Search results for: instrumental variable analysis

Authors: Hamid Sharif, Nazish Saleem Abbas, Muhammad Haris Jamil

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An adaptive filter is a filter that self-adjusts its transfer function according to an optimization algorithm driven by an error signal. Because of the complexity of the optimization algorithms, most adaptive filters are digital filters. Adaptive filtering constitutes one of the core technologies in digital signal processing and finds numerous application areas in science as well as in industry. Adaptive filtering techniques are used in a wide range of applications, including adaptive noise cancellation and echo cancellation. Acoustic echo cancellation is a common occurrence in today’s telecommunication systems. The signal interference caused by acoustic echo is distracting to both users and causes a reduction in the quality of the communication. In this paper, we review different techniques of adaptive filtering to reduce this unwanted echo. In this paper, we see the behavior of techniques and algorithms of adaptive filtering like Least Mean Square (LMS), Normalized Least Mean Square (NLMS), Variable Step-Size Least Mean Square (VSLMS), Variable Step-Size Normalized Least Mean Square (VSNLMS), New Varying Step Size LMS Algorithm (NVSSLMS) and Recursive Least Square (RLS) algorithms to reduce this unwanted echo, to increase communication quality.

Keywords: adaptive acoustic, echo cancellation, LMS algorithm, adaptive filter, normalized least mean square (NLMS), variable step-size least mean square (VSLMS)

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Authors: K. E. Daryani, H. Mohamad

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Uncertainties in the geo-structure analysis and design have a significant impact on the safety of slopes. Traditionally, uncertainties in the geotechnical design are addressed by incorporating a conservative factor of safety in the analytical model. In this paper, a risk-based approach is adopted to assess the influence of the geotechnical variable uncertainties on the stability of infinite slopes in cohesionless soils using the “partial factor of safety on shear strength” approach as stated in Eurocode 7. Analyses conducted using Monte Carlo simulation show that the same partial factor can have very different levels of risk depending on the degree of uncertainty of the mean values of the soil friction angle and void ratio.

Keywords: Safety, Probability of Failure, Reliability, Infinite Slopes, Sand.

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Authors: Hervice Roméo Fogno Fotsoa, Germaine Djuidje Kenmoe, Claude Vidal Aloyem Kazé

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One of the main applications of machine learning is the prediction of time series. But a more accurate prediction requires a more optimal model of machine learning. Several optimization techniques have been developed, but without considering the input variables disposition of the system. Thus, this work aims to present a new machine learning architecture optimization technique based on their optimal input variables disposition. The validations are done on the prediction of wind time series, using data collected in Cameroon. The number of possible dispositions with four input variables is determined, i.e., twenty-four. Each of the dispositions is used to perform the prediction, with the main criteria being the training and prediction performances. The results obtained from a static architecture and a dynamic architecture of neural networks have shown that these performances are a function of the input variable's disposition, and this is in a different way from the architectures. This analysis revealed that it is necessary to take into account the input variable's disposition for the development of a more optimal neural network model. Thus, a new neural network training algorithm is proposed by introducing the search for the optimal input variables disposition in the traditional back-propagation algorithm. The results of the application of this new optimization approach on the two single neural network architectures are compared with the previously obtained results step by step. Moreover, this proposed approach is validated in a collaborative optimization method with a single objective optimization technique, i.e., genetic algorithm back-propagation neural networks. From these comparisons, it is concluded that each proposed model outperforms its traditional model in terms of training and prediction performance of time series. Thus the proposed optimization approach can be useful in improving the accuracy of time series forecasts. This proves that the proposed optimization approach can be useful in improving the accuracy of time series prediction based on machine learning.

Keywords: input variable disposition, machine learning, optimization, performance, time series prediction

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Authors: Fariba Dortaj, Reza Asadinejad, Akram Dortaj, Atena Baziyar

