Search results for: bit rate
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7885

Search results for: bit rate

4495 Deformation of Metallic Foams with Closed Cell at High Temperatures

Authors: Emrah Ersoy, Yusuf Ozcatalbas

Abstract:

The aim of this study is to investigate formability of Al based closed cell metallic foams at high temperature. The foam specimens with rectangular section were produced from AlMg1Si0.6TiH20.8 alloy preform material. Bending and free bending tests based on gravity effect were applied to foam specimens at high temperatures. During the tests, the time-angular deformation relationships with various temperatures were determined. Deformation types formed in cell walls were investigated by means of Scanning Electron Microscopy (SEM) and optical microscopy. Bending deformation about 90° was achieved without any defect at high temperatures. The importance of a critical temperature and deformation rate was emphasized in maintaining the deformation. Significant slip lines on surface of cell walls at tensile zones of bending specimen were observed. At high strain rates, the microcrack formation in boundaries of elongated grains was determined.

Keywords: Al alloy, Closed cell, Hot deformation, Metallic foam

Procedia PDF Downloads 356
4494 Corrosion Behavior of Austempered Ductile Iron Microalloyed with Boron in Rainwater

Authors: S. Gvazava, N. Khidasheli, V. Tediashvili, M. Donadze

Abstract:

The work presented in this paper studied the of austempered ductile iron (ADI) with different combinations of structural composition (upper bainite, lower bainite, retained austenite) in rainwater. A range of structural states of the metal matrix was obtained by changing the regimes of thermal treantments of a high-strength cast iron. The specimens were austenised at 900 0C for 30, 60, 90, 120 minutes. Afterwards, isothermal quenching was performed at 280 and 400 0C for40 seconds. The study was carried out using weight-change (WC), cyclic potentiodynamic polarization (CPP), open-circuit potential (OCP), and electrochemical impedance spectroscopy (EIS) measurements and complemented by scanning electron microscopy (SEM-EDS). According to the results, corrosion resistance of the boron microallyedbainitic ADI greatly depends on the type of the bainitic matrix and the amount of the retained austenite, which is driven by diffusion permeability of interphase and intergrain boundaries.

Keywords: austempered ductile iron, corrosion behaviour, retained austenite, corrosion rate, interphase boundary, upper bainite, lower bainite

Procedia PDF Downloads 103
4493 Thermal Regeneration of CO2 Spent Palm Shell-Polyetheretherketone Activated Carbon Sorbents

Authors: Usman D. Hamza, Noor S. Nasri, Mohammed Jibril, Husna M. Zain

Abstract:

Activated carbons (M4P0, M4P2, and M5P2) used in this research were produced from palm shell and polyetherether ketone (PEEK) via carbonization, impregnation, and microwave activation. The adsorption/desorption process was carried out using static volumetric adsorption. Regeneration is important in the overall economy of the process and waste minimization. This work focuses on the thermal regeneration of the CO2 exhausted microwave activated carbons. The regeneration strategy adopted was thermal with nitrogen purge desorption with N2 feed flow rate of 20 ml/min for 1 h at atmospheric pressure followed by drying at 1500C. Seven successive adsorption/regeneration processes were carried out on the material. It was found that after seven adsorption regeneration cycles; the regeneration efficiency (RE) for CO2 activated carbon from palm shell only (M4P0) was more than 90% while that of hybrid palm shell-PEEK (M4P2, M5P2) was above 95%. The cyclic adsorption and regeneration shows the stability of the adsorbent materials.

Keywords: activated carbon, palm shell-PEEK, regeneration, thermal

Procedia PDF Downloads 470
4492 A Background Subtraction Based Moving Object Detection Around the Host Vehicle

Authors: Hyojin Lim, Cuong Nguyen Khac, Ho-Youl Jung

Abstract:

In this paper, we propose moving object detection method which is helpful for driver to safely take his/her car out of parking lot. When moving objects such as motorbikes, pedestrians, the other cars and some obstacles are detected at the rear-side of host vehicle, the proposed algorithm can provide to driver warning. We assume that the host vehicle is just before departure. Gaussian Mixture Model (GMM) based background subtraction is basically applied. Pre-processing such as smoothing and post-processing as morphological filtering are added.We examine “which color space has better performance for detection of moving objects?” Three color spaces including RGB, YCbCr, and Y are applied and compared, in terms of detection rate. Through simulation, we prove that RGB space is more suitable for moving object detection based on background subtraction.

