Search results for: stochastic perturbation
304 Comparison of the Logistic and the Gompertz Growth Functions Considering a Periodic Perturbation in the Model Parameters
Authors: Avan Al-Saffar, Eun-Jin Kim
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Both the logistic growth model and the gompertz growth model are used to describe growth processes. Both models driven by perturbations in different cases are investigated using information theory as a useful measure of sustainability and the variability. Specifically, we study the effect of different oscillatory modulations in the system's parameters on the evolution of the system and Probability Density Function (PDF). We show the maintenance of the initial conditions for a long time. We offer Fisher information analysis in positive and/or negative feedback and explain its implications for the sustainability of population dynamics. We also display a finite amplitude solution due to the purely fluctuating growth rate whereas the periodic fluctuations in negative feedback can lead to break down the system's self-regulation with an exponentially growing solution. In the cases tested, the gompertz and logistic systems show similar behaviour in terms of information and sustainability although they develop differently in time.Keywords: dynamical systems, fisher information, probability density function (pdf), sustainability
Procedia PDF Downloads 408303 Real Time Ultrasoft Transverse Photons Self Energy at Next To-Leading Order in Hot Scalar Quantum Electrodynamics
Authors: Karima Bouakaz, Amel Youcefi, Abdessamad Abada
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We determine a compact analytic expression for the complete next-to-leading contribution to the retarded transverse photons self-energy in the context of hard-thermal-loop summed perturbation of massless quantum electrodynamics (QED) at high temperature to calculate the next-to-leading order dispersion relations for slow-moving transverse photons at high temperature scalar quantum electrodynamics (Scalar QED), using the real time formalism (RTF) in physical representation. We derive the analytic expressions of hard thermal loop (HTL) contributions to propagators and vertices to determine the expressions of the effective propagators and vertices in RTF that contribute to the complete next-to leading order contribution of retarded transverse photons self-energy.Keywords: hard thermal loop, hot scalar QED, NLO computations, soft transverse photons
Procedia PDF Downloads 52302 Ab Initio Calculation of Fundamental Properties of CaxMg1-xA (a = Se and Te) Alloys in the Rock-Salt Structure
Authors: M. A. Ghebouli, H. Choutri, B. Ghebouli , M. Fatmi, L. Louail
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We employed the density-functional perturbation theory (DFPT) within the generalized gradient approximation (GGA), the local density approximation (LDA) and the virtual-crystal approximation (VCA) to study the effect of composition on the structure, stability, energy gaps, electron effective mass, the dynamic effective charge, optical and acoustical phonon frequencies and static and high dielectric constants of the rock-salt CaxMg1-xSe and CaxMg1-xTe alloys. The computed equilibrium lattice constant and bulk modulus show an important deviation from the linear concentration. From the Voigt-Reuss-Hill approximation, CaxMg1-xSe and CaxMg1-xTe present lower stiffness and lateral expansion. For Ca content ranging between 0.25-0.75, the elastic constants, energy gaps, electron effective mass and dynamic effective charge are predictions. The elastic constants and computed phonon dispersion curves indicate that these alloys are mechanically stable.Keywords: CaxMg1-xSe, CaxMg1-xTe, band structure, phonon
Procedia PDF Downloads 514301 Investigating the Influence of Activation Functions on Image Classification Accuracy via Deep Convolutional Neural Network
Authors: Gulfam Haider, sana danish
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Convolutional Neural Networks (CNNs) have emerged as powerful tools for image classification, and the choice of optimizers profoundly affects their performance. The study of optimizers and their adaptations remains a topic of significant importance in machine learning research. While numerous studies have explored and advocated for various optimizers, the efficacy of these optimization techniques is still subject to scrutiny. This work aims to address the challenges surrounding the effectiveness of optimizers by conducting a comprehensive analysis and evaluation. The primary focus of this investigation lies in examining the performance of different optimizers when employed in conjunction with the popular activation function, Rectified Linear Unit (ReLU). By incorporating ReLU, known for its favorable properties in prior research, the aim is to bolster the effectiveness of the optimizers under scrutiny. Specifically, we evaluate the adjustment of these optimizers