPWS foster innovation and providing useful insights for organizational practitioners seeking to leverage human capital to achieve sustainable competitive advantage.
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BANERJEE, ARINDAM. "Risk Return Analysis of FTSE Listed Select Stocks with FTSE100 Index". Journal of Accounting, Business and Management (JABM) 30, nr 2 (4.11.2023): 59. http://dx.doi.org/10.31966/jabminternational.v30i2.962.
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This paper analyses the stock returns of FTSE 100 and a sample of selected companies within the index to determine the existence of interdependence and magnitude of the same. The companies are selectively chosen from certain primary sectors based on their influence on the economy. The idea is to understand if large firms have significant effect on the index. The study involves statistical analysis representing data over a 10-year period spanning 1st November 2011 to 31st October 2021), the data points include adjusted closing values of the index and the selected companies. Correlation and regression analysis is performed by taking the index as the dependent variable and the companies as the independent variable. The results are then analyzed from a variety of perspectives including Skewness, Kurtosis, Correlation Coefficients and Coefficient of Determination. Skewness and Kurtosis reveals the performance of returns as compared to the average. The results of the study reveal a net positive correlation is observed between the index and the companies. additionally, the regression analysis results showcase how certain sectors like defense have a significant relation with the index while others like supermarkets do not. Other interesting facts uncovered relate to how a certain cluster of firms compare as opposed to a single firm when analyzed in conjunction with the index. The results are summarized to come up with a conclusion on the relationship an index has with its constituents.
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Riley, W. J., i C. Shen. "Characterizing coarse-resolution watershed soil moisture heterogeneity using fine-scale simulations". Hydrology and Earth System Sciences Discussions 11, nr 2 (11.02.2014): 1967–2009. http://dx.doi.org/10.5194/hessd-11-1967-2014.
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Abstract. Watershed-scale hydrological and biogeochemical models are usually discretized at resolutions coarser than where significant heterogeneities in topographic, subsurface abiotic and biotic, and surface vegetation exist. Here we report on a method to use fine-resolution (220 m gridcells) hydrological model predictions to build reduced order models of the statistical properties of near-surface soil moisture at coarse-resolution (25 times coarser; ~7 km). We applied a watershed-scale hydrological model (PAWS+CLM) that has been previously tested in several watersheds and developed simple, relatively accurate (R2 ~ 0.7–0.8) reduced order models for the relationship between mean and higher-order moments of near-surface soil moisture during the non-frozen periods over five years. When applied to transient predictions, soil moisture variance and skewness were relatively accurately predicted (R2 ~ 0.7–0.8), while the kurtosis was less accurately predicted (R2 ~ 0.5). We tested sixteen system attributes hypothesized to explain the negative relationship between soil moisture mean and variance toward the wetter end of the distribution and found that, in the model, 59% of the variance of this relationship can be explained by the elevation gradient convolved with mean evapotranspiration. We did not find significant relationships between the time rate of change of soil moisture variance and covariances between mean moisture and evapotranspiration, drainage, or soil properties, as has been reported in other modeling studies. As seen in previous observational studies, the predicted soil moisture skewness was predominantly positive and negative in drier and wetter regions, respectively. In individual coarse-resolution gridcells, the transition between positive and negative skewness occurred at a mean soil moisture of ~0.25–0.3. The type of numerical modeling experiments presented here can improve understanding of the causes of soil moisture heterogeneity across scales, and inform the types of observations required to more accurately represent unresolved spatial heterogeneity in regional and global hydrological models.
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Edward Markwei Martey i Joseph Frempong. "Investigating the Relationship between Brand Attributes and Brand Loyalty Among Tooth Paste Users in Greater Accra Region of Ghana". Journal of Advance Research in Business Management and Accounting (ISSN: 2456-3544) 1, nr 2 (28.02.2015): 26–42. http://dx.doi.org/10.53555/nnbma.v1i2.134.
