Search results for: reverberation time
17591 A Study of Lean Principles Implementation in the Libyan Healthcare and Industry Sectors
Authors: Nasser M. Amaitik, Ngwan F. Elsagzli
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The Lean technique is very important in the service and industrial fields. It is defined as an effective tool to eliminate the wastes. In lean the wastes are defined as anything which does not add value to the end product. There are wastes that can be avoided, but some are unavoidable to many reasons. The present study aims to apply the principles of lean in two different sectors, healthcare, and industry. Two case studies have been selected to apply the experimental work. The first case was Al-Jalaa Hospital while the second case study was the Technical Company of Aluminum Sections in Benghazi, Libya. In both case studies the Value Stream Map (VSM) of the current state has been constructed. The proposed plans have been implemented by merging or eliminating procedures or processes. The results obtained from both case studies showed improvement in capacity, idle time and utilized time.Keywords: healthcare service delivery, idle time, lean principles, utilized time, value stream mapping, wastes
Procedia PDF Downloads 28117590 Management of Empty Containers by Consignees in the Hinterland
Authors: Benjamin Legros, Jan Fransoo, Oualid Jouini
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This study aims to evaluate street-turn strategies for empty container repositioning in the hinterland. Containers arrive over time at the (importer) consignee, while the demand for containers arises from the (exporter) shipper. A match can be operated between an empty container from the consignee and the load from the shipper. Therefore, we model the system as a double-ended queue with non-zero matching time and a limited number of resources in order to optimize the reposition- ing decisions. We determine the performance measures when the consignee operates using a fixed withholding threshold policy. We show that the matching time mainly plays a role in the matching proportion, while under a certain duration, it only marginally impacts the consignee’s inventory policy and cost per container. Also, the withholding level is mainly determined by the shipper’s production rate.Keywords: container, double-ended queue, inventory, Markov decision process, non-zero matching time, street-turn
Procedia PDF Downloads 13417589 Representation Data without Lost Compression Properties in Time Series: A Review
Authors: Nabilah Filzah Mohd Radzuan, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan
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Uncertain data is believed to be an important issue in building up a prediction model. The main objective in the time series uncertainty analysis is to formulate uncertain data in order to gain knowledge and fit low dimensional model prior to a prediction task. This paper discusses the performance of a number of techniques in dealing with uncertain data specifically those which solve uncertain data condition by minimizing the loss of compression properties.Keywords: compression properties, uncertainty, uncertain time series, mining technique, weather prediction
Procedia PDF Downloads 42117588 A Modified Estimating Equations in Derivation of the Causal Effect on the Survival Time with Time-Varying Covariates
Authors: Yemane Hailu Fissuh, Zhongzhan Zhang
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a systematic observation from a defined time of origin up to certain failure or censor is known as survival data. Survival analysis is a major area of interest in biostatistics and biomedical researches. At the heart of understanding, the most scientific and medical research inquiries lie for a causality analysis. Thus, the main concern of this study is to investigate the causal effect of treatment on survival time conditional to the possibly time-varying covariates. The theory of causality often differs from the simple association between the response variable and predictors. A causal estimation is a scientific concept to compare a pragmatic effect between two or more experimental arms. To evaluate an average treatment effect on survival outcome, the estimating equation was adjusted for time-varying covariates under the semi-parametric transformation models. The proposed model intuitively obtained the consistent estimators for unknown parameters and unspecified monotone transformation functions. In this article, the proposed method estimated an unbiased average causal effect of treatment on survival time of interest. The modified estimating equations of semiparametric transformation models have the advantage to include the time-varying effect in the model. Finally, the finite sample performance characteristics of the estimators proved through the simulation and Stanford heart transplant real data. To this end, the average effect of a treatment on survival time estimated after adjusting for biases raised due to the high correlation of the left-truncation and possibly time-varying covariates. The bias in covariates was restored, by estimating density function for left-truncation. Besides, to relax the independence assumption between failure time and truncation time, the model incorporated the left-truncation variable as a covariate. Moreover, the expectation-maximization (EM) algorithm iteratively obtained unknown parameters and unspecified monotone transformation functions. To summarize idea, the ratio of cumulative hazards functions between the treated and untreated experimental group has a sense of the average causal effect for the entire population.Keywords: a modified estimation equation, causal effect, semiparametric transformation models, survival analysis, time-varying covariate
