Search results for: structural time series model (STSM)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 33604

Search results for: structural time series model (STSM)

33304 Determining the Number of Single Models in a Combined Forecast

Authors: Serkan Aras, Emrah Gulay

Abstract:

Combining various forecasting models is an important tool for researchers to attain more accurate forecasts. A great number of papers have shown that selecting single models as dissimilar models, or methods based on different information as possible leads to better forecasting performances. However, there is not a certain rule regarding the number of single models to be used in any combining methods. This study focuses on determining the optimal or near optimal number for single models with the help of statistical tests. An extensive experiment is carried out by utilizing some well-known time series data sets from diverse fields. Furthermore, many rival forecasting methods and some of the commonly used combining methods are employed. The obtained results indicate that some statistically significant performance differences can be found regarding the number of the single models in the combining methods under investigation.

Keywords: combined forecast, forecasting, M-competition, time series

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33303 An Analysis of the Relation between Need for Psychological Help and Psychological Symptoms

Authors: İsmail Ay

Abstract:

In this study, it was aimed to determine the relations between need for psychological help and psychological symptoms. The sample of the study consists of 530 university students getting educated in University of Atatürk in 2015-2016 academic years. Need for Psychological Help Scale and Brief Symptom Inventory were used to collect data in the study. In data analysis, correlation analysis and structural equation model with latent variables were used. Normality and homogeneity analyses were used to analyze the basic conditions of parametric tests. The findings obtained from the study show that as the psychological symptoms increase, need for psychological help also increases. The findings obtained through the study were approached according to the literature.

Keywords: psychological symptoms, need for psychological help, structural equation model, correlation

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33302 Pattern of Physical Activity and Its Impact on the Quality of Life: A Structural Equation Modelling Analysis

Authors: Ali Maksum

Abstract:

In a number of countries, including Indonesia, the tendency for non-communicable diseases is increasing. As a result, health costs must be paid by the state continues to increase as well. People's lifestyles, including due to lack of physical activity, are thought to have contributed significantly to the problem. This study aims to examine the impact of participation in sports on quality of life, which is reflected in three main indicators, namely health, psychological, and social aspects. The study was conducted in the city of Surabaya and its surroundings, with a total of 490 participants, consisting of 245 men and 245 women with an average age of 45.4 years. Data on physical activity and quality of life were collected by questionnaire and analyzed using structural equation modeling. The test results of the model prove that the value of chi-square = 8,259 with p = .409, RMSEA = .008, NFI = .992, and CFI = 1. This means that the model is compatible with the data. The model explains that physical activity has a significant effect on quality of life. People who exercise regularly are better able to cope with stress, have a lower risk of illness, and have higher pro-social behavior. Therefore, it needs serious efforts from stakeholders, especially the government, to create an ecosystem that allows the growth of movement culture in the community.

Keywords: participation, physical activity, quality of life, structural equation modelling

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33301 Investigation of Rehabilitation Effects on Fire Damaged High Strength Concrete Beams

Authors: Eun Mi Ryu, Ah Young An, Ji Yeon Kang, Yeong Soo Shin, Hee Sun Kim

Abstract:

As the number of fire incidents has been increased, fire incidents significantly damage economy and human lives. Especially when high strength reinforced concrete is exposed to high temperature due to a fire, deterioration occurs such as loss in strength and elastic modulus, cracking, and spalling of the concrete. Therefore, it is important to understand risk of structural safety in building structures by studying structural behaviors and rehabilitation of fire damaged high strength concrete structures. This paper aims at investigating rehabilitation effect on fire damaged high strength concrete beams using experimental and analytical methods. In the experiments, flexural specimens with high strength concrete are exposed to high temperatures according to ISO 834 standard time temperature curve. After heated, the fire damaged reinforced concrete (RC) beams having different cover thicknesses and fire exposure time periods are rehabilitated by removing damaged part of cover thickness and filling polymeric mortar into the removed part. From four-point loading test, results show that maximum loads of the rehabilitated RC beams are 1.8~20.9% higher than those of the non-fire damaged RC beam. On the other hand, ductility ratios of the rehabilitated RC beams are decreased than that of the non-fire damaged RC beam. In addition, structural analyses are performed using ABAQUS 6.10-3 with same conditions as experiments to provide accurate predictions on structural and mechanical behaviors of rehabilitated RC beams. For the rehabilitated RC beam models, integrated temperature–structural analyses are performed in advance to obtain geometries of the fire damaged RC beams. After spalled and damaged parts are removed, rehabilitated part is added to the damaged model with material properties of polymeric mortar. Three dimensional continuum brick elements are used for both temperature and structural analyses. The same loading and boundary conditions as experiments are implemented to the rehabilitated beam models and nonlinear geometrical analyses are performed. Structural analytical results show good rehabilitation effects, when the result predicted from the rehabilitated models are compared to structural behaviors of the non-damaged RC beams. In this study, fire damaged high strength concrete beams are rehabilitated using polymeric mortar. From four point loading tests, it is found that such rehabilitation is able to make the structural performance of fire damaged beams similar to non-damaged RC beams. The predictions from the finite element models show good agreements with the experimental results and the modeling approaches can be used to investigate applicability of various rehabilitation methods for further study.