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The purpose of this study is to investigate the association between brand attributes and brand loyalty among tooth paste users in Greater Accra region of Ghana. The main objective is to examine the relationship between brand attributes on brand loyalty. Four hundred and twentyone (421) copies of questionnaires were retrieved through convenient sampling method. With the aid of Statistical Package for Social Sciences (SPSS) the following statistics were employed: Descriptive statistics, Cranach’s alpha, Kurtosis and Skewness and Regression analysis wereused to measure the relationship of independent variables (packaging, price, and brand awareness) on dependent variable (brand loyalty).The findings revealed that all three attributes of brand; packaging, price and brand awareness had a significant and positive relationship withbrand loyalty. The research suggests that tooth-paste producers in Ghana should adopt green packaging marketing strategy to outwit multinational competitors.
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GÖK, Orhan, Kürşat HAZAR i Ahmet F. KOÇ. "Examination of Narcissistic Behaviors of Physical Education Teachers and Their Relationship with Job Satisfaction". Journal of Education and Learning 10, nr 4 (6.07.2021): 192. http://dx.doi.org/10.5539/jel.v10n4p192.
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This study was conducted to reveal the relationships between physical education teachers’ narcissistic behaviors and job satisfaction. This research was designed in a correlational survey model, 195 physical education teachers, 41 females, and 154 males were selected by the simple random sampling among the physical education teachers working in Kırıkkale and Osmaniye provinces, participated in the study voluntarily. In the study, “Personal Information Form” was used to determine the demographic characteristics of the participants, “Narcissistic Personality Inventory-13 (NPI-13)” was used to determine the demographic characteristics of the participants, and the “Job Satisfaction Scale” was used to determine the level of job satisfaction. In the analysis of the data, it was decided whether the descriptive statistics (standard deviation, frequency, arithmetic mean) met the conditions of the parametric tests or not by looking at the Skewness and Kurtosis values and the Levene test results. Since the skewness and kurtosis values obtained in the study were between (-1) and (+1), the applicability of the parametric tests was decided and T-test, One-Way analysis of variance (ANOVA) Pearson correlation coefficient, and simple linear regression analysis were used. As a result of the study, it was determined that the narcissistic behaviors of physical education teachers were moderate and their job satisfaction was high. It was found that there is no significant relationship between narcissistic behaviors and job satisfaction p > 0.05. It was determined that the narcissistic behaviors showed a significant difference between the variables of educational status, age, and status of taking part in sportive activities p < 0.05. The results obtained from this research; showed that physical education teachers’ narcissistic behavior levels did not differ significantly according to gender and branch type, but it was concluded that there was a significant difference according to the variables of educational status, age, the status of taking part in sportive activities and the levels of narcissistic behavior did not affect the job satisfaction of physical education teachers in their professional lives.
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Butchiwan, Phairoj. "The Causal Relationship Model of Advocacy of the Business Administration Program in General Management Phranakhon Rajabhat University". Psychology and Education Journal 58, nr 1 (15.01.2021): 4444–50. http://dx.doi.org/10.17762/pae.v58i1.1532.
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This study aims (1) to create the causal relationship model of advocacy of the Business Administration Program in General Management, Phranakhon Rajabhat University. (2) to examine the concordance between the causal relationship model of advocacy of the Business Administration Program in General Management and empirical data. The sample group was 403 students in General Management from the simple random sampling method. The instrumental for data collection was an online questionnaire with p¬-value 0.986. Statistics used in this research are percentage, mean, skewness, kurtosis, analysis of Pearson’s correlation coefficient, and factor analysis and path analysis. This is to investigate the causal relationship model by Structural Equation Modeling by using software for social science. The results indicated that the causal relationship model of advocacy of the Business Administration Program in General Management consisted of 5 factors that influenced advocacy: expectation, instructor, welfare and services, live and learn, and advocacy.
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Noh, Younghee. "A Study on Measuring the Relationship Between the Library and Quality of Life of Local Residents". Libri 70, nr 2 (26.05.2020): 109–26. http://dx.doi.org/10.1515/libri-2019-0123.
