Search results for: multi-factorial error modeling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5559

Search results for: multi-factorial error modeling

2559 [Keynote Talk]: Formal Specification and Description Language and Message Sequence Chart to Model and Validate Session Initiation Protocol Services

Authors: Sa’ed Abed, Mohammad H. Al Shayeji, Ovais Ahmed, Sahel Alouneh

Abstract:

Session Initiation Protocol (SIP) is a signaling layer protocol for building, adjusting and ending sessions among participants including Internet conferences, telephone calls and multimedia distribution. SIP facilitates user movement by proxying and forwarding requests to the present location of the user. In this paper, we provide a formal Specification and Description Language (SDL) and Message Sequence Chart (MSC) to model and define the Internet Engineering Task Force (IETF) SIP protocol and its sample services resulted from informal SIP specification. We create an “Abstract User Interface” using case analysis so that can be applied to identify SIP services more explicitly. The issued sample SIP features are then used as case scenarios; they are revised in MSCs format and validated to their corresponding SDL models.

Keywords: modeling, MSC, SDL, SIP, validating

Procedia PDF Downloads 197
2558 Changing Trends in the Use of Induction Agents for General Anesthesia for Cesarean Section

Authors: Mahmoud Hassanin, Amita Gupta

Abstract:

Background: During current practice, Thiopentone is not cost-effectively added to resources wastage, risk of drug error with antibiotics, short shelf life, infection risk, and risk of delay while preparing during category one cesarean section. There is no significant difference or preference to the other alternative as per current use. Aims and Objectives: Patient safety, Cost-effective use of trust resources, problem awareness, Consider improvising on the current practice. Methods: In conjunction with the local department survey results, many studies support the change. Results: More than 50%(15 from 29) are already using Propofol, more than 75% of the participant are willing to shift to Propofol if it becomes standard, and the cost analysis also revealed that Thiopentone 10 X500=£60 Propofol 10X200= £5.20, Cost of Thiopentone/year =£2190. Approximately GA in a year =35-40 could cost approximately £20 Propofol, given it is a well-established practice. We could save not only money, but it will be environmentally friendly also to avoid adding any carbon footprints. Recommendation: Thiopentone is rarely used as an induction agent for the category one Caesarean section in our obstetric emergency theatres. Most obstetric anesthetists are using Propofol. Keep both Propofol and thiopentone(powder not withdrawn) in the cat one cesarean section emergency drugs tray ready until the department completely changes the practice protocol. A further retrospective study is required to compare the outcomes for these induction agents through the local database.

Keywords: thiopentone, propofol, category 1 caesarean, induction agents

Procedia PDF Downloads 125
2557 Design of an Air and Land Multi-Element Expression Pattern of Navigation Electronic Map for Ground Vehicles under United Navigation Mechanism

Authors: Rui Liu, Pengyu Cui, Nan Jiang

Abstract:

At present, there is much research on the application of centralized management and cross-integration application of basic geographic information. However, the idea of information integration and sharing between land, sea, and air navigation targets is not deeply applied into the research of navigation information service, especially in the information expression. Targeting at this problem, the paper carries out works about the expression pattern of navigation electronic map for ground vehicles under air and land united navigation mechanism. At first, with the support from multi-source information fusion of GIS vector data, RS data, GPS data, etc., an air and land united information expression pattern is designed aiming at specific navigation task of emergency rescue in the earthquake. And then, the characteristics and specifications of the united expression of air and land navigation information under the constraints of map load are summarized and transferred into expression rules in the rule bank. At last, the related navigation experiment is implemented to evaluate the effect of the expression pattern. The experiment selects evaluation factors of the navigation task accomplishment time and the navigation error rate as the main index, and make comparisons with the traditional single information expression pattern. To sum up, the research improved the theory of navigation electronic map and laid a certain foundation for the design and realization of united navigation system in the aspect of real-time navigation information delivery.

Keywords: navigation electronic map, united navigation, multi-element expression pattern, multi-source information fusion

Procedia PDF Downloads 177
2556 Flexible Design of Triboelectric Nanogenerators for Efficient Vibration Energy Harvesting

Authors: Meriam Khelifa

Abstract:

In recent years, many studies have focused on the harvesting of the vibrations energy to produce electrical energy using contact separation (CS) triboelectric nanogenerators (TENG). The simplest design for a TENG consists of a capacitor comprising a single moving electrode. The conversion efficiency of vibration energy into electrical energy can, in principle, reach 100%. But to actually achieve this objective, it is necessary to optimize the parameters of the TENG, such as the dielectric constant and the thickness of the insulator, the load resistance, etc. In particular, the use of a switch which is actioned at optimal times within the TENG cycle is essential. Using numerical modeling and experimental design, we applied a methodology to find the TENG parameters which optimize the energy transfer efficiency (ETE) to almost 100% for any vibration frequency and amplitude. The rather simple design of a TENG is promising as an environment friendly device. It opens the doors for harvesting acoustic vibrations from the environment and to design effective protection against environmental noise.

