Search results for: mineral distribution
5540 Proposed Fault Detection Scheme on Low Voltage Distribution Feeders
Authors: Adewusi Adeoluwawale, Oronti Iyabosola Busola, Akinola Iretiayo, Komolafe Olusola Aderibigbe
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The complex and radial structure of the low voltage distribution network (415V) makes it vulnerable to faults which are due to system and the environmental related factors. Besides these, the protective scheme employed on the low voltage network which is the fuse cannot be monitored remotely such that in the event of sustained fault, the utility will have to rely solely on the complaint brought by customers for loss of supply and this tends to increase the length of outages. A microcontroller based fault detection scheme is hereby developed to detect low voltage and high voltage fault conditions which are common faults on this network. Voltages below 198V and above 242V on the distribution feeders are classified and detected as low voltage and high voltages respectively. Results shows that the developed scheme produced a good response time in the detection of these faults.Keywords: fault detection, low voltage distribution feeders, outage times, sustained faults
Procedia PDF Downloads 5425539 Sales Patterns Clustering Analysis on Seasonal Product Sales Data
Authors: Soojin Kim, Jiwon Yang, Sungzoon Cho
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As a seasonal product is only in demand for a short time, inventory management is critical to profits. Both markdowns and stockouts decrease the return on perishable products; therefore, researchers have been interested in the distribution of seasonal products with the aim of maximizing profits. In this study, we propose a data-driven seasonal product sales pattern analysis method for individual retail outlets based on observed sales data clustering; the proposed method helps in determining distribution strategies.Keywords: clustering, distribution, sales pattern, seasonal product
Procedia PDF Downloads 5955538 Comparative Analysis of Some Mineral Profile of Honey Marketed and Consumed in Some of the States in Northern Part of Nigeria
Authors: R. Odoh, M. S. Dauda, E. A. Kamba, N. C. Igwemmar
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Honey and honey trade is an important economic activity for many tropical rural and urban areas worldwide. In West Africa and other part of the world, honey and honey products holds high socio–cultural, religious, medicinal, and traditional values. Therefore, to maximize benefits or to enhance profit, a variety of components are added to the raw, fresh and unprocessed honey, introducing the possibility of heavy metals contaminants. Therefore the honey sold in various places, markets and shops in some states in Northern Nigeria (Benue, Nassarawa and Taraba) including Abuja FCT, in Nigeria was analyzed to determine the level of heavy metals (Cd, Co, Cr, Cu, Fe, Mn, Ni, Pb, and Zn). All the honey samples contain heavy metals. The results ranged from 0.028–0.070, 0.023–0.058, 0.042–0.092, 4.231–8.589, 8.115–14.892, 0.078–0.922, 0.044–0.092, 0.041–0.087 and 18.234–28.654 μg/L for Cd, Co, Cr, Cu, Fe, Mn, Ni, Pb, and Zn respectively. The mean concentration (μg/L) of the heavy metals Cd, Co, Cr, Cu, Fe, Mn, Ni, Pb, and Zn of the regularly marketed honey is significantly higher than the mean concentration observed in raw, fresh and unprocessed honey. However, continued consumption of honey with high heavy metal content might lead to exposure to chronic heavy metal poisoning.Keywords: honey, health, mineral profile adulteration, contamination
Procedia PDF Downloads 3205537 Performance of Self-Compacting Mortars Containing Foam Glass Granulate
Authors: Brahim Safi, Djamila Aboutaleb, Mohammed Saidi, Abdelbaki Benmounah, Fahima Benbrahim
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The inorganic wastes are currently used in the manufacture of concretes as mineral additions by cement substitution or as fine/coarse aggregates by replacing traditional aggregates. In this respect, this study aims to valorize the mineral wastes in particular glass wastes to produce granulated foam glass (as fine aggregates). Granulated foam glasses (GFG) were prepared from the glass powder (glass cullet) and foaming agent (limestone) according to applied manufacturing of GFG (at a heat treatment 850 ° C for 20min). After, self-compacting mortars were elaborated with fine aggregate (sand) and other variant mortars with granulated foam glass at volume ratio (0, 30, 50 and 100 %). Rheological characterization tests (fluidity) and physic-mechanical (density, porosity /absorption of water and mechanical tests) were carried out on studied mortars. The results obtained show that a slightly decreasing of compressive strength of mortars having lightness very important for building construction.Keywords: glass wastes, lightweight aggregate, mortar, fluidity, density, mechanical strength
Procedia PDF Downloads 2285536 Network Coding with Buffer Scheme in Multicast for Broadband Wireless Network
Authors: Gunasekaran Raja, Ramkumar Jayaraman, Rajakumar Arul, Kottilingam Kottursamy