Procedia PDF Downloads 17017587 Behaviour of an RC Circuit near Extreme Point
Authors: Tribhuvan N. Soorya
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Charging and discharging of a capacitor through a resistor can be shown as exponential curve. Theoretically, it takes infinite time to fully charge or discharge a capacitor. The flow of charge is due to electrons having finite and fixed value of charge. If we carefully examine the charging and discharging process after several time constants, the points on q vs t graph become discrete and curve become discontinuous. Moreover for all practical purposes capacitor with charge (q0-e) can be taken as fully charged, as it introduces an error less than one part per million. Similar is the case for discharge of a capacitor, where the capacitor with the last electron (charge e) can be taken as fully discharged. With this, we can estimate the finite value of time for fully charging and discharging a capacitor.Keywords: charging, discharging, RC Circuit, capacitor
Procedia PDF Downloads 43717586 Qualitative Detection of HCV and GBV-C Co-infection in Cirrhotic Patients Using a SYBR Green Multiplex Real Time RT-PCR Technique
Authors: Shahzamani Kiana, Esmaeil Lashgarian Hamed, Merat Shahin
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HCV and GBV-C belong to the Flaviviridae family of viruses and GBV-C is the closest virus to HCV genetically. Accumulative research is in progress all over the world to clarify clinical aspects of GBV-C. Possibility of interaction between HCV and GBV-C and also its consequence with other liver diseases are the most important clinical aspects which encourage researchers to develop a technique for simultaneous detection of these viruses. In this study a SYBR Green multiplex real time RT-PCR technique as a new economical and sensitive method was optimized for simultaneous detection of HCV/GBV-C in HCV positive plasma samples. After designing and selection of two pairs of specific primers for HCV and GBV-C, SYBR Green Real time RT-PCR technique optimization was performed separately for each virus. Establishment of multiplex PCR was the next step. Finally our technique was performed on positive and negative plasma samples. 89 cirrhotic HCV positive plasma samples (29 of genotype 3 a and 27 of genotype 1a) were collected from patients before receiving treatment. 14% of genotype 3a and 17.1% of genotype 1a showed HCV/GBV-C co-infection. As a result, 13.48% of 89 samples had HCV/GBV-C co-infection that was compatible with other results from all over the world. Data showed no apparent influence of HGV co-infection on the either clinical or virological aspect of HCV infection. Furthermore, with application of multiplex Real time RT-PCR technique, more time and cost could be saved in clinical-research settings.Keywords: HCV, GBV-C, cirrhotic patients, multiplex real time RT- PCR
Procedia PDF Downloads 29217585 Associated Map and Inter-Purchase Time Model for Multiple-Category Products
Authors: Ching-I Chen
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The continued rise of e-commerce is the main driver of the rapid growth of global online purchase. Consumers can nearly buy everything they want at one occasion through online shopping. The purchase behavior models which focus on single product category are insufficient to describe online shopping behavior. Therefore, analysis of multi-category purchase gets more and more popular. For example, market basket analysis explores customers’ buying tendency of the association between product categories. The information derived from market basket analysis facilitates to make cross-selling strategies and product recommendation system. To detect the association between different product categories, we use the market basket analysis with the multidimensional scaling technique to build an associated map which describes how likely multiple product categories are bought at the same time. Besides, we also build an inter-purchase time model for associated products to describe how likely a product will be bought after its associated product is bought. We classify inter-purchase time behaviors of multi-category products into nine types, and use a mixture regression model to integrate those behaviors under our assumptions of purchase sequences. Our sample data is from comScore which provides a panelist-label database that captures detailed browsing and buying behavior of internet users across the United States. Finding the inter-purchase time from books to movie is shorter than the inter-purchase time from movies to books. According to the model analysis and empirical results, this research finally proposes the applications and recommendations in the management.Keywords: multiple-category purchase behavior, inter-purchase time, market basket analysis, e-commerce
Procedia PDF Downloads 36217584 Time to Cure from Obstetric Fistula and Its Associated Factors among Women Admitted to Addis Ababa Hamlin Fistula Hospital, Addis Ababa Ethiopia: A Survival Analysis