Keywords: fire, high strength concrete, rehabilitation, reinforced concrete beam

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33300 Structuralism of Architectural Details in the Design of Modern High-Rise Buildings

Authors: Joanna Pietrzak, Anna Stefanska, Wieslaw Rokicki

Abstract:

Contemporary high-rise buildings constructed in recent years are often tremendous examples of original and unique architectural forms, being at the same time the affirmation of technical and technological progress accomplishments. The search for more efficient, sophisticated generations of structures also concerns the shaping of high-quality details. The concept of structural detail designing is connected with the rationalization of engineering solutions as well as through the optimisation and reduction of used material. Contemporary structural detail perceived through the development of building technologies is often a very aesthetic technical and material solution, which significantly influences the visual perception of architecture. Structural details are more often seen in shaping the forms of high-rise buildings, which are erected in many culturally different countries.

Keywords: aesthetic expression, high-rise buildings, structural detail, tall buildings

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33299 Magneto-Rheological Damper Based Semi-Active Robust H∞ Control of Civil Structures with Parametric Uncertainties

Authors: Vedat Senol, Gursoy Turan, Anders Helmersson, Vortechz Andersson

Abstract:

In developing a mathematical model of a real structure, the simulation results of the model may not match the real structural response. This is a general problem that arises during dynamic motion of the structure, which may be modeled by means of parameter variations in the stiffness, damping, and mass matrices. These changes in parameters need to be estimated, and the mathematical model is updated to obtain higher control performances and robustness. In this study, a linear fractional transformation (LFT) is utilized for uncertainty modeling. Further, a general approach to the design of an H∞ control of a magneto-rheological damper (MRD) for vibration reduction in a building with mass, damping, and stiffness uncertainties is presented.

Keywords: uncertainty modeling, structural control, MR Damper, H∞, robust control

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33298 Small Target Recognition Based on Trajectory Information

Authors: Saad Alkentar, Abdulkareem Assalem

Abstract:

Recognizing small targets has always posed a significant challenge in image analysis. Over long distances, the image signal-to-noise ratio tends to be low, limiting the amount of useful information available to detection systems. Consequently, visual target recognition becomes an intricate task to tackle. In this study, we introduce a Track Before Detect (TBD) approach that leverages target trajectory information (coordinates) to effectively distinguish between noise and potential targets. By reframing the problem as a multivariate time series classification, we have achieved remarkable results. Specifically, our TBD method achieves an impressive 97% accuracy in separating target signals from noise within a mere half-second time span (consisting of 10 data points). Furthermore, when classifying the identified targets into our predefined categories—airplane, drone, and bird—we achieve an outstanding classification accuracy of 96% over a more extended period of 1.5 seconds (comprising 30 data points).

Keywords: small targets, drones, trajectory information, TBD, multivariate time series

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33297 Optimism and Entrepreneurial Intentions: The Mediating Role of Emotional Intelligence

Authors: Neta Kela Madar, Tali Teeni-Harari, Tamar Icekson, Yaron Sela

Abstract:

This paper proposes and empirically tests a theoretical model positing relationships between dispositional optimism, emotional intelligence, and entrepreneurial intention. To author's best knowledge, this study examined for the first time the role of dispositional optimism together with emotional intelligence as predictors of entrepreneurial intentions. The study findings suggest that optimism may increase entrepreneurial intentions indirectly by enhancing emotional intelligence/ model formulation is based on a random survey of students (N= 227). Model parameter estimation was supported by Structural Equation Modeling (SEM). Results indicate that students’ optimism and emotional intelligence are associated with increased levels of entrepreneurial intention. Additionally, the present study argues that emotional intelligence mediates the positive relationship between optimism and entrepreneurial intention. Theoretical and practical implications of this model are discussed.