Keywords: vibrations, CS TENG, efficiency, design of experiments

Procedia PDF Downloads 76
2555 Improving Sales through Inventory Reduction: A Retail Chain Case Study

Authors: M. G. Mattos, J. E. Pécora Jr, T. A. Briso

Abstract:

Today's challenging business environment, with unpredictable demand and volatility, requires a supply chain strategy that handles uncertainty and risks in the right way. Even though inventory models have been previously explored, this paper seeks to apply these concepts on a practical situation. This study involves the inventory replenishment problem, applying techniques that are mainly based on mathematical assumptions and modeling. The primary goal is to improve the retailer’s supply chain processes taking store differences when setting the various target stock levels. Through inventory review policy, picking piece implementation and minimum exposure definition, we were able not only to promote the inventory reduction as well as improve sales results. The inventory management theory from literature review was then tested on a single case study regarding a particular department in one of the largest Latam retail chains.

Keywords: inventory, distribution, retail, risk, safety stock, sales, uncertainty

Procedia PDF Downloads 253
2554 Variable vs. Fixed Window Width Code Correlation Reference Waveform Receivers for Multipath Mitigation in Global Navigation Satellite Systems with Binary Offset Carrier and Multiplexed Binary Offset Carrier Signals

Authors: Fahad Alhussein, Huaping Liu

Abstract:

This paper compares the multipath mitigation performance of code correlation reference waveform receivers with variable and fixed window width, for binary offset carrier and multiplexed binary offset carrier signals typically used in global navigation satellite systems. In the variable window width method, such width is iteratively reduced until the distortion on the discriminator with multipath is eliminated. This distortion is measured as the Euclidean distance between the actual discriminator (obtained with the incoming signal), and the local discriminator (generated with a local copy of the signal). The variable window width have shown better performance compared to the fixed window width. In particular, the former yields zero error for all delays for the BOC and MBOC signals considered, while the latter gives rather large nonzero errors for small delays in all cases. Due to its computational simplicity, the variable window width method is perfectly suitable for implementation in low-cost receivers.

Keywords: correlation reference waveform receivers, binary offset carrier, multiplexed binary offset carrier, global navigation satellite systems

Procedia PDF Downloads 123
2553 Effect of Elastic Modulus Varieties on Helical Pile Behavior in Sand

Authors: Javad Shamsi Soosahab, Reza Ziaie Moayed

Abstract:

The compressive and tensile bearing capacity of helical piles in sand is investigated by means of numerical modeling. The analyses are carried out using two-dimensional finite-element software, Optum G2. The load–displacement behavior under compression and tension is compared in different relative densities for constant and various elastic modulus. The criterion used to find the ultimate axial load is the load corresponding to 5% of the helical diameter. The results show that relative density of sand plays an essential role in the response of ultimate capacities towards various condition. Increase in elastic modulus with depth is found to play a relatively more significant role to the increase in ultimate compressive load capacities, however tension bearing capacity decreases.

Keywords: helical piles, Optum G2, relative density, constant and various elastic modulus

Procedia PDF Downloads 134
2552 Using Deep Learning Real-Time Object Detection Convolution Neural Networks for Fast Fruit Recognition in the Tree

Authors: K. Bresilla, L. Manfrini, B. Morandi, A. Boini, G. Perulli, L. C. Grappadelli

Abstract:

Image/video processing for fruit in the tree using hard-coded feature extraction algorithms have shown high accuracy during recent years. While accurate, these approaches even with high-end hardware are computationally intensive and too slow for real-time systems. This paper details the use of deep convolution neural networks (CNNs), specifically an algorithm (YOLO - You Only Look Once) with 24+2 convolution layers. Using deep-learning techniques eliminated the need for hard-code specific features for specific fruit shapes, color and/or other attributes. This CNN is trained on more than 5000 images of apple and pear fruits on 960 cores GPU (Graphical Processing Unit). Testing set showed an accuracy of 90%. After this, trained data were transferred to an embedded device (Raspberry Pi gen.3) with camera for more portability. Based on correlation between number of visible fruits or detected fruits on one frame and the real number of fruits on one tree, a model was created to accommodate this error rate. Speed of processing and detection of the whole platform was higher than 40 frames per second. This speed is fast enough for any grasping/harvesting robotic arm or other real-time applications.

