Search results for: logistic distribution
5580 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes
Authors: Amir T. Payandeh Najafabadi
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This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.Keywords: ruin probability, compound poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions
Procedia PDF Downloads 3405579 Advanced Model for Calculation of the Neutral Axis Shifting and the Wall Thickness Distribution in Rotary Draw Bending Processes
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Rotary draw bending is a method which is being used in tube forming. In the tube bending process, the neutral axis moves towards the inner arc and the wall thickness distribution changes for tube’s cross section. Thinning takes place in the outer arc of the tube (extrados) due to the stretching of the material, whereas thickening occurs in the inner arc of the tube (intrados) due to the comparison of the material. The calculations of the wall thickness distribution, neutral axis shifting, and strain distribution have not been accurate enough, so far. The previous model (the geometrical model) describes the neutral axis shifting and wall thickness distribution. The geometrical of the tube, bending radius and bending angle are considered in the geometrical model, while the influence of the material properties of the tube forming are ignored. The advanced model is a modification of the previous model using material properties that depends on the correction factor. The correction factor is a purely empirically determined factor. The advanced model was compared with the Finite element simulation (FE simulation) using a different bending factor (Bf=bending radius/ diameter of the tube), wall thickness (Wf=diameter of the tube/ wall thickness), and material properties (strain hardening exponent). Finite element model of rotary draw bending has been performed in PAM-TUBE program (version: 2012). Results from the advanced model resemble the FE simulation and the experimental test.Keywords: rotary draw bending, material properties, neutral axis shifting, wall thickness distribution
Procedia PDF Downloads 3955578 Reconstruction of a Genome-Scale Metabolic Model to Simulate Uncoupled Growth of Zymomonas mobilis
Authors: Maryam Saeidi, Ehsan Motamedian, Seyed Abbas Shojaosadati
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Zymomonas mobilis is known as an example of the uncoupled growth phenomenon. This microorganism also has a unique metabolism that degrades glucose by the Entner–Doudoroff (ED) pathway. In this paper, a genome-scale metabolic model including 434 genes, 757 reactions and 691 metabolites was reconstructed to simulate uncoupled growth and study its effect on flux distribution in the central metabolism. The model properly predicted that ATPase was activated in experimental growth yields of Z. mobilis. Flux distribution obtained from model indicates that the major carbon flux passed through ED pathway that resulted in the production of ethanol. Small amounts of carbon source were entered into pentose phosphate pathway and TCA cycle to produce biomass precursors. Predicted flux distribution was in good agreement with experimental data. The model results also indicated that Z. mobilis metabolism is able to produce biomass with maximum growth yield of 123.7 g (mol glucose)-1 if ATP synthase is coupled with growth and produces 82 mmol ATP gDCW-1h-1. Coupling the growth and energy reduced ethanol secretion and changed the flux distribution to produce biomass precursors.Keywords: genome-scale metabolic model, Zymomonas mobilis, uncoupled growth, flux distribution, ATP dissipation
Procedia PDF Downloads 4845577 Temperature Gradient In Weld Zones During Friction Stir Process Using Finite Element Method
Authors: Armansyah, I. P. Almanar, M. Saiful Bahari Shaari, M. Shamil Jaffarullah
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Finite element approach have been used via three-dimensional models by using Altair Hyper Work, a commercially available software, to describe heat gradients along the welding zones (axially and coronaly) in Friction Stir Welding (FSW). Transient thermal finite element analyses are performed in AA 6061-T6 Aluminum Alloy to obtain temperature distribution in the welded aluminum plates during welding operation. Heat input from tool shoulder and tool pin are considered in the model. A moving heat source with a heat distribution simulating the heat generated by frictions between tool shoulder and work piece is used in the analysis. The developed model was then used to show the effect of various input parameters such as total rate of welding speed and rotational speed on temperature distribution in the work piece.Keywords: Frictions Stir Welding (FSW), temperature distribution, Finite Element Method (FEM), altair hyperwork
Procedia PDF Downloads 5325576 Spatial Distribution of Certified Mental Disabilities in China
Authors: Jiayue Yang