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AbstractIn this study, we explore a strategy to strengthen the library’s role of enhancing the quality of life for residents by identifying relationships between user satisfaction with library services and their quality of life. Questionnaires were distributed to public library users and normal distribution (skewness and kurtosis) and reliability of the measurement tools were validated. The results of this study show that satisfaction with the library staff has a positive influence on the participants’ living satisfaction, self-efficacy, and emotional stability. Second, an evaluation of their satisfaction with the library overall showed a significantly positive influence on their living satisfaction as well positive thinking. In conclusion, investment in libraries leads the public to be satisfied with their overall life, think of their future positively, have confidence to perform their roles successfully, and gain a sense of freedom with continuing stability.
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Steklá, Jana, i Marta Gryčová. "The Relationship between Capital Structure and Profitability of the Limited Liability Companies". Acta Universitatis Bohemiae Meridionalis 18, nr 2 (1.12.2015): 32–41. http://dx.doi.org/10.1515/acta-2016-0003.
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Abstract Capital structure is very important, especially the decision which concern with this problem, because the profitability of a company is directly affected by such decision. The successful choice and use of capital is one of the key components of the enterprises financial strategy. This means that it is the vital to pay attention and proper care capital structure. The aim of this paper is to investigate the relationship between capital structure and profitability of the limited liability companies from an agricultural sector in the Czech Republic over the past six year period from 2008 to 2013. Data was obtained and processed from the database of enterprises of Albertina and was analyzed by using descriptive statistics, i.e. mean, median, variation range, standard deviation, coefficient of variation, skewness, kurtosis, and correlation analysis to find out the association between the variables. The results of this paper describe a small negative correlation between the debt ratios and profitability ratios.
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Christiansen, Charlotte, i Christos S. Savva. "Government bond market risk-return trade-off". Quantitative Finance and Economics 7, nr 2 (2023): 249–60. http://dx.doi.org/10.3934/qfe.2023013.
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<abstract> <p>We analyze the risk-return trade-off for international (France, Germany, Netherlands, Spain, UK, and US) government bond markets and the US stock market. We measure risk by the higher order moments (volatility, skewness, and excess kurtosis) as they are defined in <xref ref-type="bibr" rid="b12">Savva and Theodossiou (2018)</xref>. There is no risk-return trade-off when considering a linear relationship between returns and risk. We consider good and bad volatility separately as defined by threshold regressions and find non-linear risk-return trade-off, that is negative for large lagged returns.</p> </abstract>
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Mohd Tajuddin, Razik Ridzuan, i Noriszura Ismail. "A New One-Parameter Size-Biased Poisson Distribution for Modelling Underdispersed Count Data". Malaysian Journal of Fundamental and Applied Sciences 19, nr 2 (18.04.2023): 164–72. http://dx.doi.org/10.11113/mjfas.v19n2.2678.
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This paper proposes a new one-parameter discrete distribution for positive count data, named underdispersed size-biased Poisson distribution, as an alternative to modeling underdispersed positive count data. Several properties and measures are presented, such as moments about origins, variance, skewness, kurtosis, index of dispersion, coefficient of variation, and recurrence relationship. Estimators are also developed based on two estimation techniques, i.e., maximum likelihood and moment method. It was found that both estimation techniques yield an identical estimator, which is unique, positively biased, consistent, and asymptotically normal. Finally, a dataset is fitted to the proposed distribution to verify the ability of the proposed distribution to explain the real dataset with a comparison to two known size-biased distributions.
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Rozy, Fachrul, Yusuf Arief Nurrahman i Apriansyah Apriansyah. "Sediment Characteristics in the Sungai Belacan Beach Sambas Regency". Jurnal Laut Khatulistiwa 8, nr 1 (28.02.2025): 89–96. https://doi.org/10.26418/lkuntan.v8i1.89470.
