Search results for: abnormal returns
475 Type–2 Fuzzy Programming for Optimizing the Heat Rate of an Industrial Gas Turbine via Absorption Chiller Technology
Authors: T. Ganesan, M. S. Aris, I. Elamvazuthi, Momen Kamal Tageldeen
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Terms set in power purchase agreements (PPA) challenge power utility companies in balancing between the returns (from maximizing power production) and securing long term supply contracts at capped production. The production limitation set in the PPA has driven efforts to maximize profits through efficient and economic power production. In this paper, a combined industrial-scale gas turbine (GT) - absorption chiller (AC) system is considered to cool the GT air intake for reducing the plant’s heat rate (HR). This GT-AC system is optimized while considering power output limitations imposed by the PPA. In addition, the proposed formulation accounts for uncertainties in the ambient temperature using Type-2 fuzzy programming. Using the enhanced chaotic differential evolution (CEDE), the Pareto frontier was constructed and the optimization results are analyzed in detail.Keywords: absorption chillers (AC), turbine inlet air cooling (TIC), power purchase agreement (PPA), multiobjective optimization, type-2 fuzzy programming, chaotic differential evolution (CDDE)
Procedia PDF Downloads 310474 Pullout Strength of Textile Reinforcement in Concrete by Embedded Length and Concrete Strength
Authors: Jongho Park, Taekyun Kim, Jungbhin You, Sungnam Hong, Sun-Kyu Park
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The deterioration of the reinforced concrete is continuously accelerated due to aging of the reinforced concrete, enlargement of the structure, increase if the self-weight due to the manhattanization and cracking due to external force. Also, due to the abnormal climate phenomenon, cracking of reinforced concrete structures is accelerated. Therefore, research on the Textile Reinforced Concrete (TRC) which replaced reinforcement with textile is under study. However, in previous studies, adhesion performance to single yarn was examined without parameters, which does not reflect the effect of fiber twisting and concrete strength. In the present paper, the effect of concrete strength and embedded length on 2400tex (gram per 1000 meters) and 640tex textile were investigated. The result confirm that the increasing compressive strength of the concrete did not affect the pullout strength. However, as the embedded length increased, the pullout strength tended to increase gradually, especially at 2400tex with more twists.Keywords: textile, TRC, pullout, strength, embedded length, concrete
Procedia PDF Downloads 399473 Choosing Mountains Over the Beach: Evaluating the Effect of Altitude on Covid Brain Severity and Treatment
Authors: Kennedy Zinn, Chris Anderson
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Chronic Covid syndrome (CCS) is a condition in which individuals who test positive for Covid-19 experience persistent symptoms after recovering from the virus. CCS affects every organ system, including the central nervous system. Neurological “long-haul” symptoms last from a few weeks to several months and include brain fog, chronic fatigue, dyspnea, mood dysregulation, and headaches. Data suggest that 10-30% of individuals testing positive for Covid-19 develop CCS. Current literature indicates a decreased quality of life in persistent symptoms. CCS is a pervasive and pernicious COVID-19 sequelae. More research is needed to understand risk factors, impact, and possible interventions. Research frequently cites cytokine storming as noteworthy etiology in CCS. Cytokine storming is a malfunctional immune response and facilitates multidimensional interconnected physiological responses. The most prominent responses include abnormal blood flow, hypoxia/hypoxemia, inflammation, and endothelial damage. Neurological impairments and pathogenesis in CCS parallel that of traumatic brain injury (TBI). Both exhibit impairments in memory, cognition, mood, sustained attention, and chronic fatigue. Evidence suggests abnormal blood flow, inflammation, and hypoxemia as shared causal factors. Cytokine storming is also typical in mTBI. The shared characteristics in symptoms and etiology suggest potential parallel routes of investigation that allow for better understanding of CCS. Research on the effect of altitude in mTBI varies. Literature finds decreased rates of concussions at higher altitudes. Other studies suggest that at a higher altitude, pre-existing mTBI symptoms are exacerbated. This may mean that in CCS, the geographical location where individuals live and the location where individuals experienced acute Covid-19 symptoms may influence the severity and risk of developing CCS. It also suggests that clinics which treat mTBI patients could also provide benefits for those with CCS. This study aims to examine the relationships between altitude and CCS as a risk factor and investigate the longevity and severity of symptoms in different altitudes. Existing patient data from a concussion clinic using fMRI scans and self-reported symptoms will be used for approximately 30 individuals with CCS symptoms. The association between acclimated altitude and CCS severity will be analyzed. Patients will be classified into low, medium, and high altitude groups and compared for differences on fMRI severity scores and self-reported measures. It is anticipated that individuals living in lower altitudes are at higher risk of developing more severe neuropsychological symptoms in CCS. It is also anticipated that a treatment approach for mTBI will also be beneficial to those with CCS.Keywords: altitude, chronic covid syndrome, concussion, covid brain, EPIC treatment, fMRI, traumatic brain injury
