Search results for: instrumental ADL

Authors: Tugba Altin

Abstract:

In an era marked by pronounced climate change consequences, communities are observed to confront traumatic events that yield both tangible and intangible repercussions. Such events not only cause discernible damage to the landscape but also deeply affect the intangible aspects, including emotional distress and disruptions to cultural landscapes. The Lytton Creek Fire of 2021 serves as a case in point. Beyond the visible destruction, the less overt but profoundly impactful disturbance to place attachment (PA) is scrutinized. PA, representing the emotional and cognitive bonds individuals establish with their environments, is crucial for understanding how such events impact cultural identity and connection to the land. The study underscores the significance of addressing both tangible and intangible traumas for holistic community recovery. As communities renegotiate their affiliations with altered environments, the cultural landscape emerges as instrumental in shaping place-based identities. This renewed understanding is pivotal for reshaping adaptation planning. The research advocates for adaptation strategies rooted in the lived experiences and testimonies of the affected populations. By incorporating both the tangible and intangible facets of trauma, planning efforts are suggested to be more culturally attuned and emotionally insightful, fostering true resonance with the affected communities. Through such a comprehensive lens, this study contributes enriching the climate change discourse, emphasizing the intertwined nature of tangible recovery and the imperative of emotional and cultural healing after environmental disasters. Following the pronounced aftermath of the Lytton Creek Fire in 2021, research aims to deeply understand its impact on place attachment (PA), encompassing the emotional and cognitive bonds individuals form with their environments. The interpretive phenomenological approach, enriched by a hermeneutic framework, is adopted, emphasizing the experiences of the Lytton community and co-researchers. Phenomenology informed the understanding of 'place' as the focal point of attachment, providing insights into its formation and evolution after traumatic events. Data collection departs from conventional methods. Instead of traditional interviews, walking audio sessions and photo elicitation methods are utilized. These allow co-researchers to immerse themselves in the environment, re-experience, and articulate memories and feelings in real-time. Walking audio facilitates reflections on spatial narratives post-trauma, while photo voices captured intangible emotions, enabling the visualization of place-based experiences. The analysis is collaborative, ensuring the co-researchers' experiences and interpretations are central. Emphasizing their agency in knowledge production, the process is rigorous, facilitated by the harmonious blend of interpretive phenomenology and hermeneutic insights. The findings underscore the need for adaptation and recovery efforts to address emotional traumas alongside tangible damages. By exploring PA post-disaster, the research not only fills a significant gap but advocates for an inclusive approach to community recovery. Furthermore, the participatory methodologies employed challenge traditional research paradigms, heralding potential shifts in qualitative research norms.

Keywords: wildfire recovery, place attachment, trauma recovery, cultural landscape, visual methodologies

Procedia PDF Downloads 75

Authors: Ali Kazemi

Abstract:

Those within the volatile and interconnected international economic markets, appropriately predicting market trends, hold substantial fees for traders and financial establishments. Traditional device mastering strategies have made full-size strides in forecasting marketplace movements; however, monetary data's complicated and networked nature calls for extra sophisticated processes. This observation offers a groundbreaking method for monetary marketplace prediction that leverages the synergistic capability of Graph Convolutional Networks (GCNs) and Long Short-Term Memory (LSTM) networks. Our suggested algorithm is meticulously designed to forecast the traits of inventory market indices and cryptocurrency costs, utilizing a comprehensive dataset spanning from January 1, 2015, to December 31, 2023. This era, marked by sizable volatility and transformation in financial markets, affords a solid basis for schooling and checking out our predictive version. Our algorithm integrates diverse facts to construct a dynamic economic graph that correctly reflects market intricacies. We meticulously collect opening, closing, and high and low costs daily for key inventory marketplace indices (e.g., S&P 500, NASDAQ) and widespread cryptocurrencies (e.g., Bitcoin, Ethereum), ensuring a holistic view of marketplace traits. Daily trading volumes are also incorporated to seize marketplace pastime and liquidity, providing critical insights into the market's shopping for and selling dynamics. Furthermore, recognizing the profound influence of the monetary surroundings on financial markets, we integrate critical macroeconomic signs with hobby fees, inflation rates, GDP increase, and unemployment costs into our model. Our GCN algorithm is adept at learning the relational patterns amongst specific financial devices represented as nodes in a comprehensive market graph. Edges in this graph encapsulate the relationships based totally on co-movement styles and sentiment correlations, enabling our version to grasp the complicated community of influences governing marketplace moves. Complementing this, our LSTM algorithm is trained on sequences of the spatial-temporal illustration discovered through the GCN, enriched with historic fee and extent records. This lets the LSTM seize and expect temporal marketplace developments accurately. Inside the complete assessment of our GCN-LSTM algorithm across the inventory marketplace and cryptocurrency datasets, the version confirmed advanced predictive accuracy and profitability compared to conventional and opportunity machine learning to know benchmarks. Specifically, the model performed a Mean Absolute Error (MAE) of 0.85%, indicating high precision in predicting day-by-day charge movements. The RMSE was recorded at 1.2%, underscoring the model's effectiveness in minimizing tremendous prediction mistakes, which is vital in volatile markets. Furthermore, when assessing the model's predictive performance on directional market movements, it achieved an accuracy rate of 78%, significantly outperforming the benchmark models, averaging an accuracy of 65%. This high degree of accuracy is instrumental for techniques that predict the course of price moves. This study showcases the efficacy of mixing graph-based totally and sequential deep learning knowledge in economic marketplace prediction and highlights the fee of a comprehensive, records-pushed evaluation framework. Our findings promise to revolutionize investment techniques and hazard management practices, offering investors and economic analysts a powerful device to navigate the complexities of cutting-edge economic markets.

Keywords: financial market prediction, graph convolutional networks (GCNs), long short-term memory (LSTM), cryptocurrency forecasting

Procedia PDF Downloads 52