Search results for: lumped parameter model
17804 Leverage Effect for Volatility with Generalized Laplace Error
Authors: Farrukh Javed, Krzysztof Podgórski
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We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data.Keywords: heavy tails, volatility clustering, generalized asymmetric laplace distribution, leverage effect, conditional heteroskedasticity, asymmetric power volatility, GARCH models
Procedia PDF Downloads 38517803 Software Reliability Prediction Model Analysis
Authors: Lela Mirtskhulava, Mariam Khunjgurua, Nino Lomineishvili, Koba Bakuria
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Software reliability prediction gives a great opportunity to measure the software failure rate at any point throughout system test. A software reliability prediction model provides with the technique for improving reliability. Software reliability is very important factor for estimating overall system reliability, which depends on the individual component reliabilities. It differs from hardware reliability in that it reflects the design perfection. Main reason of software reliability problems is high complexity of software. Various approaches can be used to improve the reliability of software. We focus on software reliability model in this article, assuming that there is a time redundancy, the value of which (the number of repeated transmission of basic blocks) can be an optimization parameter. We consider given mathematical model in the assumption that in the system may occur not only irreversible failures, but also a failure that can be taken as self-repairing failures that significantly affect the reliability and accuracy of information transfer. Main task of the given paper is to find a time distribution function (DF) of instructions sequence transmission, which consists of random number of basic blocks. We consider the system software unreliable; the time between adjacent failures has exponential distribution.Keywords: exponential distribution, conditional mean time to failure, distribution function, mathematical model, software reliability
Procedia PDF Downloads 46417802 On q-Non-extensive Statistics with Non-Tsallisian Entropy
Authors: Petr Jizba, Jan Korbel
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We combine an axiomatics of Rényi with the q-deformed version of Khinchin axioms to obtain a measure of information (i.e., entropy) which accounts both for systems with embedded self-similarity and non-extensivity. We show that the entropy thus obtained is uniquely solved in terms of a one-parameter family of information measures. The ensuing maximal-entropy distribution is phrased in terms of a special function known as the Lambert W-function. We analyze the corresponding ‘high’ and ‘low-temperature’ asymptotics and reveal a non-trivial structure of the parameter space.Keywords: multifractals, Rényi information entropy, THC entropy, MaxEnt, heavy-tailed distributions
Procedia PDF Downloads 44317801 An Equivalent Circuit Model Approach for Battery Pack Simulation in a Hybrid Electric Vehicle System Powertrain
Authors: Suchitra Sivakumar, Hajime Shingyouchi, Toshinori Okajima, Kyohei Yamaguchi, Jin Kusaka
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The progressing need for powertrain electrification calls for more accurate and reliable simulation models. A battery pack serves as the most vital component for energy storage in an electrified powertrain. Hybrid electric vehicles (HEV) do not behave the same way as they age, and there are several environmental factors that account for the degradation of the battery on a system level. Therefore, in this work, a battery model was proposed to study the state of charge (SOC) variation and the internal dynamic changes that contribute to aging and performance degradation in HEV batteries. An equivalent circuit battery model (ECM) is built using MATLAB Simulink to investigate the output characteristics of the lithium-ion battery. The ECM comprises of circuit elements like a voltage source, a series resistor and a parallel RC network connected in series. A parameter estimation study is conducted on the ECM to study the dependencies of the circuit elements with the state of charge (SOC) and the terminal voltage of the battery. The battery model is extended to simulate the temperature dependence of the individual battery cell and the battery pack with the environment. The temperature dependence model accounts for the heat loss due to internal resistance build up in the battery pack during charging, discharging, and due to atmospheric temperature. The model was validated for a lithium-ion battery pack with an independent drive cycle showing a voltage accuracy of 4% and SOC accuracy of about 2%.Keywords: battery model, hybrid electric vehicle, lithium-ion battery, thermal model
Procedia PDF Downloads 29817800 Design and Analysis of Flexible Slider Crank Mechanism
Authors: Thanh-Phong Dao, Shyh-Chour Huang
