Search results for: conditional proportional reversed hazard rate model

Authors: Petcharat  Kerdonfag, Surasak Taneepanichskul, Winai Wadwongtham

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Industrial noise is usually considered as the main impact of the environmental health and safety because its exposure can cause permanently serious hearing damage. Despite providing strictly hearing protection standards and campaigning extensively encouraging public health awareness among industrial workers in Thailand, hazard noise-induced hearing loss has dramatically been massive obstacles for workers’ health. The aims of the study were to explore and specify the hearing threshold levels among steel industrial workers responsible in which higher noise levels of work zone and to examine the relationships of hearing loss and workers’ age and the length of employment in Samut Prakan province, Thailand. Cross-sectional study design was done. Ninety-three steel industrial workers in the designated zone of higher noise (> 85dBA) with more than 1 year of employment from two factories by simple random sampling and available to participate in were assessed by the audiometric screening at regional Samut Prakan hospital. Data of doing screening were collected from October to December, 2016 by the occupational medicine physician and a qualified occupational nurse. All participants were examined by the same examiners for the validity. An Audiometric testing was performed at least 14 hours after the last noise exposure from the workplace. Workers’ age and the length of employment were gathered by the developed occupational record form. Results: The range of workers’ age was from 23 to 59 years, (Mean = 41.67, SD = 9.69) and the length of employment was from 1 to 39 years, (Mean = 13.99, SD = 9.88). Fifty three (60.0%) out of all participants have been exposing to the hazard of noise in the workplace for more than 10 years. Twenty-three (24.7%) of them have been exposing to the hazard of noise less than or equal to 5 years. Seventeen (18.3%) of them have been exposing to the hazard of noise for 5 to 10 years. Using the cut point of less than or equal to 25 dBA of hearing thresholds, the average means of hearing thresholds for participants at 4, 6, and 8 kHz were 31.34, 29.62, and 25.64 dB, respectively for the right ear and 40.15, 32.20, and 25.48 dB for the left ear, respectively. The more developing age of workers in the work zone with hazard of noise, the more the hearing thresholds would be increasing at frequencies of 4, 6, and 8 kHz (p =.012, p =.026, p =.024) for the right ear, respectively and for the left ear only at the frequency 4 kHz (p =.009). Conclusion: The participants’ age in the hazard of noise work zone was significantly associated with the hearing loss in different levels while the length of participants’ employment was not significantly associated with the hearing loss. Thus hearing threshold levels among industrial workers would be regularly assessed and needed to be protected at the beginning of working.

Keywords: hearing threshold levels, hazard of noise, hearing loss, audiometric testing

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Authors: Akram Khaleghei, Ghosheh Balagh, Viliam Makis

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In this paper, we investigate the residual life prediction problem for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model with unknown parameters. The parameter estimation procedure based on an EM algorithm is developed and the formulas for the conditional reliability function and the mean residual life are derived, illustrated by a numerical example.

Keywords: partially observable system, hidden Markov model, competing risks, residual life prediction

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Authors: Habib Abida, Noura Dahri

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Flash floods are among the most serious natural hazards that have disastrous environmental and human impacts. They are associated with exceptional rain events, characterized by short durations, very high intensities, rapid flows and small spatial extent. Flash floods happen very suddenly and are difficult to forecast. They generally cause damage to agricultural crops and property, infrastructures, and may even result in the loss of human lives. The city of Gabes (South-eastern Tunisia) has been exposed to numerous damaging floods because of its mild topography, clay soil, high urbanization rate and erratic rainfall distribution. The risks associated with this situation are expected to increase further in the future because of climate change, deemed responsible for the increase of the frequency and the severity of this natural hazard. Recently, exceptional events hit Gabes City causing death and major property losses. A major flooding event hit the region on June 2nd, 2014, causing human deaths and major material losses. It resulted in the stagnation of storm water in the numerous low zones of the study area, endangering thereby human health and causing disastrous environmental impacts. The characterization of flood risk in Gabes Watershed (South-eastern Tunisia) is considered an important step for flood management. Analytical Hierarchy Process (AHP) method coupled with Monte Carlo simulation and geographic information system were applied to delineate and characterize flood areas. A spatial database was developed based on geological map, digital elevation model, land use, and rainfall data in order to evaluate the different factors susceptible to affect flood analysis. Results obtained were validated by remote sensing data for the zones that showed very high flood hazard during the extreme rainfall event of June 2014 that hit the study basin. Moreover, a survey was conducted from different areas of the city in order to understand and explore the different causes of this disaster, its extent and its consequences.