Procedia PDF Downloads 131472 Edge Detection and Morphological Image for Estimating Gestational Age Based on Fetus Length Automatically
Authors: Retno Supriyanti, Ahmad Chuzaeri, Yogi Ramadhani, A. Haris Budi Widodo
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The use of ultrasonography in the medical world has been very popular including the diagnosis of pregnancy. In determining pregnancy, ultrasonography has many roles, such as to check the position of the fetus, abnormal pregnancy, fetal age and others. Unfortunately, all these things still need to analyze the role of the obstetrician in the sense of image raised by ultrasonography. One of the most striking is the determination of gestational age. Usually, it is done by measuring the length of the fetus manually by obstetricians. In this study, we developed a computer-aided diagnosis for the determination of gestational age by measuring the length of the fetus automatically using edge detection method and image morphology. Results showed that the system is sufficiently accurate in determining the gestational age based image processing.Keywords: computer aided diagnosis, gestational age, and diameter of uterus, length of fetus, edge detection method, morphology image
Procedia PDF Downloads 293471 Antioxidants Effects on Sperm Parameter in Varicocelized Male Rat
Authors: Mehdi Abbasi, Masoumeh Majidi Zolbin
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Varicocele is one of the common causes of infertility in 30-50% of married men which occurs within the spermatic cord. It can be considered as an abnormal dilatation and stasis of veins of the pampiniform plexus that drain the testis. It occurs in 15-20% of the male population. Inducible nitric oxide synthase (NOS) activity has been frequently reported in varicose veins. Several studies have considered the relationship between varicocele and semen NO concentrations. NOS isoforms have been shown to regulate a number of functions, e.g., sperm motility and maturation and germ cell apoptosis in the testes. In adult patients with varicocele, the amount of NO levels in the varicose veins are 25 times higher than in serum of peripheral veins. The aim of this study was to review the effect of different antioxidant that we applied so far on sperm parameters as well as sperm DNA fragmentation. The findings of this study suggest that antioxidants improve sperm parameters which are associated with infertility in varicocelized rats, and treatment can reduce damage to sperm DNA and increase the chance of fertility.Keywords: antioxidant, rat, sperm parameter, varicocele
Procedia PDF Downloads 277470 Cultural Aspects of Tax Compliance of Medium Size Enterprises in South Africa
Authors: Oludele A. Akinboade
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The paper discusses cultural aspects of tax compliance of medium size companies (MEs) in South Africa to enhance tax compliance. A survey of 641 companies in eight provinces was made. Racial identities of ME owners are not significant in explaining differences in tax registration compliance. Black ownership of MEs is negatively and highly significantly correlated with pay as you earn compliance. The opposite is found in favour of Asian ME owners. White ownership of MEs is negative and weakly (10%) significantly correlated with company income tax compliance while the opposite is found in favour of Asian ownership. Race is negative and highly significant in explaining White owned MEs value added tax compliance behaviour. The opposite is found in favour of Asian ME owners. Black ownership of MEs is negatively and weakly significantly(10%) associated with timely submission of tax returns.Keywords: tax compliance, cultural diversity, medium size companies, South Africa
Procedia PDF Downloads 307469 A Deterministic Approach for Solving the Hull and White Interest Rate Model with Jump Process
Authors: Hong-Ming Chen
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This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.Keywords: optimization, interest rate model, jump process, deterministic
Procedia PDF Downloads 160468 Evaluation of Coagulation State in Patients with End Stage Renal Disease (ESRD) by Thromboelastogram (TEG)
Authors: Mohammad Javad Esmaeili