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Research on the sediment characteristics at Sungai Belacan Beach, Sambas Regency, is crucial for understanding the coastal environment and its dynamics. The composition of sediments, grain size distribution, and transport processes play significant roles in shaping coastal ecosystems. The objective of this study is to examine the distribution of sediment grain sizes and their relationship with oceanographic parameters, such as tides, currents, and waves. A quantitative method was employed, with sediment samples collected using a sediment grab at eight station locations. The analysis of sediment characteristics was conducted through granulometric approaches and statistical analysis of grain sizes. The results indicate that the sediment fraction is dominated by sand, with an average grain size ranging from 0.86 to 1.56 mm, classified as medium to coarse sand. The sorting values range from 1.19 to 1.51, indicating poorly sorted sediments. The skewness values range from 2.36 to 3.26, categorized as very fine skewed. The kurtosis values range from 0.66 to 0.87, classified as platykurtic to very platykurtic. The average current velocity is 0.0413 m/s, with a mixed diurnal tidal pattern, and significant wave heights ranging from 0.11 to 0.42 meters, with a monthly average of 0.23 meters. The analysis shows that only Mean Size and Skewness have a significant relationship with wave height.
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Akhi, Aleya Akter, Subroto Dey i Sanjoy Kumar Saha Dey. "Do Foreign Direct Investment, Urban Population, Trade Openness, CO2 and GDP Influence the Renewable Energy Consumption? Case of Bangladesh Using the ARDL Approach". Journal of International Cooperation and Development 7, nr 3 (20.11.2024): 20. https://doi.org/10.36941/jicd-2024-0015.
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Together with management skills, the flow of foreign direct investment (FDI) from multinational corporations into their host countries often occurs concurrently with the transfer of information and technology. With the aid of time series data extending from 1972 to 2021, the primary goal of this article is to demonstrate the relationship between FDI, GDP, trade openness, population growth, and CO2 with renewable energy usage in Bangladesh. The ARDL test validates a long-term relationship between the variables, while the heteroscedasticity test demonstrates a homoscedastic relationship. We discovered the data has normalcy in skewness and kurtosis using the Jarque-Bera normality test. The CUSUMSQ test was used to determine the stability of our variables, and the results show that they are stable. Investment in the renewable energy sector should be increased by considering policies to attract more FDI. Received: 3 August 2024 / Accepted: 11 November 2024 / Published: 20 November 2024
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Wang, J. F., i G. Qin. "Relationship of Transport Coefficients with Statistical Quantities of Charged Particles". Astrophysical Journal 954, nr 2 (1.09.2023): 213. http://dx.doi.org/10.3847/1538-4357/ace9d3.
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Abstract In previous studies, a general spatial transport equation was derived from the Fokker–Planck equation. The latter equation contains an infinite number of spatial derivative terms T n = κ nz ∂ n F/∂z n with n = 1, 2, 3, ⋯ . Due to the complexity of the general equation, some simplified equations with finitely many spatial derivative terms have been used by astrophysical researches, e.g., the diffusion equation, the hyperdiffusion equation, subdiffusion transport equation, etc. In this paper, the simplified transport equations with the spatial derivative terms up to the first, second, third, fourth, and fifth order are listed, and their transport coefficient formulas are derived, respectively. We find that most of the transport coefficients are determined by the corresponding statistical quantities. In addition, we find that the well-known statistical quantities, the skewness and the kurtosis , are determined by some transport coefficients. The results can help one to use various transport coefficients determined by the statistical quantities, including many that are relatively newfound in this paper, to study charged particle parallel transport processes.
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Yeoh, Ying Jia, Seuk Wai Phoong i Chuan Hoe Lau. "Dynamic correlation between Crude Oil Price and Exchange rate: The Case of ASEAN-5". EDUCATUM Journal of Science, Mathematics and Technology 9, nr 2 (3.11.2022): 24–34. http://dx.doi.org/10.37134/ejsmt.vol9.2.4.2022.