Keywords: gaussian mixture model, background subtraction, moving object detection, color space, morphological filtering

Procedia PDF Downloads 596
4491 Temporal Fixed Effects: The Macroeconomic Implications on Industry Return

Authors: Mahdy Elhusseiny, Richard Gearhart, Mariam Alyammahi

Abstract:

In this study we analyse the impact of a number of major macroeconomic variables on industry-specific excess rates of return. In later specifications, we include time and recession fixed effects, to potentially capture time-specific trends that may have been changing over our panel. We have a number of results that bear mentioning. Seasonal and temporal factors found to have very large role in sector-specific excess returns. Increases in M1(money supply) decreases bank, insurance, real estate, and telecommunications, while increases industrial and transportation excess returns. The results indicate that the market return increases every sector-specific rate of return. The 2007 to 2009 recession significantly reduced excess returns in the bank, real estate, and transportation sectors.

Keywords: macroeconomic factors, industry returns, fixed effects, temporal factors

Procedia PDF Downloads 63
4490 Entropy Production in Mixed Convection in a Horizontal Porous Channel Using Darcy-Brinkman Formulation

Authors: Amel Tayari, Atef Eljerry, Mourad Magherbi

Abstract:

The paper reports a numerical investigation of the entropy generation analysis due to mixed convection in laminar flow through a channel filled with porous media. The second law of thermodynamics is applied to investigate the entropy generation rate. The Darcy-Brinkman Model is employed. The entropy generation due to heat transfer and friction dissipations has been determined in mixed convection by solving numerically the continuity, momentum and energy equations, using a control volume finite element method. The effects of Darcy number, modified Brinkman number and the Rayleigh number on averaged entropy generation and averaged Nusselt number are investigated. The Rayleigh number varied between 103 ≤ Ra ≤ 105 and the modified Brinkman number ranges between 10-5 ≤ Br≤ 10-1 with fixed values of porosity and Reynolds number at 0.5 and 10 respectively. The Darcy number varied between 10-6 ≤ Da ≤10.

Keywords: entropy generation, porous media, heat transfer, mixed convection, numerical methods, darcy, brinkman

Procedia PDF Downloads 389
4489 A Study on Occupational Injuries among Building Construction Workers in Bhubaneswar City Odisha

Authors: Rahul Pal

Abstract:

In India, construction industry plays a vital role in the development of infrastructures. It is one of the most hazardous industries. Construction workers are a group that is particularly vulnerable to health risks because they have few legal protection. India has the world’s highest accident rate among construction workers. This study aimed to investigate the prevalence of occupation injury among construction workers and to find out the factors responsible for such injuries. Methodology: A cross-sectional study using a semi-structured questionnaire among 305 construction workers in Bhubaneswar city. In this study, it was found that the overall prevalence of injury was 43.28% in the previous one year period. Majority of the construction workers were less experience in the construction work. Factors responsible for injuries are fall of the object followed by striking, and majority of the workers reported their injuries to have occurred in the summer season. And most of the construction workers are not using personal protective equipment (PPE). Conclusion: Given the occupational injuries, the majority of the construction workers are injured in this study; there is a need to address this issue to ensure necessary step for the safety and well-being of construction workers.

Keywords: construction, construction workers, occupational injuries, personal protective equipment

Procedia PDF Downloads 181
4488 A Density Functional Theory Study of Metal-Porphyrin Graphene for CO2 Hydration

Authors: Manju Verma, Parag A. Deshpande

Abstract:

Electronic structure calculations of hydrogen terminated metal-porphyrin graphene were carried out to explore the catalytic activity for CO2 hydration reaction. A ruthenium atom was substituted in place of carbon atom of graphene and ruthenium chelated carbon atoms were replaced by four nitrogen atoms in metal-porphyrin graphene system. Ruthenium atom created the active site for CO2 hydration reaction. Ruthenium-porphyrin graphene followed the mechanism of carbonic anhydrase enzyme for CO2 conversion to HCO3- ion. CO2 hydration reaction over ruthenium-porphyrin graphene proceeded via the elementary steps: OH- formation from H2O dissociation, CO2 bending in presence of nucleophilic attack of OH- ion, HCO3- ion formation from proton migration, HCO3- ion desorption by H2O addition. Proton transfer to yield HCO3- ion was observed as a rate limiting step from free energy landscape.

