Search results for: interval forecasts

Authors: Alexander N. Savostyanov, Tatyana A. Dolgorukova, Elena A. Esipenko, Mikhail S. Zaleshin, Margherita Malanchini, Anna V. Budakova, Alexander E. Saprygin, Yulia V. Kovas

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The present study compared spectral-power indexes and cortical topography of brain activity in a sample characterized by different levels of trait and mathematical anxiety. 52 healthy Russian-speakers (age 17-32; 30 males) participated in the study. Participants solved an error recognition task under 3 conditions: A lexical condition (simple sentences in Russian), and two numerical conditions (simple arithmetic and complicated algebraic problems). Trait and mathematical anxiety were measured using self-repot questionnaires. EEG activity was recorded simultaneously during task execution. Event-related spectral perturbations (ERSP) were used to analyze spectral-power changes in brain activity. Additionally, sLORETA was applied in order to localize the sources of brain activity. When exploring EEG activity recorded after tasks onset during lexical conditions, sLORETA revealed increased activation in frontal and left temporal cortical areas, mainly in the alpha/beta frequency ranges. When examining the EEG activity recorded after task onset during arithmetic and algebraic conditions, additional activation in delta/theta band in the right parietal cortex was observed. The ERSP plots reveled alpha/beta desynchronizations within a 500-3000 ms interval after task onset and slow-wave synchronization within an interval of 150-350 ms. Amplitudes of these intervals reflected the accuracy of error recognition, and were differently associated with the three (lexical, arithmetic and algebraic) conditions. The level of trait anxiety was positively correlated with the amplitude of alpha/beta desynchronization. The level of mathematical anxiety was negatively correlated with the amplitude of theta synchronization and of alpha/beta desynchronization. Overall, trait anxiety was related with an increase in brain activation during task execution, whereas mathematical anxiety was associated with increased inhibitory-related activity. We gratefully acknowledge the support from the №11.G34.31.0043 grant from the Government of the Russian Federation.

Keywords: anxiety, EEG, lexical and numerical error-recognition tasks, alpha/beta desynchronization

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Authors: Adel A. Ghobbar, Varun Raman

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The Corrective maintenance of components and systems is a problem plaguing almost every industry in the world today. Train operators’ and the maintenance repair and overhaul subsidiary of the Dutch railway company is also facing this problem. A considerable portion of the maintenance activities carried out by the company are unscheduled. This, in turn, severely stresses and stretches the workforce and resources available. One possible solution is to have a robust preventive maintenance plan. The other possible solution is to plan maintenance based on real-time data obtained from sensor-based ‘Health and Usage Monitoring Systems.’ The former has been investigated in this paper. The preventive maintenance model developed for train operator will subsequently be extended, to tackle the unscheduled maintenance problem also affecting the aerospace industry. The extension of the model to the aerospace sector will be dealt with in the second part of the research, and it would, in turn, validate the soundness of the model developed. Thus, there are distinct areas that will be addressed in this paper, including the mathematical modelling of preventive maintenance and optimization based on cost and system availability. The results of this research will help an organization to choose the right maintenance strategy, allowing it to save considerable sums of money as opposed to overspending under the guise of maintaining high asset availability. The concept of delay time modelling was used to address the practical problem of unscheduled maintenance in this paper. The delay time modelling can be used to help with support planning for a given asset. The model was run using MATLAB, and the results are shown that the ideal inspection intervals computed using the extended from a minimal cost perspective were 29 days, and from a minimum downtime, perspective was 14 days. Risk matrix integration was constructed to represent the risk in terms of the probability of a fault leading to breakdown maintenance and its consequences in terms of maintenance cost. Thus, the choice of an optimal inspection interval of 29 days, resulted in a cost of approximately 50 Euros and the corresponding value of b(T) was 0.011. These values ensure that the risk associated with component X being maintained at an inspection interval of 29 days is more than acceptable. Thus, a switch in maintenance frequency from 90 days to 29 days would be optimal from the point of view of cost, downtime and risk.