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Background: Coagulopathy is one of the complications with end stage renal disease with high prevalence in the world. Thromboelastogram is adynamic test for evaluation of coagulopathy and we have compared our patient's coagulation profiles with the results of TEG. Material and methods: In this study 50 patients with ESRD who were on regular hemodialysis for at least 6 months was selected with simple sampling and their coagulation profile was done with blood sampling and also TEG was done for every patient. Data were analyzed with SPSS and P<0.05 consider significant. Results: Protein s, Protein c and Antithrombin III deficiency was detected in 32%, 16% and 20% of patients and activated protein c resistance was abnormal in 2% of patients. In TEG, R time in 49% and K in 22/5% of patients was lower than normal and a-angle in 26% and maximum amplitude in 36% of patients was upper than normal (Hypercoagulable state). PS with R and ATIII with K have correlation. Conclusion: R time and K in TEG can be a suitable screening test in patients with suspicious to PS and ATIII deficiency.Keywords: thromboelastography, chronic kidney disease, Coagulating disorder, hemodialysis
Procedia PDF Downloads 74467 Wireless Sensor Anomaly Detection Using Soft Computing
Authors: Mouhammd Alkasassbeh, Alaa Lasasmeh
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We live in an era of rapid development as a result of significant scientific growth. Like other technologies, wireless sensor networks (WSNs) are playing one of the main roles. Based on WSNs, ZigBee adds many features to devices, such as minimum cost and power consumption, and increasing the range and connect ability of sensor nodes. ZigBee technology has come to be used in various fields, including science, engineering, and networks, and even in medicinal aspects of intelligence building. In this work, we generated two main datasets, the first being based on tree topology and the second on star topology. The datasets were evaluated by three machine learning (ML) algorithms: J48, meta.j48 and multilayer perceptron (MLP). Each topology was classified into normal and abnormal (attack) network traffic. The dataset used in our work contained simulated data from network simulation 2 (NS2). In each database, the Bayesian network meta.j48 classifier achieved the highest accuracy level among other classifiers, of 99.7% and 99.2% respectively.Keywords: IDS, Machine learning, WSN, ZigBee technology
Procedia PDF Downloads 543466 Strength of Fine Concrete Used in Textile Reinforced Concrete by Changing Water-Binder Ratio
Authors: Taekyun Kim, Jongho Park, Jinwoong Choi, Sun-Kyu Park
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Recently, the abnormal climate phenomenon has enlarged due to the global warming. As a result, temperature variation is increasing and the term is being prolonged, frequency of high and low temperature is increasing by heat wave and severe cold. Especially for reinforced concrete structure, the corrosion of reinforcement has occurred by concrete crack due to temperature change and the durability of the structure that has decreased by concrete crack. Accordingly, the textile reinforced concrete (TRC) which does not corrode due to using textile is getting the interest and the investigation of TRC is proceeding. The study of TRC structure behavior has proceeded, but the characteristic study of the concrete used in TRC is insufficient. Therefore, characteristic of the concrete by changing mixing ratio is studied in this paper. As a result, mixing ratio with different water-binder ratio has influenced to the strength of concrete. Also, as the water-binder ratio has decreased, strength of concrete has increased.Keywords: concrete, mixing ratio, textile, TRC
Procedia PDF Downloads 403465 Measurement of Operational and Environmental Performance of the Coal-Fired Power Plants in India by Using Data Envelopment Analysis
Authors: Vijay Kumar Bajpai, Sudhir Kumar Singh
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In this study, the performance analyses of the twenty five coal-fired power plants (CFPPs) used for electricity generation are carried out through various data envelopment analysis (DEA) models. Three efficiency indices are defined and pursued. During the calculation of the operational performance, energy and non-energy variables are used as input, and net electricity produced is used as desired output. CO2 emitted to the environment is used as the undesired output in the computation of the pure environmental performance while in Model-3 CO2 emissions is considered as detrimental input in the calculation of operational and environmental performance. Empirical results show that most of the plants are operating in increasing returns to scale region and Mettur plant is efficient one with regards to energy use and environment. The result also indicates that the undesirable output effect is insignificant in the research sample. The present study will provide clues to plant operators towards raising the operational and environmental performance of CFPPs.Keywords: coal fired power plants, environmental performance, data envelopment analysis, operational performance