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The aim of this study was to determine the effect of distance education (based on MOOC) on the components of academic engagement of Kerman PNU. The research was quasi-experimental method that cluster sampling with an appropriate volume was used in this study (one class in experimental group and one class in controlling group). Sampling method is single-stage cluster sampling. The statistical society is students of Kerman Payam Noor University, which) were selected 40 of them as sample (20 students in the control group and 20 students in experimental group). To test the hypothesis, it was used the analysis of univariate and Co-covariance to offset the initial difference (difference of control) in the experimental group and the control group. The instrument used in this study is academic engagement questionnaire of Zerang (2012) that contains component of cognitive, behavioral and motivational engagement. The results showed that there is no significant difference between mean scores of academic components of academic engagement in experimental group and the control group on the post-test, after elimination of the pre-test. The adjusted mean scores of components of academic engagement in the experimental group were higher than the adjusted average of scores after the test in the control group. The use of technology-based education in distance education has been effective in increasing cognitive engagement, motivational engagement and behavioral engagement among students. Experimental variable with the effect size 0.26, predicted 26% of cognitive engagement component variance. Experimental variable with the effect size 0.47, predicted 47% of the motivational engagement component variance. Experimental variable with the effect size 0.40, predicted 40% of behavioral engagement component variance. So teaching with technology (MOOC) has a positive impact on increasing academic engagement and academic performance of students in educational technology. The results suggest that technology (MOOC) is used to enrich the teaching of other lessons of PNU.

Keywords: educational technology, distance education, components of academic engagement, mooc technology

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Authors: S. H. Iranmanesh, L. Aliabadi, A. Mollajan

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Integrated resilience engineering (IRE) is capable of returning banking systems to the normal state in extensive economic circumstances. In this study, information system of a large bank (with several branches) is assessed and optimized under severe economic conditions. Data envelopment analysis (DEA) models are employed to achieve the objective of this study. Nine IRE factors are considered to be the outputs, and a dummy variable is defined as the input of the DEA models. A standard questionnaire is designed and distributed among executive managers to be considered as the decision-making units (DMUs). Reliability and validity of the questionnaire is examined based on Cronbach's alpha and t-test. The most appropriate DEA model is determined based on average efficiency and normality test. It is shown that the proposed integrated design provides higher efficiency than the conventional RE design. Results of sensitivity and perturbation analysis indicate that self-organization, fault tolerance, and reporting culture respectively compose about 50 percent of total weight.

Keywords: banking system, Data Envelopment Analysis (DEA), Integrated Resilience Engineering (IRE), performance evaluation, perturbation analysis

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Authors: Ridha Zgolli, Hatem Kanfoudi

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Cavitating flows inside a diesel injection nozzle hole were simulated using a mixture model. A 2D numerical model is proposed in this paper to simulate steady cavitating flows. The Reynolds-averaged Navier-Stokes equations are solved for the liquid and vapor mixture, which is considered as a single fluid with variable density which is expressed as function of the vapor volume fraction. The closure of this variable is provided by the transport equation with a source term TEM. The processes of evaporation and condensation are governed by changes in pressure within the flow. The source term is implanted in the CFD code ANSYS CFX. The influence of numerical and physical parameters is presented in details. The numerical simulations are in good agreement with the experimental data for steady flow.

Keywords: cavitation, injection nozzle, numerical simulation, k–ω

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Authors: Salam Nazhan Ahmed

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Influence of variable polarization angle (θp) of optical feedback on the Relative Intensity Noise (RIN) of a Vertical-Cavity Surface-Emitting Laser (VCSEL) has been experimentally investigated. The RIN is a minimum at θp = 0° for the dominant polarization mode (XP), and at θp = 90° for the suppressed polarization mode (YP) of VCSEL. Furthermore, the RIN of the XP mode increases rapidly with increasing θp, while for the YP mode, it increases slightly to θp = 45° and decreases for angles greater than 45°.

Keywords: lasers, vertical-cavity surface-emitting lasers, optical switching, optical polarization feedback, relative intensity noise

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Authors: Zerzouri Nora, Benalia Nadia, Bensiali Nadia

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This paper presents a grid-connected wind power generation scheme using Doubly Fed Induction Generator (DFIG). This can supply power at constant voltage and constant frequency with the rotor speed varying. This makes it suitable for variable speed wind energy application. The DFIG system consists of wind turbine, asynchronous wound rotor induction generator, and inverter with Space Vector Modulation (SVM) controller. In which the stator is connected directly to the grid and the rotor winding is in interface with rotor converter and grid converter. The use of back-to-back SVM converter in the rotor circuit results in low distortion current, reactive power control and operate at variable speed. Mathematical modeling of the DFIG is done in order to analyze the performance of the systems and they are simulated using MATLAB. The simulation results for the system are obtained and hence it shows that the system can operate at variable speed with low harmonic current distortion. The objective is to track and extract maximum power from the wind energy system and transfer it to the grid for useful work.