Keywords: entrepreneurial intentions, emotional intelligence, optimism, dispositional optimism

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33296 Power Quality Audit Using Fluke Analyzer

Authors: N. Ravikumar, S. Krishnan, B. Yokeshkumar

Abstract:

In present days, the power quality issues are increases due to non-linear loads like fridge, AC, washing machines, induction motor, etc. This power quality issues will affects the output voltages, output current, and output power of the total performance of the generator. This paper explains how to test the generator using the Fluke 435 II series power quality analyser. This Fluke 435 II series power quality analyser is used to measure the voltage, current, power, energy, total harmonic distortion (THD), current harmonics, voltage harmonics, power factor, and frequency. The Fluke 435 II series power quality analyser have several advantages. They are i) it will records output in analog and digital format. ii) the fluke analyzer will records at every 0.25 sec. iii) it will also measure all the electrical parameter at a time.

Keywords: THD, harmonics, power quality, TNEB, Fluke 435

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33295 The Role of the Stud’s Configuration in the Structural Response of Composite Bridges

Authors: Mohammad Mahdi Mohammadi Dehnavi, Alessandra De Angelis, Maria Rosaria Pecce

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This paper deals with the role of studs in the structural response of steel-concrete composite beams. A tri-linear slip-shear strength law is assumed according to literature and codes provisions for developing a finite element (FE) model of a case study of a composite deck. The variation of the strength and ductility of the connection is implemented in the numerical model carrying out nonlinear analyses. The results confirm the utility of the model to evaluate the importance of the studs capacity, ductility and strength on the global response (ductility and strength) of the structures but also to analyze the trend of slip and shear at interface along the beams.

Keywords: stud connectors, finite element method, slip, shear load, steel-concrete composite bridge

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33294 Prediction of Structural Response of Reinforced Concrete Buildings Using Artificial Intelligence

Authors: Juan Bojórquez, Henry E. Reyes, Edén Bojórquez, Alfredo Reyes-Salazar

Abstract:

This paper addressed the use of Artificial Intelligence to obtain the structural reliability of reinforced concrete buildings. For this purpose, artificial neuronal networks (ANN) are developed to predict seismic demand hazard curves. In order to have enough input-output data to train the ANN, a set of reinforced concrete buildings (low, mid, and high rise) are designed, then a probabilistic seismic hazard analysis is made to obtain the seismic demand hazard curves. The results are then used as input-output data to train the ANN in a feedforward backpropagation model. The predicted values of the seismic demand hazard curves found by the ANN are then compared. Finally, it is concluded that the computer time analysis is significantly lower and the predictions obtained from the ANN were accurate in comparison to the values obtained from the conventional methods.

Keywords: structural reliability, seismic design, machine learning, artificial neural network, probabilistic seismic hazard analysis, seismic demand hazard curves

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33293 Assessing the Vulnerability Level in Coastal Communities in the Caribbean: A Case Study of San Pedro, Belize

Authors: Sherry Ann Ganase, Sandra Sookram

Abstract:

In this paper, the vulnerability level to climate change is analysed using a comprehensive index, consisting of five pillars: human, social, natural, physical, and financial. A structural equation model is also applied to determine the indicators and relationships that exist between the observed environmental changes and the quality of life. Using survey data to model the results, a value of 0.382 is derived as the vulnerability level for San Pedro, where values closer to zero indicates lower vulnerability and values closer to one indicates higher vulnerability. The results showed the social pillar to be most vulnerable, with the indicator ‘participation’ ranked the highest in its cohort. Although, the environmental pillar is ranked as least vulnerable, the indicators ‘hazard’ and ‘biodiversity’ obtained scores closer to 0.4, suggesting that changes in the environment are occurring from natural and anthropogenic activities. These changes can negatively influence the quality of life as illustrated in the structural equation modelling. The study concludes by reporting on the need for collective action and participation by households in lowering vulnerability to ensure sustainable development and livelihood.