with both the original Softmax activation function and the modified ReLU activation function, carefully assessing their impact on overall performance. To achieve this, a series of experiments are conducted using a well-established benchmark dataset for image classification tasks, namely the Canadian Institute for Advanced Research dataset (CIFAR-10). The selected optimizers for investigation encompass a range of prominent algorithms, including Adam, Root Mean Squared Propagation (RMSprop), Adaptive Learning Rate Method (Adadelta), Adaptive Gradient Algorithm (Adagrad), and Stochastic Gradient Descent (SGD). The performance analysis encompasses a comprehensive evaluation of the classification accuracy, convergence speed, and robustness of the CNN models trained with each optimizer. Through rigorous experimentation and meticulous assessment, we discern the strengths and weaknesses of the different optimization techniques, providing valuable insights into their suitability for image classification tasks. By conducting this in-depth study, we contribute to the existing body of knowledge surrounding optimizers in CNNs, shedding light on their performance characteristics for image classification. The findings gleaned from this research serve to guide researchers and practitioners in making informed decisions when selecting optimizers and activation functions, thus advancing the state-of-the-art in the field of image classification with convolutional neural networks.Keywords: deep neural network, optimizers, RMsprop, ReLU, stochastic gradient descent
Procedia PDF Downloads 79300 Pull-In Instability Determination of Microcapacitive Sensor for Measuring Special Range of Pressure
Authors: Yashar Haghighatfar, Shahrzad Mirhosseini
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Pull-in instability is a nonlinear and crucial effect that is important for the design of microelectromechanical system devices. In this paper, the appropriate electrostatic voltage range is determined by measuring fluid flow pressure via micro pressure sensor based microbeam. The microbeam deflection contains two parts, the static and perturbation deflection of static. The second order equation regarding the equivalent stiffness, mass and damping matrices based on Galerkin method is introduced to predict pull-in instability due to the external voltage. Also the reduced order method is used for solving the second order nonlinear equation of motion. Furthermore, in the present study, the micro capacitive pressure sensor is designed for measuring special fluid flow pressure range. The results show that the measurable pressure range can be optimized, regarding damping field and external voltage.Keywords: MEMS, pull-in instability, electrostatically actuated microbeam, reduced order method
Procedia PDF Downloads 202299 Maximum Power Point Tracking for Small Scale Wind Turbine Using Multilayer Perceptron Neural Network Implementation without Mechanical Sensor
Authors: Piyangkun Kukutapan, Siridech Boonsang
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The article proposes maximum power point tracking without mechanical sensor using Multilayer Perceptron Neural Network (MLPNN). The aim of article is to reduce the cost and complexity but still retain efficiency. The experimental is that duty cycle is generated maximum power, if it has suitable qualification. The measured data from DC generator, voltage (V), current (I), power (P), turnover rate of power (dP), and turnover rate of voltage (dV) are used as input for MLPNN model. The output of this model is duty cycle for driving the converter. The experiment implemented using Arduino Uno board. This diagram is compared to MPPT using MLPNN and P&O control (Perturbation and Observation control). The experimental results show that the proposed MLPNN based approach is more efficiency than P&O algorithm for this application.Keywords: maximum power point tracking, multilayer perceptron netural network, optimal duty cycle, DC generator
Procedia PDF Downloads 304298 New Quinazoline Derivative Induce Cytotoxic Effect against Mcf-7 Human Breast Cancer Cell
Authors: Maryam Zahedi Fard, Nazia Abdul Majid, Hapipah Mohd Ali, Mahmood Ameen Abdulla
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New quinazoline schiff base 3-(5-bromo-2-hydroxy-3-methoxybenzylideneamino)-2-(5-bromo-2-hydroxy-3-methoxyphenyl)-2,3-dihydroquinazolin-4(1H)-one was investigated for anticancer activity against MCF-7 human breast cancer cell line with involved mechanism of apoptosis. The compound demonstrated a remarkable antiproliferative effect, with an IC50 value of 3.41 ± 0.34, after 72 hours of treatment. Morphological apoptotic features in treated MCF-7 cells were observed by AO/PI staining. Furthermore, treated MCF-7 cells subjected to apoptosis death, as exhibited by perturbation of mitochondrial membrane potential and cytochrome c release as well as increase in ROS generation. We also found activation of caspases 3/7 and -9. Moreover, acute toxicity test demonstrated the nontoxic nature of the compound in mice. Our results showed the selected compound significantly induce apoptosis in MCF-7 cells via intrinsic pathway, which might be considered as a potent candidate for further in vivo and clinical breast cancer studies.Keywords: antiproliferative effect, MCF-7 human breast cancer cell line, apoptosis, caspases