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Based on an analysis of China's database of certified disabled persons in 2021, this study reveals several key findings. Firstly, the proportion of certified mentally disabled persons among China's certified disabled population (Certification rate 1) shows a decreasing distribution from the East to the West and from the South to the North. Secondly, the spatial distribution of the number of mentally disabled persons per 1,000 people holding certificates (certification rate 2) shows a relatively scattered pattern, with significant variations observed between cities in the eastern region. However, on an overall scale, a south-north gradient can still be observed, with higher rates in the North and lower rates in the west, while the central region demonstrates higher rates compared to the western region. The variation in the rate of mentally handicapped certificates among regions is influenced not only by traditional culture and welfare level but also exhibits a certain correlation with the level of economic development.Keywords: certified disabled persons, mentally disabled persons, spatial distribution, China
Procedia PDF Downloads 1035575 New Method for Determining the Distribution of Birefringence and Linear Dichroism in Polymer Materials Based on Polarization-Holographic Grating
Authors: Barbara Kilosanidze, George Kakauridze, Levan Nadareishvili, Yuri Mshvenieradze
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A new method for determining the distribution of birefringence and linear dichroism in optical polymer materials is presented. The method is based on the use of polarization-holographic diffraction grating that forms an orthogonal circular basis in the process of diffraction of probing laser beam on the grating. The intensities ratio of the orders of diffraction on this grating enables the value of birefringence and linear dichroism in the sample to be determined. The distribution of birefringence in the sample is determined by scanning with a circularly polarized beam with a wavelength far from the absorption band of the material. If the scanning is carried out by probing beam with the wavelength near to a maximum of the absorption band of the chromophore then the distribution of linear dichroism can be determined. An appropriate theoretical model of this method is presented. A laboratory setup was created for the proposed method. An optical scheme of the laboratory setup is presented. The results of measurement in polymer films with two-dimensional gradient distribution of birefringence and linear dichroism are discussed.Keywords: birefringence, linear dichroism, graded oriented polymers, optical polymers, optical anisotropy, polarization-holographic grating
Procedia PDF Downloads 4325574 Study on Concentration and Temperature Measurement with 760 nm Diode Laser in Combustion System Using Tunable Diode Laser Absorption Spectroscopy
Authors: Miyeon Yoo, Sewon Kim, Changyeop Lee
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It is important to measure the internal temperature or temperature distribution precisely in combustion system to increase energy efficiency and reduce the pollutants. Especially in case of large combustion systems such as power plant boiler and reheating furnace of steel making process, it is very difficult to measure those physical properties in detail. Tunable diode laser absorption spectroscopy measurement and analysis can be attractive method to overcome the difficulty. In this paper, TDLAS methods are used to measure the oxygen concentration and temperature distribution in various experimental conditions.Keywords: tunable diode laser absorption Spectroscopy, temperature distribution, gas concentration
Procedia PDF Downloads 3845573 Analysis of Exponential Distribution under Step Stress Partially Accelerated Life Testing Plan Using Adaptive Type-I Hybrid Progressive Censoring Schemes with Competing Risks Data
Authors: Ahmadur Rahman, Showkat Ahmad Lone, Ariful Islam
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In this article, we have estimated the parameters for the failure times of units based on the sampling technique adaptive type-I progressive hybrid censoring under the step-stress partially accelerated life tests for competing risk. The failure times of the units are assumed to follow an exponential distribution. Maximum likelihood estimation technique is used to estimate the unknown parameters of the distribution and tampered coefficient. Confidence interval also obtained for the parameters. A simulation study is performed by using Monte Carlo Simulation method to check the authenticity of the model and its assumptions.Keywords: adaptive type-I hybrid progressive censoring, competing risks, exponential distribution, simulation, step-stress partially accelerated life tests
Procedia PDF Downloads 3425572 Distribution-Free Exponentially Weighted Moving Average Control Charts for Monitoring Process Variability
Authors: Chen-Fang Tsai, Shin-Li Lu
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Distribution-free control chart is an oncoming area from the statistical process control charts in recent years. Some researchers have developed various nonparametric control charts and investigated the detection capability of these charts. The major advantage of nonparametric control charts is that the underlying process is not specifically considered the assumption of normality or any parametric distribution. In this paper, two nonparametric exponentially weighted moving average (EWMA) control charts based on nonparametric tests, namely NE-S and NE-M control charts, are proposed for monitoring process variability. Generally, weighted moving average (GWMA) control charts are extended by utilizing design and adjustment parameters for monitoring the changes in the process variability, namely NG-S and NG-M control charts. Statistical performance is also investigated on NG-S and NG-M control charts with run rules. Moreover, sensitivity analysis is performed to show the effects of design parameters under the nonparametric NG-S and NG-M control charts.Keywords: Distribution-free control chart, EWMA control charts, GWMA control charts