Keywords: analytical hierarchy process, flash floods, Gabes, remote sensing, Tunisia

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Authors: Ozden Saygili, Eser Cakti

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The masonry building stock in Istanbul and in other cities of Turkey are exposed to significant earthquake hazard. Determination of the safety of masonry structures against earthquakes is a complex challenge. This study deals with experimental tests and non-linear dynamic analysis of masonry structures modeled through discrete element method. The 1:10 scale model of Mustafa Paşa Mosque was constructed and the data were obtained from the sensors on it during its testing on the shake table. The results were used in the calibration/validation of the numerical model created on the basis of the 1:10 scale model built for shake table testing. 3D distinct element model was developed that represents the linear and nonlinear behavior of the shake table model as closely as possible during experimental tests. Results of numerical analyses with those from the experimental program were compared and discussed.

Keywords: dynamic analysis, non-linear modeling, shake table tests, masonry

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Authors: Xiaoyun Li, Suoang Longzhou

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This paper derives the analytical solution of stellar distance according to its redshift based on the photon-dominated universe expansion model. Firstly, it calculates stellar separation speed and the farthest distance of observable stars via simulation. Then the analytical solution of stellar distance according to its redshift is derived. It shows that when the redshift is large, the stellar distance (and its separation speed) is not proportional to its redshift due to the relativity effect. It also reveals the relationship between stellar age and its redshift. The correctness of the analytical solution is verified by the latest astronomic observations of Ia supernovas in 2020.

Keywords: redshift, cosmic expansion model, analytical solution, stellar distance

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Authors: Peng Lu, Branimir Radisavljevic, Martin Seeger, Daniel Over, Torsten Votteler, Bernardo Galletti

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CO₂-based gas mixtures exhibit huge potential as the interruption medium for replacing SF₆ in high voltage switchgears. In this paper, the recovery characteristics of dielectric strength of CO₂-O₂ mixture in the post arc phase after the current zero are presented. As representative examples, the dielectric recovery curves under conditions of different gas filling pressures and short-circuit current amplitudes are presented. A series of dielectric recovery measurements suggests that the dielectric recovery rate is proportional to the mass flux of the blowing gas, and the dielectric strength recovers faster in the case of lower short circuit currents.

Keywords: CO₂ mixture, high voltage circuit breakers, dielectric recovery rate, short-circuit current, mass flux

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Authors: Hamed Saremi, Shahla Saremi

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In this study, control and management of construction projects is evaluated through developing a dynamic model in which some means are used in order to evaluating planning assumptions and reviewing the effectiveness of some project control policies based on previous researches about time, cost, project schedule pressure management, source management, project control, adding elements and sub-systems from cost management such as estimating consumption budget from budget due to costs, budget shortage effects and etc. using sensitivity analysis, researcher has evaluated introduced model that during model simulation by VENSIM software and assuming optimistic times and adding information about doing job and changes rate and project is forecasted with 373 days (2 days sooner than forecasted) and final profit $ 1,960,670 (23% amount of contract) assuming 15% inflation rate in year and costs rate accordance with planned amounts and other input information and final profit.

Keywords: dynamic planning, cost, time, performance, project management

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Authors: Fouzi Aboura

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The fractional order proportional-integral-derivative (FOPID) controller or fractional order (PIλDµ) is a proportional-integral-derivative (PID) controller where integral order (λ) and derivative order (µ) are fractional, one of the important application of classical PID is the Automatic Voltage Regulator (AVR).The FOPID controller needs five parameters optimization while the design of conventional PID controller needs only three parameters to be optimized. In our paper we have proposed a comparison between algorithms Differential Evolution (DE) and Hybrid Genetic Algorithm Particle Swarm Optimization (HGAPSO) ,we have studied theirs characteristics and performance analysis to find an optimum parameters of the FOPID controller, a new objective function is also proposed to take into account the relation between the performance criteria’s.