Keywords: artificial intelligence, computer vision, deep learning, fruit recognition, harvesting robot, precision agriculture

Procedia PDF Downloads 398
2551 Prediction of Boundary Shear Stress with Flood Plains Enlargements

Authors: Spandan Sahu, Amiya Kumar Pati, Kishanjit Kumar Khatua

Abstract:

The river is our main source of water which is a form of open channel flow and the flow in the open channel provides with many complex phenomena of sciences that need to be tackled such as the critical flow conditions, boundary shear stress, and depth-averaged velocity. The development of society, more or less solely depends upon the flow of rivers. The rivers are major sources of many sediments and specific ingredients which are much essential for human beings. During floods, part of a river is carried by the simple main channel and rest is carried by flood plains. For such compound asymmetric channels, the flow structure becomes complicated due to momentum exchange between the main channel and adjoining flood plains. Distribution of boundary shear in subsections provides us with the concept of momentum transfer between the interface of the main channel and the flood plains. Experimentally, to get better data with accurate results are very complex because of the complexity of the problem. Hence, CES software has been used to tackle the complex processes to determine the shear stresses at different sections of an open channel having asymmetric flood plains on both sides of the main channel, and the results are compared with the symmetric flood plains for various geometrical shapes and flow conditions. Error analysis is also performed to know the degree of accuracy of the model implemented.

Keywords: depth average velocity, non prismatic compound channel, relative flow depth, velocity distribution

Procedia PDF Downloads 158
2550 Ground Motion Modeling Using the Least Absolute Shrinkage and Selection Operator

Authors: Yildiz Stella Dak, Jale Tezcan

Abstract:

Ground motion models that relate a strong motion parameter of interest to a set of predictive seismological variables describing the earthquake source, the propagation path of the seismic wave, and the local site conditions constitute a critical component of seismic hazard analyses. When a sufficient number of strong motion records are available, ground motion relations are developed using statistical analysis of the recorded ground motion data. In regions lacking a sufficient number of recordings, a synthetic database is developed using stochastic, theoretical or hybrid approaches. Regardless of the manner the database was developed, ground motion relations are developed using regression analysis. Development of a ground motion relation is a challenging process which inevitably requires the modeler to make subjective decisions regarding the inclusion criteria of the recordings, the functional form of the model and the set of seismological variables to be included in the model. Because these decisions are critically important to the validity and the applicability of the model, there is a continuous interest on procedures that will facilitate the development of ground motion models. This paper proposes the use of the Least Absolute Shrinkage and Selection Operator (LASSO) in selecting the set predictive seismological variables to be used in developing a ground motion relation. The LASSO can be described as a penalized regression technique with a built-in capability of variable selection. Similar to the ridge regression, the LASSO is based on the idea of shrinking the regression coefficients to reduce the variance of the model. Unlike ridge regression, where the coefficients are shrunk but never set equal to zero, the LASSO sets some of the coefficients exactly to zero, effectively performing variable selection. Given a set of candidate input variables and the output variable of interest, LASSO allows ranking the input variables in terms of their relative importance, thereby facilitating the selection of the set of variables to be included in the model. Because the risk of overfitting increases as the ratio of the number of predictors to the number of recordings increases, selection of a compact set of variables is important in cases where a small number of recordings are available. In addition, identification of a small set of variables can improve the interpretability of the resulting model, especially when there is a large number of candidate predictors. A practical application of the proposed approach is presented, using more than 600 recordings from the National Geospatial-Intelligence Agency (NGA) database, where the effect of a set of seismological predictors on the 5% damped maximum direction spectral acceleration is investigated. The set of candidate predictors considered are Magnitude, Rrup, Vs30. Using LASSO, the relative importance of the candidate predictors has been ranked. Regression models with increasing levels of complexity were constructed using one, two, three, and four best predictors, and the models’ ability to explain the observed variance in the target variable have been compared. The bias-variance trade-off in the context of model selection is discussed.