Procedia PDF Downloads 2705571 Loan Repayment Prediction Using Machine Learning: Model Development, Django Web Integration and Cloud Deployment
Authors: Seun Mayowa Sunday
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Loan prediction is one of the most significant and recognised fields of research in the banking, insurance, and the financial security industries. Some prediction systems on the market include the construction of static software. However, due to the fact that static software only operates with strictly regulated rules, they cannot aid customers beyond these limitations. Application of many machine learning (ML) techniques are required for loan prediction. Four separate machine learning models, random forest (RF), decision tree (DT), k-nearest neighbour (KNN), and logistic regression, are used to create the loan prediction model. Using the anaconda navigator and the required machine learning (ML) libraries, models are created and evaluated using the appropriate measuring metrics. From the finding, the random forest performs with the highest accuracy of 80.17% which was later implemented into the Django framework. For real-time testing, the web application is deployed on the Alibabacloud which is among the top 4 biggest cloud computing provider. Hence, to the best of our knowledge, this research will serve as the first academic paper which combines the model development and the Django framework, with the deployment into the Alibaba cloud computing application.Keywords: k-nearest neighbor, random forest, logistic regression, decision tree, django, cloud computing, alibaba cloud
Procedia PDF Downloads 1325570 A New Method Presentation for Locating Fault in Power Distribution Feeders Considering DG
Authors: Rahman Dashti, Ehsan Gord
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In this paper, an improved impedance based fault location method is proposed. In this method, online fault locating is performed using voltage and current information at the beginning of the feeder. Determining precise fault location in a short time increases reliability and efficiency of the system. The proposed method utilizes information about main component of voltage and current at the beginning of the feeder and distributed generation unit (DGU) in order to precisely locate different faults in acceptable time. To evaluate precision and accuracy of the proposed method, a 13-node is simulated and tested using MATLAB.Keywords: distribution network, fault section determination, distributed generation units, distribution protection equipment
Procedia PDF Downloads 4005569 Spatial Distribution of Heavy Metals in Khark Island-Iran Using Geographic Information System
Authors: Abbas Hani, Maryam Jassasizadeh
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The concentrations of Cd, Pb, and Ni were determined from 40 soil samples collected in surface soils of Khark Island. Geostatistic methods and GIS were used to identify heavy metal sources and their spatial pattern. Principal component analysis coupled with correlation between heavy metals showed that level of mentioned heavy metal was lower than the standard level. Then the data obtained from the soil analyzing were studied for the purposes of normal distribution. The best way of interior finding for cadmium and nickel was ordinary kriging and the best way of interpolation of lead was inverse distance weighted. The result of this study help us to understand heavy metals distribution and make decision for remediation of soil pollution.Keywords: geostatistics, ordinary kriging, heavy metals, GIS, Khark
Procedia PDF Downloads 1655568 Long-Term Resilience Performance Assessment of Dual and Singular Water Distribution Infrastructures Using a Complex Systems Approach
Authors: Kambiz Rasoulkhani, Jeanne Cole, Sybil Sharvelle, Ali Mostafavi
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Dual water distribution systems have been proposed as solutions to enhance the sustainability and resilience of urban water systems by improving performance and decreasing energy consumption. The objective of this study was to evaluate the long-term resilience and robustness of dual water distribution systems versus singular water distribution systems under various stressors such as demand fluctuation, aging infrastructure, and funding constraints. To this end, the long-term dynamics of these infrastructure systems was captured using a simulation model that integrates institutional agency decision-making processes with physical infrastructure degradation to evaluate the long-term transformation of water infrastructure. A set of model parameters that varies for dual and singular distribution infrastructure based on the system attributes, such as pipes length and material, energy intensity, water demand, water price, average pressure and flow rate, as well as operational expenditures, were considered and input in the