Keywords: FOPID controller, fractional order, AVR system, objective function, optimization, GA, PSO, HGAPSO

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Authors: Mohammad Shoraka, Raulina Wojtkiewicz, Karthik Ramanathan

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Following the devastating summer 2021 floods in Germany, catastrophe modelers realized that hazard parameters, such as flow velocity, flood duration, and debris flow, play a significant role in capturing the overall damage potential of such events. Accounting for the location-specific static depth as the only hazard intensity metric may lead to a substantial underestimation of the vulnerability of building stock and, eventually, the loss potential of such catastrophic events. As the flow velocity increases, the hydrodynamic forces acting on various building components are amplified. Longer flood duration leads to water permeating porous components, incurring additional cleanup costs that contribute to an overall increase in damage. Debris flow possesses the power to erode extensive sections of buildings, thus substantially augmenting the extent of losses. This paper introduces four flow velocity classes, ranging from no flow velocity to major velocity, along with two flood duration classes: short and long, in estimating the vulnerability of the building stock. Additionally, the study examines the impact of the presence of debris flow and its role in exacerbating flood damage. The paper delves into the effects of each of these parameters on building component damageability and their collective impact on the overall building vulnerability.

Keywords: catastrophe modeling, building vulnerability, hazard parameters, component damage function

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Authors: Chahrazed Salhi, Ayoub Zeroual, Yasmina Hamitouche

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Soil water erosion poses a significant threat to the watersheds in Algeria today. The degradation of storage capacity in large dams over the past two decades, primarily due to erosion, necessitates a comprehensive understanding of the factors that contribute to soil erosion. The Isser watershed, located in the Northwestern region of Algeria, faces additional challenges such as recurrent droughts and the presence of delicate marl and clay outcrops, which amplify its susceptibility to water erosion. This study aims to employ advanced techniques such as Geographic Information Systems (GIS) and Remote Sensing (RS), in conjunction with the Canonical Correlation Analysis (CCA) method and Soil Water Assessment Tool (SWAT) model, to predict specific erosion patterns and analyze the key factors influencing erosion in the Isser basin. To accomplish this, an array of data sources including rainfall, climatic, hydrometric, land use, soil, digital elevation, and satellite data were utilized. The application of the SWAT model to the Isser basin yielded an average annual soil loss of approximately 16 t/ha/year. Particularly high erosion rates, exceeding 12 T/ha/year, were observed in the central and southern parts of the basin, encompassing 41% of the total basin area. Through Canonical Correlation Analysis, it was determined that vegetation cover and topography exerted the most substantial influence on erosion. Consequently, the study identified significant and spatially heterogeneous erosion throughout the study area. The impact of land topography on soil loss was found to be directly proportional, while vegetation cover exhibited an inverse proportional relationship. Modeling specific erosion for the Ladrat dam sub-basin estimated a rate of around 39 T/ha/year, thus accounting for the recorded capacity loss of 17.80% compared to the bathymetric survey conducted in 2019. The findings of this research provide valuable decision-support tools for soil conservation managers, empowering them to make informed decisions regarding soil conservation measures.

Keywords: Isser watershed, RS, CCA, SWAT, vegetation cover, topography

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Authors: Mohamed Rabhi, Kouider Halim Benrahou

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The rheological properties of the carbonyl-methylcellulose (CMC), of different concentrations (25000, 50000, 60000, 80000 and 100000 ppm) and different temperatures were studied. We found that the rheological behavior of all CMC solutions presents a pseudo-plastic behavior, it follows the model of Ostwald-de Waele. The objective of this work is the modeling of flow by the CMC Cross model. The Cross model gives us the variation of the viscosity according to the shear rate. This model allowed us to adjust more clearly the rheological characteristics of CMC solutions. A comparison between the Cross model and the model of Ostwald was made. Cross the model fitting parameters were determined by a numerical simulation to make an approach between the experimental curve and those given by the two models. Our study has shown that the model of Cross, describes well the flow of "CMC" for low concentrations.

Keywords: CMC, rheological modeling, Ostwald model, cross model, viscosity

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Authors: N. Meddeb, A. M. Makhlouf, M. A. Ben Ayed

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Due to the real-time requirement of message in Vehicular Ad hoc NETworks (VANET), it is necessary to authenticate vehicles to achieve security, efficiency, and conditional privacy-preserving. Privacy is of utmost relevance in VANETs. For this reason, we have proposed a new protocol called ‘Multilevel Authentication Protocol’ (MAP) that considers different vehicle categories. The proposed protocol is based on our Multilevel Authentication protocol for Vehicular networks (MAVnet). But the MAP leads to human safety, where the priority is given to the ambulance vehicles. For evaluation, we used the Java language to develop a demo application and deployed it on the Network Security Simulation (Nessi2). Compared with existing authentication protocols, MAP markedly enhance the communication overhead and decreases the delay of exchanging messages while preserving conditional privacy.