Procedia PDF Downloads 504297 Transient/Steady Natural Convective Flow of Reactive Viscous Fluid in Vertical Porous Pipe
Authors: Ahmad K. Samaila, Basant K. Jha
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This paper presents the effects of suction/injection of transient/steady natural convection flow of reactive viscous fluid in a vertical porous pipe. The mathematical model capturing the time dependent flow of viscous reactive fluid is solved using implicit finite difference method while the corresponding steady state model is solved using regular perturbation technique. Results of analytical and numerical solutions are reported for various parametric conditions to illustrate special features of the solutions. The coefficient of skin friction and rate of heat transfer are obtained and illustrated graphically. The numerical solution is shown to be in excellent agreement with the closed form analytical solution. It is interesting to note that time required to reach steady state is higher in case of injection in comparison to suction.Keywords: porous pipe, reactive viscous fluid, transient natural-convective flow, analytical solution
Procedia PDF Downloads 271296 Secrecy Analysis in Downlink Cellular Networks in the Presence of D2D Pairs and Hardware Impairment
Authors: Mahdi Rahimi, Mohammad Mahdi Mojahedian, Mohammad Reza Aref
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In this paper, a cellular communication scenario with a transmitter and an authorized user is considered to analyze its secrecy in the face of eavesdroppers and the interferences propagated unintentionally through the communication network. It is also assumed that some D2D pairs and eavesdroppers are randomly located in the cell. Assuming hardware impairment, perfect connection probability is analytically calculated, and upper bound is provided for the secrecy outage probability. In addition, a method based on random activation of D2Ds is proposed to improve network security. Finally, the analytical results are verified by simulations.Keywords: physical layer security, stochastic geometry, device-to-device, hardware impairment
Procedia PDF Downloads 148295 Estimating Destinations of Bus Passengers Using Smart Card Data
Authors: Hasik Lee, Seung-Young Kho
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Nowadays, automatic fare collection (AFC) system is widely used in many countries. However, smart card data from many of cities does not contain alighting information which is necessary to build OD matrices. Therefore, in order to utilize smart card data, destinations of passengers should be estimated. In this paper, kernel density estimation was used to forecast probabilities of alighting stations of bus passengers and applied to smart card data in Seoul, Korea which contains boarding and alighting information. This method was also validated with actual data. In some cases, stochastic method was more accurate than deterministic method. Therefore, it is sufficiently accurate to be used to build OD matrices.Keywords: destination estimation, Kernel density estimation, smart card data, validation
Procedia PDF Downloads 327294 A General Variable Neighborhood Search Algorithm to Minimize Makespan of the Distributed Permutation Flowshop Scheduling Problem
Authors: G. M. Komaki, S. Mobin, E. Teymourian, S. Sheikh
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This paper addresses minimizing the makespan of the distributed permutation flow shop scheduling problem. In this problem, there are several parallel identical factories or flowshops each with series of similar machines. Each job should be allocated to one of the factories and all of the operations of the jobs should be performed in the allocated factory. This problem has recently gained attention and due to NP-Hard nature of the problem, metaheuristic algorithms have been proposed to tackle it. Majority of the proposed algorithms require large computational time which is the main drawback. In this study, a general variable neighborhood search algorithm (GVNS) is proposed where several time-saving schemes have been incorporated into it. Also, the GVNS uses the sophisticated method to change the shaking procedure or perturbation depending on the progress of the incumbent solution to prevent stagnation of the search. The performance of the proposed algorithm is compared to the state-of-the-art algorithms based on standard benchmark instances.Keywords: distributed permutation flow shop, scheduling, makespan, general variable neighborhood search algorithm