simulation model. Accordingly, the model was used to simulate various scenarios of demand changes, funding levels, water price growth, and renewal strategies. The long-term resilience and robustness of each distribution infrastructure were evaluated based on various performance measures including network average condition, break frequency, network leakage, and energy use. An ecologically-based resilience approach was used to examine regime shifts and tipping points in the long-term performance of the systems under different stressors. Also, Classification and Regression Tree analysis was adopted to assess the robustness of each system under various scenarios. Using data from the City of Fort Collins, the long-term resilience and robustness of the dual and singular water distribution systems were evaluated over a 100-year analysis horizon for various scenarios. The results of the analysis enabled: (i) comparison between dual and singular water distribution systems in terms of long-term performance, resilience, and robustness; (ii) identification of renewal strategies and decision factors that enhance the long-term resiliency and robustness of dual and singular water distribution systems under different stressors.Keywords: complex systems, dual water distribution systems, long-term resilience performance, multi-agent modeling, sustainable and resilient water systems
Procedia PDF Downloads 2915567 The Fit of the Partial Pair Distribution Functions of BaMnFeF7 Fluoride Glass Using the Buckingham Potential by the Hybrid RMC Simulation
Authors: Sidi Mohamed Mesli, Mohamed Habchi, Arslane Boudghene Stambouli, Rafik Benallal
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The BaMnMF7 (M=Fe,V, transition metal fluoride glass, assuming isomorphous replacement) have been structurally studied through the simultaneous simulation of their neutron diffraction patterns by reverse Monte Carlo (RMC) and by the Hybrid Reverse Monte Carlo (HRMC) analysis. This last is applied to remedy the problem of the artificial satellite peaks that appear in the partial pair distribution functions (PDFs) by the RMC simulation. The HRMC simulation is an extension of the RMC algorithm, which introduces an energy penalty term (potential) in acceptance criteria. The idea of this work is to apply the Buckingham potential at the title glass by ignoring the van der Waals terms, in order to make a fit of the partial pair distribution functions and give the most possible realistic features. When displaying the partial PDFs, we suggest that the Buckingham potential is useful to describe average correlations especially in similar interactions.Keywords: fluoride glasses, RMC simulation, hybrid RMC simulation, Buckingham potential, partial pair distribution functions
Procedia PDF Downloads 5025566 Study on the Layout of 15-Minute Community-Life Circle in the State of “Community Segregation” Based on Poi: Shengwei Community and Other Two Communities in Chongqing
Authors: Siyuan Cai
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This paper takes community segregation during major infectious diseases as the background, based on the physiological needs and safety needs of citizens during home segregation, and based on the selection of convenient facilities and medical facilities as the main research objects. Based on the POI data of public facilities in Chongqing, the spatial distribution characteristics of the convenience and medical facilities in the 15-minute living circle centered on three neighborhoods in Shapingba, namely Shengwei Community, Anju Commmunity and Fengtian Garden Community, were explored by means of GIS spatial analysis. The results show that the spatial distribution of convenience and medical facilities in this area has significant clustering characteristics, with a point-like distribution pattern of "dense in the west and sparse in the east", and a grouped and multi-polar spatial structure. The spatial structure is multi-polar and has an obvious tendency to the intersections and residential areas with dense pedestrian flow. This study provides a preliminary exploration of the distribution of medical and convenience facilities within the 15-minute living circle of a segregated community, which makes up for the lack of spatial research in this area.Keywords: ArcGIS, community segregation, convenient facilities; distribution pattern, medical facilities, POI, 15-minute community life circle
Procedia PDF Downloads 1195565 Regression for Doubly Inflated Multivariate Poisson Distributions
Authors: Ishapathik Das, Sumen Sen, N. Rao Chaganty, Pooja Sengupta
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Dependent multivariate count data occur in several research studies. These data can be modeled by a multivariate Poisson or Negative binomial distribution constructed using copulas. However, when some of the counts are inflated, that is, the number of observations in some cells are much larger than other cells, then the copula based multivariate Poisson (or Negative binomial) distribution may not fit well and it is not an appropriate statistical model for the data. There is a need to modify or adjust the multivariate distribution to account for the inflated frequencies. In this article, we consider the situation where the frequencies of two cells are higher compared to the other cells, and develop a doubly inflated multivariate Poisson distribution function using multivariate Gaussian copula. We also discuss procedures for regression on covariates for the doubly inflated multivariate count data. For illustrating the proposed methodologies, we present a real data containing bivariate count observations with inflations in two cells. Several models and linear predictors with log link functions are considered, and we discuss maximum likelihood estimation to estimate unknown parameters of the models.Keywords: copula, Gaussian copula, multivariate distributions, inflated distributios