Authors: Chernet Mulugeta, Girma Seyoum, Yeshineh Demrew, Kehabtimer Shiferaw
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Background: Obstetric fistula (OF) is a serious medical condition that includes an abnormal opening between the vagina and bladder (vesico-vaginal fistula) or the vagina and rectum (recto-vaginal fistula). It is usually caused by prolonged obstructed labour. Despite its serious health and psychosocial consequences, there is a paucity of evidence regarding the time it takes to heal from OF. Objective: The aim of this study was to assess the time to cure from obstetric fistula and its predictors among women admitted to Addis Ababa Hamlin Fistula Hospital, Addis Ababa, Ethiopia. Methodology: An institution-based retrospective cohort study was conducted from January 2015 to December 2020 among a randomly selected 434 women with OF in Addis Ababa Hamlin Fistula Hospital. Data was collected using a structured checklist adapted from a similar study. The open data kit (ODK) collected data was exported and analyzed by using STATA (14.2). Kaplan Meir was used to compare the recovery time from OF. To identify the predictors of OF, a Cox regression model was fitted, and an adjusted hazard ratio with a 95% confidence interval was used to estimate the strength of the associations. Results: The average time to recover from obstetric fistula was 3.95 (95% CI: 3.0-4.6) weeks. About ¾ of the women [72.8% (95% CI - 0.65-1.2)] were physically cured of obstetric fistula. Having secondary education and above [AHR=3.52; 95% CI (1.98, 6.25)] compared to no formal education, having a live birth [AHR=1.64; 95% CI (1.22, 2.21)], having an intact bladder [AHR=2.47; 95% CI (1.1, 5.54)] compared to totally destructed, and having a grade 1 fistula [AHR=1.98; 95% CI (1.19, 3.31)] compared to grade 3 were the significant predictors of shorter time to cure from an obstetric fistula. Conclusion and recommendation: Overall, the proportion of women with OF who were not being cured was unacceptably high. The time it takes for them to recover from the fistula was also extended. It connotes us to work on the identified predictors to improve the time to recovery from OF.Keywords: time to recovery, obstetric fistula, predictors, Ethiopia
Procedia PDF Downloads 7617583 The Optimum Aeration Time of Wastewater Treatment by Surface Aerators in Suan Sunandha Rajabhat University
Authors: Anat Thanpinta
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This research aimed to study on the efficiency of wastewater treatment by comparing the different aeration times of surface aerators in Suan Sunandha Rajabhat University. In doing so, the operation of surface aerators was divided into 2 groups which included the groups of 8 hours (8-0/opened-closed) and 4 hours (2-2/opened-closed) of aeration time per day. As a result of the study, it was found that the efficiency of wastewater treatment in the forms of DO, BOD, turbidity and NO2- by 8 hours (8-0/opened-closed) and 4 hours (2-2/opened-closed) of aeration time per day of surface aerators was not statistically different [Sig. = .644, .488, .716 and .054 > α (.05)] while the efficiency in the forms of NO3- and P was significantly different at the statistical level of .01 [Sig. = .001 and .000 < α (.01)].Keywords: aeration time, surface aerator, wastewater treatment, efficiency
Procedia PDF Downloads 29517582 The Aesthetics of Time in Thus Spoke Zarathustra: A Reappraisal of the Eternal Recurrence of the Same
Authors: Melanie Tang
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According to Nietzsche, the eternal recurrence is his most important idea. However, it is perhaps his most cryptic and difficult to interpret. Early readings considered it as a cosmological hypothesis about the cyclic nature of time. However, following Nehamas’s ‘Life as Literature’ (1985), it has become a widespread interpretation that the eternal recurrence never really had any theoretical dimensions, and is not actually a philosophy of time, but a practical thought experiment intended to measure the extent to which we have mastered and perfected our lives. This paper endeavours to challenge this line of thought becoming scholarly consensus, and to carry out a more complex analysis of the eternal recurrence as it is presented in Thus Spoke Zarathustra. In its wider scope, this research proposes that Thus Spoke Zarathustra — as opposed to The Birth of Tragedy — be taken as the primary source for a study of Nietzsche’s Aesthetics, due to its more intrinsic aesthetic qualities and expressive devices. The eternal recurrence is the central philosophy of a work that communicates its ideas in unprecedentedly experimental and aesthetic terms, and a more in-depth understanding of why Nietzsche chooses to present his conception of time in aesthetic terms is warranted. Through hermeneutical analysis of Thus Spoke Zarathustra and engagement with secondary sources such as those by Nehamas, Karl Löwith, and Jill Marsden, the present analysis challenges the ethics of self-perfection upon which current interpretations of the recurrence are based, as well as their reliance upon a linear conception of time. Instead, it finds the recurrence to be a cyclic interplay between the self and the world, rather than a metric pertaining solely to the self. In this interpretation, time is found to be composed of an intertemporal rather than linear multitude of will to power, which structures itself through tensional cycles into an experience of circular time that can be seen to have aesthetic dimensions. In putting forth this understanding of the eternal recurrence, this research hopes to reopen debate on this key concept in the field of Nietzsche studies.Keywords: Nietzsche, eternal recurrence, Zarathustra, aesthetics, time