Keywords: delay time modelling, unscheduled maintenance, reliability, maintainability, availability

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Authors: Kien-Trinh Thi Bui, Cuong Manh Nguyen

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In order to simulate and reproduce the operational characteristics of a dam visually, it is necessary to capture the displacement at different measurement points and analyze the observed movement data promptly to forecast the dam safety. The accuracy of forecasts is further improved by applying machine learning methods to data analysis progress. In this study, the horizontal displacement monitoring data of the Ialy hydroelectric dam was applied to machine learning algorithms: Gaussian processes, multi-layer perceptron neural networks, and the M5-rules algorithm for modelling and forecasting of horizontal displacement of the Ialy hydropower dam (Vietnam), respectively, for analysing. The database which used in this research was built by collecting time series of data from 2006 to 2021 and divided into two parts: training dataset and validating dataset. The final results show all three algorithms have high performance for both training and model validation, but the MLPs is the best model. The usability of them are further investigated by comparison with a benchmark models created by multi-linear regression. The result show the performance which obtained from all the GP model, the MLPs model and the M5-Rules model are much better, therefore these three models should be used to analyze and predict the horizontal displacement of the dam.

Keywords: Gaussian processes, horizontal displacement, hydropower dam, Ialy dam, M5-Rules, multi-layer perception neural networks

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Authors: Amir Hossein Hejazi, Nima Amjady

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In recent years, due to environmental issues traditional energy sources had been replaced by renewable ones. Wind energy as the fastest growing renewable energy shares a considerable percent of energy in power electricity markets. With this fast growth of wind energy worldwide, owners and operators of wind farms, transmission system operators, and energy traders need reliable and secure forecasts of wind energy production. In this paper, a new forecasting strategy is proposed for short-term wind power prediction based on Echo State Networks (ESN). The forecast engine utilizes state-of-the-art training process including dynamical reservoir with high capability to learn complex dynamics of wind power or wind vector signals. The study becomes more interesting by incorporating prediction of wind direction into forecast strategy. The Big Bang-Big Crunch (BB-BC) evolutionary optimization algorithm is adopted for adjusting free parameters of ESN-based forecaster. The proposed method is tested by real-world hourly data to show the efficiency of the forecasting engine for prediction of both wind vector and wind power output of aggregated wind power production.

Keywords: wind power forecasting, echo state network, big bang-big crunch, evolutionary optimization algorithm

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Authors: Teguh Sugiarto, Ahmad Subagyo, Ludiro Madu, Amir Mohammadian Amiri

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Recently, the significant fluctuations accosiated with Indonesian economy justifies the need for paying more attention to this issue. In this regard, the main objective of this study is to investigate the relationship between two issues related to the macro Indonesia economy called consumption and GDP during the period of 1967 to 2014. This research method exploits short term and long term relationships using Granger and subsequently, models them by the causality method . However, using analysis of Granger with Johansen shows that there is not only a long term, but also a short-long relationship between GDP and consumption using lags the interval 5.

Keywords: cointegration, Granger causality, GDP, consumption

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Authors: Andrey V. Timofeev

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An adaptive nonparametric method is proposed for stable real-time detection of seismoacoustic sources in multichannel C-OTDR systems with a significant number of channels. This method guarantees given upper boundaries for probabilities of Type I and Type II errors. Properties of the proposed method are rigorously proved. The results of practical applications of the proposed method in a real C-OTDR-system are presented in this report.

Keywords: guaranteed detection, multichannel monitoring systems, change point, interval estimation, adaptive detection

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Authors: Johnson Oladele Fatokun, I. P. Akpan

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In this paper, the one-dimensional time dependent Schrödinger equation is discretized by the method of lines using a second order finite difference approximation to replace the second order spatial derivative. The evolving system of stiff ordinary differential equation (ODE) in time is solved numerically by an L-stable trapezoidal-like integrator. Results show accuracy of relative maximum error of order 10-4 in the interval of consideration. The performance of the method as compared to an existing scheme is considered favorable.

Keywords: Schrodinger’s equation, partial differential equations, method of lines (MOL), stiff ODE, trapezoidal-like integrator

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Authors: Gabriele Iannotta

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This paper investigates credit cycles by means of an experiment based on a Kiyotaki & Moore (1997) model with heterogeneous expectations. The aim is to examine how a credit squeeze caused by high lender-level risk perceptions affects the real prices of a collateralised asset, with a special focus on the macroeconomic implications of rising price volatility in terms of total welfare and the number of bankruptcies that occur. To do that, a learning-to-forecast experiment (LtFE) has been run where participants are asked to predict the future price of land and then rewarded based on the accuracy of their forecasts. The setting includes one lender and five borrowers in each of the twelve sessions split between six control groups (G1) and six treatment groups (G2). The only difference is that while in G1 the lender always satisfies borrowers’ loan demand (bankruptcies permitting), in G2 he/she closes the entire credit market in case three or more bankruptcies occur in the previous round. Experimental results show that negative risk-driven supply shocks amplify the volatility of collateral prices. This uncertainty worsens the agents’ ability to predict the future value of land and, as a consequence, the number of defaults increases and the total welfare deteriorates.