Procedia PDF Downloads 1555564 Proficient Estimation Procedure for a Rare Sensitive Attribute Using Poisson Distribution
Authors: S. Suman, G. N. Singh
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The present manuscript addresses the estimation procedure of population parameter using Poisson probability distribution when characteristic under study possesses a rare sensitive attribute. The generalized form of unrelated randomized response model is suggested in order to acquire the truthful responses from respondents. The resultant estimators have been proposed for two situations when the information on an unrelated rare non-sensitive characteristic is known as well as unknown. The properties of the proposed estimators are derived, and the measure of confidentiality of respondent is also suggested for respondents. Empirical studies are carried out in the support of discussed theory.Keywords: Poisson distribution, randomized response model, rare sensitive attribute, non-sensitive attribute
Procedia PDF Downloads 2665563 Automated Distribution System Management: Substation Remote Diagnostic and Operation Solution for Obafemi Awolowo University
Authors: Aderonke Oluseun Akinwumi, Olusola A. Komolaf
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This paper gives information about the wide array of challenges facing both the electric utilities and consumers in the distribution system in developing countries, using Obafemi Awolowo University, Ile-Ife Nigeria as a case study. It also proffers cost-effective solution through remote monitoring, diagnostic and operation of distribution networks without compromising the system reliability. As utilities move from manned and unintelligent networks to completely unmanned smart grids, switching activities at substations and feeders will be managed and controlled remotely by dedicated systems hence this design. The Substation Remote Diagnostic and Operation Solution (sRDOs) would remotely monitor the load on Medium Voltage (MV) and Low Voltage (LV) feeders as well as distribution transformers and allow the utility disconnect non-paying customers with absolutely no extra resource deployment and without interrupting supply to paying customers. The aftermath of the implementation of this design improved the lifetime of key distribution infrastructure by automatically isolating feeders during overload conditions and more importantly erring consumers. This increased the ratio of revenue generated on electricity bills to total network load.Keywords: electric utility, consumers, remote monitoring, diagnostic, system reliability, manned and unintelligent networks, unmanned smart grids, switching activities, medium voltage, low voltage, distribution transformer
Procedia PDF Downloads 1305562 Hysteresis Behavior and Microstructure in Nanostructured Alloys Cu-Fe and Cu-Fe-Co
Authors: Laslouni Warda, M. Azzaz
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The intermetallic-based on transition metal compounds present interesting magnetic properties for the technological applications (permanent magnets, magnetic recording…). Cu70 Fe18Co12 and Cu70 Fe30 nanostructured with crystallite size vary from 10 a 12 nanometers have been developed by a mechanical milling method. For Cu-Fe samples, the iron and copper distribution was clear. The distribution showed a homogeneous distribution of iron and copper in a Cu-Fe obtained after 36 h milling. The structural properties have been performed with X-ray diffraction. With increasing milling times, Fe and Co diffuse into the Cu matrix, which accelerates the formation of the magnetic nanostructure Cu- Fe-Co and Cu-Fe alloys. The magnetic behavior is investigated using Vibrating Sample Magnetometer (VSM). The two alloys nanocrystals possess ferromagnetic character at room temperatureKeywords: Cu-Fe-Co, Cu-Fe, nanocrystals, SEM, hysteresis loops, VSM, anisotropy theory
Procedia PDF Downloads 3325561 Impact of PV Distributed Generation on Loop Distribution Network at Saudi Electricity Company Substation in Riyadh City
Authors: Mohammed Alruwaili