Keywords: climate change, participation, San Pedro, structural equation model, vulnerability index

Procedia PDF Downloads 593
33292 Dynamic Response of Doubly Curved Composite Shell with Embedded Shape Memory Alloys Wires

Authors: Amin Ardali, Mohammadreza Khalili, Mohammadreza Rezai

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In this paper, dynamic response of thin smart composite panel subjected to low-velocity transverse impact is investigated. Shape memory wires are used to reinforced curved composite panel in a smart way. One-dimensional thermodynamic constitutive model by Liang and Rogers is used for estimating the structural recovery stress. The two degrees-of-freedom mass-spring model is used for evaluation of the contact force between the curved composite panel and the impactor. This work is benefited from the Hertzian linear contact model which is linearized for the impact analysis of curved composite panel. The governing equations of curved panel are provided by first-order shear theory and solved by Fourier series related to simply supported boundary condition. For this purpose, the equation of doubly curved panel motion included the uniform in-plane forces is obtained. By the present analysis, the curved panel behavior under low-velocity impact, and also the effect of the impact parameters, the shape memory wire and the curved panel dimensions are studied.

Keywords: doubly curved shell, SMA wire, impact response, smart material, shape memory alloy

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33291 Dynamics of a Susceptible-Infected-Recovered Model along with Time Delay, Modulated Incidence, and Nonlinear Treatment

Authors: Abhishek Kumar, Nilam

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As we know that, time delay exists almost in every biological phenomenon. Therefore, in the present study, we propose a susceptible–infected–recovered (SIR) epidemic model along with time delay, modulated incidence rate of infection, and Holling Type II nonlinear treatment rate. The present model aims to provide a strategy to control the spread of epidemics. In the mathematical study of the model, it has been shown that the model has two equilibriums which are named as disease-free equilibrium (DFE) and endemic equilibrium (EE). Further, stability analysis of the model is discussed. To prove the stability of the model at DFE, we derived basic reproduction number, denoted by (R₀). With the help of basic reproduction number (R₀), we showed that the model is locally asymptotically stable at DFE when the basic reproduction number (R₀) less than unity and unstable when the basic reproduction number (R₀) is greater than unity. Furthermore, stability analysis of the model at endemic equilibrium has also been discussed. Finally, numerical simulations have been done using MATLAB 2012b to exemplify the theoretical results.

Keywords: time delayed SIR epidemic model, modulated incidence rate, Holling type II nonlinear treatment rate, stability

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33290 Leverage Effect for Volatility with Generalized Laplace Error

Authors: Farrukh Javed, Krzysztof Podgórski

Abstract:

We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data.

Keywords: heavy tails, volatility clustering, generalized asymmetric laplace distribution, leverage effect, conditional heteroskedasticity, asymmetric power volatility, GARCH models

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33289 Adaptive Control of Magnetorheological Damper Using Duffing-Like Model

Authors: Hung-Jiun Chi, Cheng-En Tsai, Jia-Ying Tu

Abstract:

Semi-active control of Magnetorheological (MR) dampers for vibration reduction of structural systems has received considerable attention in civil and earthquake engineering, because the effective stiffness and damping properties of MR fluid can change in a very short time in reaction to external loading, requiring only a low level of power. However, the inherent nonlinear dynamics of hysteresis raise challenges in the modeling and control processes. In order to control the MR damper, an innovative Duffing-like equation is proposed to approximate the hysteresis dynamics in a deterministic and systematic manner than previously has been possible. Then, the model-reference adaptive control technique based on the Duffing-like model and the Lyapunov method is discussed. Parameter identification work with experimental data is presented to show the effectiveness of the Duffing-like model. In addition, simulation results show that the resulting adaptive gains enable the MR damper force to track the desired response of the reference model satisfactorily, verifying the effectiveness of the proposed modeling and control techniques.