Keywords: ruthenium-porphyrin graphene, CO2 hydration, carbonic anhydrase, heterogeneous catalyst, density functional theory

Procedia PDF Downloads 233
4487 Use of Predictive Food Microbiology to Determine the Shelf-Life of Foods

Authors: Fatih Tarlak

Abstract:

Predictive microbiology can be considered as an important field in food microbiology in which it uses predictive models to describe the microbial growth in different food products. Predictive models estimate the growth of microorganisms quickly, efficiently, and in a cost-effective way as compared to traditional methods of enumeration, which are long-lasting, expensive, and time-consuming. The mathematical models used in predictive microbiology are mainly categorised as primary and secondary models. The primary models are the mathematical equations that define the growth data as a function of time under a constant environmental condition. The secondary models describe the effects of environmental factors, such as temperature, pH, and water activity (aw) on the parameters of the primary models, including the maximum specific growth rate and lag phase duration, which are the most critical growth kinetic parameters. The combination of primary and secondary models provides valuable information to set limits for the quantitative detection of the microbial spoilage and assess product shelf-life.

Keywords: shelf-life, growth model, predictive microbiology, simulation

Procedia PDF Downloads 186
4486 The Combination of the Mel Frequency Cepstral Coefficients (MFCC), Perceptual Linear Prediction (PLP), JITTER and SHIMMER Coefficients for the Improvement of Automatic Recognition System for Dysarthric Speech

Authors: Brahim-Fares Zaidi, Malika Boudraa, Sid-Ahmed Selouani

Abstract:

Our work aims to improve our Automatic Recognition System for Dysarthria Speech (ARSDS) based on the Hidden Models of Markov (HMM) and the Hidden Markov Model Toolkit (HTK) to help people who are sick. With pronunciation problems, we applied two techniques of speech parameterization based on Mel Frequency Cepstral Coefficients (MFCC's) and Perceptual Linear Prediction (PLP's) and concatenated them with JITTER and SHIMMER coefficients in order to increase the recognition rate of a dysarthria speech. For our tests, we used the NEMOURS database that represents speakers with dysarthria and normal speakers.

Keywords: hidden Markov model toolkit (HTK), hidden models of Markov (HMM), Mel-frequency cepstral coefficients (MFCC), perceptual linear prediction (PLP’s)

Procedia PDF Downloads 138
4485 Reduce the Fire Hazards of Epoxy Resin by a Zinc Stannate and Graphene Hybrids

Authors: Haibo Sheng, Yuan Hu

Abstract:

Spinel structure Zinc stannate (Zn2SnO4, ZS)/Graphene was successfully synthesized by a simple in situ hydrothermal route. Morphological study and structure analysis confirmed the homogenously loading of ZS on the graphene sheets. Then, the resulted ZS/graphene hybrids were incorporated into epoxy resin to form EP/ZS/graphene composites by a solvent dispersion method. Improved thermal stability was investigated by Thermogravimetric Analysis (TGA). Cone calorimeter result showed low peak heat release rate (PHRR). Toxical gases release during combustion was evaluated by a facile device organized in our lab. The results showed that the release of NOx, HCN decrease of about 55%. Also, TG-IR technology was used to investigate the gas release during the EP decomposition process. The CO release had decreased about 80%.The EP/G/ZS showed lowest hazards during combustion (including flame retardancy, thermal stability, lower toxical gases release and so on) than pure EP.

Keywords: fire hazards, zinc stannate, epoxy resin, toxical gas hazards

Procedia PDF Downloads 168
4484 Spatio-Temporal Analysis and Mapping of Malaria in Thailand

Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit

Abstract:

This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.

Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation

Procedia PDF Downloads 434
4483 Numerical Simulation of Urea Water Solution Evaporation Behavior inside the Diesel Selective Catalytic Reduction System

Authors: Kumaresh Selvakumar, Man Young Kim

Abstract:

Selective catalytic reduction (SCR) converts the nitrogen oxides with the aid of a catalyst by adding aqueous urea into the exhaust stream. In this work, the urea water droplets are sprayed over the exhaust gases by treating with Lagrangian particle tracking. The evaporation of ammonia from a single droplet of urea water solution is investigated computationally by convection-diffusion controlled model. The conversion to ammonia due to thermolysis of urea water droplets is measured downstream at different sections using finite rate/eddy dissipation model. In this paper, the mixer installed at the upstream enhances the distribution of ammonia over the entire domain which is calculated for different time steps. Calculations are made within the respective duration such that the complete decomposition of urea is possible at a much shorter residence time.