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This study examines the relationship between exchange rate and crude oil price of five Southeast Asia countries including Indonesia, Malaysia, Philippines, Thailand and Singapore from January 1979 to January 2022 using monthly data. Augmented Dickey-Fuller test is used to examine the stationarity of the data. DCC-GARCH model is used to investigate the correlation between oil price and exchange rate. The result shows that skewness, kurtosis, autocorrelation and ARCH effects were found in both oil price and exchange rate. Results suggested that both short run persistence (α) and long run persistence(β) are found to be highly significant for oil price and exchange rate of all countries except Indonesia. Furthermore, the correlation coefficients vary over times for all the countries studied. Negative relationship was found between oil price and exchange rate over most of the periods studied in all countries studied.
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Riley, W. J., i C. Shen. "Characterizing coarse-resolution watershed soil moisture heterogeneity using fine-scale simulations". Hydrology and Earth System Sciences 18, nr 7 (3.07.2014): 2463–83. http://dx.doi.org/10.5194/hess-18-2463-2014.
Pełny tekst źródłaStreszczenie:
Abstract. Watershed-scale hydrological and biogeochemical models are usually discretized at resolutions coarser than where significant heterogeneities in topography, abiotic factors (e.g., soil properties), and biotic (e.g., vegetation) factors exist. Here we report on a method to use fine-scale (220 m grid cells) hydrological model predictions to build reduced-order models of the statistical properties of near-surface soil moisture at coarse resolution (25 times coarser, ~7 km). We applied a watershed-scale hydrological model (PAWS-CLM4) that has been previously tested in several watersheds. Using these simulations, we developed simple, relatively accurate (R2 ~0.7–0.8), reduced-order models for the relationship between mean and higher-order moments of near-surface soil moisture during the nonfrozen periods over five years. When applied to transient predictions, soil moisture variance and skewness were relatively accurately predicted (R2 0.7–0.8), while the kurtosis was less accurately predicted (R2 ~0.5). We also tested 16 system attributes hypothesized to explain the negative relationship between soil moisture mean and variance toward the wetter end of the distribution and found that, in the model, 59% of the variance of this relationship can be explained by the elevation gradient convolved with mean evapotranspiration. We did not find significant relationships between the time rate of change of soil moisture variance and covariances between mean moisture and evapotranspiration, drainage, or soil properties, as has been reported in other modeling studies. As seen in previous observational studies, the predicted soil moisture skewness was predominantly positive and negative in drier and wetter regions, respectively. In individual coarse-resolution grid cells, the transition between positive and negative skewness occurred at a mean soil moisture of ~0.25–0.3. The type of numerical modeling experiments presented here can improve understanding of the causes of soil moisture heterogeneity across scales, and inform the types of observations required to more accurately represent what is often unresolved spatial heterogeneity in regional and global hydrological models.
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Kim, Tae-Yoon, Ji Young Lee, Young-Jun Lee, Dong Woo Park, Kyung Tae i Yun Young Choi. "CT texture analysis of tonsil cancer: Discrimination from normal palatine tonsils". PLOS ONE 16, nr 8 (11.08.2021): e0255835. http://dx.doi.org/10.1371/journal.pone.0255835.
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The purposes of the study were to determine whether there are differences in texture analysis parameters between tonsil cancers and normal tonsils, and to correlate texture analysis with 18F-FDG PET/CT to investigate the relationship between texture analysis and metabolic parameters. Sixty-four patients with squamous cell carcinoma of the palatine tonsil were included. A ROI was drawn, including all slices, to involve the entire tumor. The contralateral normal tonsil was used for comparison with the tumors. Texture analysis parameters, mean, standard deviation (SD), entropy, mean positive pixels, skewness, and kurtosis were obtained using commercially available software. Parameters were compared between the tumor and the normal palatine tonsils. Comparisons were also performed among early tonsil cancer, advanced tonsil cancer, and normal tonsils. An ROC curve analysis was performed to assess discrimination of tumor from normal tonsils. Correlation between texture analysis and 18F-FDG PET/CT was performed. Compared to normal tonsils, the tumors showed a significantly lower mean, higher SD, higher entropy, lower skewness, and higher kurtosis on most filters (p<0.001). On comparisons among normal tonsils, early cancers, and advanced tonsil cancers, SD and entropy showed significantly higher values on all filters (p<0.001) between early cancers and normal tonsils. The AUC from the ROC analysis was 0.91, obtained from the entropy. A mild correlation was shown between texture parameters and metabolic parameters. The texture analysis parameters, especially entropy, showed significant differences in contrast-enhanced CT results between tumor and normal tonsils, and between early tonsil cancers and normal tonsils. Texture analysis can be useful as an adjunctive tool for the diagnosis of tonsil cancers.