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Broadband Wireless Network (BWN) is the promising technology nowadays due to the increased number of smartphones. Buffering scheme using network coding considers the reliability and proper degree distribution in Worldwide interoperability for Microwave Access (WiMAX) multi-hop network. Using network coding, a secure way of transmission is performed which helps in improving throughput and reduces the packet loss in the multicast network. At the outset, improved network coding is proposed in multicast wireless mesh network. Considering the problem of performance overhead, degree distribution makes a decision while performing buffer in the encoding / decoding process. Consequently, BuS (Buffer Scheme) based on network coding is proposed in the multi-hop network. Here the encoding process introduces buffer for temporary storage to transmit packets with proper degree distribution. The simulation results depend on the number of packets received in the encoding/decoding with proper degree distribution using buffering scheme.Keywords: encoding and decoding, buffer, network coding, degree distribution, broadband wireless networks, multicast
Procedia PDF Downloads 4105535 Velocity Distribution in Density Currents Flowing over Rough Beds
Authors: Reza Nasrollahpour, Mohamad Hidayat Bin Jamal, Zulhilmi Bin Ismail
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Density currents are generated when the fluid of one density is released into another fluid with a different density. These currents occur in a variety of natural and man-made environments, and this emphasises the importance of studying them. In most practical cases, the density currents flow over the surfaces which are not plane; however, there have been limited investigations in this regard. This study uses laboratory experiments to analyse the influence of bottom roughness on the velocity distribution within these dense underflows. The currents are analysed over a plane surface and three different configurations of beam-roughened beds. The velocity profiles are collected using Acoustic Doppler Velocimetry technique, and the distribution of velocity within these currents is formulated for the tested beds. The results indicate that the empirical power and Gaussian relations can describe the velocity distribution in the inner and outer regions of the profiles, respectively. Moreover, it is found that the bottom roughness is the primary controlling parameter in the inner region.Keywords: density currents, velocity profiles, Acoustic Doppler Velocimeter, bed roughness
Procedia PDF Downloads 1845534 The Modality of Multivariate Skew Normal Mixture
Authors: Bader Alruwaili, Surajit Ray
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Finite mixtures are a flexible and powerful tool that can be used for univariate and multivariate distributions, and a wide range of research analysis has been conducted based on the multivariate normal mixture and multivariate of a t-mixture. Determining the number of modes is an important activity that, in turn, allows one to determine the number of homogeneous groups in a population. Our work currently being carried out relates to the study of the modality of the skew normal distribution in the univariate and multivariate cases. For the skew normal distribution, the aims are associated with studying the modality of the skew normal distribution and providing the ridgeline, the ridgeline elevation function, the $\Pi$ function, and the curvature function, and this will be conducive to an exploration of the number and location of mode when mixing the two components of skew normal distribution. The subsequent objective is to apply these results to the application of real world data sets, such as flow cytometry data.Keywords: mode, modality, multivariate skew normal, finite mixture, number of mode
Procedia PDF Downloads 4885533 Bone Mineral Density and Trabecular Bone Score in Ukrainian Women with Obesity
Authors: Vladyslav Povoroznyuk, Nataliia Dzerovych, Larysa Martynyuk, Tetiana Kovtun
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Obesity and osteoporosis are the two diseases whose increasing prevalence and high impact on the global morbidity and mortality, during the two recent decades, have gained a status of major health threats worldwide. Obesity purports to affect the bone metabolism through complex mechanisms. Debated data on the connection between the bone mineral density and fracture prevalence in the obese patients are widely presented in literature. There is evidence that the correlation of weight and fracture risk is site-specific. The aim of this study was to evaluate the Bone Mineral Density (BMD) and Trabecular Bone Score (TBS) in the obese Ukrainian women. We examined 1025 40-89-year-old women, divided them into the groups according to their body mass index: Group a included 360 women with obesity whose BMI was ≥30 kg/m2, and Group B – 665 women with no obesity and BMI of < 30 kg/m2. The BMD of total body, lumbar spine at the site L1-L4, femur and forearm were measured by DXA (Prodigy, GEHC Lunar, Madison, WI, USA). The TBS of L1-L4 was assessed by means of TBS iNsight® software installed on our DXA machine (product of Med-Imaps, Pessac, France). In general, obese women had a significantly higher BMD of lumbar spine, femoral neck, proximal femur, total body, and ultradistal forearm (p<0.001) in comparison with women without obesity. The TBS of L1-L4 was significantly lower in obese women compared to non-obese women (p<0.001). The BMD of lumbar spine, femoral neck and total body differed to a significant extent in women of 40-49, 50-59, 60-69, and 70-79 years (p<0.05). At same time, in women aged 80-89 years the BMD of lumbar spine (p=0.09), femoral neck (p=0.22) and total body (p=0.06) barely differed. The BMD of ultradistal forearm was significantly higher in women of all age groups (p<0.05). The TBS of L1-L4 in all the age groups tended to reveal the lower parameters in obese women compared with the non-obese; however, those data were not statistically significant. By contrast, a significant positive correlation was observed between the fat mass and the BMD at different sites. The correlation between the fat mass and TBS of L1-L4 was also significant, although negative. Women with vertebral fractures had a significantly lower body weight, body mass index and total body fat mass in comparison with women without vertebral fractures in their anamnesis. In obese women the frequency of vertebral fractures was 27%, while in women without obesity – 57%.Keywords: obesity, trabecular bone score, bone mineral density, women