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This study presents the optimal design and formulation of a kinematic model of a flexible slider crank mechanism. The objective of the proposed innovative design is to take extra advantage of the compliant mechanism and maximize the fatigue life by applying the Taguchi method. A formulated kinematic model is developed using a Pseudo-Rigid-Body Model (PRBM). By means of mathematic models, the kinematic behaviors of the flexible slider crank mechanism are captured using MATLAB software. Finite Element Analysis (FEA) is used to show the stress distribution. The results show that the optimal shape of the flexible hinge includes a force of 8.5N, a width of 9mm and a thickness of 1.1mm. Analysis of variance shows that the thickness of the proposed hinge is the most significant parameter, with an F test of 15.5. Finally, a prototype is manufactured to prepare for testing the kinematic and dynamic behaviors.Keywords: kinematic behavior, fatigue life, pseudo-rigid-body model, flexible slider crank mechanism
Procedia PDF Downloads 45917799 Parameters Identification and Sensitivity Study for Abrasive WaterJet Milling Model
Authors: Didier Auroux, Vladimir Groza
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This work is part of STEEP Marie-Curie ITN project, and it focuses on the identification of unknown parameters of the proposed generic Abrasive WaterJet Milling (AWJM) PDE model, that appears as an ill-posed inverse problem. The necessity of studying this problem comes from the industrial milling applications where the possibility to predict and model the final surface with high accuracy is one of the primary tasks in the absence of any knowledge of the model parameters that should be used. In this framework, we propose the identification of model parameters by minimizing a cost function, measuring the difference between experimental and numerical solutions. The adjoint approach based on corresponding Lagrangian gives the opportunity to find out the unknowns of the AWJM model and their optimal values that could be used to reproduce the required trench profile. Due to the complexity of the nonlinear problem and a large number of model parameters, we use an automatic differentiation software tool (TAPENADE) for the adjoint computations. By adding noise to the artificial data, we show that in fact the parameter identification problem is highly unstable and strictly depends on input measurements. Regularization terms could be effectively used to deal with the presence of data noise and to improve the identification correctness. Based on this approach we present results in 2D and 3D of the identification of the model parameters and of the surface prediction both with self-generated data and measurements obtained from the real production. Considering different types of model and measurement errors allows us to obtain acceptable results for manufacturing and to expect the proper identification of unknowns. This approach also gives us the ability to distribute the research on more complex cases and consider different types of model and measurement errors as well as 3D time-dependent model with variations of the jet feed speed.Keywords: Abrasive Waterjet Milling, inverse problem, model parameters identification, regularization
Procedia PDF Downloads 31617798 Characterization of Printed Reflectarray Elements on Variable Substrate Thicknesses
Authors: M. Y. Ismail, Arslan Kiyani
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Narrow bandwidth and high loss performance limits the use of reflectarray antennas in some applications. This article reports on the feasibility of employing strategic reflectarray resonant elements to characterize the reflectivity performance of reflectarrays in X-band frequency range. Strategic reflectarray resonant elements incorporating variable substrate thicknesses ranging from 0.016λ to 0.052λ have been analyzed in terms of reflection loss and reflection phase performance. The effect of substrate thickness has been validated by using waveguide scattering parameter technique. It has been demonstrated that as the substrate thickness is increased from 0.508mm to 1.57mm the measured reflection loss of dipole element decreased from 5.66dB to 3.70dB with increment in 10% bandwidth of 39MHz to 64MHz. Similarly the measured reflection loss of triangular loop element is decreased from 20.25dB to 7.02dB with an increment in 10% bandwidth of 12MHz to 23MHz. The results also show a significant decrease in the slope of reflection phase curve as well. A Figure of Merit (FoM) has also been defined for the comparison of static phase range of resonant elements under consideration. Moreover, a novel numerical model based on analytical equations has been established incorporating the material properties of dielectric substrate and electrical properties of different reflectarray resonant elements to obtain the progressive phase distribution for each individual reflectarray resonant element.Keywords: numerical model, reflectarray resonant elements, scattering parameter measurements, variable substrate thickness
Procedia PDF Downloads 27517797 An Investigation on Material Removal Rate of EDM Process: A Response Surface Methodology Approach
Authors: Azhar Equbal, Anoop Kumar Sood, M. Asif Equbal, M. Israr Equbal