Keywords: Behavioural Macroeconomics, Credit Cycle, Experimental Economics, Heterogeneous Expectations, Learning-to-Forecast Experiment

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Authors: Ayman Baklizi

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Based on type II censored data, we consider interval estimation of the quantiles of the two-parameter exponential distribution and the difference between the quantiles of two independent two-parameter exponential distributions. We derive asymptotic intervals, Bayesian, as well as intervals based on the generalized pivot variable. We also include some bootstrap intervals in our comparisons. The performance of these intervals is investigated in terms of their coverage probabilities and expected lengths.

Keywords: asymptotic intervals, Bayes intervals, bootstrap, generalized pivot variables, two-parameter exponential distribution, quantiles

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Authors: Ioannis N. Sergentanis, Stavroula Papadodima, Maria Tsellou, Dimitrios Vlachodimitropoulos, Sotirios Athanaselis, Chara Spiliopoulou

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Introduction: The aim of this study is the investigation of characteristics of suicide, as documented in autopsies during a five-year interval in the greater area of Attica, including the city of Athens. This could reveal possible protective or aggravating factors for suicide risk during a period strongly associated with the Greek debt crisis. Materials and Methods: Data was obtained following registration of suicide cases among autopsies performed in the Forensic Medicine and Toxicology Department, School of Medicine, National and Kapodistrian University of Athens, Greece, during the time interval from January 2011 to December 2015. Anonymity and medical secret were respected. A series of demographic and social factors in addition to special characteristics of suicide were entered into a specially established pre-coded database. These factors include social data as well as psychiatric background and certain autopsy characteristics. Data analysis was performed using descriptive statistics and Fisher’s exact test. The software used was STATA/SE 13 (Stata Corp., College Station, TX, USA). Results: A total of 162 cases were studied, 128 men and 34 women. Age ranged from 14 to 97 years old with an average of 53 years, presenting two peaks around 40 and 60 years. A 56% of cases were single/ divorced/ widowed. 25% of cases occurred during the weekend, and 66% of cases occurred in the house. A predominance of hanging as the leading method of suicide (41.4%) followed by jumping from a height (22.8%) and firearms (19.1%) was noted. Statistical analysis showed an association was found between suicide method and gender (P < 0.001, Fisher’s exact test); specifically, no woman used a firearm while only one man used medication overdose (against four women). Discussion: Greece has historically been one of the countries with the lowest suicide rates in Europe. Given a possible change in suicide trends during the financial crisis, further research seems necessary in order to establish risk factors. According to our study, suicide is more frequent in men who are not married, inside their house. Gender seems to be a factor affecting the method of suicide. These results seem in accordance with the international literature. Stronger than expected predominance in male suicide can be associated with failure to live up to social and family expectations for financial reasons.

Keywords: autopsy, Greece, risk factors, suicide

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Authors: Gaurav Kumar Sinha

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The volatility of the oil market, influenced by geopolitical, economic, and environmental factors, presents significant challenges for stakeholders in predicting trends and demand. This article explores the application of artificial intelligence (AI) in developing robust forecasting models to anticipate changes in the oil market more accurately. We delve into various AI techniques, including machine learning, deep learning, and time series analysis, that have been adapted to analyze historical data and current market conditions to forecast future trends. The study evaluates the effectiveness of these models in capturing complex patterns and dependencies in market data, which traditional forecasting methods often miss. Additionally, the paper discusses the integration of external variables such as political events, economic policies, and technological advancements that influence oil prices and demand. By leveraging AI, stakeholders can achieve a more nuanced understanding of market dynamics, enabling better strategic planning and risk management. The article concludes with a discussion on the potential of AI-driven models in enhancing the predictive accuracy of oil market forecasts and their implications for global economic planning and strategic resource allocation.