Keywords: ground motion modeling, least absolute shrinkage and selection operator, penalized regression, variable selection

Procedia PDF Downloads 317
2549 Computational Fluid Dynamics Analysis of a Biomass Burner Gas Chamber in OpenFOAM

Authors: Óscar Alfonso Gómez Sepúlveda, Julián Ernesto Jaramillo, Diego Camilo Durán

Abstract:

The global climate crisis has affected different aspects of human life, and in an effort to reverse the effects generated, we seek to optimize and improve the equipment and plants that produce high emissions of CO₂, being possible to achieve this through numerical simulations. These equipments include biomass combustion chambers. The objective of this research is to visualize the thermal behavior of a gas chamber that is used in the process of obtaining vegetable extracts. The simulation is carried out with OpenFOAM taking into account the conservation of energy, turbulence, and radiation; for the purposes of the simulation, combustion is omitted and replaced by heat generation. Within the results, the streamlines generated by the primary and secondary flows are analyzed in order to visualize whether they generate the expected effect, and the energy is used to the maximum. The inclusion of radiation seeks to compare its influence and also simplify the computational times to perform mesh analysis. An analysis is carried out with simplified geometries and with experimental data to corroborate the selection of the models to be used, and it is obtained that for turbulence, the appropriate one is the standard k - w. As a means of verification, a general energy balance is made and compared with the results of the numerical analysis, where the error is 1.67%, which is considered acceptable. From the approach to improvement options, it was found that with the implementation of fins, heat can be increased by up to 7.3%.

Keywords: CFD analysis, biomass, heat transfer, radiation, OpenFOAM

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2548 Design and Burnback Analysis of Three Dimensional Modified Star Grain

Authors: Almostafa Abdelaziz, Liang Guozhu, Anwer Elsayed

Abstract:

The determination of grain geometry is an important and critical step in the design of solid propellant rocket motor. In this study, the design process involved parametric geometry modeling in CAD, MATLAB coding of performance prediction and 2D star grain ignition experiment. The 2D star grain burnback achieved by creating new surface via each web increment and calculating geometrical properties at each step. The 2D star grain is further modified to burn as a tapered 3D star grain. Zero dimensional method used to calculate the internal ballistic performance. Experimental and theoretical results were compared in order to validate the performance prediction of the solid rocket motor. The results show that the usage of 3D grain geometry will decrease the pressure inside the combustion chamber and enhance the volumetric loading ratio.

Keywords: burnback analysis, rocket motor, star grain, three dimensional grains

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2547 Modeling of Wind Loads on Heliostats Installed in South Algeria of Various Pylon Height

Authors: Hakim Merarda, Mounir Aksas, Toufik Arrif, Abd Elfateh Belaid, Amor Gama, Reski Khelifi

Abstract:

Knowledge of wind loads is important to develop a heliostat with good performance. These loads can be calculated by mathematical equations based on several parameters: the density, wind velocity, the aspect ratio of the mirror (height/width) and the coefficient of the height of the tower. Measurement data of the wind velocity and the density of the air are used in a numerical simulation of wind profile that was performed on heliostats with different pylon heights, with 1m^2 mirror areas and with aspect ratio of mirror equal to 1. These measurement data are taken from the meteorological station installed in Ghardaia, Algeria. The main aim of this work is to find a mathematical correlation between the wind loads and the height of the tower.

Keywords: heliostat, solar tower power, wind loads simulation, South Algeria

Procedia PDF Downloads 540
2546 Childhood Obesity: Future Direction and Education Priorities

Authors: Zahra Ranjbar

Abstract:

Interpretive structural modeling (ISM) is a well-established methodology for identifying relationships among specific variables, which define a problem or an issue. In this study most important variables that have critical role in children obesity problem were introduce by ISM questionnaire technique and their relationships were determine. Our findings suggested that sedentary activities are top level variables and school teachers and administrators, public education and scientific collaborations are bottom level variables in children obesity problem. Control of dietary, Physical education program, parents, government and motivation strategies variables are depend to other variables. They are very sensitive to external variables. Also, physical education program, parents, government, motivation, school teachers and administrators, public education and collaboration variables have strong driving power. They are linkage factors; it means that they can be effective on children obesity problem directly.

Keywords: ISM, variable, obesity, physical education, children

Procedia PDF Downloads 438
2545 Feasibility of Simulating External Vehicle Aerodynamics Using Spalart-Allmaras Turbulence Model with Adjoint Method in OpenFOAM and Fluent

Authors: Arpit Panwar, Arvind Deshpande

Abstract:

The study of external vehicle aerodynamics using Spalart-Allmaras turbulence model with adjoint method was conducted. The accessibility and ease of working with the Fluent module of ANSYS and OpenFOAM were considered. The objective of the study was to understand and analyze the possibility of bringing high-level aerodynamic simulation to the average consumer vehicle. A form-factor of BMW M6 vehicle was designed in Solidworks, which was analyzed in OpenFOAM and Fluent. The turbulence model being a single equation provides much faster convergence rate when clubbed with the adjoint method. Fluent being commercial software still does not allow us to solve Spalart-Allmaras turbulence model using the adjoint method. Hence, the turbulence model was solved using the SIMPLE method in Fluent. OpenFOAM being an open source provide flexibility in simulation but is not user-friendly. It supports solving the defined turbulence model with the adjoint method. The result generated from the simulation gives us acceptable values of drag, when validated with the result of percentage error in drag values for a notch-back vehicle model on an extensive simulation produced at 6th ANSA and μETA conference, Greece. The success of this approach will allow us to bring more aerodynamic vehicle body design to all segments of the automobile and not limiting it to just the high-end sports cars.

