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<title>1st International Conference</title>
<link>http://ir.mksu.ac.ke/handle/123456780/685</link>
<description/>
<pubDate>Fri, 03 Apr 2026 17:02:59 GMT</pubDate>
<dc:date>2026-04-03T17:02:59Z</dc:date>
<item>
<title>Book of proceedings of the 1st Machakos University  Annual International Conference</title>
<link>http://ir.mksu.ac.ke/handle/123456780/4853</link>
<description>Book of proceedings of the 1st Machakos University  Annual International Conference
Machakos University
Cognizant of the challenges and opportunities presented by the United Nations&#13;
adoption of the Seventeen Sustainable Development Goals and the Government of&#13;
Kenya’s Big Four Agenda: Manufacturing, Food and Nutrition security, Health and&#13;
&#13;
Housing, the conference further cascades the theme of the conference into five sub-&#13;
themes:&#13;
&#13;
1) Agriculture, Food Security, and Agribusiness for Community Transformation&#13;
2) Transformative Development through Language, Culture and Communication&#13;
Technology&#13;
3) Innovative Approaches to Education and Training for Sustainable Development&#13;
4) Business and Innovative Approaches for Small and Medium Enterprise&#13;
Development&#13;
5) Science, Technology, Engineering, Mathematics and Innovation for Industrial&#13;
Transformation&#13;
These sub-themes were crafted to embrace main drivers of sustainable development&#13;
goals, namely: sharing knowledge through education; effective communication through&#13;
technology; human explorations and imaginations through Science and Mathematics,&#13;
sustainable, long-term growth and job creation through Small and Medium Enterprises&#13;
and food for all through Agriculture and Food Security. All the sub-themes in the&#13;
conference embrace innovation domains, as key driver in fast tracking economic&#13;
growth based on knowledge. Innovation then must be treated as business critical in all&#13;
sectors, for increased prosperity.
</description>
<pubDate>Tue, 17 Apr 2018 00:00:00 GMT</pubDate>
<guid isPermaLink="false">http://ir.mksu.ac.ke/handle/123456780/4853</guid>
<dc:date>2018-04-17T00:00:00Z</dc:date>
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<item>
<title>Effects of Vehicles Lane-Change Manoeuvres on Traffic Breakdown and Congestion in Highways</title>
<link>http://ir.mksu.ac.ke/handle/123456780/774</link>
<description>Effects of Vehicles Lane-Change Manoeuvres on Traffic Breakdown and Congestion in Highways
Ndungu, W.K.; Kimathi, M.M.; Theuri, D.K.
Traffic breakdown is the main cause of vehicle traffic congestion in our multi-lane roads&#13;
due to highway bottlenecks such as lane-drops, on and off-ramps. In this study the three phase&#13;
traffic flow theory of Kerner [1] is outlined and the nature of traffic breakdown at highway&#13;
bottlenecks explained. A multi-lane macroscopic traffic flow model of Aw-Rascle type is derived&#13;
from kinetic traffic flow model of Klar and Wegener [2], which expresses the lane change term&#13;
explicitly. For simulation of this traffic congestion, we consider a highway with three traffic lanes&#13;
that has a stationary bottleneck (on-ramp). The model equations for each lane are solved&#13;
numerically using finite volume method (Godunov scheme), whereby the Euler's method was used&#13;
for the source term. The results of simulation near and within the bottleneck is presented in form&#13;
of graphs and space-time plots. These results indicate that vehicle lane-change manoeuvres lead&#13;
to heavy traffic breakdown and congestion on the right lanes compared to the left lane adjacent to&#13;
the bottleneck. This is due to the merging of vehicles from on-ramp prompting the following vehicle&#13;
moving in the left lane of the highway to either slow down upon reaching the disturbance region&#13;
or change to the right lanes before the vehicle reaches the merging zone.&#13;
Keywords: Traffic breakdown, Traffic congestion, Bottlenecks, Godunov scheme, Merging zone,&#13;
Lane-change manoeuvre.
</description>
<pubDate>Sun, 01 Apr 2018 00:00:00 GMT</pubDate>
<guid isPermaLink="false">http://ir.mksu.ac.ke/handle/123456780/774</guid>
<dc:date>2018-04-01T00:00:00Z</dc:date>
</item>
<item>
<title>Exponentiated Generalized Geometric Burr Iii Distribution</title>
<link>http://ir.mksu.ac.ke/handle/123456780/773</link>
<description>Exponentiated Generalized Geometric Burr Iii Distribution
Nasiru, Suleman; Mwita, Peter N.; Ngesa, Oscar
Statistical distributions play a major role in parametric statistical modeling and inference.&#13;
However, most of the existing classical distributions do not provide reasonable parametric fits to&#13;
data sets. Thus, the need to develop generalized versions of these classical distributions has&#13;
become an issue of interest to many researchers in the field of distribution theory. This study&#13;
proposes a new generalization of the Burr III distribution called the exponentiated generalized&#13;
geometric Burr III distribution. Various statistical properties of the distribution such as the&#13;
quantile function, moment, moment generating function, incomplete moment, mean residual life,&#13;
entropy, reliability, stochastic orders and order statistics were derived. The method of maximum&#13;
likelihood estimation was employed to estimate the parameters of the distribution and simulation&#13;
studies were performed to investigate the properties of the estimators for the parameters of the&#13;
distribution. The simulation results revealed that the estimators for the parameters were stable as&#13;
the sample size increases. Application of the distribution was demonstrated using real data set to&#13;
showits usefulness.&#13;
Keywords: Burr III, geometric, quantile function, stochastic orders, order statistics, entropy.
</description>
<pubDate>Sun, 01 Apr 2018 00:00:00 GMT</pubDate>
<guid isPermaLink="false">http://ir.mksu.ac.ke/handle/123456780/773</guid>
<dc:date>2018-04-01T00:00:00Z</dc:date>
</item>
<item>
<title>Consistency of the Model Order Change-Point Estimator for GARCH Models</title>
<link>http://ir.mksu.ac.ke/handle/123456780/772</link>
<description>Consistency of the Model Order Change-Point Estimator for GARCH Models
Irungu, Irene W.; Mwita, Peter N.; Waititu, Antony G.
GARCH models have been commonly used to capture volatility dynamics in financial time series.&#13;
A key assumption utilized is that the series is stationary as this allows for model identifiability.&#13;
This however violates the volatility clustering property exhibited by financial returns series.&#13;
Existing methods attribute this phenomenon to parameter change. However, the assumption of&#13;
fixed model order is too restrictive for long time series. This paper proposes a change-point&#13;
estimator based on Manhattan distance.The estimator is applicable to GARCH model order&#13;
change-point detection. Procedures are based on the sample autocorrelation function of squared&#13;
series. The asymptotic consistency of the estimator is proven theoretically.&#13;
Keywords:Autocorrelation Function, Change-Point, Consistency, Garch, Manhattan Distance,&#13;
Model Order
</description>
<pubDate>Sun, 01 Apr 2018 00:00:00 GMT</pubDate>
<guid isPermaLink="false">http://ir.mksu.ac.ke/handle/123456780/772</guid>
<dc:date>2018-04-01T00:00:00Z</dc:date>
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