Keywords: magnetorheological damper, duffing equation, model-reference adaptive control, Lyapunov function, hysteresis

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33288 On Stochastic Models for Fine-Scale Rainfall Based on Doubly Stochastic Poisson Processes

Authors: Nadarajah I. Ramesh

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Much of the research on stochastic point process models for rainfall has focused on Poisson cluster models constructed from either the Neyman-Scott or Bartlett-Lewis processes. The doubly stochastic Poisson process provides a rich class of point process models, especially for fine-scale rainfall modelling. This paper provides an account of recent development on this topic and presents the results based on some of the fine-scale rainfall models constructed from this class of stochastic point processes. Amongst the literature on stochastic models for rainfall, greater emphasis has been placed on modelling rainfall data recorded at hourly or daily aggregation levels. Stochastic models for sub-hourly rainfall are equally important, as there is a need to reproduce rainfall time series at fine temporal resolutions in some hydrological applications. For example, the study of climate change impacts on hydrology and water management initiatives requires the availability of data at fine temporal resolutions. One approach to generating such rainfall data relies on the combination of an hourly stochastic rainfall simulator, together with a disaggregator making use of downscaling techniques. Recent work on this topic adopted a different approach by developing specialist stochastic point process models for fine-scale rainfall aimed at generating synthetic precipitation time series directly from the proposed stochastic model. One strand of this approach focused on developing a class of doubly stochastic Poisson process (DSPP) models for fine-scale rainfall to analyse data collected in the form of rainfall bucket tip time series. In this context, the arrival pattern of rain gauge bucket tip times N(t) is viewed as a DSPP whose rate of occurrence varies according to an unobserved finite state irreducible Markov process X(t). Since the likelihood function of this process can be obtained, by conditioning on the underlying Markov process X(t), the models were fitted with maximum likelihood methods. The proposed models were applied directly to the raw data collected by tipping-bucket rain gauges, thus avoiding the need to convert tip-times to rainfall depths prior to fitting the models. One advantage of this approach was that the use of maximum likelihood methods enables a more straightforward estimation of parameter uncertainty and comparison of sub-models of interest. Another strand of this approach employed the DSPP model for the arrivals of rain cells and attached a pulse or a cluster of pulses to each rain cell. Different mechanisms for the pattern of the pulse process were used to construct variants of this model. We present the results of these models when they were fitted to hourly and sub-hourly rainfall data. The results of our analysis suggest that the proposed class of stochastic models is capable of reproducing the fine-scale structure of the rainfall process, and hence provides a useful tool in hydrological modelling.

Keywords: fine-scale rainfall, maximum likelihood, point process, stochastic model

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33287 Microwave Dielectric Relaxation Study of Diethanolamine with Triethanolamine from 10 MHz-20 GHz

Authors: A. V. Patil

Abstract:

The microwave dielectric relaxation study of diethanolamine with triethanolamine binary mixture have been determined over the frequency range of 10 MHz to 20 GHz, at various temperatures using time domain reflectometry (TDR) method for 11 concentrations of the system. The present work reveals molecular interaction between same multi-functional groups [−OH and –NH2] of the alkanolamines (diethanolamine and triethanolamine) using different models such as Debye model, Excess model, and Kirkwood model. The dielectric parameters viz. static dielectric constant (ε0) and relaxation time (τ) have been obtained with Debye equation characterized by a single relaxation time without relaxation time distribution by the least squares fit method.

Keywords: diethanolamine, excess properties, kirkwood properties, time domain reflectometry, triethanolamine

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33286 Assessing Functional Structure in European Marine Ecosystems Using a Vector-Autoregressive Spatio-Temporal Model

Authors: Katyana A. Vert-Pre, James T. Thorson, Thomas Trancart, Eric Feunteun

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In marine ecosystems, spatial and temporal species structure is an important component of ecosystems’ response to anthropological and environmental factors. Although spatial distribution patterns and fish temporal series of abundance have been studied in the past, little research has been allocated to the joint dynamic spatio-temporal functional patterns in marine ecosystems and their use in multispecies management and conservation. Each species represents a function to the ecosystem, and the distribution of these species might not be random. A heterogeneous functional distribution will lead to a more resilient ecosystem to external factors. Applying a Vector-Autoregressive Spatio-Temporal (VAST) model for count data, we estimate the spatio-temporal distribution, shift in time, and abundance of 140 species of the Eastern English Chanel, Bay of Biscay and Mediterranean Sea. From the model outputs, we determined spatio-temporal clusters, calculating p-values for hierarchical clustering via multiscale bootstrap resampling. Then, we designed a functional map given the defined cluster. We found that the species distribution within the ecosystem was not random. Indeed, species evolved in space and time in clusters. Moreover, these clusters remained similar over time deriving from the fact that species of a same cluster often shifted in sync, keeping the overall structure of the ecosystem similar overtime. Knowing the co-existing species within these clusters could help with predicting data-poor species distribution and abundance. Further analysis is being performed to assess the ecological functions represented in each cluster.