Procedia PDF Downloads 4435532 Point Estimation for the Type II Generalized Logistic Distribution Based on Progressively Censored Data
Authors: Rana Rimawi, Ayman Baklizi
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Skewed distributions are important models that are frequently used in applications. Generalized distributions form a class of skewed distributions and gain widespread use in applications because of their flexibility in data analysis. More specifically, the Generalized Logistic Distribution with its different types has received considerable attention recently. In this study, based on progressively type-II censored data, we will consider point estimation in type II Generalized Logistic Distribution (Type II GLD). We will develop several estimators for its unknown parameters, including maximum likelihood estimators (MLE), Bayes estimators and linear estimators (BLUE). The estimators will be compared using simulation based on the criteria of bias and Mean square error (MSE). An illustrative example of a real data set will be given.Keywords: point estimation, type II generalized logistic distribution, progressive censoring, maximum likelihood estimation
Procedia PDF Downloads 1975531 An Investigation on Electric Field Distribution around 380 kV Transmission Line for Various Pylon Models
Authors: C. F. Kumru, C. Kocatepe, O. Arikan
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In this study, electric field distribution analyses for three pylon models are carried out by a Finite Element Method (FEM) based software. Analyses are performed in both stationary and time domains to observe instantaneous values along with the effective ones. Considering the results of the study, different line geometries is considerably affecting the magnitude and distribution of electric field although the line voltages are the same. Furthermore, it is observed that maximum values of instantaneous electric field obtained in time domain analysis are quite higher than the effective ones in stationary mode. In consequence, electric field distribution analyses should be individually made for each different line model and the limit exposure values or distances to residential buildings should be defined according to the results obtained.Keywords: electric field, energy transmission line, finite element method, pylon
Procedia PDF Downloads 7285530 Analysis of Operating Speed on Four-Lane Divided Highways under Mixed Traffic Conditions
Authors: Chaitanya Varma, Arpan Mehar
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The present study demonstrates the procedure to analyse speed data collected on various four-lane divided sections in India. Field data for the study was collected at different straight and curved sections on rural highways with the help of radar speed gun and video camera. The data collected at the sections were analysed and parameters pertain to speed distributions were estimated. The different statistical distribution was analysed on vehicle type speed data and for mixed traffic speed data. It was found that vehicle type speed data was either follows the normal distribution or Log-normal distribution, whereas the mixed traffic speed data follows more than one type of statistical distribution. The most common fit observed on mixed traffic speed data were Beta distribution and Weibull distribution. The separate operating speed model based on traffic and roadway geometric parameters were proposed in the present study. The operating speed model with traffic parameters and curve geometry parameters were established. Two different operating speed models were proposed with variables 1/R and Ln(R) and were found to be realistic with a different range of curve radius. The models developed in the present study are simple and realistic and can be used for forecasting operating speed on four-lane highways.Keywords: highway, mixed traffic flow, modeling, operating speed
Procedia PDF Downloads 4605529 Comparative Analysis of Some Mineral Profile of Honey Marketed and Consumed in Some of the States in Northern Part of Country, Nigeria
Authors: R. Odoh, M. S. Dauda, E. A. Kamba, N. C. Igwemmar
Abstract:
Honey and honey trade is an important economic activity for many tropical rural and urban areas worldwide. In West Africa and other part of the world, honey and honey products holds high socio–cultural, religious, medicinal and traditional values. Therefore, to maximize benefits or to enhance profit, a variety of components are added to the raw, fresh and unprocessed honey, introducing the possibility of heavy metals contaminants. Therefore the honey sold in various places, markets and shops in some states in Northern Nigeria (Benue, Nassarawa and Taraba) including Abuja FCT, in Nigeria was analyzed to determine the level of heavy metals (Cd, Co, Cr, Cu, Fe, Mn, Ni, Pb, and Zn). All the honey samples contain heavy metals. The results ranged from 0.028–0.070, 0.023–0.058, 0.042–0.092, 4.231–8.589, 8.115–14.892, 0.078–0.922, 0.044–0.092, 0.041–0.087 and 18.234–28.654 μg/L for Cd, Co, Cr, Cu, Fe, Mn, Ni, Pb and Zn respectively. The mean concentration (μg/L) of the heavy metals Cd, Co, Cr, Cu, Fe, Mn, Ni, Pb, and Zn of the regularly marketed honey is significantly higher than the mean concentration observed in raw, fresh and unprocessed honey. However, continued consumption of honey with high heavy metal content might lead to exposure to chronic heavy metal poisoning.Keywords: honey, health, mineral profile adulteration, contamination