Procedia PDF Downloads 453464 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.Keywords: integral differential equations, jump–diffusion model, American options, rational approximation
Procedia PDF Downloads 116463 Microsatellite Passive Thermal Design Using Anodized Titanium
Authors: Maged Assem Soliman Mossallam
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Microsatellites' low available power limits the usage of active thermal control techniques in these categories of satellites. Passive thermal control techniques are preferred due to their high reliability and power saving which increase the satellite's survivability in orbit. Steady-state and transient simulations are applied to the microsatellite design in order to define severe conditions in orbit. Satellite thermal orbital three-dimensional simulation is performed using thermal orbit propagator coupled with Comsol Multiphysics finite element solver. Sensitivity study shows the dependence of the satellite temperatures on the internal heat dissipation and the thermooptical properties of anodization coatings. The critical case is defined as low power orbiting mode at the eclipse zone. Using black anodized aluminum drops the internal temperatures to severe values which exceed the permissible cold limits. Replacement with anodized titanium returns the internal subsystems' temperatures back to adequate temperature fluctuations limits.Keywords: passive thermal control, thermooptical, anodized titanium, emissivity, absorbtiviy
Procedia PDF Downloads 140462 Cervical Cell Classification Using Random Forests
Authors: Dalwinder Singh, Amandeep Verma, Manpreet Kaur, Birmohan Singh
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The detection of pre-cancerous changes using a Pap smear test of cervical cell is the important step for the early diagnosis of cervical cancer. The Pap smear test consists of a sample of human cells taken from the cervix which are analysed to detect cancerous and pre-cancerous stage of the given subject. The manual analysis of these cells is labor intensive and time consuming process which relies on expert cytotechnologist. In this paper, a computer assisted system for the automated analysis of the cervical cells has been proposed. We propose a morphology based approach to the nucleus detection and segmentation of the cytoplasmic region of the given single or multiple overlapped cell. Further, various texture and region based features are calculated from these cells to classify these into normal and abnormal cell. Experimental results on public available dataset show that our system has achieved satisfactory success rate.Keywords: cervical cancer, cervical tissue, mathematical morphology, texture features
Procedia PDF Downloads 525461 The Inhibitory Effect of Weissella koreensis 521 Isolated from Kimchi on 3T3-L1 Adipocyte Differentiation
Authors: Kyungbae Pi, Kibeom Lee, Yongil Kim, Eun-Jung Lee
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Abnormal adipocyte growth, in terms of increased cell numbers and increased cell differentiation, is considered to be a major pathological feature of obesity. Thus, the inhibition of preadipocyte mitogenesis and differentiation could help prevent and suppress obesity. The aim of this study was to assess whether extracts from Weissella koreensis 521 cells isolated from kimchi could exert anti-adipogenic effects in 3T3-L1 cells (fat cells). Differentiating 3T3-L1 cells were treated with W. koreensis 521 cell extracts (W. koreensis 521_CE), and cell viability was assessed by MTT assays. At concentrations below 0.2 mg/ml, W. koreensis 521_CE did not exert any cytotoxic effect in 3T3-L1 cells. However, treatment with W. koreensis 521_CE significantly inhibited adipocyte differentiation, as assessed by morphological analysis and Oil Red O staining of fat. W. koreensis 521_CE treatment (0.2 mg/ml) also reduced lipid accumulation by 24% in fully differentiated 3T3-L1 adipocytes. These findings collectively indicate that Weissella koreensis 521 may help prevent obesity.Keywords: Weissella koreensis 521, 3T3-L1 cells, adipocyte differentiation, obesity
Procedia PDF Downloads 251460 Imperfect Production Inventory Model with Inspection Errors and Fuzzy Demand and Deterioration Rates
Authors: Chayanika Rout, Debjani Chakraborty, Adrijit Goswami
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Our work presents an inventory model which illustrates imperfect production and imperfect inspection processes for deteriorating items. A cost-minimizing model is studied considering two types of inspection errors, namely, Type I error of falsely screening out a proportion of non-defects, thereby passing them on for rework and Type II error of falsely not screening out a proportion of defects, thus selling those to customers which incurs a penalty cost. The screened items are reworked; however, no returns are entertained due to deteriorating nature of the items. In more practical situations, certain parameters such as the demand rate and the deterioration rate of inventory cannot be accurately determined, and therefore, they are assumed to be triangular fuzzy numbers in our model. We calculate the optimal lot size that must be produced in order to minimize the total inventory cost for both the crisp and the fuzzy models. A numerical example is also considered to exemplify the procedure which is followed by the analysis of sensitivity of various parameters on the decision variable and the objective function.Keywords: deteriorating items, EPQ, imperfect quality, rework, type I and type II inspection errors