Keywords: AI forecasting, oil market trends, machine learning, deep learning, time series analysis, predictive analytics, economic factors, geopolitical influence, technological advancements, strategic planning

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Authors: Elham jassemi Zargani, Mohammad almasi

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Densities and viscosities for binary mixtures of diethylamine + 2 Alkanol (2 propanol up to 2 pentanol) were measured over the entire composition range and temperature interval of 293.15 to 323.15 K. Excess molar volumes V_m^E and viscosity deviations Δη were calculated and correlated by the Redlich−Kister type function to derive the coefficients and estimate the standard error. For mixtures of diethylamine with used 2-alkanols, V_m^E and Δη are negative over the entire range of mole fraction. The observed variations of these parameters, with alkanols chain length and temperature, are discussed in terms of the inter-molecular interactions between the unlike molecules of the binary mixtures.

Keywords: densities, viscosities, diethylamine, 2-alkanol, Redlich-Kister

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Authors: Woledegebrieal Aregay

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Introduction: Family planning is defined as the ability of individuals and couples to anticipate and attain their desired number of children and the spacing and timing of their births. It is part of a strategy to reduce poverty, maternal, infant and child mortality; empowers women by lightening the burden of excessive childbearing. Family planning is achieved through the use of different contraceptive methods among which the most effective method is modern family planning methods like Long-Acting Reversible Contraceptive (LARCs) which are IUCD and Implant and these methods have multiple advantages over other reversible methods. Most importantly, once in place, they do not require maintenance and their duration of action is long, ranging from 3 to10 years. Methods: An institutional-based cross-sectional study was conducted in Gondar town among female college students from April-May. A simple random sampling technique was employed to recruit a total of 1166 study subjects. Descriptive variables were computed for all predictors & dependent variables. The presence of an association between covariates & LARC use was observed by two tables’ findings using the chi-square test. Bivariate logistic regression was conducted to identify all possible factors affecting LARC utilization & its crude Odds Ratio, 95% Confidence Interval (CI) & P-value was observed. A multivariable logistic regression model was developed to control possible confounding variables. Adjusted Odds Ratio (AOR) with 95% Confidence Interval (CI) &P-values will be computed to identify significantly associated factors (P < 0.05) with LARC utilization. Result: Utilization of LARCs was 20.4%, the most common is Implant 86(96.5%), and followed by Intra-Uterine Contraceptive Device (IUCD) 3(3.5%). The result of the multivariate analysis revealed that the significant association of marital status of the respondent on utilization of LARC [AOR 3.965(2.051-7.665)], discussion of the respondent about LARC utilization with the husband/boyfriend [AOR 2.198(1.191-4.058)], and attitude of the respondent on implant was found to be associated [AOR 0.365(0.143-0.933)].Conclusion: The level of knowledge and attitude in this study was not satisfactory, the utilization of long-acting reversible contraceptives among college students was relatively satisfactory but if the knowledge and attitude of the participant has improved the prevalence of LARC were increased.

Keywords: utilization, long-acting reversible contraceptive, Ethiopia, Gondar

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Authors: P. Tej, P. Kněž, M. Blank

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The paper presents design and production of thin-walled U-profile footbridge made of UHPFRC. The main structure of the bridge is one prefabricated shell structure made of UHPFRC with dispersed steel fibers without any conventional reinforcement. The span of the bridge structure is 10 m and the clear width of 1.5 m. The thickness of the UHPFRC shell structure oscillated in an interval of 30-45 mm. Several calculations were made during the bridge design and compared with the experiments. For the purpose of verifying the calculations, a segment of 1.5 m was first produced, followed by the whole footbridge for testing. After the load tests were done, the design was optimized to cast the final footbridge.

Keywords: footbridge, non-linear analysis, shell structure, UHPFRC, Ultra-High Performance Fibre Reinforced Concrete

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Authors: E. K. K. Agyeman, P. Mousseau, A. Sarda, D. Edelin