Procedia PDF Downloads 4255528 Developing an Out-of-Distribution Generalization Model Selection Framework through Impurity and Randomness Measurements and a Bias Index
Authors: Todd Zhou, Mikhail Yurochkin
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Out-of-distribution (OOD) detection is receiving increasing amounts of attention in the machine learning research community, boosted by recent technologies, such as autonomous driving and image processing. This newly-burgeoning field has called for the need for more effective and efficient methods for out-of-distribution generalization methods. Without accessing the label information, deploying machine learning models to out-of-distribution domains becomes extremely challenging since it is impossible to evaluate model performance on unseen domains. To tackle this out-of-distribution detection difficulty, we designed a model selection pipeline algorithm and developed a model selection framework with different impurity and randomness measurements to evaluate and choose the best-performing models for out-of-distribution data. By exploring different randomness scores based on predicted probabilities, we adopted the out-of-distribution entropy and developed a custom-designed score, ”CombinedScore,” as the evaluation criterion. This proposed score was created by adding labeled source information into the judging space of the uncertainty entropy score using harmonic mean. Furthermore, the prediction bias was explored through the equality of opportunity violation measurement. We also improved machine learning model performance through model calibration. The effectiveness of the framework with the proposed evaluation criteria was validated on the Folktables American Community Survey (ACS) datasets.Keywords: model selection, domain generalization, model fairness, randomness measurements, bias index
Procedia PDF Downloads 1245527 Dynamic Distribution Calibration for Improved Few-Shot Image Classification
Authors: Majid Habib Khan, Jinwei Zhao, Xinhong Hei, Liu Jiedong, Rana Shahzad Noor, Muhammad Imran
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Deep learning is increasingly employed in image classification, yet the scarcity and high cost of labeled data for training remain a challenge. Limited samples often lead to overfitting due to biased sample distribution. This paper introduces a dynamic distribution calibration method for few-shot learning. Initially, base and new class samples undergo normalization to mitigate disparate feature magnitudes. A pre-trained model then extracts feature vectors from both classes. The method dynamically selects distribution characteristics from base classes (both adjacent and remote) in the embedding space, using a threshold value approach for new class samples. Given the propensity of similar classes to share feature distributions like mean and variance, this research assumes a Gaussian distribution for feature vectors. Subsequently, distributional features of new class samples are calibrated using a corrected hyperparameter, derived from the distribution features of both adjacent and distant base classes. This calibration augments the new class sample set. The technique demonstrates significant improvements, with up to 4% accuracy gains in few-shot classification challenges, as evidenced by tests on miniImagenet and CUB datasets.Keywords: deep learning, computer vision, image classification, few-shot learning, threshold
Procedia PDF Downloads 665526 Potential Application of Artocarpus odoratisimmus Seed Flour in Bread Production
Authors: Hasmadi Mamat, Noorfarahzilah Masri
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The search for lesser known and underutilized crops, many of which are potentially valuable as human and animal foods has been the focus of research in recent years. Tarap (Artocarpus odoratisimmus) is one of the most delicious tropical fruit and can be found extensively in Borneo, particularly in Sabah and Sarawak. This study was conducted in order to determine the proximate composition, mineral contents as well as to study the effect of the seed flour on the quality of bread produced. Tarap seed powder (TSP) was incorporated (up to 20%) with wheat flour and used to produce bread. The moisture content, ash, protein, fat, ash, carbohydrates, and dietary fiber were measured using AOAC methods while the mineral content was determined using AAS. The effect of substitution of wheat flour with Tarap seed flour on the quality of dough and bread was investigated using various techniques. Farinograph tests were applied to determine the effect of seaweed powder on the rheological properties of wheat flour dough, while texture profile analysis (TPA) was used to measure the textural properties of the final product. Besides that sensory evaluations were also conducted. On a dry weight basis, the TSP was composed of 12.50% moisture, 8.78% protein, 15.60% fat, 1.17% ash, 49.65% carbohydrate and 12.30% of crude fiber. The highest mineral found were Mg, followed by K, Ca, Fe and Na respectively. Farinograh results found that as TSP percentage increased, dough consistency, water absorption capacity and development time of dough decreased. Sensory analysis results showed that bread with 10% of TSP was the most accepted by panelists where the highest acceptability score were found for aroma, taste, colour, crumb texture as well as overall acceptance. The breads with more than 10% of TSP obtained lower acceptability score in most of attributes tested.Keywords: tarap seed, proximate analysis, bread, sensory evaluation