Procedia PDF Downloads 181459 The Relationship between Organizations' Acquired Skills, Knowledge, Abilities and Shareholders (SKAS) Wealth Maximization: The Mediating Role of Training Investment
Authors: Gabriel Dwomoh, Williams Kwasi Boachie, Kofi Kwarteng
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The study looked at the relationship between organizations’ acquired knowledge, skills, abilities, and shareholders wealth with training playing the mediating role. The sample of the study consisted of organizations that spent 10% or more of its annual budget on training and those whose training budget is less than 10% of the organization’s annual budget. A total of 620 questionnaires were distributed to employees working in various organizations out of which 580 representing 93.5% were retrieved. The respondents that constitute the sample were drawn using convenience sampling. The researchers used regression models for their analyses with the help of SPSS 16.0. Analyzing multiple models, it was discovered that organizations training investment plays a considerable indirect and direct effect with partial mediation between organizations acquired skills, knowledge, abilities, and shareholders wealth. Shareholders should allow their agents to invest part of their holdings to develop the human capital of the organization but this should be done with caution since shareholders returns do not depend much on how much organizations spend in developing its human resource capital.Keywords: skills, knowledge, abilities, shareholders wealth, training investment
Procedia PDF Downloads 238458 Computer Aided Classification of Architectural Distortion in Mammograms Using Texture Features
Authors: Birmohan Singh, V.K.Jain
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Computer aided diagnosis systems provide vital opinion to radiologists in the detection of early signs of breast cancer from mammogram images. Masses and microcalcifications, architectural distortions are the major abnormalities. In this paper, a computer aided diagnosis system has been proposed for distinguishing abnormal mammograms with architectural distortion from normal mammogram. Four types of texture features GLCM texture, GLRLM texture, fractal texture and spectral texture features for the regions of suspicion are extracted. Support Vector Machine has been used as classifier in this study. The proposed system yielded an overall sensitivity of 96.47% and accuracy of 96% for the detection of abnormalities with mammogram images collected from Digital Database for Screening Mammography (DDSM) database.Keywords: architecture distortion, mammograms, GLCM texture features, GLRLM texture features, support vector machine classifier
Procedia PDF Downloads 490457 Exploring Behavioural Biases among Indian Investors: A Qualitative Inquiry
Authors: Satish Kumar, Nisha Goyal
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In the stock market, individual investors exhibit different kinds of behaviour. Traditional finance is built on the notion of 'homo economics', which states that humans always make perfectly rational choices to maximize their wealth and minimize risk. That is, traditional finance has concern for how investors should behave rather than how actual investors are behaving. Behavioural finance provides the explanation for this phenomenon. Although finance has been studied for thousands of years, behavioural finance is an emerging field that combines the behavioural or psychological aspects with conventional economic and financial theories to provide explanations on how emotions and cognitive factors influence investors’ behaviours. These emotions and cognitive factors are known as behavioural biases. Because of these biases, investors make irrational investment decisions. Besides, the emotional and cognitive factors, the social influence of media as well as friends, relatives and colleagues also affect investment decisions. Psychological factors influence individual investors’ investment decision making, but few studies have used qualitative methods to understand these factors. The aim of this study is to explore the behavioural factors or biases that affect individuals’ investment decision making. For the purpose of this exploratory study, an in-depth interview method was used because it provides much more exhaustive information and a relaxed atmosphere in which people feel more comfortable to provide information. Twenty investment advisors having a minimum 5 years’ experience in securities firms were interviewed. In this study, thematic content analysis was used to analyse interview transcripts. Thematic content analysis process involves analysis of transcripts, coding