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    Two-Dimensional (bivariate) jump-diffusion processes

    , Article Understanding Complex Systems ; 2019 , Pages 123-128 ; 18600832 (ISSN) Rahimi Tabar, M. R ; Sharif University of Technology
    Springer Verlag  2019
    Abstract
    In this chapter we provide a generalization of jump-diffusion precesses (12.1) in two dimensions by considering a class of coupled systems that are described by a bivariate state vector x(t) contained in a two-dimensional state space {x}. The evolution of the state vector x(t) is assumed to be governed by a deterministic part to which diffusion parts and jump contributions are added. Generalization of the results to higher dimensions is straightforward. We note that for N multivariate time series, by assuming the presence of two-body type of interactions between time series, the analysis will reduce to analysing N(N − 1)/2 pairwise bivariate time series. © 2019, Springer Nature Switzerland... 

    Two-dimensional (bivariate) jump-diffusion processes

    , Article Understanding Complex Systems ; 2019 , Pages 123-128 ; 18600832 (ISSN) Rahimi Tabar, M. R ; Sharif University of Technology
    Springer Verlag  2019
    Abstract
    In this chapter we provide a generalization of jump-diffusion precesses (12.1) in two dimensions by considering a class of coupled systems that are described by a bivariate state vector x(t) contained in a two-dimensional state space {x}. The evolution of the state vector x(t) is assumed to be governed by a deterministic part to which diffusion parts and jump contributions are added. Generalization of the results to higher dimensions is straightforward. We note that for N multivariate time series, by assuming the presence of two-body type of interactions between time series, the analysis will reduce to analysing N(N − 1)/2 pairwise bivariate time series. © 2019, Springer Nature Switzerland... 

    Reconstruction procedure for writing down the langevin and jump-diffusion dynamics from empirical uni- and bivariate time series

    , Article Understanding Complex Systems ; 2019 , Pages 215-226 ; 18600832 (ISSN) Rahimi Tabar, M. R ; Sharif University of Technology
    Springer Verlag  2019
    Abstract
    In this chapter we present the steps of reconstruction procedure for writing down the Langevin and jump diffusion stochastic dynamical equations for uni- and bivariate time series, sampled with time intervals τ. © 2019, Springer Nature Switzerland AG  

    Reconstruction Procedure for Writing Down the Langevin and Jump-Diffusion Dynamics from Empirical Uni- and Bivariate Time Series

    , Article Understanding Complex Systems ; 2019 , Pages 215-226 ; 18600832 (ISSN) Rahimi Tabar, M. R ; Sharif University of Technology
    Springer Verlag  2019
    Abstract
    In this chapter we present the steps of reconstruction procedure for writing down the Langevin and jump diffusion stochastic dynamical equations for uni- and bivariate time series, sampled with time intervals τ. © 2019, Springer Nature Switzerland AG  

    Reliability assessment of the standby system with dependent components by bivariate exponential distributions

    , Article Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability ; Volume 236, Issue 5 , 2022 , Pages 761-769 ; 1748006X (ISSN) Yaghoubi, A ; Gholami, P ; Sharif University of Technology
    SAGE Publications Ltd  2022
    Abstract
    In the reliability analysis of systems, all system components are often assumed independent and failure of any component does not depend on any other component. One of the reasons for doing so is that considerations of calculation and elegance typically pull in simplicity. But in real-world applications, there are very complex systems with lots of subsystems and a choice of multiple components that may interact with each other. Therefore, components of the system can be affected by the occurrence of a failure in any of the components. The purpose of this paper is to give an explicit formula for the computation of the reliability of a system with two parallel active components and one spare... 

    A study of the factors affecting driving risk perception using the Bivariate Ordered Probit model

    , Article International Journal of Injury Control and Safety Promotion ; 2022 ; 17457300 (ISSN) Sahebi, S ; Nassiri, H ; Naderi, H ; Sharif University of Technology
    Taylor and Francis Ltd  2022
    Abstract
    This paper aims to examine the key factors influencing driving risk perception in Iran. We conducted separate surveys for two groups of Iranian drivers, namely passenger car drivers and truck drivers. In order to assess driving risk perception, respondents were asked what they think about their Probability of Having a Road Accident (PHRA) and if they eventually have an accident as a driver, what they think about the Probability of it being Fatal or causing Severe Injury (PFSI). A Bivariate Ordered Probit model, which considers the possible correlation between PHRA and PFSI, was developed to explain the observed driving risk perception using type of vehicle, driving experience,... 

    Molecular dynamics simulation investigation of hexanoic acid adsorption onto calcite (1014)surface

    , Article Fluid Phase Equilibria ; Volume 387 , 2015 , Pages 24-31 ; 03783812 (ISSN) Ghatee, M. H ; Koleini, M. M ; Ayatollahi, S ; Sharif University of Technology
    Abstract
    In this paper we report the results of classical molecular dynamics (MD) simulation of hexanoic acid adsorption on calcite (101-4) surface plane using Pavese and AMBER force fields for calcite and hexanoic acid, respectively. Pair correlation function, strictly suggests a well-structured adsorption. Density profile indicates the adsorption occurs through double-bonded O atom of the acid head group by direct interaction with Ca atom at calcite surface. Adsorption orientation of H and double-bonded O atoms was found to be as lock and key with respect to calcite surface Ca and O atoms, facilitating an effective adsorption. Adsorption time evolution indicates that O atom adsorption is... 