Procedia PDF Downloads 1825525 Force Distribution and Muscles Activation for Ankle Instability Patients with Rigid and Kinesiotape while Standing
Authors: Norazlin Mohamad, Saiful Adli Bukry, Zarina Zahari, Haidzir Manaf, Hanafi Sawalludin
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Background: Deficit in neuromuscular recruitment and decrease force distribution were the common problems among ankle instability patients due to altered joint kinematics that lead to recurrent ankle injuries. Rigid Tape and KT Tape had widely been used as therapeutic and performance enhancement tools in ankle stability. However the difference effect between this two tapes is still controversial. Objective: To investigate the different effect between Rigid Tape and KT Tape on force distribution and muscle activation among ankle instability patients while standing. Study design: Crossover trial. Participants: 27 patients, age between 18 to 30 years old participated in this study. All the subjects were applied with KT Tape & Rigid Tape on their affected ankle with 3 days of interval for each intervention. The subjects were tested with their barefoot (without tape) first to act as a baseline before proceeding with KT Tape, and then with Rigid Tape. Result: There were no significant difference on force distribution at forefoot and back-foot for both tapes while standing. However the mean data shows that Rigid Tape has the highest force distribution at back-foot rather than forefoot when compared with KT Tape that had more force distribution at forefoot while standing. Regarding muscle activation (Peroneus Longus), results showed significant difference between Rigid Tape and KT Tape (p= 0.048). However, there was no significant difference on Tibialis Anterior muscle activation between both tapes while standing. Conclusion: The results indicated that Peroneus longus muscle was more active when applied Rigid Tape rather than KT Tape in ankle instability patients while standing.Keywords: ankle instability, kinematic, muscle activation, force distribution, Rigid Tape, KT tape
Procedia PDF Downloads 4175524 Conservativeness of Probabilistic Constrained Optimal Control Method for Unknown Probability Distribution
Authors: Tomoaki Hashimoto
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In recent decades, probabilistic constrained optimal control problems have attracted much attention in many research field. Although probabilistic constraints are generally intractable in an optimization problem, several tractable methods haven been proposed to handle probabilistic constraints. In most methods, probabilistic constraints are reduced to deterministic constraints that are tractable in an optimization problem. However, there is a gap between the transformed deterministic constraints in case of known and unknown probability distribution. This paper examines the conservativeness of probabilistic constrained optimization method with the unknown probability distribution. The objective of this paper is to provide a quantitative assessment of the conservatism for tractable constraints in probabilistic constrained optimization with the unknown probability distribution.Keywords: optimal control, stochastic systems, discrete time systems, probabilistic constraints
Procedia PDF Downloads 5805523 Petrology and Hydrothermal Alteration Mineral Distribution of Wells LA-9D and LA-10D in Aluto Geothermal Field, Ethiopia
Authors: Dereje Moges Azbite
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Laboratory analysis of igneous rocks is performed with the help of the main oxide plots. The lithology of the two wells was identified using the main oxides obtained using the XRF method. Twenty-four (24) cutting samples with different degrees of alteration were analyzed to determine and identify the rock types by plotting these well samples on special diagrams and correlating with the regional rocks. The results for the analysis of the main oxides and trace elements of 24 samples are presented. Alteration analysis in the two well samples was conducted for 21 samples from two wells for identifying clay minerals. Bulk sample analysis indicated quartz, illite & micas, calcite, cristobalite, smectite, pyrite, epidote, alunite, chlorite, wairakite, diaspore and kaolin minerals present in both wells. Hydrothermal clay minerals such as illite, chlorite, smectite and kaoline minerals were identified in both wells by X-ray diffraction.Keywords: auto geothermal field, igneous rocks, major oxides, tracer elements, XRF, XRD, alteration minerals
Procedia PDF Downloads 1375522 An Extended Inverse Pareto Distribution, with Applications
Authors: Abdel Hadi Ebraheim
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This paper introduces a new extension of the Inverse Pareto distribution in the framework of Marshal-Olkin (1997) family of distributions. This model is capable of modeling various shapes of aging and failure data. The statistical properties of the new model are discussed. Several methods are used to estimate the parameters involved. Explicit expressions are derived for different types of moments of value in reliability analysis are obtained. Besides, the order statistics of samples from the new proposed model have been studied. Finally, the usefulness of the new model for modeling reliability data is illustrated using two real data sets with simulation study.Keywords: pareto distribution, marshal-Olkin, reliability, hazard functions, moments, estimation