and identification of themes from data. Based on the analysis we categorized the statements of advisors into various themes. Past market returns and volatility; preference for safe returns; tendency to believe they are better than others; tendency to divide their money into different accounts/assets; tendency to hold on to loss-making assets; preference to invest in familiar securities; tendency to believe that past events were predictable; tendency to rely on the reference point; tendency to rely on other sources of information; tendency to have regret for making past decisions; tendency to have more sensitivity towards losses than gains; tendency to rely on own skills; tendency to buy rising stocks with the expectation that this rise will continue etc. are some of the major concerns showed by experts about investors. The findings of the study revealed 13 biases such as overconfidence bias, disposition effect, familiarity bias, framing effect, anchoring bias, availability bias, self-attribution bias, representativeness, mental accounting, hindsight bias, regret aversion, loss aversion and herding bias/media biases present in Indian investors. These biases have a negative connotation because they produce a distortion in the calculation of an outcome. These biases are classified under three categories such as cognitive errors, emotional biases and social interaction. The findings of this study may assist both financial service providers and researchers to understand the various psychological biases of individual investors in investment decision making. Additionally, individual investors will also be aware of the behavioural biases that will aid them to make sensible and efficient investment decisions.Keywords: financial advisors, individual investors, investment decisions, psychological biases, qualitative thematic content analysis
Procedia PDF Downloads 167456 A Grid Synchronization Phase Locked Loop Method for Grid-Connected Inverters Systems
Authors: Naima Ikken, Abdelhadi Bouknadel, Nour-eddine Tariba Ahmed Haddou, Hafsa El Omari
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The operation of grid-connected inverters necessity a single-phase phase locked loop (PLL) is proposed in this article to accurately and quickly estimate and detect the grid phase angle. This article presents the improvement of a method of phase-locked loop. The novelty is to generate a method (PLL) of synchronizing the grid with a Notch filter based on adaptive fuzzy logic for inverter systems connected to the grid. The performance of the proposed method was tested under normal and abnormal operating conditions (amplitude, frequency and phase shift variations). In addition, simulation results with ISPM software are developed to verify the effectiveness of the proposed method strategy. Finally, the experimental test will be used to extract the result and discuss the validity of the proposed algorithm.Keywords: phase locked loop, PLL, notch filter, fuzzy logic control, grid connected inverters
Procedia PDF Downloads 147455 A Comparative Study of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Extreme Value Theory (EVT) Model in Modeling Value-at-Risk (VaR)
Authors: Longqing Li
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The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student’s t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market’s daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable.Keywords: Value-at-Risk, Extreme Value Theory, conditional EVT, backtesting
Procedia PDF Downloads 319454 Research on the Risks of Railroad Receiving and Dispatching Trains Operators: Natural Language Processing Risk Text Mining
Authors: Yangze Lan, Ruihua Xv, Feng Zhou, Yijia Shan, Longhao Zhang, Qinghui Xv
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Receiving and dispatching trains is an important part of railroad organization, and the risky evaluation of operating personnel is still reflected by scores, lacking further excavation of wrong answers and operating accidents. With natural language processing (NLP) technology, this study extracts the keywords and key phrases of 40 relevant risk events about receiving and dispatching trains and reclassifies the risk events into 8 categories, such as train approach and signal risks, dispatching command risks, and so on. Based on the historical risk data of personnel, the K-Means clustering method is used to classify the risk level of personnel. The result indicates that the high-risk operating personnel need to strengthen the training of train receiving and dispatching operations towards essential trains and abnormal situations.Keywords: receiving and dispatching trains, natural language processing, risk evaluation, K-means clustering
Procedia PDF Downloads 89453 Data Quality Enhancement with String Length Distribution
Authors: Qi Xiu, Hiromu Hota, Yohsuke Ishii, Takuya Oda