Keywords: Doubly Fed Induction Generator, Wind Energy Conversion Systems, Space Vector Modulation, distortion harmonics

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Authors: Ai Chin Wong, Wan Ahmad Jaafar Wan Yahaya, Balakrishnan Muniandy

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This study aims to explore the impact of Virtual Reality (VR) using visual signaling principles in learning about the science laboratory safety guide; this study involves students with different spatial ability. There are two types of science laboratory safety lessons, which are Virtual Reality with Signaling (VRS) and Virtual Reality Non Signaling (VRNS). This research has adopted a 2 x 2 quasi-experimental factorial design. There are two types of variables involved in this research. The two modes of courseware form the independent variables with the spatial ability as the moderator variable. The dependent variable is the students’ performance. This study sample consisted of 141 students. Descriptive and inferential statistics were conducted to analyze the collected data. The major effects and the interaction effects of the independent variables on the independent variable were explored using the Analyses of Covariance (ANCOVA). Based on the findings of this research, the results exhibited low spatial ability students in VRS outperformed their counterparts in VRNS. However, there was no significant difference in students with high spatial ability using VRS and VRNS. Effective learning in students with different spatial ability can be boosted by implementing the Virtual Reality with Signaling (VRS) in the design as well as the development of Virtual Science Laboratory (ViSLab).

Keywords: spatial ability, science laboratory safety, visual signaling principles, virtual reality

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Authors: Josephine Eghonghon Ahiante, Barry Hanyane

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To give effect to the constitutional rights of gender equality, the South African government instituted various legislative policy frameworks and legislations to equalise the public service. Nonetheless, gender inequality in senior management positions remains a rift in government institutions, particularly the local sphere of government. The methodology for gathering and analysing data for this study was based on both primary and secondary data sources, namely literature review, qualitative and quantitative data collection and analysis, triangulation, and inductive and deductive thematic analysis. The study found that misogynist tendencies which are manifest in organisational culture suffocate the good intentions of government in ensuring social justices, leadership diversity, and women equality. It also demonstrates that traditional gender role expectation still informs the ground in which senior management positions are allocated, men perceive women as non-leadership fit and discriminate against them during recruitment, selection, and promotion into high positions. The analyses from the study portray that, while government legislation and framework has been instrumental in the leadership acceleration of women, much more has to be done to deconstruct internalised leadership stereotypes on women's gender roles and leadership requirements. The study recommends that gender bias training intervention is needed to teach public employees on management excellence.

Keywords: gender, leadership, misogyny, orgnisational cultural, patriachy

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Authors: O. P. Popoola, O. A. Alawode, M. O. Olayiwola, A. M. Oladele

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This research work is based on using discriminant analysis to forecast crime rate in Nigeria between 1996 and 2008. The work is interested in how gender (male and female) relates to offences committed against the government, against other properties, disturbance in public places, murder/robbery offences and other offences. The data used was collected from the National Bureau of Statistics (NBS). SPSS, the statistical package was used to analyse the data. Time plot was plotted on all the 29 offences gotten from the raw data. Eigenvalues and Multivariate tests, Wilks’ Lambda, standardized canonical discriminant function coefficients and the predicted classifications were estimated. The research shows that the distribution of the scores from each function is standardized to have a mean O and a standard deviation of 1. The magnitudes of the coefficients indicate how strongly the discriminating variable affects the score. In the predicted group membership, 172 cases that were predicted to commit crime against Government group, 66 were correctly predicted and 106 were incorrectly predicted. After going through the predicted classifications, we found out that most groups numbers that were correctly predicted were less than those that were incorrectly predicted.

Keywords: discriminant analysis, DA, multivariate analysis of variance, MANOVA, canonical correlation, and Wilks’ Lambda

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Authors: Yuguang Gao, Qiang Yang, Yanpeng Zhang, Mingtao Deng

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To enhance the safety, quality and efficiency of healthcare services provided by surgical doctors, we propose a comprehensive approach to the performance evaluation of individual doctors by incorporating insights from performance data as well as views of different stakeholders in the hospital. Exploratory factor analysis was first performed on collective multidimensional performance data of surgical doctors, where key factors were extracted that encompass assessment of professional experience and service performance. A two-level indicator system was then constructed, for which we developed a weighted interval-valued spherical fuzzy analytic hierarchy process to analyze the relative importance of the indicators while handling subjectivity and disparity in the decision-making of multiple parties involved. Our analytical results reveal that, for the key factors identified as instrumental for evaluating surgical doctors’ performance, the overall importance of clinical workload and complexity of service are valued more than capacity of service and professional experience, while the efficiency of resource consumption ranks comparatively the lowest in importance. We also provide a retrospective case study to illustrate the effectiveness and robustness of our quantitative evaluation model by assigning meaningful performance ratings to individual doctors based on the weights developed through our approach.