Procedia PDF Downloads 334293 Analytical Terahertz Characterization of In0.53Ga0.47As Transistors and Homogenous Diodes
Authors: Abdelmadjid Mammeri, Fatima Zohra Mahi, Luca Varani, H. Marinchoi
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We propose an analytical model for the admittance and the noise calculations of the InGaAs transistor and diode. The development of the small-signal admittance takes into account the longitudinal and transverse electric fields through a pseudo two-dimensional approximation of the Poisson equation. The frequency-dependent of the small-signal admittance response is determined by the total currents and the potentials matrix relation between the gate and the drain terminals. The noise is evaluated by using the real part of the transistor/diode admittance under a small-signal perturbation. The analytical results show that the admittance spectrum exhibits a series of resonant peaks corresponding to the excitation of plasma waves. The appearance of the resonance is discussed and analyzed as functions of the channel length and the temperature. The model can be used, on one hand; to control the appearance of the plasma resonances, and on other hand; can give significant information about the noise frequency dependence in the InGaAs transistor and diode.Keywords: InGaAs transistors, InGaAs diode, admittance, resonant peaks, plasma waves, analytical model
Procedia PDF Downloads 284292 Numerical Analysis of the Effects of Transpiration on Transient/Steady Natural Convection Flow of Reactive Viscous Fluid in a Vertical Channel Formed by Two Vertical Porous Plates
Authors: Ahmad K. Samaila, Basant K. Jha
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This study is devoted to investigate the effect of transpiration on transient as well as steady-state natural convection flow of a reactive viscous fluid in a vertical channel formed by two infinite vertical parallel porous plates. The Boussinesq assumption is applied and the nonlinear governing equations of energy and momentum are developed. The problem is solved numerically using implicit finite difference method and analytically for steady-state case using perturbation method. Solutions are presented in graphical form for fluid temperature, velocity, and skin-friction and wall heat transfer rate for various parametric values. It is found that velocity, temperature, rate of heat transfer as well as skin-friction are strongly affected by mass leakage through the porous plates.Keywords: transpiration, reactive viscous fluid, porous plates, natural convection, suction/injection
Procedia PDF Downloads 350291 Multi-Criteria Evolutionary Algorithm to Develop Efficient Schedules for Complex Maintenance Problems
Authors: Sven Tackenberg, Sönke Duckwitz, Andreas Petz, Christopher M. Schlick
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This paper introduces an extension to the well-established Resource-Constrained Project Scheduling Problem (RCPSP) to apply it to complex maintenance problems. The problem is to assign technicians to a team which has to process several tasks with multi-level skill requirements during a work shift. Here, several alternative activities for a task allow both, the temporal shift of activities or the reallocation of technicians and tools. As a result, switches from one valid work process variant to another can be considered and may be selected by the developed evolutionary algorithm based on the present skill level of technicians or the available tools. An additional complication of the observed scheduling problem is that the locations of the construction sites are only temporarily accessible during a day. Due to intensive rail traffic, the available time slots for maintenance and repair works are extremely short and are often distributed throughout the day. To identify efficient working periods, a first concept of a Bayesian network is introduced and is integrated into the extended RCPSP with pre-emptive and non-pre-emptive tasks. Thereby, the Bayesian network is used to calculate the probability of a maintenance task to be processed during a specific period of the shift. Focusing on the domain of maintenance of the railway infrastructure in metropolitan areas as the most unproductive implementation process at construction site, the paper illustrates how the extended RCPSP can be applied for maintenance planning support. A multi-criteria evolutionary algorithm with a problem representation is introduced which is capable of revising technician-task allocations, whereas the duration of the task may be stochastic. The approach uses a novel activity list representation to ensure easily describable and modifiable elements which can be converted into detailed shift schedules. Thereby, the main objective is to develop a shift plan which maximizes the utilization of each technician due to a minimization of the waiting times caused by rail traffic. The results of the already implemented core algorithm illustrate a fast convergence towards an optimal team composition for a shift, an efficient sequence of tasks and a high probability of the subsequent implementation due to the stochastic durations of the tasks. In the paper, the algorithm for the extended RCPSP is analyzed in experimental evaluation using real-world example problems with various size, resource complexity, tightness and so forth.Keywords: maintenance management, scheduling, resource constrained project scheduling problem, genetic algorithms