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In the present work response surface methodology (RSM) based central composite design (CCD) is used for analyzing the electrical discharge machining (EDM) process. For experimentation, mild steel is selected as work piece and copper is used as electrode. Three machining parameters namely current (I), spark on time (Ton) and spark off time (Toff) are selected as the input variables. The output or response chosen is material removal rate (MRR) which is to be maximized. To reduce the number of runs face centered central composite design (FCCCD) was used. ANOVA was used to determine the significance of parameter and interactions. The suitability of model is tested using Anderson darling (AD) plot. The results conclude that different parameters considered i.e. current, pulse on and pulse off time; all have dominant effect on the MRR. At last, the optimized parameter setting for maximizing MRR is found through main effect plot analysis.Keywords: EDM, electrode, MRR, RSM, ANOVA
Procedia PDF Downloads 30517796 Saltwater Intrusion Studies in the Cai River in the Khanh Hoa Province, Vietnam
Authors: B. Van Kessel, P. T. Kockelkorn, T. R. Speelman, T. C. Wierikx, C. Mai Van, T. A. Bogaard
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Saltwater intrusion is a common problem in estuaries around the world, as it could hinder the freshwater supply of coastal zones. This problem is likely to grow due to climate change and sea-level rise. The influence of these factors on the saltwater intrusion was investigated for the Cai River in the Khanh Hoa province in Vietnam. In addition, the Cai River has high seasonal fluctuations in discharge, leading to increased saltwater intrusion during the dry season. Sea level rise, river discharge changes, river mouth widening and a proposed saltwater intrusion prevention dam can have influences on the saltwater intrusion but have not been quantified for the Cai River estuary. This research used both an analytical and numerical model to investigate the effect of the aforementioned factors. The analytical model was based on a model proposed by Savenije and was calibrated using limited in situ data. The numerical model was a 3D hydrodynamic model made using the Delft3D4 software. The analytical model and numerical model agreed with in situ data, mostly for tidally average data. Both models indicated a roughly similar dependence on discharge, also agreeing that this parameter had the most severe influence on the modeled saltwater intrusion. Especially for discharges below 10 m/s3, the saltwater was predicted to reach further than 10 km. In the models, both sea-level rise and river widening mainly resulted in salinity increments up to 3 kg/m3 in the middle part of the river. The predicted sea-level rise in 2070 was simulated to lead to an increase of 0.5 km in saltwater intrusion length. Furthermore, the effect of the saltwater intrusion dam seemed significant in the model used, but only for the highest position of the gate.Keywords: Cai River, hydraulic models, river discharge, saltwater intrusion, tidal barriers
Procedia PDF Downloads 11117795 Environmental Effects on Energy Consumption of Smart Grid Consumers
Authors: S. M. Ali, A. Salam Khan, A. U. Khan, M. Tariq, M. S. Hussain, B. A. Abbasi, I. Hussain, U. Farid
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Environment and surrounding plays a pivotal rule in structuring life-style of the consumers. Living standards intern effect the energy consumption of the consumers. In smart grid paradigm, climate drifts, weather parameter and green environmental directly relates to the energy profiles of the various consumers, such as residential, commercial and industrial. Considering above factors helps policy in shaping utility load curves and optimal management of demand and supply. Thus, there is a pressing need to develop correlation models of load and weather parameters and critical analysis of the factors effecting energy profiles of smart grid consumers. In this paper, we elaborated various environment and weather parameter factors effecting demand of consumers. Moreover, we developed correlation models, such as Pearson, Spearman, and Kendall, an inter-relation between dependent (load) parameter and independent (weather) parameters. Furthermore, we validated our discussion with real-time data of Texas State. The numerical simulations proved the effective relation of climatic drifts with energy consumption of smart grid consumers.Keywords: climatic drifts, correlation analysis, energy consumption, smart grid, weather parameter
Procedia PDF Downloads 37517794 Thermal Radiation Effect on Mixed Convection Boundary Layer Flow over a Vertical Plate with Varying Density and Volumetric Expansion Coefficient
Authors: Sadia Siddiqa, Z. Khan, M. A. Hossain
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In this article, the effect of thermal radiation on mixed convection boundary layer flow of a viscous fluid along a highly heated vertical flat plate is considered with varying density and volumetric expansion coefficient. The density of the fluid is assumed to vary exponentially with temperature, however; volumetric expansion coefficient depends linearly on temperature. Boundary layer equations are transformed into convenient form by introducing primitive variable formulations. Solutions of transformed system of equations are obtained numerically through implicit finite difference method along with Gaussian elimination technique. Results are discussed in view of various parameters, like thermal radiation parameter, volumetric expansion parameter and density variation parameter on the wall shear stress and heat transfer rate. It is concluded from the present investigation that increase in volumetric expansion parameter decreases wall shear stress and enhances heat transfer rate.Keywords: thermal radiation, mixed convection, variable density, variable volumetric expansion coefficient