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Recently, collectable manufacturing data are rapidly increasing. On the other hand, mega recall is getting serious as a social problem. Under such circumstances, there are increasing needs for preventing mega recalls by defect analysis such as root cause analysis and abnormal detection utilizing manufacturing data. However, the time to classify strings in manufacturing data by traditional method is too long to meet requirement of quick defect analysis. Therefore, we present String Length Distribution Classification method (SLDC) to correctly classify strings in a short time. This method learns character features, especially string length distribution from Product ID, Machine ID in BOM and asset list. By applying the proposal to strings in actual manufacturing data, we verified that the classification time of strings can be reduced by 80%. As a result, it can be estimated that the requirement of quick defect analysis can be fulfilled.Keywords: string classification, data quality, feature selection, probability distribution, string length
Procedia PDF Downloads 316452 Automatic Detection and Classification of Diabetic Retinopathy Using Retinal Fundus Images
Authors: A. Biran, P. Sobhe Bidari, A. Almazroe, V. Lakshminarayanan, K. Raahemifar
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Diabetic Retinopathy (DR) is a severe retinal disease which is caused by diabetes mellitus. It leads to blindness when it progress to proliferative level. Early indications of DR are the appearance of microaneurysms, hemorrhages and hard exudates. In this paper, an automatic algorithm for detection of DR has been proposed. The algorithm is based on combination of several image processing techniques including Circular Hough Transform (CHT), Contrast Limited Adaptive Histogram Equalization (CLAHE), Gabor filter and thresholding. Also, Support Vector Machine (SVM) Classifier is used to classify retinal images to normal or abnormal cases including non-proliferative or proliferative DR. The proposed method has been tested on images selected from Structured Analysis of the Retinal (STARE) database using MATLAB code. The method is perfectly able to detect DR. The sensitivity specificity and accuracy of this approach are 90%, 87.5%, and 91.4% respectively.Keywords: diabetic retinopathy, fundus images, STARE, Gabor filter, support vector machine
Procedia PDF Downloads 293451 High-Intensity, Short-Duration Electric Pulses Induced Action Potential in Animal Nerves
Authors: Jiahui Song, Ravindra P. Joshi
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The use of high-intensity, short-duration electric pulses is a promising development with many biomedical applications. The uses include irreversible electroporation for killing abnormal cells, reversible poration for drug and gene delivery, neuromuscular manipulation, and the shrinkage of tumors, etc. High intensity, short-duration electric pulses result in the creation of high-density, nanometer-sized pores in the cellular membrane. This electroporation amounts to localized modulation of the transverse membrane conductance, and effectively provides a voltage shunt. The electrically controlled changes in the trans-membrane conductivity could be used to affect neural traffic and action potential propagation. A rat was taken as the representative example in this research. The simulation study shows the pathway from the sensorimotor cortex down to the spinal motoneurons, and effector muscles could be reversibly blocked by using high-intensity, short-duration electrical pulses. Also, actual experimental observations were compared against simulation predictions.Keywords: action potential, electroporation, high-intensity, short-duration
Procedia PDF Downloads 266450 Determinants of the Welfare of Itinerant Palm Oil Marketers in Akwa Ibom State, Nigeria
Authors: Obasi Igwe Oscar, Udokure Ubong James, Echebiri Raphael Ndubuisi
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The study examined the determinants of the welfare of itinerant palm oil marketers in Akwa Ibom State, Nigeria. Multistage sampling techniques were adopted to select 120 itinerant palm oil marketers for the study. Primary data were obtained using a structured questionnaire. Data were analyzed using the cost and returns formula and multiple regression model. Results showed that itinerant palm oil marketing was profitable and 57.39% efficient. The respondents' monthly expenditure of N111,787.90 on food and non-food items indicated that they live above the extreme poverty threshold of $2.15 per person per day, with a daily spending of over $2. Net income (P<0.05), age (P<0.01), educational level (P<0.01), household size (P<0.01), credit amount (P<0.01), market information (P<0.05), amount of tax paid (P<0.01) and the level of market participation (P<0.05) were the significant determinants of the welfare of itinerant traders in the study area. The study recommended that government and non-governmental organizations should make available marketing facilities and enhance transportation networks to reduce inefficiencies and lower transaction costs for itinerant palm oil traders in Akwa Ibom state.Keywords: determinants, welfare, itinerant, palm oil, marketers
Procedia PDF Downloads 28449 On-Line Data-Driven Multivariate Statistical Prediction Approach to Production Monitoring