Keywords: Vehicular Ad hoc NETworks (VANET), vehicle categories, safety, databases, privacy, authentication, throughput, delay

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Authors: Myoung Je Song

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Ureteral stent insertion is being used as one of the clinical interventional treatments due to stenosis and/or obstruction in the ureter. For the development of the ureteral stents, we have to know the flow patterns with and without peristalsis in the ureter. The purpose of this study is to understand the flow characteristics and movement of the ureter for the ureter model according to the presence or absence of peristalsis and to use it as fundamental information to design the optimal ureteral stent. In this study, CFD (Computational Fluid Dynamics) and FSI (Fluid-Structure Interaction) approaches were applied and compared the flow characteristics in the ureter. The distribution of streamlines was different in the near ureteropelvic junction. As a result of analyzing the area change of the ureter, the area change was large at the frontal and posterior ends, and the frontal and posterior aspects of the area change were reversed. There was no significant difference in the flow rate at the ureter outlet, and the movement of the ureter was larger when peristalsis was considered. Finally, as an introductory stage for the development of ureteral stents, basic information about the ureters according to the presence or absence of peristalsis is acquired.

Keywords: computational fluid dynamics, fluid-structure interaction, peristalsis, urine flow

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Authors: Mohd Asrul Affendi Bin Abdullah

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Sample size calculation is especially important for zero inflated models because a large sample size is required to detect a significant effect with this model. This paper verify how to present percentage of power approximation for categorical and then extended to zero inflated models. Wald test was chosen to determine power sample size of AIDS death rate because it is frequently used due to its approachability and its natural for several major recent contribution in sample size calculation for this test. Power calculation can be conducted when covariates are used in the modeling ‘excessing zero’ data and assist categorical covariate. Analysis of AIDS death rate study is used for this paper. Aims of this study to determine the power of sample size (N = 945) categorical death rate based on parameter estimate in the simulation of the study.

Keywords: power sample size, Wald test, standardize rate, ZINBDR

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Authors: Christopher Deekia Nwimae, Nigel Simms, Liyun Lao

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Erosion in pipe bends caused by particles is a major obstacle in the oil and gas fields and might cause the breakdown of production equipment. This work studied the effects imposed by flow velocity and impact of solid particles diameter in an elbow; erosion rate was verified with experimental data using the computational fluid dynamics (CFD) approach. Two-way coupled Euler-Lagrange and discrete phase model was employed to calculate the air/solid particle flow in an elbow. One erosion model and three-particle rebound models were used to predict the erosion rate on the 90° elbows. The generic erosion model was used in the CFD-based erosion model, and after comparing it with experimental data, results showed agreement with the CFD-based predictions as observed.

Keywords: erosion, prediction, elbow, computational fluid dynamics

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Authors: Anila Xhahysa, Migena Ceyhan, Neki Kuka, Klajdi Qoshi, Damiano Koxhaj

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The seismic event catalog has been updated in the framework of a bilateral project supported by the Central European Investment Fund and with the extensive support of Global Earthquake Model Foundation to update Albania's national seismic hazard model. The earthquake catalogue prepared within this project covers the Western Balkan area limited by 38.0° - 48°N, 12.5° - 24.5°E and includes 41,806 earthquakes that occurred in the region between 510 BC and 2022. Since the moment magnitude characterizes the earthquake size accurately and the selected ground motion prediction equations for the seismic hazard assessment employ this scale, it was chosen as the uniform magnitude scale for the catalogue. Therefore, proxy values of moment magnitude had to be obtained by using new magnitude conversion equations between the local and other magnitude types to this unified scale. The Global Centroid Moment Tensor Catalogue was considered the most authoritative for moderate to large earthquakes for moment magnitude reports; hence it was used as a reference for calibrating other sources. The best fit was observed when compared to some regional agencies, whereas, with reports of moment magnitudes from Italy, Greece and Turkey, differences were observed in all magnitude ranges. For teleseismic magnitudes, to account for the non-linearity of the relationships, we used the exponential model for the derivation of the regression equations. The obtained regressions for the surface wave magnitude and short-period body-wave magnitude show considerable differences with Global Earthquake Model regression curves, especially for low magnitude ranges. Moreover, a conversion relation was obtained between the local magnitude of Albania and the corresponding moment magnitude as reported by the global and regional agencies. As errors were present in both variables, the Deming regression was used.