Keywords: cluster distribution shift, European marine ecosystems, functional distribution, spatio-temporal model

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33285 A Reinforcement Learning Approach for Evaluation of Real-Time Disaster Relief Demand and Network Condition

Authors: Ali Nadi, Ali Edrissi

Abstract:

Relief demand and transportation links availability is the essential information that is needed for every natural disaster operation. This information is not in hand once a disaster strikes. Relief demand and network condition has been evaluated based on prediction method in related works. Nevertheless, prediction seems to be over or under estimated due to uncertainties and may lead to a failure operation. Therefore, in this paper a stochastic programming model is proposed to evaluate real-time relief demand and network condition at the onset of a natural disaster. To address the time sensitivity of the emergency response, the proposed model uses reinforcement learning for optimization of the total relief assessment time. The proposed model is tested on a real size network problem. The simulation results indicate that the proposed model performs well in the case of collecting real-time information.

Keywords: disaster management, real-time demand, reinforcement learning, relief demand

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33284 Impact of Financial System’s Development on Economic Development: An Empirical Investigation

Authors: Vilma Deltuvaitė

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Comparisons of financial development across countries are central to answering many of the questions on factors leading to economic development. For this reason this study analyzes the implications of financial system’s development on country’s economic development. The aim of the article: to analyze the impact of financial system’s development on economic development. The following research methods were used: systemic, logical and comparative analysis of scientific literature, analysis of statistical data, time series model (Autoregressive Distributed Lag (ARDL) Model). The empirical results suggest about positive short and long term effect of stock market development on GDP per capita.

Keywords: banking sector, economic development, financial system’s development, stock market, private bond market

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33283 'Performance-Based' Seismic Methodology and Its Application in Seismic Design of Reinforced Concrete Structures

Authors: Jelena R. Pejović, Nina N. Serdar

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This paper presents an analysis of the “Performance-Based” seismic design method, in order to overcome the perceived disadvantages and limitations of the existing seismic design approach based on force, in engineering practice. Bearing in mind, the specificity of the earthquake as a load and the fact that the seismic resistance of the structures solely depends on its behaviour in the nonlinear field, traditional seismic design approach based on force and linear analysis is not adequate. “Performance-Based” seismic design method is based on nonlinear analysis and can be used in everyday engineering practice. This paper presents the application of this method to eight-story high reinforced concrete building with combined structural system (reinforced concrete frame structural system in one direction and reinforced concrete ductile wall system in other direction). The nonlinear time-history analysis is performed on the spatial model of the structure using program Perform 3D, where the structure is exposed to forty real earthquake records. For considered building, large number of results were obtained. It was concluded that using this method we could, with a high degree of reliability, evaluate structural behavior under earthquake. It is obtained significant differences in the response of structures to various earthquake records. Also analysis showed that frame structural system had not performed well at the effect of earthquake records on soil like sand and gravel, while a ductile wall system had a satisfactory behavior on different types of soils.

Keywords: ductile wall, frame system, nonlinear time-history analysis, performance-based methodology, RC building

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33282 Estimation and Forecasting with a Quantile AR Model for Financial Returns

Authors: Yuzhi Cai

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This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

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33281 A Case Study of Business Analytic Use in European Football: Analysis and Implications

Authors: M. C. Schloesser

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The purpose of this paper is to explore the use and impact of business analytics in European football. Despite good evidence from other major sports leagues, research on this topic in Europe is currently very scarce. This research relies on expert interviews on the use and objective of business analytics. Along with revenue data over 16 seasons spanning from 2004/05 to 2019/20 from Manchester City FC, we conducted a time series analysis to detect a structural breakpoint on the different revenue streams, i.e., sponsorship and ticketing, after analytical tools have been implemented. We not only find that business analytics have indeed been applied at Manchester City FC and revenue increase is the main objective of their utilization but also that business analytics is indeed a good means to increase revenues if applied sufficiently. We can thereby support findings from other sports leagues. Consequently, professional sports organizations are advised to apply business analytics if they aim to increase revenues. This research has shown that analytical practices do, in fact, support revenue growth and help to work more efficiently. As the knowledge of analytical practices is very confidential and not publicly available, we had to select one club as a case study which can be considered a research limitation. Other practitioners should explore other clubs or leagues. Further, there are other factors that can lead to increased revenues that need to be considered. Additionally, sports organizations need resources to be able to apply and utilize business analytics. Consequently, findings might only apply to the top teams of the European football leagues. Nonetheless, this paper combines insights and results on usage, objectives, and impact of business analytics in European professional football and thereby fills a current research gap.