Procedia PDF Downloads 209290 Lee-Carter Mortality Forecasting Method with Dynamic Normal Inverse Gaussian Mortality Index
Authors: Funda Kul, İsmail Gür
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Pension scheme providers have to price mortality risk by accurate mortality forecasting method. There are many mortality-forecasting methods constructed and used in literature. The Lee-Carter model is the first model to consider stochastic improvement trends in life expectancy. It is still precisely used. Mortality forecasting is done by mortality index in the Lee-Carter model. It is assumed that mortality index fits ARIMA time series model. In this paper, we propose and use dynamic normal inverse gaussian distribution to modeling mortality indes in the Lee-Carter model. Using population mortality data for Italy, France, and Turkey, the model is forecasting capability is investigated, and a comparative analysis with other models is ensured by some well-known benchmarking criterions.Keywords: mortality, forecasting, lee-carter model, normal inverse gaussian distribution
Procedia PDF Downloads 332289 Fault Detection and Isolation in Attitude Control Subsystem of Spacecraft Formation Flying Using Extended Kalman Filters
Authors: S. Ghasemi, K. Khorasani
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In this paper, the problem of fault detection and isolation in the attitude control subsystem of spacecraft formation flying is considered. In order to design the fault detection method, an extended Kalman filter is utilized which is a nonlinear stochastic state estimation method. Three fault detection architectures, namely, centralized, decentralized, and semi-decentralized are designed based on the extended Kalman filters. Moreover, the residual generation and threshold selection techniques are proposed for these architectures.Keywords: component, formation flight of satellites, extended Kalman filter, fault detection and isolation, actuator fault
Procedia PDF Downloads 412288 Numerical Regularization of Ill-Posed Problems via Hybrid Feedback Controls
Authors: Eugene Stepanov, Arkadi Ponossov
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Many mathematical models used in biological and other applications are ill-posed. The reason for that is the nature of differential equations, where the nonlinearities are assumed to be step functions, which is done to simplify the analysis. Prominent examples are switched systems arising from gene regulatory networks and neural field equations. This simplification leads, however, to theoretical and numerical complications. In the presentation, it is proposed to apply the theory of hybrid feedback controls to regularize the problem. Roughly speaking, one attaches a finite state control (‘automaton’), which follows the trajectories of the original system and governs its dynamics at the points of ill-posedness. The construction of the automaton is based on the classification of the attractors of the specially designed adjoint dynamical system. This ‘hybridization’ is shown to regularize the original switched system and gives rise to efficient hybrid numerical schemes. Several examples are provided in the presentation, which supports the suggested analysis. The method can be of interest in other applied fields, where differential equations contain step-like nonlinearities.Keywords: hybrid feedback control, ill-posed problems, singular perturbation analysis, step-like nonlinearities
Procedia PDF Downloads 219287 Nonlinear Propagation of Acoustic Soliton Waves in Dense Quantum Electron-Positron Magnetoplasma
Authors: A. Abdikian
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Propagation of nonlinear acoustic wave in dense electron-positron (e-p) plasmas in the presence of an external magnetic field and stationary ions (to neutralize the plasma background) is studied. By means of the quantum hydrodynamics model and applying the reductive perturbation method, the Zakharov-Kuznetsov equation is derived. Using the bifurcation theory of planar dynamical systems, the compressive structure of electrostatic solitary wave and periodic travelling waves is found. The numerical results show how the ion density ratio, the ion cyclotron frequency, and the direction cosines of the wave vector affect the nonlinear electrostatic travelling waves. The obtained results may be useful to better understand the obliquely nonlinear electrostatic travelling wave of small amplitude localized structures in dense magnetized quantum e-p plasmas and may be applicable to study the particle and energy transport mechanism in compact stars such as the interior of massive white dwarfs etc.Keywords: bifurcation theory, phase portrait, magnetized electron-positron plasma, the Zakharov-Kuznetsov equation