Procedia PDF Downloads 14317581 Changes in When and Where People Are Spending Time in Response to COVID-19
Authors: Nicholas Reinicke, Brennan Borlaug, Matthew Moniot
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The COVID-19 pandemic has resulted in a significant change in driving behavior as people respond to the new environment. However, existing methods for analyzing driver behavior, such as travel surveys and travel demand models, are not suited for incorporating abrupt environmental disruptions. To address this, we analyze a set of high-resolution trip data and introduce two new metrics for quantifying driving behavioral shifts as a function of time, allowing us to compare the time periods before and after the pandemic began. We apply these metrics to the Denver, Colorado metropolitan statistical area (MSA) to demonstrate the utility of the metrics. Then, we present a case study for comparing two distinct MSAs, Louisville, Kentucky, and Des Moines, Iowa, which exhibit significant differences in the makeup of their labor markets. The results indicate that although the regions of study exhibit certain unique driving behavioral shifts, emerging trends can be seen when comparing between seemingly distinct regions. For instance, drivers in all three MSAs are generally shown to have spent more time at residential locations and less time in workplaces in the time period after the pandemic started. In addition, workplaces that may be incompatible with remote working, such as hospitals and certain retail locations, generally retained much of their pre-pandemic travel activity.Keywords: COVID-19, driver behavior, GPS data, signal analysis, telework
Procedia PDF Downloads 10917580 Electro-Optic Parameters of Ferroelectric Particles- Liquid Crystal Composites
Authors: T. D. Ibragimov, A. R. Imamaliyev, G. M. Bayramov
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Influence of barium titanate particles on electro-optic properties of liquid crystal 4-cyano-4′-pentylbiphenyl (5CB) with positive dielectric anisotropy and the liquid crystalline (LC) mixture Н-37 consisting of 4-methoxybezylidene-4'–butylaniline and 4-ethoxybezylidene-4'–butylaniline with negative dielectric anisotropy was investigated. It was shown that a presence of particles inside 5СВ and H-37 decreased the clearing temperature from 35.2 °С to 32.5°С and from 61.2 oC to 60.1oC, correspondingly. The threshold voltage of the Fredericksz effect became 0.3 V for the BaTiO3-5CB colloid while the beginning of this effect of the pure 5СВ was observed at 2.1 V. Threshold voltage of the Fredericksz effect increased from 2.8 V to up 3.1 V at additive of particles into H-37. A rise time of the BaTiO3-5CB colloid improved while a decay time worsened in comparison with the pure 5CB at all applied voltages. The inverse trends were observed for the H-37 matrix, namely, a rise time worsened and a decay time improved. Among other things, the effect of fast light modulation was studied at application of the rectangular impulse with direct bias to an electro-optical cell with the BaTiO3 particles+5CB and the pure 5CB. At this case, a rise time of the composite worsened, a decay time improved in comparison with the pure 5CB. The pecularities of electrohydrodynamic instability (EHDI) formation was also investigated into the composite with the H-37 matrix. It was found that the voltage of the EHDI formation decreased, a rise time increased and a decay time decreased in comparison with the pure H-37. First of all, experimental results are explained by appearance of local electric fields near the polarized ferroelectric particles at application of external electric field and an existence of the additional obstacles (particles) for movement of ions.Keywords: liquid crystal, ferroelectric particles, composite, electro-optics
Procedia PDF Downloads 69717579 Effect of Prophylactic Oxytocin Therapy on Duration of Retained Fetal Membrane (RFM) in Periparturient Dairy Cows
Authors: Hamid Ghasemzadeh- Nava, Maziar Kaveh Baghbadorani, Amin Tamadon
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Considering response of uterus to ecbolic effect of oxytocin near the time of parturition, this study was done for investigating the effect of prophylactic administration of this hormone on duration of fetal membrane retention, time interval to first detectable estrus, time interval to first service, and conception rate at first service in cases of both normal parturition and dystocia. For this reason cows with (n=18) and without (n=18) dystocia assigned randomly to treatment (n=12) or control (n=6) groups and received intramuscular injection of 100 IU of oxytocin or 10 mL of normal saline respectively. Further observations and investigations indicate that duration of fetal retention is significantly shorter in treatment group cows compared to control groups, regardless of having dystocia (P=0.002) or normal spontaneous calving (P=0.001). The same trend exists for conception rate at first service in which cows in treatment groups had significantly higher conception rate (CR) in comparison to cows in control groups with (P=0.0003) or without dystocia (P=0.017). The time interval to first detected heat and first service didn’t show any difference between groups.Keywords: conception rate, oxytocin, RFM, time to first service