    Public acceptance of a crowdsourcing platform for traffic enforcement

    , Article Case Studies on Transport Policy ; Volume 10, Issue 4 , 2022 , Pages 2012-2024 ; 2213624X (ISSN) Khojastehpour, M ; Sahebi, S ; Samimi, A ; Sharif University of Technology
    Elsevier Ltd  2022
    Abstract
    Iran is a country with numerous traffic accidents, offenses, and disruptions. According to the deterrence theory, increased detection of traffic offenses would decrease violations. Detection of traffic offenses is insufficient in Iran due to the limited operational capacity of the police. Reducing traffic violations would reduce accidents, disorders, and socio-economic costs. In this paper, a scheme for detecting and reporting speeding and parking violations to infringement processing through a crowdsourcing platform is proposed as a solution considering Iran's economic and social context. Two scenarios for detecting and reporting speeding and parking violations were considered: public... 

    Moral Hazard in the Physician Patient Relation: Some Evidence from Iran Health Care Market

    , M.Sc. Thesis Sharif University of Technology Ghaeminia, Aliasghar (Author) ; Keshavarz Haddad, Gholamreza (Supervisor)
    Abstract
    Health care market is one of the asymmetric information markets, so there exists a tendency to moral hazard. In the physician patient relation, a patient does not know if the Physician do his best (Physician’s moral hazard), and a physician does not know the exact health status of the patient (patient’s moral hazard).So a two-sidedmoral hazard is probable. This research uses the Household’s expenditure survuy (2010) to examine the patient’s moral hazard. We use Schneider & Ulrich (2008) biprobit model that the patient and physician behavior are dependent. In fact, the physician not only can create induced demand, but alsothe patient health related behavior may change his demand of medical... 

    A sampling theorem for convex shapes with algebraic boundaries

    , Article 2017 12th International Conference on Sampling Theory and Applications, SampTA 2017, 3 July 2017 through 7 July 2017 ; 2017 , Pages 499-503 ; 9781538615652 (ISBN) Mohaghegh Dolatabadi, H ; Amini, A ; Sharif University of Technology
    Abstract
    In this paper we present a sampling result about continuous-domain black and white images that form a convex shape. In particular, we will study shapes whose boundaries belong to the zero-level sets (roots) of bivariate polynomials. In [1] it was shown that generalized 2D moments of the image can lead to annihilation equations for the coefficients of the bivariate polynomial that determine the boundary of the shape. More precisely, when the bivariate polynomial is of degree n (which has n(n+3)/2 non-trivial coefficients), the results in [1] indicate that for invertibility of the linear annihilation equations, 2D moments of up to degree 3n-1 (overall equation moments) are required. In this... 

    Analysis and data-driven reconstruction of bivariate jump-diffusion processes

    , Article Physical Review E ; Volume 100, Issue 6 , 2019 ; 24700045 (ISSN) Rydin Gorjao, L ; Heysel, J ; Lehnertz, K ; Rahimi Tabar, M. R ; Sharif University of Technology
    American Physical Society  2019
    Abstract
    We introduce the bivariate jump-diffusion process, consisting of two-dimensional diffusion and two-dimensional jumps, that can be coupled to one another. We present a data-driven, nonparametric estimation procedure of higher-order (up to 8) Kramers-Moyal coefficients that allows one to reconstruct relevant aspects of the underlying jump-diffusion processes and to recover the underlying parameters. The procedure is validated with numerically integrated data using synthetic bivariate time series from continuous and discontinuous processes. We further evaluate the possibility of estimating the parameters of the jump-diffusion model via data-driven analyses of the higher-order Kramers-Moyal... 

    Synchronization of EEG: Bivariate and multivariate measures

    , Article IEEE Transactions on Neural Systems and Rehabilitation Engineering ; Vol. 22, Issue. 2 , 2014 , pp. 212-221 ; ISSN: 1534-4320 Jalili, M ; Barzegaran, E ; Knyazeva, M. G ; Sharif University of Technology
    Abstract
    Synchronization behavior of electroencephalographic (EEG) signals is important for decoding information processing in the human brain. Modern multichannel EEG allows a transition from traditional measurements of synchronization in pairs of EEG signals to whole-brain synchronization maps. The latter can be based on bivariate measures (BM) via averaging over pair-wise values or, alternatively, on multivariate measures (MM), which directly ascribe a single value to the synchronization in a group. In order to compare BM versus MM, we applied nine different estimators to simulated multivariate time series with known parameters and to real EEGs. We found widespread correlations between BM and MM,... 

