Ridge regression is one of the most popular shrinkage estimation methods for linear models. Ridge regression effectively estimates regression coefficients in the presence of high-dimensional regressors. Recently, a generalized ridge estimator was suggested by generalizing the uniform shrinkage of ridge regression to the non-uniform shrinkage, which was shown to perform well under sparse and high-dimensional linear models. In this paper, we introduce our newly developed R package “g.ridge” (the first version published on 2023-12-07 at https://cran.r-project.org/package=g.ridge) that implements both the ridge estimator and generalized ridge estimators. The package equips with the generalized cross-validation for automatic estimation of shrinkage parameters. The package also includes a convenient tool for generating a design matrix. By simulations, we test the performance of the R package under sparse and high-dimensional settings with the normal and skew-normal error distributions. From the simulation results, we conclude that the generalized ridge estimator is superior to the benchmark ridge estimator based on “glmnet”, and hence, it can be the most recommended estimator under sparse and high-dimensional models. We demonstrate the package using the intracerebral hemorrhage data.

The present analysis deals with the study of the $f(Q, T )$ theory of gravity which was recently considered by many cosmologists. In this theory of gravity, the action is taken as an arbitrary function $f(Q, T )$ where $Q$ is non-metricity and $T$ is the trace of energy-momentum tensor for matter fluid. In this study, we have taken three different forms of the function $f(Q, T )$ as $f(Q,T)=a_1Q+a_2 T$ and $f(Q,T)=a_3 Q^2+a_4 T$ and discussed some physical properties of the same. Also, we have obtained the various cosmological parameters towards Friedmann-Lemaitre-Robertson-walker (FLRW) Universe by defining the transit form of scale factor which yields the Hubble parameter in redshift form as $H(z)=\frac{H_{0}}{(\lambda+1)} \left(\lambda+ (1+z)^{\delta}\right)$. %We have obtained the approx best-fit values of model parameters using the least square method for observational constraints on available datasets like Hubble dataset $H(z)$, Supernova dataset SNe-Ia, etc., by applying the Root Mean Squared Error formula (RMSE). By applying the Root Mean Squared Error formula (RMSE), we were able to determine the approximate best-fit values of model parameters using the least square approach for observational constraints on the datasets Hubble dataset $H(z)$, Supernova dataset SNe-Ia, etc. We have observed that the deceleration parameter $q(z)$ exhibits a signature-flipping (transition) point within the range $0.623 \le z_{0} \le 1.668$ through which it changes its phase from the decelerated to the accelerated expanding universe with $\omega = -1$ at $z=-1$ for the approximate best-fit values of the model parameters. %For obtained approx best-fit values of model parameters we have observed that the deceleration parameter $q(z)$ shows a signature-flipping (transition) point within the range $0.623 \le z_{0} \le 1.668$ through which it changes its phase from decelerated to the accelerated expanding universe with $\omega = -1$ at $z=-1$.

Knowing, with reasonable accuracy, the dry matter (DM) content of Hass avocado fruit will help determine when the fruit must be harvested. The reliability of predictive models based on near infrared spectra for DM quantification depends on the ability of the spectra to be representative of the DM gradient within a whole fruit. The aim of this work was to develop a methodology to determine the optimum number of spectra to develop a robust model for DM content quantification. Three spectra were recorded for each zone of the intact fruit: peduncle, equator, and base. Each scanning point was sampled, and the DM content was determined using oven drying. Two-way ANOVA confirmed the DM gradient within the whole fruit. This gradient was observed within spectra using the RMS (root mean square) criterion and PCA. The PLS models showed that at least one spectrum per zone could be enough to construct an efficient and robust model for dry matter quantification.

Measuring bias is important as it helps identify flaws in quantitative forecasting methods or judgmental forecasts. It can, therefore, potentially help improve forecasts. Despite this, bias tends to be under-represented in the literature: many studies focus solely on measuring accuracy. Methods for assessing bias in single series are relatively well-known and well-researched, but for datasets containing thousands of observations for multiple series, the methodology for measuring and reporting bias is less obvious. We compare alternative approaches against a number of criteria when rolling-origin point forecasts are available for different forecasting methods and for multiple horizons over multiple series. We focus on relatively simple, yet interpretable and easy-to-implement metrics and visualization tools that are likely to be applicable in practice. To study the statistical properties of alternative measures we use theoretical concepts and simulation experiments based on artificial data with predetermined features. We describe the difference between mean and median bias, describe the connection between metrics for accuracy and bias, provide suitable bias measures depending on the loss function used to optimise forecasts, and suggest which measures for accuracy should be used to accompany bias indicators. We propose several new measures and provide our recommendations on how to evaluate forecast bias across multiple series.