Keywords: Spalart-Allmaras turbulence model, OpenFOAM, adjoint method, SIMPLE method, vehicle aerodynamic design

Procedia PDF Downloads 190
2544 A Bacterial Foraging Optimization Algorithm Applied to the Synthesis of Polyacrylamide Hydrogels

Authors: Florin Leon, Silvia Curteanu

Abstract:

The Bacterial Foraging Optimization (BFO) algorithm is inspired by the behavior of bacteria such as Escherichia coli or Myxococcus xanthus when searching for food, more precisely the chemotaxis behavior. Bacteria perceive chemical gradients in the environment, such as nutrients, and also other individual bacteria, and move toward or in the opposite direction to those signals. The application example considered as a case study consists in establishing the dependency between the reaction yield of hydrogels based on polyacrylamide and the working conditions such as time, temperature, monomer, initiator, crosslinking agent and inclusion polymer concentrations, as well as type of the polymer added. This process is modeled with a neural network which is included in an optimization procedure based on BFO. An experimental study of BFO parameters is performed. The results show that the algorithm is quite robust and can obtain good results for diverse combinations of parameter values.

Keywords: bacterial foraging, hydrogels, modeling and optimization, neural networks

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2543 Modelling Residential Space Heating Energy for Romania

Authors: Ion Smeureanu, Adriana Reveiu, Marian Dardala, Titus Felix Furtuna, Roman Kanala

Abstract:

This paper proposes a linear model for optimizing domestic energy consumption, in Romania. Both techno-economic and consumer behavior approaches have been considered, in order to develop the model. The proposed model aims to reduce the energy consumption, in households, by assembling in a unitary model, aspects concerning: residential lighting, space heating, hot water, and combined space heating – hot water, space cooling, and passenger transport. This paper focuses on space heating domestic energy consumption model, and quantify not only technical-economic issues, but also consumer behavior impact, related to people decision to envelope and insulate buildings, in order to minimize energy consumption.

Keywords: consumer behavior, open source energy modeling system (OSeMOSYS), MARKAL/TIMES Romanian energy model, virtual technologies

Procedia PDF Downloads 528
2542 Application of ANN for Estimation of Power Demand of Villages in Sulaymaniyah Governorate

Authors: A. Majeed, P. Ali

Abstract:

Before designing an electrical system, the estimation of load is necessary for unit sizing and demand-generation balancing. The system could be a stand-alone system for a village or grid connected or integrated renewable energy to grid connection, especially as there are non–electrified villages in developing countries. In the classical model, the energy demand was found by estimating the household appliances multiplied with the amount of their rating and the duration of their operation, but in this paper, information exists for electrified villages could be used to predict the demand, as villages almost have the same life style. This paper describes a method used to predict the average energy consumed in each two months for every consumer living in a village by Artificial Neural Network (ANN). The input data are collected using a regional survey for samples of consumers representing typical types of different living, household appliances and energy consumption by a list of information, and the output data are collected from administration office of Piramagrun for each corresponding consumer. The result of this study shows that the average demand for different consumers from four villages in different months throughout the year is approximately 12 kWh/day, this model estimates the average demand/day for every consumer with a mean absolute percent error of 11.8%, and MathWorks software package MATLAB version 7.6.0 that contains and facilitate Neural Network Toolbox was used.

Keywords: artificial neural network, load estimation, regional survey, rural electrification

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2541 Dam Break Model Using Navier-Stokes Equation

Authors: Alireza Lohrasbi, Alireza Lavaei, Mohammadali M. Shahlaei

Abstract:

The liquid flow and the free surface shape during the initial stage of dam breaking are investigated. A numerical scheme is developed to predict the wave of an unsteady, incompressible viscous flow with free surface. The method involves a two dimensional finite element (2D), in a vertical plan. The Naiver-Stokes equations for conservation of momentum and mass for Newtonian fluids, continuity equation, and full nonlinear kinematic free-surface equation were used as the governing equations. The mapping developed to solve highly deformed free surface problems common in waves formed during wave propagation, transforms the run up model from the physical domain to a computational domain with Arbitrary Lagrangian Eulerian (ALE) finite element modeling technique.