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Nowadays, renewable energy resources are playing an important role in replacing traditional energy resources such as fossil fuels by integrating solar energy with conventional energy. Concerns about the environment led to an intensive search for a renewable energy source. The Rapid growth of distributed energy resources will have prompted increasing interest in the integrated distributing network in the Kingdom of Saudi Arabia next few years, especially after the adoption of new laws and regulations in this regard. Photovoltaic energy is one of the promising renewable energy sources that has grown rapidly worldwide in the past few years and can be used to produce electrical energy through the photovoltaic process. The main objective of the research is to study the impact of PV in distribution networks based on real data and details. In this research, site survey and computer simulation will be dealt with using the well-known computer program software ETAB to simulate the input of electrical distribution lines with other variable inputs such as the levels of solar radiation and the field study that represent the prevailing conditions and conditions in Diriah, Riyadh region, Saudi Arabia. In addition, the impact of adding distributed generation units (DGs) to the distribution network, including solar photovoltaic (PV), will be studied and assessed for the impact of adding different power capacities. The result has been achieved with less power loss in the loop distribution network from the current condition by more than 69% increase in network power loss. However, the studied network contains 78 buses. It is hoped from this research that the efficiency, performance, quality and reliability by having an enhancement in power loss and voltage profile of the distribution networks in Riyadh City. Simulation results prove that the applied method can illustrate the positive impact of PV in loop distribution generation.Keywords: renewable energy, smart grid, efficiency, distribution network
Procedia PDF Downloads 1405560 Seismic Performance of RC Frames Equipped with Friction Panels Under Different Slip Load Distributions
Authors: Neda Nabid, Iman Hajirasouliha, Sanaz Shirinbar
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One of the most challenging issues in earthquake engineering is to find effective ways to reduce earthquake forces and damage to structural and non-structural elements under strong earthquakes. While friction dampers are the most efficient systems to improve the seismic performance of substandard structures, their optimum design is a challenging task. This research aims to find more appropriate slip load distribution pattern for efficient design of friction panels. Non-linear dynamic analyses are performed on 3, 5, 10, 15, and 20-story RC frame using Drain-2dx software to find the appropriate range of slip loads and investigate the effects of different distribution patterns (cantilever, uniform, triangle, and reverse triangle) under six different earthquake records. The results indicate that using triangle load distribution can significantly increase the energy dissipation capacity of the frame and reduce the maximum inter-storey drift, and roof displacement.Keywords: friction panels, slip load, distribution patterns, RC frames, energy dissipation
Procedia PDF Downloads 4325559 Shedding Light on the Black Box: Explaining Deep Neural Network Prediction of Clinical Outcome
Authors: Yijun Shao, Yan Cheng, Rashmee U. Shah, Charlene R. Weir, Bruce E. Bray, Qing Zeng-Treitler
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Deep neural network (DNN) models are being explored in the clinical domain, following the recent success in other domains such as image recognition. For clinical adoption, outcome prediction models require explanation, but due to the multiple non-linear inner transformations, DNN models are viewed by many as a black box. In this study, we developed a deep neural network model for predicting 1-year mortality of patients who underwent major cardio vascular procedures (MCVPs), using temporal image representation of past medical history as input. The dataset was obtained from the electronic medical data warehouse administered by Veteran Affairs Information and Computing Infrastructure (VINCI). We identified 21,355 veterans who had their first MCVP in 2014. Features for prediction included demographics, diagnoses, procedures, medication orders, hospitalizations, and frailty measures extracted from clinical notes. Temporal variables were created based on the patient history data in the 2-year window prior to the index MCVP. A temporal image was created based on these variables for each individual patient. To generate the explanation for the DNN model, we defined a new concept called impact score, based on the presence/value of clinical conditions’ impact on the predicted outcome. Like (log) odds ratio reported by the logistic regression (LR) model, impact scores are continuous variables intended to shed light on the black box model. For comparison, a logistic regression model was fitted on the same dataset. In our cohort, about 6.8% of patients died within one year. The prediction of the DNN model achieved an area under the curve (AUC) of 78.5% while the LR model achieved an AUC of 74.6%. A strong but not perfect correlation was found between the aggregated impact scores and the log odds ratios (Spearman’s rho = 0.74), which helped validate our explanation.Keywords: deep neural network, temporal data, prediction, frailty, logistic regression model
Procedia PDF Downloads 1525558 An Empirical Study of the Best Fitting Probability Distributions for Stock Returns Modeling
Authors: Jayanta Pokharel, Gokarna Aryal, Netra Kanaal, Chris Tsokos