The main objective of this paper is to introduce a further extension of extended (p, q)-beta function by considering two Mittag-Leffler function in the kernel. We investigate various properties of this newly defined beta function such as integral representations, summation formulas and Mellin transform. We define extended beta distribution and its mean, variance and moment generating function with the help of extension of beta function. Also, we establish an extension of extended (p, q)-hypergeometric and (p, q)-confluent hypergeometric functions by using the extension of beta function. Various properties of newly defined extended hypergeometric and confluent hypergeometric functions such as integral representations, Mellin transformations, differentiation formulas, transformation and summation formulas are investigated.

We obtain some generalised Minkowski-type integral formulas for compact Riemannian (resp. spacelike) hypersurfaces in Riemannian (resp. Lorentzian) manifolds admitting an arbitrary vector field that we assume to be timelike in the case where the ambient space is Lorentzian. Some of these formulas generalize existing formulas in the case of conformal and Killing vector fields. We apply these integral formulas to obtain interesting results concerning the characterization of such hypersurfaces in some particular cases such as when the ambient space is Einstein admitting an arbitrary (in particular, conformal or Killing) vector field, and when the hypersurface has constant mean curvature.

In the face of the upcoming 30th anniversary of econophysics, we review our contributions and other related works on the modeling of the long–range memory phenomenon in physical, economic, and other social complex systems. Our group has shown that the long–range memory phenomenon can be reproduced using various Markov processes, such as point processes, stochastic differential equations and agent–based models. Reproduced well enough to match other statistical properties of the financial markets, such as return and trading activity distributions and first–passage time distributions. Research has lead us to question whether the observed long–range memory is a result of actual long–range memory process or just a consequence of non–linearity of Markov processes. As our most recent result we discuss the long–range memory of the order flow data in the financial markets and other social systems from the perspective of the fractional Lèvy stable motion. We test widely used long-range memory estimators on discrete fractional Lèvy stable motion represented by the ARFIMA sample series. Our newly obtained results seem indicate that new estimators of self–similarity and long–range memory for analyzing systems with non–Gaussian distributions have to be developed.

Identifying macroeconomic events that are responsible for dramatic changes of economy is of particular relevance to understand the overall economic dynamics. We introduce an open-source available efficient Python implementation of a Bayesian multi-trend change point analysis which solves significant memory and computing time limitations to extract crisis information from a correlation metric. Therefore, we focus on the recently investigated S&P500 mean market correlation in a period of roughly 20 years that includes the dot-com bubble, the global financial crisis and the Euro crisis. The analysis is performed two-fold: first, in retrospect on the whole dataset and second, in an on-line adaptive manner in pre-crisis segments. The on-line sensitivity horizon is roughly determined to be 80 up to 100 trading days after a crisis onset. A detailed comparison to global economic events supports the interpretation of the mean market correlation as an informative macroeconomic measure by a rather good agreement of change point distributions and major crisis events. Furthermore, the results hint to the importance of the U.S. housing bubble as trigger of the global financial crisis, provide new evidence for the general reasoning of locally (meta)stable economic states and could work as a comparative impact rating of specific economic events.

In this paper, mean-field type games between two players with backward stochastic dynamics are defined and studied. They make up a class of non-zero-sum differential games where the players' state dynamics solve backward stochastic differential equations (BSDEs) that depend on the marginal distributions of player states. Players try to minimize their individual cost functionals, also depending on the marginal state distributions. Under some regularity conditions, we derive necessary and sufficient conditions for existence of Nash equilibria. Player behavior is illustrated by numerical examples, and is compared to a centrally planned solution where the social cost, the sum of player costs, is minimized. The inefficiency of a Nash equilibrium, compared to socially optimal behavior, is quantified by the so-called price of anarchy. Numerical simulations of the price of anarchy indicate how the improvement in social cost achievable by a central planner depends on problem parameters.