Keywords: regression, seismic catalogue, local magnitude, tele-seismic magnitude, moment magnitude

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Authors: Faisal Algosair

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We examine the role of monetary policy in the presence of commodity price shocks using a Dynamic stochastic general equilibrium (DSGE) model with price and wage rigidities. The model characterizes a commodity exporter by its degree of export diversification, and explores the following monetary regimes: flexible domestic inflation targeting; flexible Consumer Price Index inflation targeting; exchange rate peg; and optimal rule. An increase in the degree of diversification is found to mitigate responses to commodity shocks. The welfare comparison suggests that a flexible exchange rate regime under the optimal rule is preferred to an exchange rate peg. However, monetary policy provides limited stabilization effects in an economy with low degree of export diversification.

Keywords: business cycle, commodity price, exchange rate, global financial cycle

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Authors: John Lorenzo Bautista, Yoon-Joong Kim

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This paper presents the development of a Filipino speech recognition tool using the HTK System. The system was trained from a subset of the Filipino Speech Corpus developed by the DSP Laboratory of the University of the Philippines-Diliman. The speech corpus was both used in training and testing the system by estimating the parameters for phonetic HMM-based (Hidden-Markov Model) acoustic models. Experiments on different mixture-weights were incorporated in the study. The phoneme-level word-based recognition of a 5-state HMM resulted in an average accuracy rate of 80.13 for a single-Gaussian mixture model, 81.13 after implementing a phoneme-alignment, and 87.19 for the increased Gaussian-mixture weight model. The highest accuracy rate of 88.70% was obtained from a 5-state model with 6 Gaussian mixtures.

Keywords: Filipino language, Hidden Markov Model, HTK system, speech recognition

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Authors: Eduardo Costa

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Hospital strikes in the Portuguese National Health Service (NHS) are becoming increasingly frequent, raising concerns in what respects patient safety. In fact, data shows that mortality rates for patients admitted during strikes are up to 30% higher than for patients admitted in other days. This paper analyses the effects of hospital strikes on patients’ outcomes. Specifically, it analyzes the impact of different strikes (physicians, nurses and other health professionals), on in-hospital mortality rates, readmission rates and length of stay. The paper uses patient-level data containing all NHS hospital admissions in mainland Portugal from 2012 to 2017, together with a comprehensive strike dataset comprising over 250 strike days (19 physicians-strike days, 150 nurses-strike days and 50 other health professionals-strike days) from 135 different strikes. The paper uses a linear probability model and controls for hospital and regional characteristics, time trends, and changes in patients’ composition and diagnoses. Preliminary results suggest a 6-7% increase in in-hospital mortality rates for patients exposed to physicians’ strikes. The effect is smaller for patients exposed to nurses’ strikes (2-5%). Patients exposed to nurses strikes during their stay have, on average, higher 30-days urgent readmission rates (4%). Length of stay also seems to increase for patients exposed to any strike. Results – conditional on further testing, namely on non-linear models - suggest that hospital operations and service levels are partially disrupted during strikes.

Keywords: health sector strikes, in-hospital mortality rate, length of stay, readmission rate

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Authors: K. A. Adeleke

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Often in epidemiological research, introducing stratified Cox model can account for the existence of interactions of some inherent factors with some major/noticeable factors. This research work aimed at modelling correlated variables in infant mortality with the existence of some inherent factors affecting the infant survival function. An alternative semiparametric Stratified Cox model is proposed with a view to take care of multilevel factors that have interactions with others. This, however, was used as a tool to model infant mortality data from Nigeria Demographic and Health Survey (NDHS) with some multilevel factors (Tetanus, Polio, and Breastfeeding) having correlation with main factors (Sex, Size, and Mode of Delivery). Asymptotic properties of the estimators are also studied via simulation. The tested model via data showed good fit and performed differently depending on the levels of the interaction of the strata variable Z*. An evidence that the baseline hazard functions and regression coefficients are not the same from stratum to stratum provides a gain in information as against the usage of Cox model. Simulation result showed that the present method produced better estimates in terms of bias, lower standard errors, and or mean square errors.