Procedia PDF Downloads 219286 Seismic Response Mitigation of Structures Using Base Isolation System Considering Uncertain Parameters
Authors: Rama Debbarma
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The present study deals with the performance of Linear base isolation system to mitigate seismic response of structures characterized by random system parameters. This involves optimization of the tuning ratio and damping properties of the base isolation system considering uncertain system parameters. However, the efficiency of base isolator may reduce if it is not tuned to the vibrating mode it is designed to suppress due to unavoidable presence of system parameters uncertainty. With the aid of matrix perturbation theory and first order Taylor series expansion, the total probability concept is used to evaluate the unconditional response of the primary structures considering random system parameters. For this, the conditional second order information of the response quantities are obtained in random vibration framework using state space formulation. Subsequently, the maximum unconditional root mean square displacement of the primary structures is used as the objective function to obtain optimum damping parameters Numerical study is performed to elucidate the effect of parameters uncertainties on the optimization of parameters of linear base isolator and system performance.Keywords: linear base isolator, earthquake, optimization, uncertain parameters
Procedia PDF Downloads 399285 Finite Element Analysis of Oil-Lubricated Elliptical Journal Bearings
Authors: Marco Tulio C. Faria
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Fixed-geometry hydrodynamic journal bearings are one of the best supporting systems for several applications of rotating machinery. Cylindrical journal bearings present excellent load-carrying capacity and low manufacturing costs, but they are subjected to the oil-film instability at high speeds. An attempt of overcoming this instability problem has been the development of non-circular journal bearings. This work deals with an analysis of oil-lubricated elliptical journal bearings using the finite element method. Steady-state and dynamic performance characteristics of elliptical bearings are rendered by zeroth- and first-order lubrication equations obtained through a linearized perturbation method applied on the classical Reynolds equation. Four-node isoparametric rectangular finite elements are employed to model the bearing thin film flow. Curves of elliptical bearing load capacity and dynamic force coefficients are rendered at several operating conditions. The results presented in this work demonstrate the influence of the bearing ellipticity on its performance at different loading conditions.Keywords: elliptical journal bearings, non-circular journal bearings, hydrodynamic bearings, finite element method
Procedia PDF Downloads 427284 Percolation Transition in an Agglomeration of Spherical Particles
Authors: Johannes J. Schneider, Mathias S. Weyland, Peter Eggenberger Hotz, William D. Jamieson, Oliver Castell, Alessia Faggian, Rudolf M. Füchslin
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Agglomerations of polydisperse systems of spherical particles are created in computer simulations using a simplified stochastic-hydrodynamic model: Particles sink to the bottom of the cylinder, taking into account gravity reduced by the buoyant force, the Stokes friction force, the added mass effect, and random velocity changes. Two types of particles are considered, with one of them being able to create connections to neighboring particles of the same type, thus forming a network within the agglomeration at the bottom of a cylinder. Decreasing the fraction of these particles, a percolation transition occurs. The critical regime is determined by investigating the maximum cluster size and the percolation susceptibility.Keywords: binary system, maximum cluster size, percolation, polydisperse
Procedia PDF Downloads 28283 Predicting the Uniaxial Strength Distribution of Brittle Materials Based on a Uniaxial Test
Authors: Benjamin Sonnenreich
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Brittle fracture failure probability is best described using a stochastic approach which is based on the 'weakest link concept' and the connection between a microstructure and macroscopic fracture scale. A general theoretical and experimental framework is presented to predict the uniaxial strength distribution according to independent uniaxial test data. The framework takes as input the applied stresses, the geometry, the materials, the defect distributions and the relevant random variables from uniaxial test results and gives as output an overall failure probability that can be used to improve the reliability of practical designs. Additionally, the method facilitates comparisons of strength data from several sources, uniaxial tests, and sample geometries.Keywords: brittle fracture, strength distribution, uniaxial, weakest link concept