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During the cooling of hot metals by the circulation of water in canals formed by boring holes in the metal, the rapid phase change of the water due to the high initial temperature of the metal leads to a non homogenous distribution of the phases within the canals. The liquid phase dominates towards the entrance of the canal while the gaseous phase dominates towards the exit. As a result of the different thermal properties of both phases, the metal is not uniformly cooled. This poses a problem during the cooling of moulds, where a uniform temperature distribution is needed in order to ensure the integrity of the part being formed. In this study, the simultaneous use of multiple water jets and an airflow for the uniform and controlled cooling of a steel block is investigated. A circular hole is bored at the centre of the steel block along its length and a perforated steel pipe is inserted along the central axis of the hole. Water jets that impact the internal surface of the steel block are generated from the perforations in the steel pipe when the water within it is put under pressure. These jets are oriented in the opposite direction to that of gravity. An intermittent airflow is imposed in the annular space between the steel pipe and the surface of hole bored in the steel block. The evolution of the temperature with respect to time of the external surface of the block is measured with the help of thermocouples and an infrared camera. Due to the high initial temperature of the steel block (350 °C), the water changes phase when it impacts the internal surface of the block. This leads to high heat fluxes. The strategy used to control the cooling speed of the block is the intermittent impingement of its internal surface by the jets. The intervals of impingement and of non impingement are varied in order to achieve the desired result. An airflow is used during the non impingement periods as an additional regulator of the cooling speed and to improve the temperature homogeneity of the impinged surface. After testing different jet positions, jet speeds and impingement intervals, it’s observed that the external surface of the steel block has a uniform temperature distribution along its length. However, the temperature distribution along its width isn’t uniform with the maximum temperature difference being between the centre of the block and its edge. Changing the positions of the jets has no significant effect on the temperature distribution on the external surface of the steel block. It’s also observed that reducing the jet impingement interval and increasing the non impingement interval slows down the cooling of the block and improves upon the temperature homogeneity of its external surface while increasing the duration of jet impingement speeds up the cooling process.

Keywords: cooling speed, homogenous cooling, jet impingement, phase change

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Authors: R. B. Ogunrinde, C. C. Jibunoh

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In this paper, a spectral decomposition method is developed for the direct integration of stiff and nonstiff homogeneous linear (ODE) systems with linear, constant, or zero right hand sides (RHSs). The method does not require iteration but obtains solutions at any random points of t, by direct evaluation, in the interval of integration. All the numerical solutions obtained for the class of systems coincide with the exact theoretical solutions. In particular, solutions of homogeneous linear systems, i.e. with zero RHS, conform to the exact analytical solutions of the systems in terms of t.

Keywords: spectral decomposition, linear RHS, homogeneous linear systems, eigenvalues of the Jacobian

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Authors: Megha Agarwal

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The research paper is an effort to compare the earnings based and cash flow based methods of valuation of an enterprise. The theoretically equivalent methods based on either earnings such as Residual Earnings Model (REM), Abnormal Earnings Growth Model (AEGM), Residual Operating Income Method (ReOIM), Abnormal Operating Income Growth Model (AOIGM) and its extensions multipliers such as price/earnings ratio, price/book value ratio; or cash flow based models such as Dividend Valuation Method (DVM) and Free Cash Flow Method (FCFM) all provide different estimates of valuation of the Indian giant corporate Reliance India Limited (RIL). An ex-post analysis of published accounting and financial data for four financial years from 2008-09 to 2011-12 has been conducted. A comparison of these valuation estimates with the actual market capitalization of the company shows that the complex accounting based model AOIGM provides closest forecasts. These different estimates may be derived due to inconsistencies in discount rate, growth rates and the other forecasted variables. Although inputs for earnings based models may be available to the investor and analysts through published statements, precise estimation of free cash flows may be better undertaken by the internal management. The estimation of value from more stable parameters as residual operating income and RNOA could be considered superior to the valuations from more volatile return on equity.

Keywords: earnings, cash flows, valuation, Residual Earnings Model (REM)

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Authors: José M. Brotons, Manuel E. Sansalvador

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The relationship between Corporate Social Responsibility (CSR) and financial performance (FP) is a subject of great interest that has not yet been resolved. In this work, we have developed a new and original tool to measure this relation. The tool quantifies the value contributed to companies that are committed to CSR. The theoretical model used is the fuzzy discounted cash flow method. Two assumptions have been considered, the first, the company has implemented the IQNet SR10 certification, and the second, the company has not implemented that certification. For the first one, the growth rate used for the time horizon is the rate maintained by the company after obtaining the IQNet SR10 certificate. For the second one, both, the growth rates company prior to the implementation of the certification, and the evolution of the sector will be taken into account. By using triangular fuzzy numbers, it is possible to deal adequately with each company’s forecasts as well as the information corresponding to the sector. Once the annual growth rate of the sales is obtained, the profit and loss accounts are generated from the annual estimate sales. For the remaining elements of this account, their regression with the nets sales has been considered. The difference between these two valuations, made in a fuzzy environment, allows obtaining the value of the IQNet SR10 certification. Although this study presents an innovative methodology to quantify the relation between CSR and FP, the authors are aware that only one company has been analyzed. This is precisely the main limitation of this study which in turn opens up an interesting line for future research: to broaden the sample of companies.