Keywords: stratified Cox, semiparametric model, infant mortality, multilevel factors, cofounding variables

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Authors: B. G. Muhammad, S. M. Jafar

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Neutron Activation Analysis (NAA) and Inductively Coupled Plasma Mass Spectrometry (ICP-MS) were employed to analyze the level of trace elements concentrations in sediment samples and their bioaccumulation in some aquatic species selected randomly from surface water resources in the Northern peninsula of Malaysia. The NAA results of the sediment samples indicated a wide range in concentration of different elements were observed. Fe, K, and Na were found to have major concentration values that ranges between 61,000 ± 1400 to 4,500 ± 100 ppm, 20100±1000 to 3100±600 and 3,100±600 and 200±10 ppm, respectively. Traces of heavy metals with much more contamination health concern, such as Cr and As, were also identified in many of the samples analyzed. The average specific activities of 40K, 232Th and 226Ra in soil and the corresponding radium equivalent activity and the external hazard index were all found to be lower than the maximum permissible limits (370 Bq kg-1 and 1).

Keywords: external hazard index, Neutron Activation Analysis, radium equivalent, trace elements concentrations

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Authors: Mohammad Hassan Ziraksaz

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Fuel atomizers are used in a wide range of IC engines, turbojets and a variety of liquid propellant rocket engines. As the fuel spray fully develops its characters approach their ultimate amounts. Fuel spray characters such as SMD, injection pressure, mass flow rate, droplet velocity and spray cone angle play important roles to atomize the liquid fuel to finely atomized fuel droplets and finally form the fine fuel spray. Well performed, fully developed, fine spray without any defections, brings the idea of finding an experimental relation between the main effective spray characters. Extracting an experimental relation between SMD and other fuel spray physical characters in swirl fuel atomizers is the main scope of this experimental work. Droplet velocity, fuel mass flow rate, SMD and spray cone angle are the parameters which are measured. A set of twelve reverse engineering atomizers without any spray defections and a set of eight original atomizers as referenced well-performed spray are contributed in this work. More than 350 tests, mostly repeated, were performed. This work shows that although spray cone angle plays a very effective role in spray formation, after formation, it smoothly approaches to an almost constant amount while the other characters are changed to create fine droplets. Therefore, the work to find the relation between the characters is focused on SMD, droplet velocity, fuel mass flow rate, and injection pressure. The process of fuel spray formation begins in 5 Psig injection pressures, where a tiny fuel onion attaches to the injector tip and ended in 250 Psig injection pressure, were fully developed fine fuel spray forms. Injection pressure is gradually increased to observe how the spray forms. In each step, all parameters are measured and recorded carefully to provide a data bank. Various diagrams have been drawn to study the behavior of the parameters in more detail. Experiments and graphs show that the power equation can best show changes in parameters. The SMD experimental relation with pressure P, fuel mass flow rate Q ̇ and droplet velocity V extracted individually in pairs. Therefore, the proportional relation of SMD with other parameters is founded. Now it is time to find an experimental relation including all the parameters. Using obtained proportional relation, replacing the parameters with experimentally measured ones and drawing the graphs of experimental SMD versus proportion SMD (〖SMD〗_P), a correctional equation and consequently the final experimental equation is obtained. This experimental equation is specified to use for swirl fuel atomizers and the use of this experimental equation in different conditions shows about 3% error, which is expected to achieve lower error and consequently higher accuracy by increasing the number of experiments and increasing the accuracy of data collection.

Keywords: droplet velocity, experimental relation, mass flow rate, SMD, swirl fuel atomizer

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Authors: Mehdi Rostamzadeh

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Genetic Algorithms (GAs) are an adaptive heuristic search algorithm premised on the evolutionary ideas of natural selection and genetic. In this study, we apply GAs for fundamental and technical models of exchange rate determination in exchange rate market. In this framework, we estimated absolute and relative purchasing power parity, Mundell-Fleming, sticky and flexible prices (monetary models), equilibrium exchange rate and portfolio balance model as fundamental models and Auto Regressive (AR), Moving Average (MA), Auto-Regressive with Moving Average (ARMA) and Mean Reversion (MR) as technical models for Iranian Rial against European Union’s Euro using monthly data from January 1992 to December 2014. Then, we put these models into the genetic algorithm system for measuring their optimal weight for each model. These optimal weights have been measured according to four criteria i.e. R-Squared (R2), mean square error (MSE), mean absolute percentage error (MAPE) and root mean square error (RMSE).Based on obtained Results, it seems that for explaining of Iranian Rial against EU Euro exchange rate behavior, fundamental models are better than technical models.