Procedia PDF Downloads 302282 Analytical Approximations of the Differential Elastic Scattering Cross-Sections for Slow Electrons and Positrons Transport in Solids: A Comparative Study
Authors: A. Bentabet, A. Aydin, N. Fenineche
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In this work, we try to determine the best analytical approximation of differential cross sections, used generally in Monte Carlo simulation, to study the electron/positron slowing down in solid targets in the energy range up to 10 keV. Actually, our comparative study was carried out on the angular distribution of the scattering angle, the elastic total and the first transport cross sections which are the essential quantities used generally in the electron/positron transport study by using both stochastic and deterministic methods. Indeed, the obtained results using the relativistic partial wave expansion method and the backscattering coefficient experimental data are used as criteria to evaluate the used model.Keywords: differential cross-section, backscattering coefficient, Rutherford cross-section, Vicanek and Urbassek theory
Procedia PDF Downloads 539281 Stochastic Default Risk Estimation Evidence from the South African Financial Market
Authors: Mesias Alfeus, Kirsty Fitzhenry, Alessia Lederer
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The present paper provides empirical studies to estimate defaultable bonds in the South African financial market. The main goal is to estimate the unobservable factors affecting bond yields for South African major banks. The maximum likelihood approach is adopted for the estimation methodology. Extended Kalman filtering techniques are employed in order to tackle the situation that the factors cannot be observed directly. Multi-dimensional Cox-Ingersoll-Ross (CIR)-type factor models are considered. Results show that default risk increased sharply in the South African financial market during COVID-19 and the CIR model with jumps exhibits a better performance.Keywords: default intensity, unobservable state variables, CIR, α-CIR, extended kalman filtering
Procedia PDF Downloads 86280 Combined Proteomic and Metabolomic Analysis Approaches to Investigate the Modification in the Proteome and Metabolome of in vitro Models Treated with Gold Nanoparticles (AuNPs)
Authors: H. Chassaigne, S. Gioria, J. Lobo Vicente, D. Carpi, P. Barboro, G. Tomasi, A. Kinsner-Ovaskainen, F. Rossi
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Emerging approaches in the area of exposure to nanomaterials and assessment of human health effects combine the use of in vitro systems and analytical techniques to study the perturbation of the proteome and/or the metabolome. We investigated the modification in the cytoplasmic compartment of the Balb/3T3 cell line exposed to gold nanoparticles. On one hand, the proteomic approach is quite standardized even if it requires precautions when dealing with in vitro systems. On the other hand, metabolomic analysis is challenging due to the chemical diversity of cellular metabolites that complicate data elaboration and interpretation. Differentially expressed proteins were found to cover a range of functions including stress response, cell metabolism, cell growth and cytoskeleton organization. In addition, de-regulated metabolites were annotated using the HMDB database. The "omics" fields hold huge promises in the interaction of nanoparticles with biological systems. The combination of proteomics and metabolomics data is possible however challenging.Keywords: data processing, gold nanoparticles, in vitro systems, metabolomics, proteomics
Procedia PDF Downloads 479279 Fuzzy Decision Support System for Human-Realistic Overtaking in Railway Traffic Simulations
Authors: Tomáš Vyčítal
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In a simulation model of a railway system it is important, besides other crucial algorithms, to have correct behaviour of train overtaking in stochastic conditions. This problem is being addressed in many simulation tools focused on railway traffic, however these are not very human-realistic. The goal of this paper is to create a more human-realistic overtaking decision support system for the use in railway traffic simulations. A fuzzy system has been chosen for this task as fuzzy systems are well-suited for human-like decision making. The fuzzy system designed takes into account timetables, train positions, delays and buffer times as inputs and provides an instruction to overtake or not overtake.Keywords: decision-making support, fuzzy systems, simulation, railway, transport