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Mahindisyah, Muhammad Ghifary, Ira Humairah, Artaria Tjempakasari i Lilik Herawati. "The Relationship between Hyperuricemia and Hypertension in Internal Medicine Policlinic Patients in RSUD Dr. Soetomo 2019-2021". Formosa Journal of Science and Technology 3, nr 1 (8.01.2024): 3297–322. http://dx.doi.org/10.55927/fjst.v3i1.7654.
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Hypertension was characterized by persistently high blood pressure in the systemic arteries. This typed of researched was descriptive retrospective with consecutive sampling used inclusion and exclusion criteria. Data analysis used the Skewness and Kurtosis Normality Test and Chi Square Test with p<0,05. The results of the studied showed that 42 people was found with a population percentage of 67,7% who was known to had hyperuricemia with hypertension. There was a significant relationship between the incidence of hyperuricemia and the incidence of hypertension with a valued of p=0,003 (p<0,05). The odds ratio (OR) valued in this study was 8,17, meaning that patients with hyperuricemia had an 8,17 times greater chance of suffering from hypertension compared to patients without hyperuricemia. It was recommended that further research use case control studies or cohort studies to find out which variables are the cause and effect between hyperuricemia and hypertension.
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Torres-Ortega, Rosina, Héctor Guillén-Alonso, Raúl Alcalde-Vázquez, Enrique Ramírez-Chávez, Jorge Molina-Torres i Robert Winkler. "In Vivo Low-Temperature Plasma Ionization Mass Spectrometry (LTP-MS) Reveals Regulation of 6-Pentyl-2H-Pyran-2-One (6-PP) as a Physiological Variable during Plant-Fungal Interaction". Metabolites 12, nr 12 (8.12.2022): 1231. http://dx.doi.org/10.3390/metabo12121231.
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Volatile organic compounds (VOCs) comprises a broad class of small molecules (up to ~300 g/mol) produced by biological and non-biological sources. VOCs play a vital role in an organism’s metabolism during its growth, defense, and reproduction. The well-known 6-pentyl-α-pyrone (6-PP) molecule is an example of a major volatile biosynthesized by Trichoderma atroviride that modulates the expression of PIN auxin-transport proteins in primary roots of Arabidopsis thaliana during their relationship. Their beneficial relation includes lateral root formation, defense induction, and increased plant biomass production. The role of 6-PP has been widely studied due to its relevance in this cross-kingdom relationship. Conventional VOCs measurements are often destructive; samples require further preparation, and the time resolution is low (around hours). Some techniques enable at-line or real-time analyses but are highly selective to defined compounds. Due to these technical constraints, it is difficult to acquire relevant information about the dynamics of VOCs in biological systems. Low-temperature plasma (LTP) ionization allows the analysis of a wide range of VOCs by mass spectrometry (MS). In addition, LTP-MS requires no sample preparation, is solvent-free, and enables the detection of 6-PP faster than conventional analytical methods. Applying static statistical methods such as Principal Component Analysis (PCA) and Discriminant Factorial Analysis (DFA) leads to a loss of information since the biological systems are dynamic. Thus, we applied a time series analysis to find patterns in the signal changes. Our results indicate that the 6-PP signal is constitutively emitted by T. atroviride only; the signal shows high skewness and kurtosis. In A. thaliana grown alone, no signal corresponding to 6-PP is detected above the white noise level. However, during T. atroviride-A. thaliana interaction, the signal performance showed reduced skewness and kurtosis with high autocorrelation. These results suggest that 6-PP is a physiological variable that promotes homeostasis during the plant-fungal relationship. Although the molecular mechanism of this cross-kingdom control is still unknown, our study indicates that 6-PP has to be regulated by A. thaliana during their interaction.