Procedia PDF Downloads 825521 Scientific Investigation for an Ancient Egyptian Polychrome Wooden Stele
Authors: Ahmed Abdrabou, Medhat Abdalla
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The studied stele dates back to Third Intermediate Period (1075-664) B.C in an ancient Egypt. It is made of wood and covered with painted gesso layers. This study aims to use a combination of multi spectral imaging {visible, infrared (IR), Visible-induced infrared luminescence (VIL), Visible-induced ultraviolet luminescence (UVL) and ultraviolet reflected (UVR)}, along with portable x-ray fluorescence in order to map and identify the pigments as well as to provide a deeper understanding of the painting techniques. Moreover; the authors were significantly interested in the identification of wood species. Multispectral imaging acquired in 3 spectral bands, ultraviolet (360-400 nm), visible (400-780 nm) and infrared (780-1100 nm) using (UV Ultraviolet-induced luminescence (UVL), UV Reflected (UVR), Visible (VIS), Visible-induced infrared luminescence (VIL) and Infrared photography. False color images are made by digitally editing the VIS with IR or UV images using Adobe Photoshop. Optical Microscopy (OM), potable X-ray fluorescence spectroscopy (p-XRF) and Fourier Transform Infrared Spectroscopy (FTIR) were used in this study. Mapping and imaging techniques provided useful information about the spatial distribution of pigments, in particular visible-induced luminescence (VIL) which allowed the spatial distribution of Egyptian blue pigment to be mapped and every region containing Egyptian blue, even down to single crystals in some instances, is clearly visible as a bright white area; however complete characterization of the pigments requires the use of p. XRF spectroscopy. Based on the elemental analysis found by P.XRF, we conclude that the artists used mixtures of the basic mineral pigments to achieve a wider palette of hues. Identification of wood species Microscopic identification indicated that the wood used was Sycamore Fig (Ficus sycomorus L.) which is recorded as being native to Egypt and was used to make wooden artifacts since at least the Fifth Dynasty.Keywords: polychrome wooden stele, multispectral imaging, IR luminescence, Wood identification, Sycamore Fig, p-XRF
Procedia PDF Downloads 2645520 A Comparative Study of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Extreme Value Theory (EVT) Model in Modeling Value-at-Risk (VaR)
Authors: Longqing Li
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The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student’s t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market’s daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable.Keywords: Value-at-Risk, Extreme Value Theory, conditional EVT, backtesting
Procedia PDF Downloads 3215519 Activated Carbon Content Influence in Mineral Barrier Performance
Authors: Raul Guerrero, Sandro Machado, Miriam Carvalho
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Soil and aquifer pollution, caused by hydrocarbon liquid spilling, is induced by misguided operational practices and inefficient safety guidelines. According to the Environmental Brazilian Institute (IBAMA), during 2013 alone, over 472.13 m3 of diesel oil leaked into the environment nationwide for those reported cases only. Regarding the aforementioned information, there’s an indisputable need to adopt appropriate environmental safeguards specially in those areas intended for the production, treatment, transportation and storage of hydrocarbon fluids. According to Brazilian norm, ABNT-NBR 7505-1:2000, compacted soil or mineral barriers used in structural contingency levees, such as storage tanks, are required to present a maximum water permeability coefficient, k, of 1x10-6 cm/s. However, as discussed by several authors, water can not be adopted as the reference fluid to determine the site’s containment performance against organic fluids. Mainly, due to the great discrepancy observed in polarity values (dielectric constant) between water and most organic fluids. Previous studies, within this same research group, proposed an optimal range of values for the soil’s index properties for mineral barrier composition focused on organic fluid containment. Unfortunately, in some circumstances, it is not possible to encounter a type of soil with the required geotechnical characteristics near the containment site, increasing prevention and construction costs, as well as environmental risks. For these specific cases, the use of an organic product or material as an additive to enhance mineral-barrier containment performance may be an attractive geotechnical solution. This paper evaluates the effect of activated carbon (AC) content additions into a clayey soil towards hydrocarbon fluid permeability. Variables such as compaction energy, carbon texture and addition content (0%, 10% and 20%) were analyzed through laboratory falling-head permeability tests using distilled water and commercial diesel as percolating fluids. The obtained results showed that the AC with smaller particle-size reduced k values significantly against diesel, indicating a direct relationship between particle-size reduction (surface area increase) of the organic product and organic fluid containment.Keywords: activated carbon, clayey soils, permeability, surface area