Procedia PDF Downloads 43217578 Fuzzy Time Series Forecasting Based on Fuzzy Logical Relationships, PSO Technique, and Automatic Clustering Algorithm
Authors: A. K. M. Kamrul Islam, Abdelhamid Bouchachia, Suang Cang, Hongnian Yu
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Forecasting model has a great impact in terms of prediction and continues to do so into the future. Although many forecasting models have been studied in recent years, most researchers focus on different forecasting methods based on fuzzy time series to solve forecasting problems. The forecasted models accuracy fully depends on the two terms that are the length of the interval in the universe of discourse and the content of the forecast rules. Moreover, a hybrid forecasting method can be an effective and efficient way to improve forecasts rather than an individual forecasting model. There are different hybrids forecasting models which combined fuzzy time series with evolutionary algorithms, but the performances are not quite satisfactory. In this paper, we proposed a hybrid forecasting model which deals with the first order as well as high order fuzzy time series and particle swarm optimization to improve the forecasted accuracy. The proposed method used the historical enrollments of the University of Alabama as dataset in the forecasting process. Firstly, we considered an automatic clustering algorithm to calculate the appropriate interval for the historical enrollments. Then particle swarm optimization and fuzzy time series are combined that shows better forecasting accuracy than other existing forecasting models.Keywords: fuzzy time series (fts), particle swarm optimization, clustering algorithm, hybrid forecasting model
Procedia PDF Downloads 24417577 Overview of Time, Resource and Cost Planning Techniques in Construction Management Research
Authors: R. Gupta, P. Jain, S. Das
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One way to approach construction scheduling optimization problem is to focus on the individual aspects of planning, which can be broadly classified as time scheduling, crew and resource management, and cost control. During the last four decades, construction planning has seen a lot of research, but to date, no paper had attempted to summarize the literature available under important heads. This paper addresses each of aspects separately, and presents the findings of an in-depth literature of the various planning techniques. For techniques dealing with time scheduling, the authors have adopted a rough chronological documentation. For crew and resource management, classification has been done on the basis of the different steps involved in the resource planning process. For cost control, techniques dealing with both estimation of costs and the subsequent optimization of costs have been dealt with separately.Keywords: construction planning techniques, time scheduling, resource planning, cost control
Procedia PDF Downloads 47717576 A Case Study of Determining the Times of Overhauls and the Number of Spare Parts for Repairable Items in Rolling Stocks with Simulation
Authors: Ji Young Lee, Jong Woon Kim
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It is essential to secure high availability of railway vehicles to realize high quality and efficiency of railway service. Once the availability decreased, planned railway service could not be provided or more cars need to be reserved. additional cars need to be purchased or the frequency of railway service could be decreased. Such situation would be a big loss in terms of quality and cost related to railway service. Therefore, we make various efforts to get high availability of railway vehicles. Because it is a big loss to operators, we make various efforts to get high availability of railway vehicles. To secure high availability, the idle time of the vehicle needs to be reduced and the following methods are applied to railway vehicles. First, through modularization design, exchange time for line replaceable units is reduced which makes railway vehicles could be put into the service quickly. Second, to reduce periodic preventive maintenance time, preventive maintenance with short period would be proceeded test oriented to minimize the maintenance time, and reliability is secured through overhauls for each main component. With such design changes for railway vehicles, modularized components are exchanged first at the time of vehicle failure or overhaul so that vehicles could be put into the service quickly and exchanged components are repaired or overhauled. Therefore, spare components are required for any future failures or overhauls. And, as components are modularized and costs for components are high, it is considerably important to get reasonable quantities of spare components. Especially, when a number of railway vehicles were put into the service simultaneously, the time of overhauls come almost at the same time. Thus, for some vehicles, components need to be exchanged and overhauled before appointed overhaul period so that