Keywords: corporate social responsibility, case study, financial performance, company valuation

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Authors: Raghunandan Gurumurthy, Aricson Pereira, Sandeep Patil

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The escalating adoption of electric vehicles (EVs) across the globe has underscored the critical importance of advancing battery system technologies. This has catalyzed a shift towards the design and development of battery systems that not only exhibit higher energy efficiency but also boast enhanced thermal performance and sophisticated multi-material enclosures. A significant leap in this domain has been the incorporation of simulation-based design optimization for battery packs and Battery Management Systems (BMS), a move further enriched by integrating artificial intelligence/machine learning (AI/ML) approaches. These strategies are pivotal in refining the design, manufacturing, and operational processes for electric vehicles and energy storage systems. By leveraging AI/ML, stakeholders can now predict battery performance metrics—such as State of Health, State of Charge, and State of Power—with unprecedented accuracy. Furthermore, as Li-ion batteries (LIBs) become more prevalent in urban settings, the imperative for bolstering thermal and fire resilience has intensified. This has propelled Battery Thermal Management Systems (BTMs) to the forefront of energy storage research, highlighting the role of machine learning and AI not just as tools for enhanced safety management through accurate temperature forecasts and diagnostics but also as indispensable allies in the early detection and warning of potential battery fires.

Keywords: electric vehicles, battery thermal management, industrial engineering, machine learning, artificial intelligence, manufacturing

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Authors: Vani Chintapally

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The expansion of modest and minimized Global Positioning System (GPS) beneficiaries has prompted most Automatic Vehicle Location (AVL) frameworks today depending solely on satellite-based finding frameworks, as GPS is the most stable usage of these. This paper shows the attributes of a proposed framework for following and dissecting open transport in a run of the mill medium-sized city and complexities the qualities of such a framework to those of broadly useful AVL frameworks. Particular properties of the courses broke down by the AVL framework utilized for the examination of open transport in our study incorporate cyclic vehicle courses, the requirement for particular execution reports, and so forth. This paper particularly manages vehicle movement forecasts and the estimation of station landing time, combined with consequently produced reports on timetable conformance and other execution measures. Another side of the watched issue is proficient exchange of information from the vehicles to the control focus. The pervasiveness of GSM bundle information exchange advancements combined with decreased information exchange expenses have brought on today's AVL frameworks to depend predominantly on parcel information exchange administrations from portable administrators as the correspondences channel in the middle of vehicles and the control focus. This methodology brings numerous security issues up in this conceivably touchy application field.

Keywords: automatic vehicle location (AVL), expectation of landing times, AVL security, data administrations, wise transport frameworks (ITS), guide coordinating

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Authors: Akinbo Razak Yinka, Adesanya Kehinde Kazeem, Oladokun Oluwagbenga Peter

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Time series data are sequences of observations collected over a period of time. Such data can be used to predict health outcomes, such as disease progression, mortality, hospitalization, etc. The Statistical approach is based on mathematical models that capture the patterns and trends of the data, such as autocorrelation, seasonality, and noise, while Neural methods are based on artificial neural networks, which are computational models that mimic the structure and function of biological neurons. This paper compared both parametric and non-parametric time series models of patients treated for malaria in Maternal and Child Health Centres in Lagos State, Nigeria. The forecast methods considered linear regression, Integrated Moving Average, ARIMA and SARIMA Modeling for the parametric approach, while Multilayer Perceptron (MLP) and Long Short-Term Memory (LSTM) Network were used for the non-parametric model. The performance of each method is evaluated using the Mean Absolute Error (MAE), R-squared (R2) and Root Mean Square Error (RMSE) as criteria to determine the accuracy of each model. The study revealed that the best performance in terms of error was found in MLP, followed by the LSTM and ARIMA models. In addition, the Bootstrap Aggregating technique was used to make robust forecasts when there are uncertainties in the data.

Keywords: ARIMA, bootstrap aggregation, MLP, LSTM, SARIMA, time-series analysis

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Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

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This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: non-stationary, BINARMA(1, 1) model, Poisson innovations, conditional maximum likelihood, CML

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Authors: Sule Sahin, Basak Bulut Karageyik

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This paper introduces a hazard rate function for the time of ruin to calculate the conditional probability of ruin for very small intervals. We call this function the force of ruin (FoR). We obtain the expected time of ruin and conditional expected time of ruin from the exact finite time ruin probability with exponential claim amounts. Then we introduce the FoR which gives the conditional probability of ruin and the condition is that ruin has not occurred at time t. We analyse the behavior of the FoR function for different initial surpluses over a specific time interval. We also obtain FoR under the excess of loss reinsurance arrangement and examine the effect of reinsurance on the FoR.