Procedia PDF Downloads 2565518 Adjuvant Effect and Mineral Addition in Aggressive Environments on the Sustainability of Using Local Materials Concretes
Authors: M. Belouadah, S. Rahmouni, N. Teballe
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The durability of concrete is not one of its features, but its response to service loads and environmental conditions. Thus, the durability of concrete depends on a variety of material characteristics, but also the aggressiveness of the environment. Much durability problems encountered in tropical regions (region M'sila) due to the presence of chlorides and sulfates (in the ground or in the aggregate) with the additional aggravation of the effect of hot weather and arid. This lack of sustainability has a direct influence on the structure of the building and can lead to the complete deterioration of many buildings. The characteristics of the nature of fillers are evaluated based on the degree of aggressiveness of the environment considering as a means of characterization: mechanical strength, porosity. Specimens will be exposed to different storage media chemically aggressive drinking water, salts and sulfates (sodium chloride, MgSO4), solutions are not renewed or PH control solutions. The parameters taken into account are: age, the nature and degree of aggressiveness of the environment conservation, the incorporation of adjuvant type superplasticizer dosage and mineral additives.Keywords: ordinary concretes, marble powder fillers, adjuvant, strength
Procedia PDF Downloads 2745517 Presenting a Model in the Analysis of Supply Chain Management Components by Using Statistical Distribution Functions
Authors: Ramin Rostamkhani, Thurasamy Ramayah
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One of the most important topics of today’s industrial organizations is the challenging issue of supply chain management. In this field, scientists and researchers have published numerous practical articles and models, especially in the last decade. In this research, to our best knowledge, the discussion of data modeling of supply chain management components using well-known statistical distribution functions has been considered. The world of science owns mathematics, and showing the behavior of supply chain data based on the characteristics of statistical distribution functions is innovative research that has not been published anywhere until the moment of doing this research. In an analytical process, describing different aspects of functions including probability density, cumulative distribution, reliability, and failure function can reach the suitable statistical distribution function for each of the components of the supply chain management. It can be applied to predict the behavior data of the relevant component in the future. Providing a model to adapt the best statistical distribution function in the supply chain management components will be a big revolution in the field of the behavior of the supply chain management elements in today's industrial organizations. Demonstrating the final results of the proposed model by introducing the process capability indices before and after implementing it alongside verifying the approach through the relevant assessment as an acceptable verification is a final step. The introduced approach can save the required time and cost to achieve the organizational goals. Moreover, it can increase added value in the organization.Keywords: analyzing, process capability indices, statistical distribution functions, supply chain management components
Procedia PDF Downloads 875516 Collaborative Energy Optimization for Multi-Microgrid Distribution System Based on Two-Stage Game Approach
Authors: Hanmei Peng, Yiqun Wang, Mao Tan, Zhuocen Dai, Yongxin Su
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Efficient energy management in multi-microgrid distribution systems holds significant importance for enhancing the economic benefits of regional power grids. To better balance conflicts among various stakeholders, a two-stage game-based collaborative optimization approach is proposed in this paper, effectively addressing the realistic scenario involving both competition and collaboration among stakeholders. The first stage, aimed at maximizing individual benefits, involves constructing a non-cooperative tariff game model for the distribution network and surplus microgrid. In the second stage, considering power flow and physical line capacity constraints we establish a cooperative P2P game model for the multi-microgrid distribution system, and the optimization involves employing the Lagrange method of multipliers to handle complex constraints. Simulation results demonstrate that the proposed approach can effectively improve the system economics while harmonizing individual and collective rationality.Keywords: cooperative game, collaborative optimization, multi-microgrid distribution system, non-cooperative game
Procedia PDF Downloads 705515 Bayesian Estimation under Different Loss Functions Using Gamma Prior for the Case of Exponential Distribution
Authors: Md. Rashidul Hasan, Atikur Rahman Baizid