Keywords: business analytics, expert interviews, revenue management, time series analysis

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33280 Computational Simulations on Stability of Model Predictive Control for Linear Discrete-Time Stochastic Systems

Authors: Tomoaki Hashimoto

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Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the validity of the obtained stability condition.

Keywords: computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems

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33279 Proposal of Analytical Model for the Seismic Performance Evaluation of Reinforced Concrete Frames with Coupled Cross-laminated Timber Infill Panels

Authors: Velázquez Alejandro, Pradhan Sujan, Yoon Rokhyun, Sanada Yasushi

Abstract:

The utilization of new materials as an alternative solution to decrease the environmental impact of the construction industry has been gaining more relevance in the architectural design and construction industry. One such material is cross-laminated timber (CLT), an engineered timber solution that excels for its faster construction times, workability, lightweight, and capacity for carbon storage. This material is usually used alone for the entire structure or combined with steel frames, but a hybrid with reinforced concrete (RC) is rarer. Since RC is one of the most used materials worldwide, a hybrid with CLT would allow further utilization of the latter, and in the process, it would help reduce the environmental impact of RC construction to achieve a sustainable society, but first, the structural performance of such hybrids must be understood. This paper focuses on proposing a model to predict the seismic performance of RC frames with CLT panels as infills. A series of static horizontal cyclic loading experiments were conducted on two 40% scale specimens of reinforced concrete frames with and without CLT panels at Osaka University, Japan. An analytical model was created to simulate the seismic performance of the RC frame with CLT infill based on the experimental results. The proposed model was verified by comparing the experimental and analytical results, showing that the load-deformation relationship and the failure mechanism agreed well with limited error. Hence, the proposed analytical model can be implemented for the seismic performance evaluation of the RC frames with CLT infill.

Keywords: analytical model, multi spring, performance evaluation, reinforced concrete, rocking mechanism, wooden wall

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33278 Impacts of Climate Elements on the Annual Periodic Behavior of the Shallow Groundwater Level: Case Study from Central-Eastern Europe

Authors: Tamas Garamhegyi, Jozsef Kovacs, Rita Pongracz, Peter Tanos, Balazs Trasy, Norbert Magyar, Istvan G. Hatvani

Abstract:

Like most environmental processes, shallow groundwater fluctuation under natural circumstances also behaves periodically. With the statistical tools at hand, it can easily be determined if a period exists in the data or not. Thus, the question may be raised: Does the estimated average period time characterize the whole time period, or not? This is especially important in the case of such complex phenomena as shallow groundwater fluctuation, driven by numerous factors. Because of the continuous changes in the oscillating components of shallow groundwater time series, the most appropriate method should be used to investigate its periodicity, this is wavelet spectrum analysis. The aims of the research were to investigate the periodic behavior of the shallow groundwater time series of an agriculturally important and drought sensitive region in Central-Eastern Europe and its relationship to the European pressure action centers. During the research ~216 shallow groundwater observation wells located in the eastern part of the Great Hungarian Plain with a temporal coverage of 50 years were scanned for periodicity. By taking the full-time interval as 100%, the presence of any period could be determined in percentages. With the complex hydrogeological/meteorological model developed in this study, non-periodic time intervals were found in the shallow groundwater levels. On the local scale, this phenomenon linked to drought conditions, and on a regional scale linked to the maxima of the regional air pressures in the Gulf of Genoa. The study documented an important link between shallow groundwater levels and climate variables/indices facilitating the necessary adaptation strategies on national and/or regional scales, which have to take into account the predictions of drought-related climatic conditions.