Procedia PDF Downloads 36817793 A Dynamic Model for Assessing the Advanced Glycation End Product Formation in Diabetes
Authors: Victor Arokia Doss, Kuberapandian Dharaniyambigai, K. Julia Rose Mary
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Advanced Glycation End (AGE) products are the end products due to the reaction between excess reducing sugar present in diabetes and free amino group in protein lipids and nucleic acids. Thus, non-enzymic glycation of molecules such as hemoglobin, collagen, and other structurally and functionally important proteins add to the pathogenic complications such as diabetic retinopathy, neuropathy, nephropathy, vascular changes, atherosclerosis, Alzheimer's disease, rheumatoid arthritis, and chronic heart failure. The most common non-cross linking AGE, carboxymethyl lysine (CML) is formed by the oxidative breakdown of fructosyllysine, which is a product of glucose and lysine. CML is formed in a wide variety of tissues and is an index to assess the extent of glycoxidative damage. Thus we have constructed a mathematical and computational model that predicts the effect of temperature differences in vivo, on the formation of CML, which is now being considered as an important intracellular milieu. This hybrid model that had been tested for its parameter fitting and its sensitivity with available experimental data paves the way for designing novel laboratory experiments that would throw more light on the pathological formation of AGE adducts and in the pathophysiology of diabetic complications.Keywords: advanced glycation end-products, CML, mathematical model, computational model
Procedia PDF Downloads 12917792 Survival Data with Incomplete Missing Categorical Covariates
Authors: Madaki Umar Yusuf, Mohd Rizam B. Abubakar
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The survival censored data with incomplete covariate data is a common occurrence in many studies in which the outcome is survival time. With model when the missing covariates are categorical, a useful technique for obtaining parameter estimates is the EM by the method of weights. The survival outcome for the class of generalized linear model is applied and this method requires the estimation of the parameters of the distribution of the covariates. In this paper, we propose some clinical trials with ve covariates, four of which have some missing values which clearly show that they were fully censored data.Keywords: EM algorithm, incomplete categorical covariates, ignorable missing data, missing at random (MAR), Weibull Distribution
Procedia PDF Downloads 40517791 Anonymous Gel-Fluid Transition of Solid Supported Lipids
Authors: Asma Poursoroush
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Solid-supported lipid bilayers are often used as a simple model for studies of biological membranes. The presence of a solid substrate that interacts attractively with lipid head-groups is expected to affect the phase behavior of the supported bilayer. Molecular dynamics simulations of a coarse-grained model are thus performed to investigate the phase behavior of supported one-component lipid bilayer membranes. Our results show that the attraction of the lipid head groups to the substrate leads to a phase behavior that is different from that of a free standing lipid bilayer. In particular, we found that the phase behaviors of the two leaflets are decoupled in the presence of a substrate. The proximal leaflet undergoes a clear gel-to-fluid phase transition at a temperature lower than that of a free standing bilayer, and that decreases with increasing strength of the substrate-lipid attraction. The distal leaflet, however, undergoes a change from a homogeneous liquid phase at high temperatures to a heterogeneous state consisting of small liquid and gel domains, with the average size of the gel domains that increases with decreasing temperature. While the chain order parameter of the proximal leaflet clearly shows a gel-fluid phase transition, the chain order parameter of the distal leaflet does not exhibit a clear phase transition. The decoupling in the phase behavior of the two leaflets is due to a non-symmteric lipid distribution in the two leaflets resulting from the presence of the substrate.Keywords: membrane, substrate, molecular dynamics, simulation
Procedia PDF Downloads 19517790 Performance Evaluation of Sand Casting Manufacturing Plant with WITNESS
Authors: Aniruddha Joshi
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This paper discusses a simulation study of automated sand casting production system. Therefore, the first aims of this study is development of automated sand casting process model and analyze this model with a simulation software Witness. Production methodology aims to improve overall productivity through elimination of wastes and that leads to improve quality. Integration of automation with Simulation is beneficial to identify the obstacles in implementation and to take appropriate options to implement successfully. For this integration, there are different Simulation Software’s. To study this integration, with the help of “WITNESS” Simulation Software the model is created. This model is based on literature review. The input parameters are Setup Time, Number of machines, cycle time and output parameter is number of castings, avg, and time and percentage usage of machines. Obtained results are used for Statistical Analysis. This analysis concludes the optimal solution to get maximum output.Keywords: automated sand casting production system, simulation, WITNESS software, performance evaluation