Keywords: analytic hierarchy processes, factor analysis, fuzzy logic, performance evaluation

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Authors: G. N. Sekhar, P. G. Siddheshwar, G. Jayalatha, R. Prakash

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The problem of thermal convection in temperature and magnetic field sensitive Newtonian ferromagnetic liquid is studied in the presence of uniform vertical magnetic field and throughflow. Using a combination of Galerkin and shooting techniques the critical eigenvalues are obtained for stationary mode. The effect of Prandtl number (Pr > 1) on onset is insignificant and nonlinearity of non-buoyancy magnetic parameter M3 is found to have no influence on the onset of ferroconvection. The magnetic buoyancy number, M1 and variable viscosity parameter, V have destabilizing influences on the system. The effect of throughflow Peclet number, Pe is to delay the onset of ferroconvection and this effect is independent of the direction of flow.

Keywords: ferroconvection, magnetic field dependent viscosity, temperature dependent viscosity, throughflow

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Authors: Minho Kwak, Suhwan Yun, Choonsoo Park

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Nose shape optimizations of high-speed train are performed for the improvement of aerodynamic characteristics. Based on the commercial train, KTX-Sancheon, multi-objective optimizations are conducted for the improvement of the side wind stability and the micro-pressure wave following the optimization for the reduction of aerodynamic drag. 3D nose shapes are modelled by the Vehicle Modeling Function. Aerodynamic drag and side wind stability are calculated by three-dimensional compressible Navier-Stokes solver, and micro pressure wave is done by axi-symmetric compressible Navier-Stokes solver. The Maxi-min Latin Hypercube Sampling method is used to extract sampling points to construct the approximation model. The kriging model is constructed for the approximation model and the NSGA-II algorithm was used as the multi-objective optimization algorithm. Nose length, nose tip height, and lower surface curvature are design variables. Because nose length is a dominant variable for aerodynamic characteristics of train nose, two optimization processes are progressed respectively with and without the design variable, nose length. Each pareto set was obtained and each optimized nose shape is selected respectively considering Honam high-speed rail line infrastructure in South Korea. Through the optimization process with the nose length, when compared to KTX Sancheon, aerodynamic drag was reduced by 9.0%, side wind stability was improved by 4.5%, micro-pressure wave was reduced by 5.4% whereas aerodynamic drag by 7.3%, side wind stability by 3.9%, micro-pressure wave by 3.9%, without the nose length. As a result of comparison between two optimized shapes, similar shapes are extracted other than the effect of nose length.

Keywords: aerodynamic characteristics, design variable, multi-objective optimization, train nose shape

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Authors: Tzu-Jung Huang, Hsun-Jung Cho, Chien-Chia Liäm Huang

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To improve the level of service (LoS) of urban arterial systems containing a series of signalized intersections, a proper design of offsets for all intersections associated is of great importance. The MAXBAND model has been the most common approach for this purpose. In this paper, we propose a MAXBAND model with phase constraints so that the lengths of the phases in a cycle are variable. In other words, the length of a cycle is also variable in our setting. We conduct experiments on a real-world traffic network, having several major paths, in Taiwan for numerical evaluations. Actual traffic data were collected through on-site experiments. Numerical evidences suggest that the improvements are around 32%, on average, in terms of total delay of the entire network.

Keywords: arterial progression, MAXBAND, signal control, offset

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Authors: E. Ramprasath, P. Manojkumar, P. Veena

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Proposed paper dealt with the modelling and analysis of induction motor based on the mathematical expression using the graphical programming environment of Laboratory Virtual Instrument Engineering Workbench (LabVIEW). Induction motor modelling with the mathematical expression enables the motor to be simulated with the various required parameters. Owing to the invention of variable speed drives study about the induction motor characteristics became complex.In this simulation motor internal parameter such as stator resistance and reactance, rotor resistance and reactance, phase voltage, frequency and losses will be given as input. By varying the speed of motor corresponding parameters can be obtained they are input power, output power, efficiency, torque induced, slip and current.