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Kumar, Devender. "EMPOWERMENT AMONG GIRLS’ STUDYING IN SENIOR SECONDARY SCHOOLS IN RELATION TO THEIR PARENTAL RELATIONSHIP". SCHOLARLY RESEARCH JOURNAL FOR HUMANITY SCIENCE AND ENGLISH LANGUAGE 10, nr 49 (31.10.2021): 12098–106. http://dx.doi.org/10.21922/srjhsel.v10i49.9750.
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The present study provides knowledge and information about the empowerment level of girls and also its relationship with their parents. There is lack of researches in this area of girls’ empowerment especially with regard to their parental relationship. Empowered women lead to economic development and social progress of the nation. The study is helpful to the teachers, policy makers, bureaucrats, researchers, scholars, educators, and politicians because it gives understanding of how relationship of parents helps the girls’ in their empowerment. The present study was conducted through the survey method under descriptive method of research. Survey studies are conducted to collect detailed description of existing phenomenon with the intent of employing data justify current condition practices or to make more intelligent. A representative sample of 316 girls studying in class 10+1 and 10+2 was selected by using multistage random sampling technique Research Tools Used In order to collect the requisite data, following research tools were used. The data on empowerment among girls’ was verified for normality by calculating certain statistics like mean, median, mode, standard deviation, quartile deviation, kurtosis and skewness.
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Zhao, Juan, i Da Peng Zhu. "The Simulation of Non-Gaussian Vibration Environment on Railway". Applied Mechanics and Materials 548-549 (kwiecień 2014): 1848–52. http://dx.doi.org/10.4028/www.scientific.net/amm.548-549.1848.
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During the transportation of railway, all kinds of transportation equipment are subject to random vibration generated by random road excitation. In practice, however, a lot of vibration caused by poor environment of railway show non-Gaussian incentive features. Based on IFFT transformation-based of Gaussian random, by analyzing the relationship among phase angle, kurtosis and skewness, the paper uses the second phase modulation method to generate the non-Gaussian excitation signal with the measured vibration data in the process of train running, and then using MATLAB, this method will simulate the real railway vibration of non-Gaussian excitation signal. The simulation result provides the theory basis for the reliability verification of laboratory and shipping goods, and has a certain practical significance for the improvement of train operation safety.
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Shin, Joonha, Songeun Kim i Sangyung Yoon. "Grit Influencing Factors in taekwondo College Athlete: Focusing on Goal Perception, Perceptions of Error, Failure Mindset". World Society of Taekwondo Culture 14, nr 3 (31.07.2023): 63–77. http://dx.doi.org/10.18789/jwstc.2023.40.63.
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The purpose of this study is to explore the causal relationship of Goal Perception, Perceptions of Error, Failure Mindset and Grit. To this end, 388 taekwondo players from University in Seoul, Gyeonggi, Incheon, Chungbuk, and Jeonbuk universities were selected as a sample and using Spss 23 and Amos 23, frequency analysis, skewness, kurtosis, correlation analysis, reliability analysis, CFA factor analysis, multiple regression analysis results were verified. As a result of this study, First, Goal Perception had a significant effect on Grit. Second, Perceptions of Error had a significant effect on Grit. Third, Failure Mindset had a significant effect on Grit. Based on the above results, it will serve as an academic basis for recognizing the importance of positive perception of failure and improving grit by increasing Goal Perception of university taekwondo players.