Keywords: climate change, drought, groundwater periodicity, wavelet spectrum and coherence analyses

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33277 Time Effective Structural Frequency Response Testing with Oblique Impact

Authors: Khoo Shin Yee, Lian Yee Cheng, Ong Zhi Chao, Zubaidah Ismail, Siamak Noroozi

Abstract:

Structural frequency response testing is accurate in identifying the dynamic characteristic of a machinery structure. In practical perspective, conventional structural frequency response testing such as experimental modal analysis with impulse technique (also known as “impulse testing”) has limitation especially on its long acquisition time. The high acquisition time is mainly due to the redundancy procedure where the engineer has to repeatedly perform the test in 3 directions, namely the axial-, horizontal- and vertical-axis, in order to comprehensively define the dynamic behavior of a 3D structure. This is unfavorable to numerous industries where the downtime cost is high. This study proposes to reduce the testing time by using oblique impact. Theoretically, a single oblique impact can induce significant vibration responses and vibration modes in all the 3 directions. Hence, the acquisition time with the implementation of the oblique impulse technique can be reduced by a factor of three (i.e. for a 3D dynamic system). This study initiates an experimental investigation of impulse testing with oblique excitation. A motor-driven test rig has been used for the testing purpose. Its dynamic characteristic has been identified using the impulse testing with the conventional normal impact and the proposed oblique impact respectively. The results show that the proposed oblique impulse testing is able to obtain all the desired natural frequencies in all 3 directions and thus providing a feasible solution for a fast and time effective way of conducting the impulse testing.

Keywords: frequency response function, impact testing, modal analysis, oblique angle, oblique impact

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33276 Novel Pyrimidine Based Semicarbazones: Confirmation of Four Binding Site Pharmacophoric Model Hypothesis for Antiepileptic Activity

Authors: Harish Rajak, Swati Singh

Abstract:

A series of novel pyrimidine based semicarbazone were designed and synthesized on the basis of semicarbazone based pharmacophoric model to satisfy the structural prerequisite crucial for antiepileptic activity. The semicarbazones based pharmacophoric model consists of following four essential binding sites: (i) An aryl hydrophobic binding site with halo substituent; (ii) A hydrogen bonding domain; (iii) An electron donor group and (iv) Another hydrophobic-hydrophilic site controlling the pharmacokinetic features of the anticonvulsant. The aryl semicarbazones has been recognized as a structurally novel class of compounds with remarkable anticonvulsant activity. In the present study, all the test semicarbazones were subjected to molecular docking using Glide v5.8. Some of the compounds were found to interact with ARG192, GLU270 and THR353 residues of 1OHV protein, present in GABA-AT receptor. The chemical structures of the synthesized molecules were characterized by elemental and spectral (IR, 1H NMR, 13C NMR and MS) analysis. The anticonvulsant activities of the compounds were investigated using maximal electroshock seizure (MES) and subcutaneous pentylenetrtrazole (scPTZ) models. The neurotoxicity was evaluated in mice by the rotorod test. The attempts were also made to establish structure-activity relationships among synthesized compounds. The results of the present study confirmed that the pharmacophore model with four binding sites is essential for antiepileptic activity.

Keywords: pyrimidine, semicarbazones, anticonvulsant activity, neurotoxicity

Procedia PDF Downloads 233
33275 Impact of the Simplification of Licensing Procedures for Industrial Complexes on Supply of Industrial Complexes and Regional Policies

Authors: Seung-Seok Bak, Chang-Mu Jung

Abstract:

An enough amount supply of industrial complexes is an important national policy in South Korea, which is highly dependent on foreign trade. A development process of the industrial complex can distinguish between the planning stage and the construction stage. The planning stage consists of the process of consulting with many stakeholders on the contents of the development of industrial complex, feasibility study, compliance with the Regional policies, and so on. The industrial complex planning stage, including licensing procedure, usually takes about three years in South Korea. The government determined that the appropriate supply of industrial complexes have been delayed, due to the long licensing period and drafted a law to shorten the license period in 2008. The law was expected to shorten the period of licensing, which was about three years, to six months. This paper attempts to show that the shortening of the licensing period does not positively affect the appropriate supply of industrial complexes. To do this, we used Interrupted Time Series Designs. As a result, it was found that the supply of industrial complexes was influenced more by other factors such as actual industrial complex demand of private sector and macro-level economic variables. In addition, the specific provisions of the law conflict with local policy and cause some problems such as damage to nature and agricultural land, traffic congestion.

Keywords: development of industrial complexes, industrial complexes, interrupted time series designs, simplification of licensing procedures for industrial complexes, time series regression

Procedia PDF Downloads 272