Procedia PDF Downloads 78917789 A Cross-Gender Statistical Analysis of Tuvinian Intonation Features in Comparison With Uzbek and Azerbaijani
Authors: Daria Beziakina, Elena Bulgakova
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The paper deals with cross-gender and cross-linguistic comparison of pitch characteristics for Tuvinian with two other Turkic languages - Uzbek and Azerbaijani, based on the results of statistical analysis of pitch parameter values and intonation patterns used by male and female speakers. The main goal of our work is to obtain the ranges of pitch parameter values typical for Tuvinian speakers for the purpose of automatic language identification. We also propose a cross-gender analysis of declarative intonation in the poorly studied Tuvinian language. The ranges of pitch parameter values were obtained by means of specially developed software that deals with the distribution of pitch values and allows us to obtain statistical language-specific pitch intervals.Keywords: speech analysis, statistical analysis, speaker recognition, identification of person
Procedia PDF Downloads 34717788 Estimating Gait Parameter from Digital RGB Camera Using Real Time AlphaPose Learning Architecture
Authors: Murad Almadani, Khalil Abu-Hantash, Xinyu Wang, Herbert Jelinek, Kinda Khalaf
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Gait analysis is used by healthcare professionals as a tool to gain a better understanding of the movement impairment and track progress. In most circumstances, monitoring patients in their real-life environments with low-cost equipment such as cameras and wearable sensors is more important. Inertial sensors, on the other hand, cannot provide enough information on angular dynamics. This research offers a method for tracking 2D joint coordinates using cutting-edge vision algorithms and a single RGB camera. We provide an end-to-end comprehensive deep learning pipeline for marker-less gait parameter estimation, which, to our knowledge, has never been done before. To make our pipeline function in real-time for real-world applications, we leverage the AlphaPose human posture prediction model and a deep learning transformer. We tested our approach on the well-known GPJATK dataset, which produces promising results.Keywords: gait analysis, human pose estimation, deep learning, real time gait estimation, AlphaPose, transformer
Procedia PDF Downloads 11817787 Nonlocal Beam Models for Free Vibration Analysis of Double-Walled Carbon Nanotubes with Various End Supports
Authors: Babak Safaei, Ahmad Ghanbari, Arash Rahmani
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In the present study, the free vibration characteristics of double-walled carbon nanotubes (DWCNTs) are investigated. The small-scale effects are taken into account using the Eringen’s nonlocal elasticity theory. The nonlocal elasticity equations are implemented into the different classical beam theories namely as Euler-Bernoulli beam theory (EBT), Timoshenko beam theory (TBT), Reddy beam theory (RBT), and Levinson beam theory (LBT) to analyze the free vibrations of DWCNTs in which each wall of the nanotubes is considered as individual beam with van der Waals interaction forces. Generalized differential quadrature (GDQ) method is utilized to discretize the governing differential equations of each nonlocal beam model along with four commonly used boundary conditions. Then molecular dynamics (MD) simulation is performed for a series of armchair and zigzag DWCNTs with different aspect ratios and boundary conditions, the results of which are matched with those of nonlocal beam models to extract the appropriate values of the nonlocal parameter corresponding to each type of chirality, nonlocal beam model and boundary condition. It is found that the present nonlocal beam models with their proposed correct values of nonlocal parameter have good capability to predict the vibrational behavior of DWCNTs, especially for higher aspect ratios.Keywords: double-walled carbon nanotubes, nonlocal continuum elasticity, free vibrations, molecular dynamics simulation, generalized differential quadrature method
Procedia PDF Downloads 29417786 A GIS Based Approach in District Peshawar, Pakistan for Groundwater Vulnerability Assessment Using DRASTIC Model
Authors: Syed Adnan, Javed Iqbal
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In urban and rural areas groundwater is the most economic natural source of drinking. Groundwater resources of Pakistan are degraded due to high population growth and increased industrial development. A study was conducted in district Peshawar to assess groundwater vulnerable zones using GIS based DRASTIC model. Six input parameters (groundwater depth, groundwater recharge, aquifer material, soil type, slope and hydraulic conductivity) were used in the DRASTIC model to generate the groundwater vulnerable zones. Each parameter was divided into different ranges or media types and a subjective rating from 1-10 was assigned to each factor where 1 represented very low impact on pollution potential and 10 represented very high impact. Weight multiplier from 1-5 was used to balance and enhance the importance of each factor. The DRASTIC model scores obtained varied from 47 to 147. Using quantile classification scheme these values were reclassified into three zones i.e. low, moderate and high vulnerable zones. The areas of these zones were calculated. The final result indicated that about 400 km2, 506 km2, and 375 km2 were classified as low, moderate, and high vulnerable areas, respectively. It is recommended that the most vulnerable zones should be treated on first priority to facilitate the inhabitants for drinking purposes.Keywords: DRASTIC model, groundwater vulnerability, GIS in groundwater, drinking sources