Keywords: convection-diffusion controlled model, lagrangian particle tracking, selective catalytic reduction, thermolysis

Procedia PDF Downloads 386
4482 Resistive Instability in a Multi Ions Hall Thrusters Plasma

Authors: Sukhmander Singh

Abstract:

Hall thrusters are preferred over chemical thrusters because of its high exhaust velocity (around 10 times higher) and high specific impulse. The propellant Xenon is ionized inside the channel and controlled by the magnetic field. The strength of the magnetic field is such that only electrons get magnetized and ions remain unmagnetized because of larger Larmor radius as compared with the length of the channel of the device. There is quite a possibility of the existence of multi ions in a Hall thruster plasma because of dust contribution or another process which take place in the chamber. In this paper, we have derived the dispersion relation for multi ions resistive instability in a hall plasma. The analytical approach is also used to find out the propagating speed and the growth rate of the instability. In addition, some growing waves are also found to exist in the plasma. The dispersion relation is solved numerically to see the behavior of the instability with the plasma parameters viz, the temperature of plasma species, wave number, drift velocity, collision frequency, magnetic field.

Keywords: instability, resisitive, thrusters, waves

Procedia PDF Downloads 297
4481 Ultrasound Mechanical Index as a Parameter Affecting of the Ability of Proliferation of Cells

Authors: Z. Hormozi Moghaddam, M. Mokhtari-Dizaji, M. Movahedin, M. E. Ravari

Abstract:

Mechanical index (MI) is used for quantifying acoustic cavitation and the relationship between acoustic pressure and the frequency. In this study, modeling of the MI was applied to provide treatment protocol and to understand the effective physical processes on reproducibility of stem cells. The acoustic pressure and MI equations are modeled and solved to estimate optimal MI for 28, 40, 150 kHz and 1 MHz frequencies. Radial and axial acoustic pressure distribution was extracted. To validate the results of the modeling, the acoustic pressure in the water and near field depth was measured by a piston hydrophone. Results of modeling and experiments show that the model is consistent well to experimental results with 0.91 and 0.90 correlation of coefficient (p<0.05) for 1 MHz and 40 kHz. Low intensity ultrasound with 0.40 MI is more effective on the proliferation rate of the spermatogonial stem cells during the seven days of culture, in contrast, high MI has a harmful effect on the spermatogonial stem cells. This model provides proper treatment planning in vitro and in vivo by estimating the cavitation phenomenon.

Keywords: ultrasound, mechanical index, modeling, stem cell

Procedia PDF Downloads 318
4480 Analyzing the Perceptions of Emotions in Aesthetic Music

Authors: Abigail Wiafe, Charles Nutrokpor, Adelaide Oduro-Asante

Abstract:

The advancement of technology is rapidly making people more receptive to music as computer-generated music requires minimal human interventions. Though algorithms are applied to generate music, the human experience of emotions is still explored. Thus, this study investigates the emotions humans experience listening to computer-generated music that possesses aesthetic qualities. Forty-two subjects participated in the survey. The selection process was purely arbitrary since it was based on convenience. Subjects listened and evaluated the emotions experienced from the computer-generated music through an online questionnaire. The Likert scale was used to rate the emotional levels after the music listening experience. The findings suggest that computer-generated music possesses aesthetic qualities that do not affect subjects' emotions as long as they are pleased with the music. Furthermore, computer-generated music has unique creativity, and expressioneven though the music produced is meaningless, the computational models developed are unable to present emotional contents in music as humans do.

Keywords: aesthetic, algorithms, emotions, computer-generated music

Procedia PDF Downloads 119
4479 [Keynote Talk]: Machining Parameters Optimization with Genetic Algorithm

Authors: Dejan Tanikić, Miodrag Manić, Jelena Đoković, Saša Kalinović

Abstract:

This paper deals with the determination of the optimum machining parameters, according to the measured and modelled data of the cutting temperature and surface roughness, during the turning of the AISI 4140 steel. The high cutting temperatures are unwanted occurences in the metal cutting process. They impact negatively on the quality of the machined part. The machining experiments were performed using different cutting regimes (cutting speed, feed rate and depth of cut), with different values of the workpiece hardness, which causes different values of the measured cutting temperature as well as the measured surface roughness. The temperature and surface roughness data were modelled after that using Response Surface Methodology (RSM). The obtained RSM models are used in the process of optimization of the cutting regimes using the Genetic Algorithms (GA) tool, which enables the metal cutting process in the optimum conditions.