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The Bayesian estimation approach is a non-classical estimation technique in statistical inference and is very useful in real world situation. The aim of this paper is to study the Bayes estimators of the parameter of exponential distribution under different loss functions and then compared among them as well as with the classical estimator named maximum likelihood estimator (MLE). In our real life, we always try to minimize the loss and we also want to gather some prior information (distribution) about the problem to solve it accurately. Here the gamma prior is used as the prior distribution of exponential distribution for finding the Bayes estimator. In our study, we also used different symmetric and asymmetric loss functions such as squared error loss function, quadratic loss function, modified linear exponential (MLINEX) loss function and non-linear exponential (NLINEX) loss function. Finally, mean square error (MSE) of the estimators are obtained and then presented graphically.Keywords: Bayes estimator, maximum likelihood estimator (MLE), modified linear exponential (MLINEX) loss function, Squared Error (SE) loss function, non-linear exponential (NLINEX) loss function
Procedia PDF Downloads 3835514 Impact of the Photovoltaic Integration in Power Distribution Network: Case Study in Badak Liquefied Natural Gas (LNG)
Authors: David Hasurungan
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This paper objective is to analyze the impact from photovoltaic system integration to power distribution network. The case study in Badak Liquefied Natural Gas (LNG) plant is presented in this paper. Badak LNG electricity network is operated in islanded mode. The total power generation in Badak LNG plant is significantly affected to feed gas supply. Meanwhile, to support the Government regulation, Badak LNG continuously implemented the grid-connected photovoltaic system in existing power distribution network. The impact between train operational mode change in Badak LNG plant and the growth of photovoltaic system is also encompassed in analysis. The analysis and calculation are performed using software Power Factory 15.1.Keywords: power quality, distribution network, grid-connected photovoltaic system, power management system
Procedia PDF Downloads 3605513 Optimization Analysis of Controlled Cooling Process for H-Shape Steam Beams
Authors: Jiin-Yuh Jang, Yu-Feng Gan
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In order to improve the comprehensive mechanical properties of the steel, the cooling rate, and the temperature distribution must be controlled in the cooling process. A three-dimensional numerical model for the prediction of the heat transfer coefficient distribution of H-beam in the controlled cooling process was performed in order to obtain the uniform temperature distribution and minimize the maximum stress and the maximum deformation after the controlled cooling. An algorithm developed with a simplified conjugated-gradient method was used as an optimizer to optimize the heat transfer coefficient distribution. The numerical results showed that, for the case of air cooling 5 seconds followed by water cooling 6 seconds with uniform the heat transfer coefficient, the cooling rate is 15.5 (℃/s), the maximum temperature difference is 85℃, the maximum the stress is 125 MPa, and the maximum deformation is 1.280 mm. After optimize the heat transfer coefficient distribution in control cooling process with the same cooling time, the cooling rate is increased to 20.5 (℃/s), the maximum temperature difference is decreased to 52℃, the maximum stress is decreased to 82MPa and the maximum deformation is decreased to 1.167mm.Keywords: controlled cooling, H-Beam, optimization, thermal stress
Procedia PDF Downloads 3705512 A Heuristic for the Integrated Production and Distribution Scheduling Problem
Authors: Christian Meinecke, Bernd Scholz-Reiter
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The integrated problem of production and distribution scheduling is relevant in many industrial applications. Thus, many heuristics to solve this integrated problem have been developed in the last decade. Most of these heuristics use a sequential working principal or a single decomposition and integration approach to separate and solve sub-problems. A heuristic using a multi-step decomposition and integration approach is presented in this paper and evaluated in a case study. The result show significant improved results compared with sequential scheduling heuristics.Keywords: production and outbound distribution, integrated planning, heuristic, decomposition, integration
Procedia PDF Downloads 4295511 Structural Behavior of Lightweight Concrete Made With Scoria Aggregates and Mineral Admixtures
Authors: M. Shannag, A. Charif, S. Naser, F. Faisal, A. Karim
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Structural lightweight concrete is used primarily to reduce the dead-load weight in concrete members such as floors in high-rise buildings and bridge decks. With given materials, it is generally desired to have the highest possible strength/unit weight ratio with the lowest cost of concrete. The work presented herein is part of an ongoing research project that investigates the properties of concrete mixes containing locally available Scoria lightweight aggregates and mineral admixtures. Properties considered included: workability, unit weight, compressive strength, and splitting tensile strength. Test results indicated that developing structural lightweight concretes (SLWC) using locally available Scoria lightweight aggregates and specific blends of silica fume and fly ash seems to be feasible. The stress-strain diagrams plotted for the structural LWC mixes developed in this investigation were comparable to a typical stress-strain diagram for normal weight concrete with relatively larger strain capacity at failure in case of LWC.Keywords: lightweight concrete, scoria, stress, strain, silica fume, fly ash
Procedia PDF Downloads 511