Procedia PDF Downloads 45117785 A Mixed 3D Finite Element for Highly Deformable Thermoviscoplastic Materials Under Ductile Damage
Authors: João Paulo Pascon
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In this work, a mixed 3D finite element formulation is proposed in order to analyze thermoviscoplastic materials under large strain levels and ductile damage. To this end, a tetrahedral element of linear order is employed, considering a thermoviscoplastic constitutive law together with the neo-Hookean hyperelastic relationship and a nonlocal Gurson`s porous plasticity theory The material model is capable of reproducing finite deformations, elastoplastic behavior, void growth, nucleation and coalescence, thermal effects such as plastic work heating and conductivity, strain hardening and strain-rate dependence. The nonlocal character is introduced by means of a nonlocal parameter applied to the Laplacian of the porosity field. The element degrees of freedom are the nodal values of the deformed position, the temperature and the nonlocal porosity field. The internal variables are updated at the Gauss points according to the yield criterion and the evolution laws, including the yield stress of matrix, the equivalent plastic strain, the local porosity and the plastic components of the Cauchy-Green stretch tensor. Two problems involving 3D specimens and ductile damage are numerically analyzed with the developed computational code: the necking problem and a notched sample. The effect of the nonlocal parameter and the mesh refinement is investigated in detail. Results indicate the need of a proper nonlocal parameter. In addition, the numerical formulation can predict ductile fracture, based on the evolution of the fully damaged zone.Keywords: mixed finite element, large strains, ductile damage, thermoviscoplasticity
Procedia PDF Downloads 9517784 Fatigue Life Prediction under Variable Loading Based a Non-Linear Energy Model
Authors: Aid Abdelkrim
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A method of fatigue damage accumulation based upon application of energy parameters of the fatigue process is proposed in the paper. Using this model is simple, it has no parameter to be determined, it requires only the knowledge of the curve W–N (W: strain energy density N: number of cycles at failure) determined from the experimental Wöhler curve. To examine the performance of nonlinear models proposed in the estimation of fatigue damage and fatigue life of components under random loading, a batch of specimens made of 6082 T 6 aluminium alloy has been studied and some of the results are reported in the present paper. The paper describes an algorithm and suggests a fatigue cumulative damage model, especially when random loading is considered. This work contains the results of uni-axial random load fatigue tests with different mean and amplitude values performed on 6082T6 aluminium alloy specimens. The proposed model has been formulated to take into account the damage evolution at different load levels and it allows the effect of the loading sequence to be included by means of a recurrence formula derived for multilevel loading, considering complex load sequences. It is concluded that a ‘damaged stress interaction damage rule’ proposed here allows a better fatigue damage prediction than the widely used Palmgren–Miner rule, and a formula derived in random fatigue could be used to predict the fatigue damage and fatigue lifetime very easily. The results obtained by the model are compared with the experimental results and those calculated by the most fatigue damage model used in fatigue (Miner’s model). The comparison shows that the proposed model, presents a good estimation of the experimental results. Moreover, the error is minimized in comparison to the Miner’s model.Keywords: damage accumulation, energy model, damage indicator, variable loading, random loading
Procedia PDF Downloads 39617783 Estimation and Forecasting with a Quantile AR Model for Financial Returns
Authors: Yuzhi Cai
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This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions
Procedia PDF Downloads 34717782 Lifetime Assessment for Test Strips of POCT Device through Accelerated Degradation Test
Authors: Jinyoung Choi, Sunmook Lee