    Debris Flow Hazard Zoning in Tehran Urban Watersheds by Two Methods

    , M.Sc. Thesis Sharif University of Technology Zangeneh-Madar, Zahra (Author) ; Tajrishi, Massoud (Supervisor) ; Pak, Ali (Supervisor)
    Abstract
    Iran like other Developing countries is prone to natural disasters. Not only these countries are situated in areas exposed to geological and climatic hazards, but they most significantly lack policies for hazard prevention and mitigation. A considerable amount of residential areas and installations in Tehran are on the mountainous hillsides, therefore the risk related to debris flows has been enlarged. Debris flows represent one of the most dangerous geomorphologic hazards that occur in mountainous areas. Their high mobility can cause damage, not only inside and adjacent to the torrent, but also on the debris fan. The main purpose of this thesis is to present a straight forward procedure to... 

    Causal Connectivity Effects between Cardiovascular Signals

    , M.Sc. Thesis Sharif University of Technology Bahrami Yarahmadi, Shaghayegh (Author) ; Shamsollahi, Mohammad Bagher (Supervisor)
    Abstract
    Cardiovascular signals are used to check the performance of the cardiovascular system. Researchers have always been interested in processing cardiovascular signals to achieve goals like diagnosing arrhythmias and heart diseases. The presence of causal or non-causal relationships between these signals can be used to evaluate the cardiovascular system's performance. Cardiovascular signals, such as ECG signal, RR series and systolic arterial blood pressure, chest volume or respiratory force, and blood oxygen concentration signals are used to estimate cardiovascular connectivities. There are different approaches to assessing causal relationships; among these approaches, methods based on Granger... 

    Lossy transmission of correlated sources over multiple-access wiretap channels

    , Article IET Communications ; Volume 9, Issue 6 , 2015 , Pages 754-770 ; 17518628 (ISSN) Salehkalaibar, S ; Aref, M. R ; Sharif University of Technology
    Institution of Engineering and Technology  2015
    Abstract
    In this study, the authors study lossy communication of correlated sources over a multiple-access wiretap channel (MAC-WT). Consider a system with two transmitters, a receiver and an eavesdropper. There are two correlated sources where each of them is observed by the corresponding transmitter, separately. Each transmitter wishes to describe its source sequence to the receiver with a desired distortion. The sources need to be kept secret from the eavesdropper. They find an achievable region for the MAC-WT with correlated sources by separation. A joint source-channel coding scheme for the MAC-WT is also proposed. They consider lossy communication of a bivariate Gaussian source over Gaussian... 

    A distortion outer bound for communicating correlated gaussian sources over a gaussian MAC

    , Article IEEE Communications Letters ; Volume 21, Issue 7 , 2017 , Pages 1457-1460 ; 10897798 (ISSN) Setayesh, M ; Behroozi, H ; Khalaj, B. H ; Sharif University of Technology
    Abstract
    In this letter, we consider two problems of sending a bivariate Gaussian source through a two-user Gaussian non-orthogonal multiple-access channel. We provide a new distortion outer bound for the considered joint source-channel coding problems, which significantly reduces the gap between inner and outer bounds of the distortion for correlation coefficients below a threshold. Furthermore, numerical results show, that under some conditions, our proposed outer bound matches with the inner bound obtained via the separate source-channel coding scheme, which proves the optimality of this scheme. © 1997-2012 IEEE  

    Comparison of different univariate and multivariate geostatistical methods by porosity modeling of an iranian oil field

    , Article Petroleum Science and Technology ; Volume 29, Issue 19 , 2011 , Pages 2061-2076 ; 10916466 (ISSN) Zarei, A ; Masihi, M ; Salahshoor, K ; Sharif University of Technology
    2011
    Abstract
    Geostatistical methods are grouped in two main divisions: univariate and multivariate. When there is adequate amount of primary data, univariate methods such as kriging and SGS give a good representation of property distribution in the reservoir, but practical difficulties appear when there is no sufficient data. In such a case it is necessary to choose multivariate geostatistical methods in which some covariables are contributed to model the primary variable. Multivariate geostatistics is a broad term that encompasses all geostatistical methods that utilize more than one variable to predict some physical property of the earth. Bivariate geostatistics is obviously the simplest subset of the... 

    Increasing risk of meteorological drought in the Lake Urmia basin under climate change: Introducing the precipitation–temperature deciles index

    , Article Journal of Hydrology ; 2020 Abbasian, M. S ; Najafi, M. R ; Abrishamchi, A ; Sharif University of Technology
    Elsevier B.V  2020
    Abstract
    Meteorological droughts due to the concurrent occurrence of low-precipitation and high-temperature events can lead to severe negative impacts on agriculture, economy, ecosystem, and society. This study proposes a novel framework to characterize such drought conditions based on the joint variability of precipitation–temperature, particularly under climate change. Generalized hierarchical linear model is used to downscale precipitation and temperature at multiple stations from the outputs of nine General Circulation Models (GCMs) under Representative Concentration Pathways (RCPs) 4.5 and 8.5. A bivariate drought index called Precipitation–Temperature Deciles Index (PTDI) is developed using...