: Considering that Einstein's relation between the diffusion coefficient and the drift mobility of the free randomly moving charge carriers in homogeneous materials including metals is always valid, it is shown that the effective electric force acting on free electrons in metal depends on the ratio between the kinetic free electron energy at the Fermi surface to the classical particle energy 3kT/2. The electrical resistivity of elemental metals dependence on very low temperatures has the quadratic term, which has been explained by electron-electron scattering. In this paper, it is shown that the quadratic term of the electrical resistivity at low temperatures is caused by scattering of the free RM electrons by electronic defects due to linear effective free electron scattering cross-section dependence on temperature, but not by electron-electron scattering.

As renewable energy generation prediction system has been introduced into the energy trading market, making a model to accurately predict the quantity of solar photovoltaic (PV) energy generation has become a significant problem. Moreover, to encourage an accurate prediction of the quantity of energy generation, an incentive system has been implemented for those who predict the quantity of solar PV energy under the error rate of 8%. Therefore, it has become more important to investigate and analyze current prediction technology numerically and develop more advanced prediction system. In this study, we tried to develop a better model to improve the accuracy of solar PV energy generation quantity by comparing three models made with gradient boosting machine (GBM), Model 1, Model 2, Model 3 respectively. Model 1 was built with the whole training data set without any additional preprocessing. After conducting some additional preprocessing procedure to predict solar energy generation more accurately, we made Model 2 with the whole training data set and Model 3 with only upper 10% of energy generation capacity. To compare the accuracy of three models, normalized mean absolute error (nMAE) was used as an evaluation index. The nMAE of Model 1 was 9.64% while the Model 2 showed 8.41%. Also, Model 3, which was constructed with the training set of upper 10% energy generation capacity, outperformed with the nMAE of 8.08%. For further study, to check the effectiveness of models constructed with GBM, a time series model, autoregressive integrated moving average (ARIMA), was also built and the nMAE was compared.

Goals: To use visual logistics for interpreting COVID-19 molecular and rapid antigen test (RAgT) performance, determine prevalence boundaries where risk exceeds expectations, and evaluate benefits of recursive testing along home, community, and emergency spatial care paths. Methods: Mathematica/open access software helped graph relationships, compare performance patterns, and perform recursive computations. Results: Tiered sensitivity/specificity comprise: T1) 90%/95%; T2) 95%/97.5%; and T3) 100%/≥99%, respectively. In emergency medicine, median RAgT performance peaks at 13.2% prevalence, then falls below T1, generating risky prevalence boundaries. RAgTs in pediatric ERs/EDs parallel this pattern with asymptomatic worse than symptomatic performance. In communities, RAgTs display large uncertainty with median prevalence boundary of 14.8% for 1/20 missed diagnoses, and at prevalence >33.3-36.9% risk 10% false omissions for symptomatic subjects. Recursive testing improves home RAgT performance. Home molecular tests elevate performance above T1, but lack adequate validation. Conclusions: Widespread RAgT availability encourages self-testing. Asymptomatic RAgT and PCR-based saliva testing present the highest chance of missed diagnoses. Home testing twice, once just before mingling, and molecular-based self-testing help avoid false omissions. Community and ER/ED RAgTs can identify contagiousness in low prevalence (<22%). Real-world trials of performance, cost-effectiveness, and public health impact could identify home molecular diagnostics as the optimal diagnostic portal.

The Van der Pol oscillator is a chaotic non-linear system. Small perturbations in initial conditions may result in wildly different trajectories. Because of its chaotic nature, controlling, or forcing, the behavior of a Van der Pol oscillator is difficult to achieve through traditional adaptive control methods. Connecting two Van der Pol oscillators together where the output of one oscillator, the driver, drives the behavior of its partner, the responder, is a proven technique for controlling the Van der Pol oscillator. Deterministic AI (DAI) is an adaptive feedback control method that leverages the known physics of the Van der Pol system to learn optimal system parameters for the forcing function. We assessed the performance of DAI employing three different online parameter estimation algorithms. Our evaluation criteria include mean absolute error (MAE) between the target trajectory and the response oscillator trajectory over time. RLS with exponential forgetting (RLS-EF) had the lowest MAE overall, with a 2.46% reduction in error. However, another method was notable. Least Mean Squares with normalized gradient adaptation (LMS-NG) had worse initial error in the first 10% of the simulation, but after that point had consistently better performance. We found that over the last 90% of the simulation, DAI with LMS-NG had a 48.7% reduction in MAE compared to feedforward alone.