Keywords: dam break, Naiver-Stokes equations, free-surface flows, Arbitrary Lagrangian-Eulerian

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2540 Augmented ADRC for Trajectory Tracking of a Novel Hydraulic Spherical Motion Mechanism

Authors: Bin Bian, Liang Wang

Abstract:

A hydraulic spherical motion mechanism (HSMM) is proposed. Unlike traditional systems using serial or parallel mechanisms for multi-DOF rotations, the HSMM is capable of implementing continuous 2-DOF rotational motions in a single joint without the intermediate transmission mechanisms. It has some advantages of compact structure, low inertia and high stiffness. However, as HSMM is a nonlinear and multivariable system, it is very complicate to realize accuracy control. Therefore, an augmented active disturbance rejection controller (ADRC) is proposed in this paper. Compared with the traditional PD control method, three compensation items, i.e., dynamics compensation term, disturbance compensation term and nonlinear error elimination term, are added into the proposed algorithm to improve the control performance. The ADRC algorithm aims at offsetting the effects of external disturbance and realizing accurate control. Euler angles are applied to describe the orientation of rotor. Lagrange equations are utilized to establish the dynamic model of the HSMM. The stability of this algorithm is validated with detailed derivation. Simulation model is formulated in Matlab/Simulink. The results show that the proposed control algorithm has better competence of trajectory tracking in the presence of uncertainties.

Keywords: hydraulic spherical motion mechanism, dynamic model, active disturbance rejection control, trajectory tracking

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2539 Thermo-Aeraulic Studies of a Multizone Building Influence of the Compactness Index

Authors: S. M. A. Bekkouche, T. Benouaz, M. K. Cherier, M. Hamdani, M. R. Yaiche, N. Benamrane

Abstract:

Most codes of building energy simulation neglect the humidity or well represent it with a very simplified method. It is for this reason that we have developed a new approach to the description and modeling of multizone buildings in Saharan climate. The thermal nodal method was used to apprehend thermoaeraulic behavior of air subjected to varied solicitations. In this contribution, analyzing the building geometry introduced the concept of index compactness as "quotient of external walls area and volume of the building". Physical phenomena that we have described in this paper, allow to build the model of the coupled thermoaeraulic behavior. The comparison shows that the found results are to some extent satisfactory. The result proves that temperature and specific humidity depending on compactness and geometric shape. Proper use of compactness index and building geometry parameters will noticeably minimize building energy.

Keywords: multizone model, nodal method, compactness index, specific humidity, temperature

Procedia PDF Downloads 399
2538 Downside Risk Analysis of the Nigerian Stock Market: A Value at Risk Approach

Authors: Godwin Chigozie Okpara

Abstract:

This paper using standard GARCH, EGARCH, and TARCH models on day of the week return series (of 246 days) from the Nigerian Stock market estimated the model variants’ VaR. An asymmetric return distribution and fat-tail phenomenon in financial time series were considered by estimating the models with normal, student t and generalized error distributions. The analysis based on Akaike Information Criterion suggests that the EGARCH model with student t innovation distribution can furnish more accurate estimate of VaR. In the light of this, we apply the likelihood ratio tests of proportional failure rates to VaR derived from EGARCH model in order to determine the short and long positions VaR performances. The result shows that as alpha ranges from 0.05 to 0.005 for short positions, the failure rate significantly exceeds the prescribed quintiles while it however shows no significant difference between the failure rate and the prescribed quantiles for long positions. This suggests that investors and portfolio managers in the Nigeria stock market have long trading position or can buy assets with concern on when the asset prices will fall. Precisely, the VaR estimates for the long position range from -4.7% for 95 percent confidence level to -10.3% for 99.5 percent confidence level.

Keywords: downside risk, value-at-risk, failure rate, kupiec LR tests, GARCH models

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2537 Blind Hybrid ARQ Retransmissions with Different Multiplexing between Time and Frequency for Ultra-Reliable Low-Latency Communications in 5G

Authors: Mohammad Tawhid Kawser, Ishrak Kabir, Sadia Sultana, Tanjim Ahmad

Abstract:

A promising service category of 5G, popularly known as Ultra-Reliable Low-Latency Communications (URLLC), is devoted to providing users with the staunchest fail-safe connections in the splits of a second. The reliability of data transfer, as offered by Hybrid ARQ (HARQ), should be employed as URLLC applications are highly error-sensitive. However, the delay added by HARQ ACK/NACK and retransmissions can degrade performance as URLLC applications are highly delay-sensitive too. To improve latency while maintaining reliability, this paper proposes the use of blind transmissions of redundancy versions exploiting the frequency diversity of wide bandwidth of 5G. The blind HARQ retransmissions proposed so far consider narrow bandwidth cases, for example, dedicated short range communication (DSRC), shared channels for device-to-device (D2D) communication, etc., and thus, do not gain much from the frequency diversity. The proposal also combines blind and ACK/NACK based retransmissions for different multiplexing options between time and frequency depending on the current radio channel quality and stringency of latency requirements. The wide bandwidth of 5G justifies that the proposed blind retransmission, without waiting for ACK/NACK, is not palpably extravagant. A simulation is performed to demonstrate the improvement in latency of the proposed scheme.