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Investment in stocks and shares aims to seek potential gains while weighing the risk of future needs, such as retirement, children's education etc. Analysis of the behavior of the stock market returns and making prediction is important for investors to mitigate risk on investment. Historically, the normal variance models have been used to describe the behavior of stock market returns. However, the returns of the financial assets are actually skewed with higher kurtosis, heavier tails, and a higher center than the normal distribution. The Laplace distribution and its family are natural candidates for modeling stock returns. The Variance-Gamma (VG) distribution is the most sought-after distributions for modeling asset returns and has been extensively discussed in financial literatures. In this paper, it explore the other Laplace family, such as Asymmetric Laplace, Skewed Laplace, Kumaraswamy Laplace (KS) together with Variance-Gamma to model the weekly returns of the S&P 500 Index and it's eleven business sector indices. The method of maximum likelihood is employed to estimate the parameters of the distributions and our empirical inquiry shows that the Kumaraswamy Laplace distribution performs much better for stock returns modeling among the choice of distributions used in this study and in practice, KS can be used as a strong alternative to VG distribution.Keywords: stock returns, variance-gamma, kumaraswamy laplace, maximum likelihood
Procedia PDF Downloads 695557 The Influence of Beta Shape Parameters in Project Planning
Authors: Αlexios Kotsakis, Stefanos Katsavounis, Dimitra Alexiou
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Networks can be utilized to represent project planning problems, using nodes for activities and arcs to indicate precedence relationship between them. For fixed activity duration, a simple algorithm calculates the amount of time required to complete a project, followed by the activities that comprise the critical path. Program Evaluation and Review Technique (PERT) generalizes the above model by incorporating uncertainty, allowing activity durations to be random variables, producing nevertheless a relatively crude solution in planning problems. In this paper, based on the findings of the relevant literature, which strongly suggests that a Beta distribution can be employed to model earthmoving activities, we utilize Monte Carlo simulation, to estimate the project completion time distribution and measure the influence of skewness, an element inherent in activities of modern technical projects. We also extract the activity criticality index, with an ultimate goal to produce more accurate planning estimations.Keywords: beta distribution, PERT, Monte Carlo simulation, skewness, project completion time distribution
Procedia PDF Downloads 1485556 Statistical Analysis with Prediction Models of User Satisfaction in Software Project Factors
Authors: Katawut Kaewbanjong
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We analyzed a volume of data and found significant user satisfaction in software project factors. A statistical significance analysis (logistic regression) and collinearity analysis determined the significance factors from a group of 71 pre-defined factors from 191 software projects in ISBSG Release 12. The eight prediction models used for testing the prediction potential of these factors were Neural network, k-NN, Naïve Bayes, Random forest, Decision tree, Gradient boosted tree, linear regression and logistic regression prediction model. Fifteen pre-defined factors were truly significant in predicting user satisfaction, and they provided 82.71% prediction accuracy when used with a neural network prediction model. These factors were client-server, personnel changes, total defects delivered, project inactive time, industry sector, application type, development type, how methodology was acquired, development techniques, decision making process, intended market, size estimate approach, size estimate method, cost recording method, and effort estimate method. These findings may benefit software development managers considerably.Keywords: prediction model, statistical analysis, software project, user satisfaction factor
Procedia PDF Downloads 1225555 Research on Axial End Flux Leakage and Detent Force of Transverse Flux PM Linear Machine
Authors: W. R. Li, J. K. Xia, R. Q. Peng, Z. Y. Guo, L. Jiang
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According to 3D magnetic circuit of the transverse flux PM linear machine, distribution law is presented, and analytical expression of axial end flux leakage is derived using numerical method. Maxwell stress tensor is used to solve detent force of mover. A 3D finite element model of the transverse flux PM machine is built to analyze the flux distribution and detent force. Experimental results of the prototype verified the validity of axial end flux leakage and detent force theoretical derivation, the research on axial end flux leakage and detent force provides a valuable reference to other types of linear machine.Keywords: axial end flux leakage, detent force, flux distribution, transverse flux PM linear machine
Procedia PDF Downloads 4445554 Lifetime Assessment for Test Strips of POCT Device through Accelerated Degradation Test
Authors: Jinyoung Choi, Sunmook Lee