Keywords: induction motor, LabVIEW software, modelling and analysi, electrical and mechanical characteristics of motor

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Authors: Nebbat El Amine

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The void is a dust free region inside the dust cloud in the plasma. It is found that the dust grain charge variation lead to the extension of the void. Moreover, for bigger dust grains, it is seen that the wave-like structure recedes when charge variation is dealt with. Furthermore, as the grain-grain distance is inversely proportional to density, the grain-grain interaction gets more important for a denser dust population and is to be included in momentum equation. For the result indicate above, the plasma is considered non viscous. But in fact, it’s not always true. Some authors measured experimentally the viscosity of this background and found that the viscosity of dusty plasma increase with background gas pressure. In this paper, we tack account the viscosity of the fluid, and we compare the result with that found in the recent work.

Keywords: voids, dusty plasmas, variable charge, viscosity

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Authors: Cher Rong Matthew Kong, Edmund Tian, Seng Poon Ong, Chee Sian Gan

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Gamma-aminobutyric acid (GABA) is a non-protein amino acid that is a functional constituent of certain rice varieties. When consumed, it decreases blood pressure and reduces the risk of hypertension-related diseases. This has led to more research dedicated towards the development of functional food products (e.g. germinated brown rice) with enhanced GABA content, and the development of these functional food products has led to increased demand for instrument-based methods that can efficiently and effectively determine GABA content. Current analytical methods require analyte derivatisation, and have significant disadvantages such as being labour intensive and time-consuming, and being subject to analyte loss due to the increased complexity of the sample preparation process. To address this, an LC-MS-MS method for the determination of GABA in rice products has been developed and validated. This developed method involves a relatively simple sample preparation process before analysis using HILIC LC-MS-MS. This method eliminates the need for derivatisation, thereby significantly reducing the labour and time associated with such an analysis. Using LC-MS-MS also allows for better differentiation of GABA from any potential co-eluting compounds in the sample matrix. Results obtained from the developed method demonstrated high linearity, accuracy, and precision for the determination of GABA (1ng/L to 8ng/L) in a variety of brown rice products. The method can significantly simplify sample preparation steps, improve the accuracy of quantitation, and increase the throughput of analyses, thereby providing a quick but effective alternative to established instrumental analysis methods for GABA in rice.

Keywords: functional food, gamma-aminobutyric acid, germinated brown rice, method development

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Authors: Al. Tsertsvadze. L. Ebralidze, I. Matchutadze. D. Berashvili, A. Bakuridze

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Peatlands are landscape elements, they are formed over a very long period by physical, chemical, biologic, and geologic processes. In the moderate zone of Caucasus, the Kolkheti lowlands are distinguished by the diversity of relictual plants, a high degree of endemism, orographic, climate, landscape, and other characteristics of high levels of biodiversity. The unique properties of the Kolkheti region lead to the formation of special, so-called, endemic peat peloids. The composition and properties of peloids strongly depend on peat-forming plants. Peat is considered a unique complex of raw materials, which can be used in different fields of the industry: agriculture, metallurgy, energy, biotechnology, chemical industry, health care. They are formed in permanent wetland areas. As a result of decay, higher plants remain in the anaerobic area, with the participation of microorganisms. Peat mass absorbs soil and groundwater. Peloids are predominantly rich with humic substances, which are characterized by high biological activity. Humic acids stimulate enzymatic activity, regenerative processes, and have anti-inflammatory activity. Objects of the research were Kolkheti peat peloids (Ispani, Anaklia, Churia, Chirukhi, Peranga) possessing different formation phases. Due to specific physical and chemical properties of research objects, the aim of the research was to develop analytical methods in order to study the chemical composition of the objects. The research was held using modern instrumental methods of analysis: Ultraviolet-visible spectroscopy and Infrared spectroscopy, Scanning Electron Microscopy, Centrifuge, dry oven, Ultraturax, pH meter, fluorescence spectrometer, Gas chromatography-mass spectrometry (GC-MS/MS), Gas chromatography. Based on the research ration between organic and inorganic substances, the spectrum of micro and macro elements, also the content of minerals was determined. The content of organic nitrogen was determined using the Kjeldahl method. The total composition of amino acids was studied by a spectrophotometric method using standard solutions of glutamic and aspartic acids. Fatty acid was determined using GC (Gas chromatography). Based on the obtained results, we can conclude that the method is valid to identify fatty acids in the research objects. The content of organic substances in the research objects was held using GC-MS. Using modern instrumental methods of analysis, the chemical composition of research objects was studied. Each research object is predominantly reached with a broad spectrum of organic (fatty acids, amino acids, carbocyclic and heterocyclic compounds, organic acids and their esters, steroids) and inorganic (micro and macro elements, minerals) substances. Modified methods used in the presented research may be utilized for the evaluation of cosmetological balneological and pharmaceutical means prepared on the base of Kolkheti's Sphagnum Peat Peloids.