Keywords: exchange rate, genetic algorithm, fundamental models, technical models

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Authors: Andreas Rudisch, Ralf Lampert, Andreas Kolbitsch

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It is a well-known fact among the engineering community that earthquakes with comparatively low magnitudes can cause serious damage to nonstructural components (NSCs) of buildings, even when the supporting structure performs relatively well. Past research works focused mainly on NSCs of nuclear power plants and industrial plants. Particular attention should also be given to architectural façade elements of old masonry buildings (e.g. ornamental figures, balustrades, vases), which are very vulnerable under seismic excitation. Large numbers of these historical nonstructural components (HiNSCs) can be found in highly frequented historical city centers and in the event of failure, they pose a significant danger to persons. In order to estimate the vulnerability of acceleration sensitive HiNSCs, the peak horizontal floor acceleration (PHFA) is used. The PHFA depends on the dynamic characteristics of the building, the ground excitation, and induced nonlinearities. Consequently, the PHFA can not be generalized as a simple function of height. In the present research work, an extensive case study was conducted to investigate the influence of induced nonlinearity on the PHFA for old masonry buildings. Probabilistic nonlinear FE time-history analyses considering three different hazard levels were performed. A set of eighteen synthetically generated ground motions was used as input to the structure models. An elastoplastic macro-model (multiPlas) for nonlinear homogenized continuum FE-calculation was calibrated to multiple scales and applied, taking specific failure mechanisms of masonry into account. The macro-model was calibrated according to the results of specific laboratory and cyclic in situ shear tests. The nonlinear macro-model is based on the concept of multi-surface rate-independent plasticity. Material damage or crack formation are detected by reducing the initial strength after failure due to shear or tensile stress. As a result, shear forces can only be transmitted to a limited extent by friction when the cracking begins. The tensile strength is reduced to zero. The first goal of the calibration was the consistency of the load-displacement curves between experiment and simulation. The calibrated macro-model matches well with regard to the initial stiffness and the maximum horizontal load. Another goal was the correct reproduction of the observed crack image and the plastic strain activities. Again the macro-model proved to work well in this case and shows very good correlation. The results of the case study show that there is significant scatter in the absolute distribution of the PHFA between the applied ground excitations. An absolute distribution along the normalized building height was determined in the framework of probability theory. It can be observed that the extent of nonlinear behavior varies for the three hazard levels. Due to the detailed scope of the present research work, a robust comparison with code-recommendations and simplified PHFA distributions are possible. The chosen methodology offers a chance to determine the distribution of PHFA along the building height of old masonry structures. This permits a proper hazard assessment of HiNSCs under seismic loads.

Keywords: nonlinear macro-model, nonstructural components, time-history analysis, unreinforced masonry

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Authors: Plessen Mogens Graf

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Within the context of multivariate time series segmentation, this paper proposes a method inspired by a posteriori optimal trading. After a normalization step, time series are treated channelwise as surrogate stock prices that can be traded optimally a posteriori in a virtual portfolio holding either stock or cash. Linear transaction costs are interpreted as hyperparameters for noise filtering. Trading signals, as well as trading signals obtained on the reversed time series, are used for unsupervised channelwise labeling before a consensus over all channels is reached that determines the final segmentation time instants. The method is model-free such that no model prescriptions for segments are made. Benefits of proposed approach include simplicity, computational efficiency, and adaptability to a wide range of different shapes of time series. Performance is demonstrated on synthetic and real-world data, including a large-scale dataset comprising a multivariate time series of dimension 1000 and length 2709. Proposed method is compared to a popular model-based bottom-up approach fitting piecewise affine models and to a recent model-based top-down approach fitting Gaussian models and found to be consistently faster while producing more intuitive results in the sense of segmenting time series at peaks and valleys.