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In general, single parameter, i.e. temperature, as an accelerating parameter is used to assess the accelerated stability of Point-of-Care Testing (POCT) diagnostic devices. However, humidity also plays an important role in deteriorating the strip performance since major components of test strips are proteins such as enzymes. 4 different Temp./Humi. Conditions were used to assess the lifetime of strips. Degradation of test strips were studied through the accelerated stability test and the lifetime was assessed using commercial POCT products. The life distribution of strips, which were obtained by monitoring the failure time of test strip under each stress condition, revealed that the weibull distribution was the most proper distribution describing the life distribution of strips used in the present study. Equal shape parameters were calculated to be 0.9395 and 0.9132 for low and high concentrations, respectively. The lifetime prediction was made by adopting Peck Eq. Model for Stress-Life relationship, and the B10 life was calculated to be 70.09 and 46.65 hrs for low and high concentrations, respectively.Keywords: accelerated degradation, diagnostic device, lifetime assessment, POCT
Procedia PDF Downloads 41517781 Optimization of Manufacturing Process Parameters: An Empirical Study from Taiwan's Tech Companies
Authors: Chao-Ton Su, Li-Fei Chen
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The parameter design is crucial to improving the uniformity of a product or process. In the product design stage, parameter design aims to determine the optimal settings for the parameters of each element in the system, thereby minimizing the functional deviations of the product. In the process design stage, parameter design aims to determine the operating settings of the manufacturing processes so that non-uniformity in manufacturing processes can be minimized. The parameter design, trying to minimize the influence of noise on the manufacturing system, plays an important role in the high-tech companies. Taiwan has many well-known high-tech companies, which show key roles in the global economy. Quality remains the most important factor that enables these companies to sustain their competitive advantage. In Taiwan however, many high-tech companies face various quality problems. A common challenge is related to root causes and defect patterns. In the R&D stage, root causes are often unknown, and defect patterns are difficult to classify. Additionally, data collection is not easy. Even when high-volume data can be collected, data interpretation is difficult. To overcome these challenges, high-tech companies in Taiwan use more advanced quality improvement tools. In addition to traditional statistical methods and quality tools, the new trend is the application of powerful tools, such as neural network, fuzzy theory, data mining, industrial engineering, operations research, and innovation skills. In this study, several examples of optimizing the parameter settings for the manufacturing process in Taiwan’s tech companies will be presented to illustrate proposed approach’s effectiveness. Finally, a discussion of using traditional experimental design versus the proposed approach for process optimization will be made.Keywords: quality engineering, parameter design, neural network, genetic algorithm, experimental design
Procedia PDF Downloads 14517780 Influence of Thermal Radiation on MHD Micropolar Fluid Flow, Heat and Mass Transfer over Vertical Flat Plate
Authors: Alouaoui Redha, Ferhat Samira, Bouaziz Mohamed Najib
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In this work, we examine the thermal radiation effect on heat and mass transfer in steady laminar boundary layer flow of an incompressible viscous micropolar fluid over a vertical plate, with the presence of a magnetic field. Rosseland approximation is applied to describe the radiative heat flux in the energy equation. The resulting similarity equations are solved numerically. Many results are obtained and representative set is displayed graphically to illustrate the influence of the various parameters on different profiles. The conclusion is drawn that the flow field, temperature, concentration and microrotation as well as the skin friction coefficient and the both local Nusselt and local Sherwood numbers are significantly influenced by Magnetic parameter, material parameter and thermal radiation parameter.Keywords: MHD, micropolar fluid, thermal radiation, heat and mass transfer, boundary layer
Procedia PDF Downloads 45317779 PLO-AIM: Potential-Based Lane Organization in Autonomous Intersection Management
Authors: Berk Ecer, Ebru Akcapinar Sezer
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Traditional management models of intersections, such as no-light intersections or signalized intersection, are not the most effective way of passing the intersections if the vehicles are intelligent. To this end, Dresner and Stone proposed a new intersection control model called Autonomous Intersection Management (AIM). In the AIM simulation, they were examining the problem from a multi-agent perspective, demonstrating that intelligent intersection control can be made more efficient than existing control mechanisms. In this study, autonomous intersection management has been investigated. We extended their works and added a potential-based lane organization layer. In order to distribute vehicles evenly to each lane, this layer triggers vehicles to analyze near lanes, and they change their lane if other lanes have an advantage. We can observe this behavior in real life, such as drivers, change their lane by considering their intuitions. Basic intuition on selecting the correct lane for traffic is selecting a less crowded lane in order to reduce delay. We model that behavior without any change in the AIM workflow. Experiment results show