Keywords: 5G, URLLC, HARQ, latency, frequency diversity

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2536 Real-Time Multi-Vehicle Tracking Application at Intersections Based on Feature Selection in Combination with Color Attribution

Authors: Qiang Zhang, Xiaojian Hu

Abstract:

In multi-vehicle tracking, based on feature selection, the tracking system efficiently tracks vehicles in a video with minimal error in combination with color attribution, which focuses on presenting a simple and fast, yet accurate and robust solution to the problem such as inaccurately and untimely responses of statistics-based adaptive traffic control system in the intersection scenario. In this study, a real-time tracking system is proposed for multi-vehicle tracking in the intersection scene. Considering the complexity and application feasibility of the algorithm, in the object detection step, the detection result provided by virtual loops were post-processed and then used as the input for the tracker. For the tracker, lightweight methods were designed to extract and select features and incorporate them into the adaptive color tracking (ACT) framework. And the approbatory online feature selection algorithms are integrated on the mature ACT system with good compatibility. The proposed feature selection methods and multi-vehicle tracking method are evaluated on KITTI datasets and show efficient vehicle tracking performance when compared to the other state-of-the-art approaches in the same category. And the system performs excellently on the video sequences recorded at the intersection. Furthermore, the presented vehicle tracking system is suitable for surveillance applications.

Keywords: real-time, multi-vehicle tracking, feature selection, color attribution

Procedia PDF Downloads 150
2535 Signature Verification System for a Banking Business Process Management

Authors: A. Rahaf, S. Liyakathunsia

Abstract:

In today’s world, unprecedented operational pressure is faced by banks that test the efficiency, effectiveness, and agility of their business processes. In a typical banking process, a person’s authorization is usually based on his signature on most all of the transactions. Signature verification is considered as one of the highly significant information needed for any bank document processing. Banks usually use Signature Verification to authenticate the identity of individuals. In this paper, a business process model has been proposed in order to increase the quality of the verification process and to reduce time and needed resources. In order to understand the current process, a survey has been conducted and distributed among bank employees. After analyzing the survey, a process model has been created using Bizagi modeler which helps in simulating the process after assigning time and cost of it. The outcomes show that the automation of signature verification process is highly recommended for a banking business process.

Keywords: business process management, process modeling, quality, Signature Verification

Procedia PDF Downloads 407
2534 Optimization of Three Phase Squirrel Cage Induction Motor

Authors: Tunahan Sapmaz, Harun Etçi, İbrahim Şenol, Yasemin Öner

Abstract:

Rotor bar dimensions have a great influence on the air-gap magnetic flux density. Therefore, poor selection of this parameter during the machine design phase causes the air-gap magnetic flux density to be distorted. Thus, it causes noise, torque fluctuation, and losses in the induction motor. On the other hand, the change in rotor bar dimensions will change the resistance of the conductor, so the current will be affected. Therefore, the increase and decrease of rotor bar current affect operation, starting torque, and efficiency. The aim of this study is to examine the effect of rotor bar dimensions on the electromagnetic performance criteria of the induction motor. Modeling of the induction motor is done by the finite element method (FEM), which is a very powerful tool. In FEM, the results generally focus on performance criteria such as torque, torque fluctuation, efficiency, and current.

Keywords: induction motor, finite element method, optimization, rotor bar

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2533 Neuron Efficiency in Fluid Dynamics and Prediction of Groundwater Reservoirs'' Properties Using Pattern Recognition

Authors: J. K. Adedeji, S. T. Ijatuyi

Abstract:

The application of neural network using pattern recognition to study the fluid dynamics and predict the groundwater reservoirs properties has been used in this research. The essential of geophysical survey using the manual methods has failed in basement environment, hence the need for an intelligent computing such as predicted from neural network is inevitable. A non-linear neural network with an XOR (exclusive OR) output of 8-bits configuration has been used in this research to predict the nature of groundwater reservoirs and fluid dynamics of a typical basement crystalline rock. The control variables are the apparent resistivity of weathered layer (p1), fractured layer (p2), and the depth (h), while the dependent variable is the flow parameter (F=λ). The algorithm that was used in training the neural network is the back-propagation coded in C++ language with 300 epoch runs. The neural network was very intelligent to map out the flow channels and detect how they behave to form viable storage within the strata. The neural network model showed that an important variable gr (gravitational resistance) can be deduced from the elevation and apparent resistivity pa. The model results from SPSS showed that the coefficients, a, b and c are statistically significant with reduced standard error at 5%.