Keywords: genetic algorithms, machining parameters, response surface methodology, turning process

Procedia PDF Downloads 170
4478 A Packet Loss Probability Estimation Filter Using Most Recent Finite Traffic Measurements

Authors: Pyung Soo Kim, Eung Hyuk Lee, Mun Suck Jang

Abstract:

A packet loss probability (PLP) estimation filter with finite memory structure is proposed to estimate the packet rate mean and variance of the input traffic process in real-time while removing undesired system and measurement noises. The proposed PLP estimation filter is developed under a weighted least square criterion using only the finite traffic measurements on the most recent window. The proposed PLP estimation filter is shown to have several inherent properties such as unbiasedness, deadbeat, robustness. A guideline for choosing appropriate window length is described since it can affect significantly the estimation performance. Using computer simulations, the proposed PLP estimation filter is shown to be superior to the Kalman filter for the temporarily uncertain system. One possible explanation for this is that the proposed PLP estimation filter can have greater convergence time of a filtered estimate as the window length M decreases.

Keywords: packet loss probability estimation, finite memory filter, infinite memory filter, Kalman filter

Procedia PDF Downloads 658
4477 SME Credit Financing, Financial Development and Economic Growth: A VAR Approach to the Nigerian Economy

Authors: A. Bolaji Adesoye, Alimi Olorunfemi

Abstract:

This paper examines the impact of small and medium-scale enterprises (SMEs) credit financing and financial market development and their shocks on the output growth of Nigeria. The study estimated a VAR model for Nigeria using 1970-2013 annual data series. Unit root tests and cointegration are carried out. The study also explores IRFs and FEVDs in a system that includes output, commercial bank loan to SMEs, domestic credit to private sector by banks, money supply, lending rate and investment. Findings suggest that shocks in commercial bank credit to SMEs has a major impact on the output changes of Nigeria. Money supply shocks also have a sizeable impact on output growth variations amidst other financial instruments. Lastly, neutrality of investment does not hold in Nigeria as it also has impact on output fluctuations.

Keywords: SMEs financing, financial development, investment, output, Nigeria

Procedia PDF Downloads 390
4476 Review on Wear Behavior of Magnesium Matrix Composites

Authors: Amandeep Singh, Niraj Bala

Abstract:

In the last decades, light-weight materials such as magnesium matrix composites have become hot topic for material research due to their excellent mechanical and physical properties. However, relatively very less work has been done related to the wear behavior of these composites. Magnesium matrix composites have wide applications in automobile and aerospace sector. In this review, attempt has been done to collect the literature related to wear behavior of magnesium matrix composites fabricated through various processing techniques such as stir casting, powder metallurgy, friction stir processing etc. Effect of different reinforcements, reinforcement content, reinforcement size, wear load, sliding speed and time have been studied by different researchers in detail. Wear mechanism under different experimental condition has been reviewed in detail. The wear resistance of magnesium and its alloys can be enhanced with the addition of different reinforcements. Wear resistance can further be enhanced by increasing the percentage of added reinforcements. Increase in applied load during wear test leads to increase in wear rate of magnesium composites.

Keywords: hardness, magnesium matrix composites, reinforcement, wear

Procedia PDF Downloads 311
4475 Water Ingress into Underground Mine Voids in the Central Rand Goldfields Area, South Africa-Fluid Induced Seismicity

Authors: Artur Cichowicz

Abstract:

The last active mine in the Central Rand Goldfields area (50 km x 15 km) ceased operations in 2008. This resulted in the closure of the pumping stations, which previously maintained the underground water level in the mining voids. As a direct consequence of the water being allowed to flood the mine voids, seismic activity has increased directly beneath the populated area of Johannesburg. Monitoring of seismicity in the area has been on-going for over five years using the network of 17 strong ground motion sensors. The objective of the project is to improve strategies for mine closure. The evolution of the seismicity pattern was investigated in detail. Special attention was given to seismic source parameters such as magnitude, scalar seismic moment and static stress drop. Most events are located within historical mine boundaries. The seismicity pattern shows a strong relationship between the presence of the mining void and high levels of seismicity; no seismicity migration patterns were observed outside the areas of old mining. Seven years after the pumping stopped, the evolution of the seismicity has indicated that the area is not yet in equilibrium. The level of seismicity in the area appears to not be decreasing over time since the number of strong events, with Mw magnitudes above 2, is still as high as it was when monitoring began over five years ago. The average rate of seismic deformation is 1.6x1013 Nm/year. Constant seismic deformation was not observed over the last 5 years. The deviation from the average is in the order of 6x10^13 Nm/year, which is a significant deviation. The variation of cumulative seismic moment indicates that a constant deformation rate model is not suitable. Over the most recent five year period, the total cumulative seismic moment released in the Central Rand Basin was 9.0x10^14 Nm. This is equivalent to one earthquake of magnitude 3.9. This is significantly less than what was experienced during the mining operation. Characterization of seismicity triggered by a rising water level in the area can be achieved through the estimation of source parameters. Static stress drop heavily influences ground motion amplitude, which plays an important role in risk assessments of potential seismic hazards in inhabited areas. The observed static stress drop in this study varied from 0.05 MPa to 10 MPa. It was found that large static stress drops could be associated with both small and large events. The temporal evolution of the inter-event time provides an understanding of the physical mechanisms of earthquake interaction. Changes in the characteristics of the inter-event time are produced when a stress change is applied to a group of faults in the region. Results from this study indicate that the fluid-induced source has a shorter inter-event time in comparison to a random distribution. This behaviour corresponds to a clustering of events, in which short recurrence times tend to be close to each other, forming clusters of events.

Keywords: inter-event time, fluid induced seismicity, mine closure, spectral parameters of seismic source

Procedia PDF Downloads 270
4474 Investigating the Effect of Study Plan and Homework on Student's Performance by Using Web Based Learning MyMathLab

Authors: Mohamed Chabi, Mahmoud I. Syam, Sarah Aw

Abstract:

In Summer 2012, the Foundation Program Unit of Qatar University has started implementing new ways of teaching Math by introducing MML (MyMathLab) as an innovative interactive tool to support standard teaching. In this paper, we focused on the effect of proper use of the Study Plan component of MML on student’s performance. Authors investigated the results of students of pre-calculus course during Fall 2013 in Foundation Program at Qatar University. The results showed that there is a strong correlation between study plan results and final exam results, also a strong relation between homework results and final exam results. In addition, the attendance average affected on the student’s results in general. Multiple regression is determined between passing rate dependent variable and study plan, homework as independent variable.

Keywords: MyMathLab, study plan, assessment, homework, attendance, correlation, regression

Procedia PDF Downloads 404
4473 Valuation of Caps and Floors in a LIBOR Market Model with Markov Jump Risks

Authors: Shih-Kuei Lin

Abstract:

The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

Procedia PDF Downloads 407
4472 Influence of Substitution on Structure of Tin Lantanium Pyrochlore La₂₋ₓSrₓSn₂O₇₋δ(0 ≤ x ≤ 0.25) Solid-Oxide Fuel Cells

Authors: Bounar Nedjemeddine

Abstract:

Materials with the pyrochlore lattice structure have attracted much recent attention due to their wide applications in ceramic thermal barrier coatings, high-permittivity dielectrics, and potential solid electrolytes in solid-oxide fuel cells. The work described in this paper is devoted to the synthesis and characterization of a pyrochlore structure based on lanthanum (La₂O₃) and tin (SnO₂) oxides of general formula La₂Sn₂O₇, substituted by Sr at the site La. Their structures were determined from X-ray powder diffraction using CELFER analysis. All the compositions present the space group Fd-3m. The substitution of La by Sr in the La₂Sn₂O₇ compound causes a variation of the cell parameters. The difference in charge between La³⁺ and Sr²⁺ and the difference in size cause the cell parameters to decrease from a=10.7165 A° to a=10.6848 A° for the substitution rates (x = 0.05, 0.1, 0.15 ...), which leads to a decrease in the volume of the mesh. For a substitution rate x = 0.25, there is an increase in the cell parameters (a=10.7035A°), which can be explained by a competitiveness of the size effect and the presence of a gap in the structure which go in the opposite direction.