us that intersection performance is directly connected with the vehicle distribution in lanes of roads of intersections. We see the advantage of handling lane management with a potential approach in performance metrics such as average delay of intersection and average travel time. Therefore, lane management and intersection management are problems that need to be handled together. This study shows us that the lane through which vehicles enter the intersection is an effective parameter for intersection management. Our study draws attention to this parameter and suggested a solution for it. We observed that the regulation of AIM inputs, which are vehicles in lanes, was as effective as contributing to aim intersection management. PLO-AIM model outperforms AIM in evaluation metrics such as average delay of intersection and average travel time for reasonable traffic rates, which is in between 600 vehicle/hour per lane to 1300 vehicle/hour per lane. The proposed model reduced the average travel time reduced in between %0.2 - %17.3 and reduced the average delay of intersection in between %1.6 - %17.1 for 4-lane and 6-lane scenarios.Keywords: AIM project, autonomous intersection management, lane organization, potential-based approach
Procedia PDF Downloads 13917778 One Dimensional Unsteady Boundary Layer Flow in an Inclined Wavy Wall of a Nanofluid with Convective Boundary Condition
Authors: Abdulhakeem Yusuf, Yomi Monday Aiyesimi, Mohammed Jiya
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The failure in an ordinary heat transfer fluid to meet up with today’s industrial cooling rate has resulted in the development of high thermal conductivity fluid which nanofluids belongs. In this work, the problem of unsteady one dimensional laminar flow of an incompressible fluid within a parallel wall is considered with one wall assumed to be wavy. The model is presented in its rectangular coordinate system and incorporates the effects of thermophoresis and Brownian motion. The local similarity solutions were also obtained which depends on Soret number, Dufour number, Biot number, Lewis number, and heat generation parameter. The analytical solution is obtained in a closed form via the Adomian decomposition method. It was found that the method has a good agreement with the numerical method, and it is also established that the heat generation parameter has to be kept low so that heat energy are easily evacuated from the system.Keywords: Adomian decomposition method, Biot number, Dufour number, nanofluid
Procedia PDF Downloads 32917777 A New Nonlinear State-Space Model and Its Application
Authors: Abdullah Eqal Al Mazrooei
Abstract:
In this work, a new nonlinear model will be introduced. The model is in the state-space form. The nonlinearity of this model is in the state equation where the state vector is multiplied by its self. This technique makes our model generalizes many famous models as Lotka-Volterra model and Lorenz model which have many applications in the real life. We will apply our new model to estimate the wind speed by using a new nonlinear estimator which suitable to work with our model.Keywords: nonlinear systems, state-space model, Kronecker product, nonlinear estimator
Procedia PDF Downloads 69117776 Improving Fused Deposition Modeling Efficiency: A Parameter Optimization Approach
Authors: Wadea Ameen
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Rapid prototyping (RP) technology, such as fused deposition modeling (FDM), is gaining popularity because it can produce functioning components with intricate geometric patterns in a reasonable amount of time. A multitude of process variables influences the quality of manufactured parts. In this study, four important process parameters such as layer thickness, model interior fill style, support fill style and orientation are considered. Their influence on three responses, such as build time, model material, and support material, is studied. Experiments are conducted based on factorial design, and the results are presented.Keywords: fused deposition modeling, factorial design, optimization, 3D printing
Procedia PDF Downloads 2117775 Control HVAC Parameters by Brain Emotional Learning Based Intelligent Controller (BELBIC)
Authors: Javad Abdi, Azam Famil Khalili
Abstract:
Modeling emotions have attracted much attention in recent years, both in cognitive psychology and design of artificial systems. However, it is a negative factor in decision-making; emotions have shown to be a strong faculty for making fast satisfying decisions. In this paper, we have adapted a computational model based on the limbic system in the mammalian brain for control engineering applications. Learning in this model based on Temporal Difference (TD) Learning, we applied the proposed controller (termed BELBIC) for a simple model of a submarine. The model was supposed to reach the desired depth underwater. Our results demonstrate excellent control action, disturbance handling, and system parameter robustness for TDBELBIC. The proposal method, regarding the present conditions, the system action in the part and the controlling aims, can control the system in a way that these objectives are attained in the least amount of time and the best way.Keywords: artificial neural networks, temporal difference, brain emotional learning based intelligent controller, heating- ventilating and air conditioning
Procedia PDF Downloads 433