Keywords: conditional time of ruin, finite time ruin probability, force of ruin, reinsurance

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Authors: Nebila Lichiheb, LaToya Myles, William Pendergrass, Bruce Hicks, Dawson Cagle

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Atmospheric transport of hazardous materials in urban areas is increasingly under investigation due to the potential impact on human health and the environment. In response to health and safety concerns, several dispersion models have been developed to analyze and predict the dispersion of hazardous contaminants. The models of interest usually rely on meteorological information obtained from the meteorological models of NOAA’s National Weather Service (NWS). However, due to the complexity of the urban environment, NWS forecasts provide an inadequate basis for dispersion computation in urban areas. A dense meteorological network in Washington, DC, called DCNet, has been operated by NOAA since 2003 to support the development of urban monitoring methodologies and provide the driving meteorological observations for atmospheric transport and dispersion models. This study focuses on the comparison of wind observations from the DCNet station on the U.S. Department of Commerce Herbert C. Hoover Building against the North American Mesoscale (NAM) model outputs for the period 2017-2019. The goal is to develop a simple methodology for modifying NAM outputs so that the dispersion requirements of the city and its urban area can be satisfied. This methodology will allow us to quantify the prediction errors of the NAM model and propose adjustments of key variables controlling dispersion model calculation.

Keywords: meteorological data, Washington D.C., DCNet data, NAM model

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Authors: Charles Ruffner, Michael Manton, Gintautas Kibirkstis, Gediminas Brazaitas, Vitas Marozas, Ekaterine Makrickiene, Rutile Pukiene, Per Angelstam

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In dynamic boreal forests, fire is an important natural disturbance, which drives regeneration and mortality of living and dead trees, and thus successional trajectories. However, current forest management practices focusing on wood production only have effectively eliminated fire as a stand-level disturbance. While this is generally well studied across much of Europe, in Lithuania, little is known about the historic fire regime and the role fire plays as a management tool towards the sustainable management of future landscapes. Focusing on Scots pine forests, we explore; i) the relevance of fire disturbance regimes on forestlands of Lithuania; ii) fire occurrence in the Dzukija landscape for dry upland and peatland forest sites, and iii) correlate tree-ring data with climate variables to ascertain climatic influences on growth and fire occurrence. We sampled and cross-dated 132 Scots pine samples with fire scars from 4 dry pine forest stands and 4 peatland forest stands, respectively. The fire history of each sample was analyzed using standard dendrochronological methods and presented in FHAES format. Analyses of soil moisture and nutrient conditions revealed a strong probability of finding forests that have a high fire frequency in Scots pine forests (59%), which cover 34.5% of Lithuania’s current forestland. The fire history analysis revealed 455 fire scars and 213 fire events during the period 1742-2019. Within the Dzukija landscape, the mean fire interval was 4.3 years for the dry Scots pine forest and 8.7 years for the peatland Scots pine forest. However, our comparison of fire frequency before and after 1950 shows a marked decrease in mean fire interval. Our data suggest that hemi-boreal forest landscapes of Lithuania provide strong evidence that fire, both human and lightning-ignited fires, has been and should be a natural phenomenon and that the examination of biological archives can be used to guide sustainable forest management into the future. Currently, fire use is prohibited by law as a tool for forest management in Lithuania. We recommend introducing trials that use low-intensity prescribed burning of Scots pine stands as a regeneration tool towards mimicking natural forest disturbance regimes.

Keywords: biodiversity conservation, cultural burning, dendrochronology, forest dynamics, forest management, succession

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Authors: Surinder Singh, Adish Bindal

Abstract:

The effects of the pumping wavelength and their power on the gain flattening of a fiber Raman amplifier (FRA) are investigated. The multi-wavelength pumping scheme is utilized to achieve gain flatness in FRA. It is proposed that gain flatness becomes better with increase in number of pumping wavelengths applied. We have achieved flat gain with 0.27 dB fluctuation in a spectral range of 1475-1600 nm for a Raman fiber length of 10 km by using six pumps with wavelengths with in the 1385-1495 nm interval. The effect of multi-wavelength pumping scheme on gain saturation in FRA is also studied. It is proposed that gain saturation condition gets improved by using this scheme and this scheme is more useful for higher spans of Raman fiber length.