Keywords: gravitational resistance, neural network, non-linear, pattern recognition

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2532 TMBCoI-SIOT: Trust Management System Based on the Community of Interest for the Social Internet of Things

Authors: Oumaima Ben Abderrahim, Mohamed Houcine Elhedhili, Leila Saidane

Abstract:

In this paper, we propose a trust management system based on clustering architecture for the social internet of things called TMBCO-SIOT. The proposed model integrates numerous factors such as direct and indirect trust; transaction factor; precaution factor; and social modeling of trust. The novelty of our approach can be summed up in two aspects. The first aspect concerns the architecture based on the community of interest (CoT) where each community is headed by an administrator (admin). However, the second aspect is the trust management system that tries to prevent On-Off attacks and mitigates dishonest recommendations using the k-means algorithm and guarantor things. The effectiveness of the proposed system is proved by simulation against malicious nodes.

Keywords: IoT, trust management system, attacks, trust, dishonest recommendations, K-means algorithm

Procedia PDF Downloads 199
2531 Blood Volume Pulse Extraction for Non-Contact Photoplethysmography Measurement from Facial Images

Authors: Ki Moo Lim, Iman R. Tayibnapis

Abstract:

According to WHO estimation, 38 out of 56 million (68%) global deaths in 2012, were due to noncommunicable diseases (NCDs). To avert NCD, one of the solutions is early detection of diseases. In order to do that, we developed 'U-Healthcare Mirror', which is able to measure vital sign such as heart rate (HR) and respiration rate without any physical contact and consciousness. To measure HR in the mirror, we utilized digital camera. The camera records red, green, and blue (RGB) discoloration from user's facial image sequences. We extracted blood volume pulse (BVP) from the RGB discoloration because the discoloration of the facial skin is accordance with BVP. We used blind source separation (BSS) to extract BVP from the RGB discoloration and adaptive filters for removing noises. We utilized singular value decomposition (SVD) method to implement the BSS and the adaptive filters. HR was estimated from the obtained BVP. We did experiment for HR measurement by using our method and previous method that used independent component analysis (ICA) method. We compared both of them with HR measurement from commercial oximeter. The experiment was conducted under various distance between 30~110 cm and light intensity between 5~2000 lux. For each condition, we did measurement 7 times. The estimated HR showed 2.25 bpm of mean error and 0.73 of pearson correlation coefficient. The accuracy has improved compared to previous work. The optimal distance between the mirror and user for HR measurement was 50 cm with medium light intensity, around 550 lux.

Keywords: blood volume pulse, heart rate, photoplethysmography, independent component analysis

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2530 Applicability of Cameriere’s Age Estimation Method in a Sample of Turkish Adults

Authors: Hatice Boyacioglu, Nursel Akkaya, Humeyra Ozge Yilanci, Hilmi Kansu, Nihal Avcu

Abstract:

The strong relationship between the reduction in the size of the pulp cavity and increasing age has been reported in the literature. This relationship can be utilized to estimate the age of an individual by measuring the pulp cavity size using dental radiographs as a non-destructive method. The purpose of this study is to develop a population specific regression model for age estimation in a sample of Turkish adults by applying Cameriere’s method on panoramic radiographs. The sample consisted of 100 panoramic radiographs of Turkish patients (40 men, 60 women) aged between 20 and 70 years. Pulp and tooth area ratios (AR) of the maxilla¬¬ry canines were measured by two maxillofacial radiologists and then the results were subjected to regression analysis. There were no statistically significant intra-observer and inter-observer differences. The correlation coefficient between age and the AR of the maxillary canines was -0.71 and the following regression equation was derived: Estimated Age = 77,365 – ( 351,193 × AR ). The mean prediction error was 4 years which is within acceptable errors limits for age estimation. This shows that the pulp/tooth area ratio is a useful variable for assessing age with reasonable accuracy. Based on the results of this research, it was concluded that Cameriere’s method is suitable for dental age estimation and it can be used for forensic procedures in Turkish adults. These instructions give you guidelines for preparing papers for conferences or journals.

Keywords: age estimation by teeth, forensic dentistry, panoramic radiograph, Cameriere's method

Procedia PDF Downloads 432