Authors: Hyun-Woo Cho
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Detection of incipient abnormal events in production processes is important to improve safety and reliability of manufacturing operations and reduce losses caused by failures. The construction of calibration models for predicting faulty conditions is quite essential in making decisions on when to perform preventive maintenance. This paper presents a multivariate calibration monitoring approach based on the statistical analysis of process measurement data. The calibration model is used to predict faulty conditions from historical reference data. This approach utilizes variable selection techniques, and the predictive performance of several prediction methods are evaluated using real data. The results shows that the calibration model based on supervised probabilistic model yielded best performance in this work. By adopting a proper variable selection scheme in calibration models, the prediction performance can be improved by excluding non-informative variables from their model building steps.Keywords: calibration model, monitoring, quality improvement, feature selection
Procedia PDF Downloads 354448 Effects of the Non-Newtonian Viscosity of Blood on Flow Field in a Constricted Artery with a Porous Plaque
Authors: Maedeh Shojaeizadeh, Amirreza Yeganegi
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Nowadays many people lose their lives due to cardiovascular diseases. Inappropriate food habits and lack of exercise expedite deposit process of fatty substances on inner surface of blood arteries. This abnormal lump disturbs uniform blood flow and reduces oxygen delivery to active organs. This work presents a numerical simulation of Non-Newtonian blood flow in a stenosis vessel. The vessel is considered as two dimensional channel and plaque area is modelled as a homogenous porous medium. To simulate blood flow reaction around stenosis region, we use C++ code and solve coupled Cauchy, Darcy, governing continuity and energy equations. The analyses results show that viscosity power (n) plays an important role in flow separation and the size of the eddy at the downstream edge of the plaque. It is also observed that with increasing (n) value, temperature discontinuity and likelihood of vessel rupture declined.Keywords: blood flow, computational fluid dynamic, porosity, power law fluid
Procedia PDF Downloads 458447 Numerical Investigation of Heat Transfer in Laser Irradiated Biological Samplebased on Dual-Phase-Lag Heat Conduction Model Using Lattice Boltzmann Method
Authors: Shashank Patidar, Sumit Kumar, Atul Srivastava, Suneet Singh
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Present work is concerned with the numerical investigation of thermal response of biological tissues during laser-based photo-thermal therapy for destroying cancerous/abnormal cells with minimal damage to the surrounding normal cells. Light propagation through the biological sample is mathematically modelled by transient radiative transfer equation. In the present work, application of the Lattice Boltzmann Method is extended to analyze transport of short-pulse radiation in a participating medium.In order to determine the two-dimensional temperature distribution inside the tissue medium, the RTE has been coupled with Penne’s bio-heat transfer equation based on Fourier’s law by several researchers in last few years.Keywords: lattice Boltzmann method, transient radiation transfer equation, dual phase lag model
Procedia PDF Downloads 348446 An Analytical Wall Function for 2-D Shock Wave/Turbulent Boundary Layer Interactions
Authors: X. Wang, T. J. Craft, H. Iacovides
Abstract:
When handling the near-wall regions of turbulent flows, it is necessary to account for the viscous effects which are important over the thin near-wall layers. Low-Reynolds- number turbulence models do this by including explicit viscous and also damping terms which become active in the near-wall regions, and using very fine near-wall grids to properly resolve the steep gradients present. In order to overcome the cost associated with the low-Re turbulence models, a more advanced wall function approach has been implemented within OpenFoam and tested together with a standard log-law based wall function in the prediction of flows which involve 2-D shock wave/turbulent boundary layer interactions (SWTBLIs). On the whole, from the calculation of the impinging shock interaction, the three turbulence modelling strategies, the Lauder-Sharma k-ε model with Yap correction (LS), the high-Re k-ε model with standard wall function (SWF) and analytical wall function (AWF), display good predictions of wall-pressure. However, the SWF approach tends to underestimate the tendency of the flow to separate as a result of the SWTBLI. The analytical wall function, on the other hand, is able to reproduce the shock-induced flow separation and returns predictions similar to those of the low-Re model, using a much coarser mesh.Keywords: SWTBLIs, skin-friction, turbulence modeling, wall function
Procedia PDF Downloads 346