Keywords: modern analytical methods, natural resources, peat, chemistry

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Authors: Alev Atak

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We study the endogeneity in the cryptocurrency market over the branching ratio of the Hawkes process and evaluate the movement of self-excitability in the financial markets. We consider a semi-parametric self-exciting point process regression model where the excitation function is assumed to be smooth and decreasing but otherwise unspecified, and the baseline intensity is assumed to be a linear function of the regressors. We apply the empirical analysis to the three largest crypto assets, i.e. Bitcoin - Ethereum - Ripple, and provide a comparison with other financial assets such as SP500, Gold, and the volatility index VIX observed from January 2015 to December 2020. The results depict variable and high levels of endogeneity in the basket of cryptocurrencies under investigation, underlining the evidence of a significant role of endogenous feedback mechanisms in the price formation process.

Keywords: hawkes process, cryptocurrency, endogeneity, reflexivity

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Authors: Oloyede John Adebayo

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This paper tested a variant of the monetary model of exchange rate determination, called Frankel’s Capital Account Monetary Model (CAAM) based on Real Interest Rate Differential, on the floating exchange rate experiences of three developing countries of Africa; viz: Ghana, Nigeria and the Gambia. The study adopted the Auto regressive Instrumental Package (AIV) and Almon Polynomial Lag Procedure of regression analysis based on the assumption that the coefficients follow a third-order Polynomial with zero-end constraint. The results found some support for the CAAM hypothesis that exchange rate responds proportionately to changes in money supply, inversely to income and positively to interest rates and expected inflation differentials. On this basis, the study points the attention of monetary authorities and researchers to the relevance and usefulness of CAAM as appropriate tool and useful benchmark for analyzing the exchange rate behaviour of most developing countries.

Keywords: exchange rate, monetary model, interest differentials, capital account

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Authors: Javier Sandoval Bustamante, Pardis Sheikhzadeh, Vijayanarasimha Hindupur Pakka

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In the pursuit of achieving net-zero carbon emissions, the integration of low carbon technologies into electricity distribution networks is paramount. This paper delves into the critical assessment of how the integration of low carbon technologies, such as heat pumps, electric vehicle chargers, and photovoltaic systems, impacts the infrastructure and operation of electricity distribution networks. The study employs rigorous methodologies, including power flow analysis and headroom analysis, to evaluate the feasibility and implications of integrating these technologies into existing distribution systems. Furthermore, the research utilizes Local Area Energy Planning (LAEP) methodologies to guide local authorities and distribution network operators in formulating effective plans to meet regional and national decarbonization objectives. Geospatial analysis techniques, coupled with building physics and electric energy systems modeling, are employed to develop geographic datasets aimed at informing the deployment of low carbon technologies at the local level. Drawing upon insights from the Local Energy Net Zero Accelerator (LENZA) project, a comprehensive case study illustrates the practical application of these methodologies in assessing the rollout potential of LCTs. The findings not only shed light on the technical feasibility of integrating low carbon technologies but also provide valuable insights into the broader transition towards a sustainable and electrified energy future. This paper contributes to the advancement of knowledge in power electrical engineering by providing empirical evidence and methodologies to support the integration of low carbon technologies into electricity distribution networks. The insights gained are instrumental for policymakers, utility companies, and stakeholders involved in navigating the complex challenges of energy transition and achieving long-term sustainability goals.