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In general, single parameter, i.e. temperature, as an accelerating parameter is used to assess the accelerated stability of Point-of-Care Testing (POCT) diagnostic devices. However, humidity also plays an important role in deteriorating the strip performance since major components of test strips are proteins such as enzymes. 4 different Temp./Humi. Conditions were used to assess the lifetime of strips. Degradation of test strips were studied through the accelerated stability test and the lifetime was assessed using commercial POCT products. The life distribution of strips, which were obtained by monitoring the failure time of test strip under each stress condition, revealed that the weibull distribution was the most proper distribution describing the life distribution of strips used in the present study. Equal shape parameters were calculated to be 0.9395 and 0.9132 for low and high concentrations, respectively. The lifetime prediction was made by adopting Peck Eq. Model for Stress-Life relationship, and the B10 life was calculated to be 70.09 and 46.65 hrs for low and high concentrations, respectively.Keywords: accelerated degradation, diagnostic device, lifetime assessment, POCT
Procedia PDF Downloads 4145553 Optimal Capacitor Placement in Distribution Using Cuckoo Optimization Algorithm
Authors: Ali Ravangard, S. Mohammadi
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Shunt Capacitors have several uses in the electric power systems. They are utilized as sources of reactive power by connecting them in line-to-neutral. Electric utilities have also connected capacitors in series with long lines in order to reduce its impedance. This is particularly common in the transmission level, where the lines have length in several hundreds of kilometers. However, this post will generally discuss shunt capacitors. In distribution systems, shunt capacitors are used to reduce power losses, to improve voltage profile, and to increase the maximum flow through cables and transformers. This paper presents a new method to determine the optimal locations and economical sizing of fixed and/or switched shunt capacitors with a view to power losses reduction and voltage stability enhancement. For solving the problem, a new enhanced cuckoo optimization algorithm is presented.The proposed method is tested on distribution test system and the results show that the algorithm suitable for practical implementation on real systems with any size.Keywords: capacitor placement, power losses, voltage stability, radial distribution systems
Procedia PDF Downloads 3745552 Impact of Masonry Joints on Detection of Humidity Distribution in Aerated Concrete Masonry Constructions by Electric Impedance Spectrometry Measurements
Authors: Sanita Rubene, Martins Vilnitis, Juris Noviks
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Aerated concrete is a load bearing construction material, which has high heat insulation parameters. Walls can be erected from aerated concrete masonry constructions and in perfect circumstances additional heat insulation is not required. The most common problem in aerated concrete heat insulation properties is the humidity distribution throughout the cross section of the masonry elements as well as proper and conducted drying process of the aerated concrete construction because only dry aerated concrete masonry constructions can reach high heat insulation parameters. In order to monitor drying process of the masonry and detect humidity distribution throughout the cross section of aerated concrete masonry construction application of electrical impedance spectrometry is applied. Further test results and methodology of this non-destructive testing method is described in this paper.Keywords: aerated concrete, electrical impedance spectrometry, humidity distribution, non-destructive testing
Procedia PDF Downloads 3275551 Identifying Psychosocial, Autonomic, and Pain Sensitivity Risk Factors of Chronic Temporomandibular Disorder by Using Ridge Logistic Regression and Bootstrapping
Authors: Haolin Li, Eric Bair, Jane Monaco, Quefeng Li
Abstract:
The temporomandibular disorder (TMD) is a series of musculoskeletal disorders ranging from jaw pain to chronic debilitating pain, and the risk factors for the onset and maintenance of TMD are still unclear. Prior researches have shown that the potential risk factors for chronic TMD are related to psychosocial factors, autonomic functions, and pain sensitivity. Using data from the Orofacial Pain: Prospective Evaluation and Risk Assessment (OPPERA) study’s baseline case-control study, we examine whether the risk factors identified by prior researches are still statistically significant after taking all of the risk measures into account in one single model, and we also compare the relative influences of the risk factors in three different perspectives (psychosocial factors, autonomic functions, and pain sensitivity) on the chronic TMD. The statistical analysis is conducted by using ridge logistic regression and bootstrapping, in which the performance of the algorithms has been assessed using extensive simulation studies. The results support most of the findings of prior researches that there are many psychosocial and pain sensitivity measures that have significant associations with chronic TMD. However, it is surprising that most of the risk factors of autonomic functions have not presented significant associations with chronic TMD, as described by a prior research.Keywords: autonomic function, OPPERA study, pain sensitivity, psychosocial measures, temporomandibular disorder
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