Keywords: solid-oxide fuel cells, structure, pyrochlore, X-ray diffraction

Procedia PDF Downloads 110
4471 The Role of Nozzle-Exit Conditions on the Flow Field of a Plane Jet

Authors: Ravinesh C. Deo

Abstract:

This article reviews the role of nozzle-exit conditions on the flow field of a plane jet. The jet issuing from a sharp-edged orifice plate at a Reynolds number (Re=18000) with nozzle aspect ratio (AR=72) exhibits the greatest shear-layer instabilities, highest entrainment and jet-spreading rates compared to the radially contoured nozzle. The growth rate of the shear-layer is the highest for the orifice-jet although this property could be amplified for larger Re or AR. A local peak in turbulent energy is found at x=10h. The peak appears to be elevated for an orifice-jet with lower Re or AR. The far-field energy sustained by the orifice-jet exceeds the contoured case although a higher Re and AR may enhance this value. The spectra displays the largest eddies generated by the contoured nozzle. However, the frequency of coherent eddies is higher for the orifice-jet, with a larger magnitude achievable for lower Re and AR.

Keywords: plane jet, Reynolds number, nozzle-exit conditions, nozzle geometry, aspect ratio

Procedia PDF Downloads 155
4470 Investigation of the Cathodic Behavior of AA2024-T3 in Neutral Medium

Authors: Nisrine Benzbiria, Mohammed Azzi, Mustapha Zertoubi

Abstract:

2XXX series of aluminum alloys are widely employed in several applications, such as beverages, automotive, and aerospace industries. However, they are particularly prone to localized corrosion, such as pitting, often induced by a difference in corrosion potential measured for intermetallic phases and pure metal. The galvanic cells comprising Al–Cu– Mn–Fe intermetallic phases control cathodically the dissolution rate as oxygen reduction reaction kinetics are privileged on Al–Cu–Mn–Fe particles. Hence, understanding the properties of cathode sites and the processes involved must be carried out. Our interest is to outline the cathodic behavior of AA2024-T3 in sodium sulfate solution using electrochemical techniques. Oxygen reduction reaction (ORR) was investigated in the mixed charge transfer and mass transport regime using the Koutecky-Levich approach. An environmentally benign inhibitor was considered to slow the ORR on the Cu-rich cathodic phases. The surface morphology of the electrodes was investigated with SEM/EDS and AFM. The obtained results were discussed accordingly.

Keywords: AA2024-T3, neutral medium, ORR kinetics, Koutecky-Levich, DFT

Procedia PDF Downloads 32
4469 Kinetic Studies of Bioethanol Production from Salt-Pretreated Sugarcane Leaves

Authors: Preshanthan Moodley, E. B. Gueguim Kana

Abstract:

This study examines the kinetics of S. cerevisiae BY4743 growth and bioethanol production from sugarcane leaf waste (SLW), utilizing two different optimized pretreatment regimes; under two fermentation modes: steam salt-alkali filtered enzymatic hydrolysate (SSA-F), steam salt-alkali unfiltered (SSA-U), microwave salt-alkali filtered (MSA-F) and microwave salt-alkali unfiltered (MSA-U). The kinetic coefficients were determined by fitting the Monod, modified Gompertz, and logistic models to the experimental data with high coefficients of determination R² > 0.97. A maximum specific growth rate (µₘₐₓ) of 0.153 h⁻¹ was obtained under SSA-F and SSA-U whereas, 0.150 h⁻¹ was observed with MSA-F and MSA-U. SSA-U gave a potential maximum bioethanol concentration (Pₘ) of 31.06 g/L compared to 30.49, 23.26 and 21.79g/L for SSA-F, MSA-F and MSA-U respectively. An insignificant difference was observed in the μmax and Pm for the filtered and unfiltered enzymatic hydrolysate for both SSA and MSA pretreatments, thus potentially reducing a unit operation. These findings provide significant insights for process scale up.