Keywords: energy planning, energy systems, digital twins, power flow analysis, headroom analysis

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Authors: Taruna Katyal Arora, Geeta Kumari, Hari Shankar, Neelima Mishra

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Substandard and counterfeit antimalarials is a major problem in malaria endemic areas. The availability of counterfeit/ substandard medicines is not only decreasing the efficacy in patients, but it is also one of the contributing factors for developing antimalarial drug resistance. Owing to this, a pilot study was conducted to survey quality of drugs collected from different malaria endemic areas of India. Artesunate+Sulphadoxine-Pyrimethamine (AS+SP), Artemether-Lumefantrine (AL), Chloroquine (CQ) tablets were randomly picked from public health facilities in selected states of India. The quality of antimalarial drugs from these areas was assessed by using Global Pharma Health Fund Minilab test kit. This includes physical/visual inspection and disintegration test. Thin-layer chromatography (TLC) was carried out for semi-quantitative assessment of active pharmaceutical ingredients. A total of 45 brands, out of which 21 were for CQ, 14 for AL and 10 for AS+SP were tested from Uttar Pradesh (U.P.), Mizoram, Meghalaya and Gujrat states. One out of 45 samples showed variable disintegration and retension factor. The variable disintegration and retention factor which would have been due to substandard quality or other factors including storage. However, HPLC analysis confirms standard active pharmaceutical ingredient, but may be due to humid temperature and moisture in storage may account for the observed result.

Keywords: antimalarial medicines, counterfeit, substandard, TLC

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Authors: Madhu Jain, Rakesh Kumar Meena

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This paper investigates a finite M/G/1 fault tolerant multi-component machining system. The system incorporates the features such as standby support, threshold recovery and imperfect coverage make the study closer to real time systems. The performance prediction of M/G/1 fault tolerant system is carried out using recursive approach by treating remaining service time as a supplementary variable. The numerical results are presented to illustrate the computational tractability of analytical results by taking three different service time distributions viz. exponential, 3-stage Erlang and deterministic. Moreover, the cost function is constructed to determine the optimal choice of system descriptors to upgrading the system.

Keywords: fault tolerant, machine repair, threshold recovery policy, imperfect coverage, supplementary variable technique

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Authors: Srijanani Anurag Prasad

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The Coalescence Hidden-variable Fractal Interpolation Surface (CHFIS) was built by combining interpolation data from the Iterated Function System (IFS). The interpolation data in a CHFIS comprises a row and/or column of uncertain values when a single point is entered. Alternatively, a row and/or column of additional points are placed in the given interpolation data to demonstrate the node added CHFIS. There are three techniques for inserting new points that correspond to the row and/or column of nodes inserted, and each method is further classified into four types based on the values of the inserted nodes. As a result, numerous forms of node insertion can be found in a CHFIS.

Keywords: fractal, interpolation, iterated function system, coalescence, node insertion, knot insertion

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Authors: Yasmin Umar Assegaf, Falikhatun, Salamah Wahyuni

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This study aims to provide empirical evidence about the influence of Islamic Corporate Social Responsibility Disclosures of the financial performance of Islamic banking with the characteristics of the company, as a control variable in Islamic banking in Indonesia. ICSR disclosures are an independent variable, while the Financial Performance is the dependent variable (proxied by Return on Assets (ROA), Return on Equity (ROE), Income Expense Ratio (IER), and Non-net Interest Margin (NIM). The control variables used are firm size, firm age and the type of audit. The population of the study was all Islamic Banks (BUS) operate in Indonesia. The research sample is Islamic Commercial Bank which has existed in Indonesia since 2002 and publishes financial statements between the years of 2007-2011. The sample of the study were include 31 Annual Report published. The results of this study concluded that there are significant influences between the ICSR Disclosures and financial performance. The disclosure is partially effect on ROA, IER and NIM, whereas there is no influence on ROE. Further result shows that all control variables (Firm Size, Age, and Type of Audit Companies) does not have any influence on ICSR Disclosures in Indonesia. This research gives a suggestion for further research to compare these ICSR disclosures in Indonesia with ICSR disclosures in other countries that have Islamic banking, by using other measure variables of financial performance, to get more comprehensive model and real picture.

Keywords: ROA, ROE, IER, NIM, company size, age of the company, audit type, Islamic banking

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Authors: Abdi Ismail, Zain Amarta, Riza Rifaldy Argaputra

Abstract:

The Helical Turbine has the highest efficiency in comparison with the other hydrokinetic turbines. However, the potential of the Helical Turbine efficiency can be further improved so that the kinetic energy of a water current can be converted into mechanical energy as much as possible. This paper explains the effects by adding a Movable Airfoil Arm (MAA) and ducting on a Helical Turbine. The first research conducted an analysis of the efficiency comparison between a Plate Arm Helical Turbine (PAHT) versus a Movable Arm Helical Turbine Airfoil (MAAHT) at various water current velocities. The first step is manufacturing a PAHT and MAAHT. The PAHT and MAAHT has these specifications (as a fixed variable): 80 cm in diameter, a height of 88 cm, 3 blades, NACA 0018 blade profile, a 10 cm blade chord and a 60o inclination angle. The MAAHT uses a NACA 0012 airfoil arm that can move downward 20o, the PAHT uses a 5 mm plate arm. At the current velocity of 0.8, 0.85 and 0.9 m/s, the PAHT respectively generates a mechanical power of 92, 117 and 91 watts (a consecutive efficiency of 16%, 17% and 11%). At the same current velocity variation, the MAAHT respectively generates 74, 60 and 43 watts (a consecutive efficiency of 13%, 9% and 5%). Therefore, PAHT has a better performance than the MAAHT. Using analysis from CFD (Computational Fluid Dynamics), the drag force of MAA is greater than the one generated by the plate arm. By using CFD analysis, the drag force that occurs on the MAA is more dominant than the lift force, therefore the MAA can be called a drag device, whereas the lift force that occurs on the helical blade is more dominant than the drag force, therefore it can be called a lift device. Thus, the lift device cannot be combined with the drag device, because the drag device will become a hindrance to the lift device rotation. The second research conducted an analysis of the efficiency comparison between a Ducted Helical Turbine (DHT) versus a Helical Turbine (HT) through experimental studies. The first step is manufacturing the DHT and HT. The Helical turbine specifications (as a fixed variable) are: 40 cm in diameter, a height of 88 cm, 3 blades, NACA 0018 blade profile, 10 cm blade chord and a 60o inclination angle. At the current speed of 0.7, 0.8, 0.9 and 1.1 m/s, the HT respectively generates a mechanical power of 72, 85, 93 and 98 watts (a consecutive efficiency of 38%, 30%, 23% and 13%). At the same current speed variation, the DHT generates a mechanical power of 82, 98, 110 and 134 watts (a consecutive efficiency of 43%, 34%, 27% and 18%), respectively. The usage of ducting causes the water current speed around the turbine to increase.

Keywords: hydrokinetic turbine, helical turbine, movable airfoil arm, ducting

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Authors: Muhammad Usman, Munir Ahmed

Abstract:

The demand of high-rise buildings has grown fast during the past decades. The design of these buildings by using RC core wall have been widespread nowadays in many countries. The RC core wall (RCCW) buildings encompasses central core wall and boundary columns joined through post tension slab at different floor levels. The core wall often provides greater stiffness as compared to the collective stiffness of the boundary columns. Hence, the core wall dominantly resists lateral loading i.e. wind or earthquake load. Non-linear response history analysis (NLRHA) procedure is the finest seismic design procedure of the times for designing high-rise buildings. The modern design tools for nonlinear response history analysis and performance based design has provided more confidence to design these structures for high-rise buildings. NLRHA requires selection and scaling of ground motions to match design spectrum for site specific conditions. Designers use several techniques for scaling ground motion records (time series). Time domain and frequency domain scaling are most commonly used which comprises their own benefits and drawbacks. Due to lengthy process of NLRHA, application of only one technique is conceivable. To the best of author’s knowledge, no consensus on the best procedures for the selection and scaling of the ground motions is available in literature. This research aims to provide the finest ground motion scaling technique specifically for designing 40 story high-rise RCCW buildings. Seismic response of 40 story RCCW building is checked by applying both the frequency domain and time domain scaling. Variable sites are selected in three critical seismic zones of Pakistan. The results indicates that there is extensive variation in seismic response of building for these scaling. There is still a need to build a consensus on the subjected research by investigating variable sites and buildings heights.

Keywords: 40-storied RC core wall building, nonlinear response history analysis, ground motions, time domain scaling, frequency domain scaling

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Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

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Authors: Yinwei Lin, Cha'o-Kuang Chen

Abstract:

In this article, the Laplace Adomian transform method (LADM) and double decomposition method (DDM) are used to solve the annular hyperbolic profile fins with variable thermal conductivity. As the thermal conductivity parameter ε is relatively large, the numerical solution using DDM become incorrect. Moreover, when the terms of DDM are more than seven, the numerical solution using DDM is very complicated. However, the present method can be easily calculated as terms are over seven and has more precisely numerical solutions. As the thermal conductivity parameter ε is relatively large, LADM also has better accuracy than DDM.

Keywords: fins, thermal conductivity, Laplace transform, Adomian, nonlinear

Procedia PDF Downloads 310