Keywords: time series segmentation, model-free, trading-inspired, multivariate data

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Authors: Malgorzata Schwab, Ashis Kumer Biswas

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In this concept paper, we explore the topic of Reversibility in Neural Networks leveraged for Network Integrity Verification and crafted the term ''Trusted Neural Network'' (TNN), paired with the API abstraction around it, to embrace the idea formally. This newly proposed high-level generalizable TNN model builds upon the Invertible Neural Network architecture, trained simultaneously in both forward and reverse directions. This allows for the original system inputs to be compared with the ones reconstructed from the outputs in the reversed flow to assess the integrity of the end-to-end inference flow. The outcome of that assessment is captured as an Integrity Score. Concrete implementation reflecting the needs of specific problem domains can be derived from this general approach and is demonstrated in the experiments. The model aspires to become a useful practice in drafting high-level systems architectures which incorporate AI capabilities.

Keywords: trusted, neural, invertible, API

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Authors: Darrol Stanley, Levan Efremidze, Jannie Rossouw

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We investigate the predictability of the USD/ZAR (South African Rand) exchange rate with sample entropy analytics for the period of 2004-2015. We calculate sample entropy based on the daily data of the exchange rate and conduct empirical implementation of several market timing rules based on these entropy signals. The dynamic investment portfolio based on entropy signals produces better risk adjusted performance than a buy and hold strategy. The returns are estimated on the portfolio values in U.S. dollars. These results are preliminary and do not yet account for reasonable transactions costs, although these are very small in currency markets.

Keywords: currency trading, entropy, market timing, risk factor model

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Authors: Burak Bal, Demircan Canadinc

Abstract:

Dynamic strain aging (DSA), resulting from the reorientation of C-Mn clusters in the core of dislocations, can provide a strain hardening mechanism. In addition, in Hadfield steel, negative strain rate sensitivity is observed due to the DSA. In our study, we incorporated dynamic strain aging onto crystal plasticity computations to predict the local instabilities and corresponding negative strain rate sensitivity. Specifically, the material response of Hadfield steel was obtained from monotonic and strain-rate jump experiments under tensile loading. The strain rate range was adjusted from 10⁻⁴ to 10⁻¹s ⁻¹. The crystal plasticity modeling of the material response was carried out based on Voce-type hardening law and corresponding Voce hardening parameters were determined. The solute pinning effect of carbon atom was incorporated to crystal plasticity simulations at microscale level by computing the shear stress contribution imposed on an arrested dislocation by carbon atom. After crystal plasticity simulations with modifying hardening rule, which takes into account the contribution of DSA, it was seen that the model successfully predicts both the role of DSA and corresponding strain rate sensitivity.

Keywords: crystal plasticity, dynamic strain aging, Hadfield steel, negative strain rate sensitivity

Procedia PDF Downloads 228

Authors: S. Benchelha, H. C. Aoudjehane, M. Hakdaoui, R. El Hamdouni, H. Mansouri, T. Benchelha, M. Layelmam, M. Alaoui

Abstract:

The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).

Keywords: landslide susceptibility mapping, regression logistic, multivariate adaptive regression spline, Oudka, Taounate

Procedia PDF Downloads 163

Authors: Atakan Aral Ormancı, Tuğçe Arslantaş, Murat Özcü

Abstract:

This study presents the design and implementation of an experimental chassis-level system for various control applications. Specifically, the height level of the chassis is controlled using proportional integrated derivative, fuzzy logic, and deep learning control methods. Real-time data obtained from height and pressure sensors installed in a 6x2 truck chassis, in combination with pulse-width modulation signal values, are utilized during the tests. A prototype pneumatic system of a 6x2 truck is added to the setup, which enables the Smart Pneumatic Actuators to function as if they were in a real-world setting. To obtain real-time signal data from height sensors, an Arduino Nano is utilized, while a Raspberry Pi processes the data using Matlab/Simulink and provides the correct output signals to control the Smart Pneumatic Actuator in the truck chassis. The objective of this research is to optimize the time it takes for the chassis to level down and up under various loads. To achieve this, proportional integrated derivative control, fuzzy logic control, and deep learning techniques are applied to the system. The results show that the deep learning method is superior in optimizing time for a non-linear system. Fuzzy logic control with a triangular membership function as the rule base achieves better outcomes than proportional integrated derivative control. Traditional proportional integrated derivative control improves the time it takes to level the chassis down and up compared to an uncontrolled system. The findings highlight the superiority of deep learning techniques in optimizing the time for a non-linear system, and the potential of fuzzy logic control. The proposed approach and the experimental results provide a valuable contribution to the field of control, automation, and systems engineering.

Keywords: automotive, chassis level control, control systems, pneumatic system control

Procedia PDF Downloads 51