Keywords: lignocellulosic bioethanol, microwave pretreatment, sugarcane leaves, kinetics

Procedia PDF Downloads 104
4468 Stock Prediction and Portfolio Optimization Thesis

Authors: Deniz Peksen

Abstract:

This thesis aims to predict trend movement of closing price of stock and to maximize portfolio by utilizing the predictions. In this context, the study aims to define a stock portfolio strategy from models created by using Logistic Regression, Gradient Boosting and Random Forest. Recently, predicting the trend of stock price has gained a significance role in making buy and sell decisions and generating returns with investment strategies formed by machine learning basis decisions. There are plenty of studies in the literature on the prediction of stock prices in capital markets using machine learning methods but most of them focus on closing prices instead of the direction of price trend. Our study differs from literature in terms of target definition. Ours is a classification problem which is focusing on the market trend in next 20 trading days. To predict trend direction, fourteen years of data were used for training. Following three years were used for validation. Finally, last three years were used for testing. Training data are between 2002-06-18 and 2016-12-30 Validation data are between 2017-01-02 and 2019-12-31 Testing data are between 2020-01-02 and 2022-03-17 We determine Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate as benchmarks which we should outperform. We compared our machine learning basis portfolio return on test data with return of Hold Stock Portfolio, Best Stock Portfolio and USD-TRY Exchange rate. We assessed our model performance with the help of roc-auc score and lift charts. We use logistic regression, Gradient Boosting and Random Forest with grid search approach to fine-tune hyper-parameters. As a result of the empirical study, the existence of uptrend and downtrend of five stocks could not be predicted by the models. When we use these predictions to define buy and sell decisions in order to generate model-based-portfolio, model-based-portfolio fails in test dataset. It was found that Model-based buy and sell decisions generated a stock portfolio strategy whose returns can not outperform non-model portfolio strategies on test dataset. We found that any effort for predicting the trend which is formulated on stock price is a challenge. We found same results as Random Walk Theory claims which says that stock price or price changes are unpredictable. Our model iterations failed on test dataset. Although, we built up several good models on validation dataset, we failed on test dataset. We implemented Random Forest, Gradient Boosting and Logistic Regression. We discovered that complex models did not provide advantage or additional performance while comparing them with Logistic Regression. More complexity did not lead us to reach better performance. Using a complex model is not an answer to figure out the stock-related prediction problem. Our approach was to predict the trend instead of the price. This approach converted our problem into classification. However, this label approach does not lead us to solve the stock prediction problem and deny or refute the accuracy of the Random Walk Theory for the stock price.

Keywords: stock prediction, portfolio optimization, data science, machine learning

Procedia PDF Downloads 62
4467 Epistemic Emotions during Cognitive Conflict: Associations with Metacognitive Feelings in High Conflict Scenarios

Authors: Katerina Nerantzaki, Panayiota Metallidou, Anastasia Efklides

Abstract:

The aim of the study was to investigate: (a) changes in the intensity of various epistemic emotions during cognitive processing in a decision-making task and (b) their associations with metacognitive feelings of difficulty and confidence. One hundred and fifty-two undergraduate university students were asked individually to read in the e-prime environment decision-making scenarios about moral dilemmas concerning self-driving cars, which differed in the level of conflict they produced, and then to make a choice between two options. Further, the participants were asked to rate on a four-point scale four epistemic emotions (surprise, curiosity, confusion, and wonder) and two metacognitive feelings (feeling of difficulty and feeling of confidence) after making their choice in each scenario. Changes in cognitive processing due to the level of conflict affected differently the intensity of the specific epistemic emotions. Further, there were interrelations of epistemic emotions with metacognitive feelings.

Keywords: confusion, curiosity, epistemic emotions, metacognitive experiences, surprise

Procedia PDF Downloads 62
4466 Phytoadaptation in Desert Soil Prediction Using Fuzzy Logic Modeling

Authors: S. Bouharati, F. Allag, M. Belmahdi, M. Bounechada

Abstract:

In terms of ecology forecast effects of desertification, the purpose of this study is to develop a predictive model of growth and adaptation of species in arid environment and bioclimatic conditions. The impact of climate change and the desertification phenomena is the result of combined effects in magnitude and frequency of these phenomena. Like the data involved in the phytopathogenic process and bacteria growth in arid soil occur in an uncertain environment because of their complexity, it becomes necessary to have a suitable methodology for the analysis of these variables. The basic principles of fuzzy logic those are perfectly suited to this process. As input variables, we consider the physical parameters, soil type, bacteria nature, and plant species concerned. The result output variable is the adaptability of the species expressed by the growth rate or extinction. As a conclusion, we prevent the possible strategies for adaptation, with or without shifting areas of plantation and nature adequate vegetation.

Keywords: climate changes, dry soil, phytopathogenicity, predictive model, fuzzy logic

Procedia PDF Downloads 302