Keywords: FRA, WDM, pumping, flat gain

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Authors: Nicola Rubino

Abstract:

This paper presents an analysis of a group of commodity exporting countries' nominal exchange rate movements in relationship to the US dollar. Using a series of Unrestricted Self-exciting Threshold Autoregressive models (SETAR), we model and evaluate sixteen national CPI price differentials relative to the US dollar CPI. Out-of-sample forecast accuracy is evaluated through calculation of mean absolute error measures on the basis of two-hundred and fifty-three months rolling window forecasts and extended to three additional models, namely a logistic smooth transition regression (LSTAR), an additive non linear autoregressive model (AAR) and a simple linear Neural Network model (NNET). Our preliminary results confirm presence of some form of TAR non linearity in the majority of the countries analyzed, with a relatively higher goodness of fit, with respect to the linear AR(1) benchmark, in five countries out of sixteen considered. Although no model appears to statistically prevail over the other, our final out-of-sample forecast exercise shows that SETAR models tend to have quite poor relative forecasting performance, especially when compared to alternative non-linear specifications. Finally, by analyzing the implied half-lives of the > coefficients, our results confirms the presence, in the spirit of arbitrage band adjustment, of band convergence with an inner unit root behaviour in five of the sixteen countries analyzed.

Keywords: transition regression model, real exchange rate, nonlinearities, price differentials, PPP, commodity points

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Authors: C. Mayr, J. Periya, A. Kariminezhad

Abstract:

In this paper, we developed a learning framework for the classification of vulnerable road users (VRU) by their range-Doppler signatures. The frequency-modulated continuous-wave (FMCW) radar raw data is first pre-processed to obtain robust object range-Doppler maps per coherent time interval. The complex-valued range-Doppler maps captured from our outdoor measurements are further fed into a convolutional neural network (CNN) to learn the classification. This CNN has gone through a hyperparameter optimization process for improved learning. By learning VRU range-Doppler signatures, the three classes 'pedestrian', 'dog', and 'noise' are classified with an average accuracy of almost 95%. Interestingly, this classification accuracy holds for a combined longitudinal and lateral object trajectories.

Keywords: machine learning, radar, signal processing, autonomous driving

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Authors: Torsten Mielitz, Dietmar Schulz, York C. Roth

Abstract:

Market forecasts show a significant increase in the demand for aircraft within the next two decades and production rates will be adapted accordingly. Improvements and optimizations in the industrial system are becoming more important to cope with future challenges in manufacturing and assembly. Highest quality standards have to be met for aerospace parts, whereas cost effective production in industrial systems and methodologies are also a key driver. A look at other industries like e.g., automotive shows well established processes to streamline existing manufacturing systems. In this paper, the implementation of 'PULL' principles in an existing manufacturing process chain for a large scale composite part is presented. A nonlinear extrapolation based on 'Little's Law' showed a risk of a significant increase of parts needed in the process chain to meet future demand. A project has been set up to mitigate the risk whereas the methodology has been changed from a traditional milestone approach in the beginning towards an agile way of working in the end in order to facilitate immediate benefits in the shop-floor. Finally, delivery rates could be increased avoiding more semi-finished parts in the process chain (work in progress & inventory) by the successful implementation of the 'PULL' philosophy in the shop-floor between the work stations. Lessons learned during the running project as well as implementation and operations phases are discussed in order to share best practices.

Keywords: aerospace composite part manufacturing, PULL principles, shop-floor implementation, lessons learned

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Authors: Ricardo Avila, Gabriel Lopes, Vania Vidal, Jose Macedo

Abstract:

This proposal aims for semantic enrichment between glossaries using the Simple Knowledge Organization System (SKOS) vocabulary to discover synonyms, hyponyms and hyperonyms semiautomatically, in Brazilian Portuguese, generating new semantic relationships based on WordNet. To evaluate the quality of this proposed model, experiments were performed by the use of two sets containing new relations, being one generated automatically and the other manually mapped by the domain expert. The applied evaluation metrics were precision, recall, f-score, and confidence interval. The results obtained demonstrate that the applied method in the field of Oil Production and Extraction (E&P) is effective, which suggests that it can be used to improve the quality of terminological mappings. The procedure, although adding complexity in its elaboration, can be reproduced in others domains.

Keywords: ontology matching, mapping enrichment, semantic web, linked data, SKOS

Procedia PDF Downloads 198