Procedia PDF Downloads 109278 Determinants of Profit Efficiency among Poultry Egg Farmers in Ondo State, Nigeria: A Stochastic Profit Function Approach
Authors: Olufunke Olufunmilayo Ilemobayo, Barakat. O Abdulazeez
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Profit making among poultry egg farmers has been a challenge to efficient distribution of scarce farm resources over the years, due majorly to low capital base, inefficient management, technical inefficiency, economic inefficiency, thus poultry egg production has moved into an underperformed situation, characterised by low profit margin. Though previous studies focus mainly on broiler production and efficiency of its production, however, paucity of information exist in the areas of profit efficiency in the study area. Hence, determinants of profit efficiency among poultry egg farmers in Ondo State, Nigeria were investigated. A purposive sampling technique was used to obtain primary data from poultry egg farmers in Owo and Akure local government area of Ondo State, through a well-structured questionnaire. socio-economic characteristics such as age, gender, educational level, marital status, household size, access to credit, extension contact, other variables were input and output data like flock size, cost of feeder and drinker, cost of feed, cost of labour, cost of drugs and medications, cost of energy, price of crate of table egg, price of spent layers were variables used in the study. Data were analysed using descriptive statistics, budgeting analysis, and stochastic profit function/inefficiency model. Result of the descriptive statistics shows that 52 per cent of the poultry farmers were between 31-40 years, 62 per cent were male, 90 per cent had tertiary education, 66 per cent were primarily poultry farmers, 78 per cent were original poultry farm owners and 55 per cent had more than 5 years’ work experience. Descriptive statistics on cost and returns indicated that 64 per cent of the return were from sales of egg, while the remaining 36 per cent was from sales of spent layers. The cost of feeding take the highest proportion of 69 per cent of cost of production and cost of medication the lowest (7 per cent). A positive gross margin of N5, 518,869.76, net farm income of ₦ 5, 500.446.82 and net return on investment of 0.28 indicated poultry egg production is profitable. Equipment’s cost (22.757), feeding cost (18.3437), labour cost (136.698), flock size (16.209), drug and medication cost (4.509) were factors that affecting profit efficiency, while education (-2.3143), household size (-18.4291), access to credit (-16.027), and experience (-7.277) were determinant of profit efficiency. Education, household size, access to credit and experience in poultry production were the main determinants of profit efficiency of poultry egg production in Ondo State. Other factors that affect profit efficiency were cost of feeding, cost of labour, flock size, cost of drug and medication, they positively and significantly influenced profit efficiency in Ondo State, Nigeria.Keywords: cost and returns, economic inefficiency, profit margin, technical inefficiency
Procedia PDF Downloads 108277 Mathematical Programming Models for Portfolio Optimization Problem: A Review
Authors: Mazura Mokhtar, Adibah Shuib, Daud Mohamad
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Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.Keywords: portfolio optimization, mathematical programming, multi-objective programming, solution approaches
Procedia PDF Downloads 322276 Proposed Alternative System for Existing Traffic Signal System
Authors: Alluri Swaroopa, L. V. N. Prasad
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Alone with fast urbanization in world, traffic control problem became a big issue in urban construction. Having an efficient and reliable traffic control system is crucial to macro-traffic control. Traffic signal is used to manage conflicting requirement by allocating different sets of mutually compatible traffic movement during distinct time interval. Many approaches have been made proposed to solve this discrete stochastic problem. Recognizing the need to minimize right-of-way impacts while efficiently handling the anticipated high traffic volumes, the proposed alternative system gives effective design. This model allows for increased traffic capacity and reduces delays by eliminating a step in maneuvering through the freeway interchange. The concept proposed in this paper involves construction of bridges and ramps at intersection of four roads to control the vehicular congestion and to prevent traffic breakdown.Keywords: bridges, junctions, ramps, urban traffic control
Procedia PDF Downloads 527275 Airport Check-In Optimization by IP and Simulation in Combination
Authors: Ahmed Al-Sultan
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The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.Keywords: airport terminal, integer programming, scheduling, simulation
Procedia PDF Downloads 362