these components could be secured as spare parts for the next vehicle’s component overhaul. For this reason, components overhaul time and spare parts quantities should be decided at the same time. This study deals with the time of overhauls for repairable components of railway vehicles and the calculation of spare parts quantities in consideration of future failure/overhauls. However, as railway vehicles are used according to the service schedule, maintenance work cannot be proceeded after the service was closed thus it is quite difficult to resolve this situation mathematically. In this study, Simulation software system is used in this study for analyzing the time of overhauls for repairable components of railway vehicles and the spare parts for the railway systems.Keywords: overhaul time, rolling stocks, simulation, spare parts
Procedia PDF Downloads 33017575 Studying the Spatial Aspects of Visual Attention Processing in Global Precedence Paradigm
Authors: Shreya Borthakur, Aastha Vartak
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This behavioral experiment aimed to investigate the global precedence phenomenon in a South Asian sample and its correlation with mobile screen time. The global precedence effect refers to the tendency to process overall structure before attending to specific details. Participants completed attention tasks involving global and local stimuli with varying consistencies. The results showed a tendency towards local precedence, but no significant differences in reaction times were found between consistency levels or attention conditions. However, the correlation analysis revealed that participants with higher screen time exhibited a stronger negative correlation with local attention, suggesting that excessive screen usage may impact perceptual organization. Further research is needed to explore this relationship and understand the influence of screen time on cognitive processing.Keywords: global precedence, visual attention, perceptual organization, screen time, cognition
Procedia PDF Downloads 6117574 Different Methods Anthocyanins Extracted from Saffron
Authors: Hashem Barati, Afshin Farahbakhsh
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The flowers of saffron contain anthocyanins. Generally, extraction of anthocyanins takes place at low temperatures (below 30 °C), preferably under vacuum (to minimize degradation) and in an acidic environment. In order to extract anthocyanins, the dried petals were added to 30 ml of acidic ethanol (pH=2). Amount of petals, extraction time, temperature, and ethanol percentage which were selected. Total anthocyanin content was a function of both variables of ethanol percent and extraction time.To prepare SW with pH of 3.5, different concentrations of 100, 400, 700, 1,000, and 2,000 ppm of sodium metabisulfite were added to aqueous sodium citrate. At this selected concentration, different extraction times of 20, 40, 60, 120, 180 min were tested to determine the optimum extraction time. When the extraction time was extended from 20 to 60 min, the total recovered anthocyanins of sulfur method changed from 650 to 710 mg/100 g. In the EW method Cellubrix and Pectinex enzymes were added separately to the buffer solution at different concentrations of 1%, 2.5%, 5%, 7%, 10%, and 12.5% and held for 2 hours reaction time at an ambient temperature of 40 °C. There was a considerable and significant difference in trends of Acys content of tepals extracted by pectinex enzymes at 5% concentration and AE solution.Keywords: saffron, anthocyanins, acidic environment, acidic ethanol, pectinex enzymes, Cellubrix enzymes, sodium metabisulfite
Procedia PDF Downloads 50717573 Counting People Utilizing Space-Time Imagery
Authors: Ahmed Elmarhomy, K. Terada
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An automated method for counting passerby has been proposed using virtual-vertical measurement lines. Space-time image is representing the human regions which are treated using the segmentation process. Different color space has been used to perform the template matching. A proper template matching has been achieved to determine direction and speed of passing people. Distinguish one or two passersby has been investigated using a correlation between passerby speed and the human-pixel area. Finally, the effectiveness of the presented method has been experimentally verified.Keywords: counting people, measurement line, space-time image, segmentation, template matching
Procedia PDF Downloads 44617572 A Nonlinear Stochastic Differential Equation Model for Financial Bubbles and Crashes with Finite-Time Singularities
Authors: Haowen Xi
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We propose and solve exactly a class of non-linear generalization of the Black-Scholes process of stochastic differential equations describing price bubble and crashes dynamics. As a result of nonlinear positive feedback, the faster-than-exponential price positive growth (bubble forming) and negative price growth (crash forming) are found to be the power-law finite-time singularity in which bubbles and crashes price formation ending at finite critical time tc. While most literature on the market bubble and crash process focuses on the nonlinear positive feedback mechanism aspect, very few studies concern the noise level on the same process. The present work adds to the market bubble and crashes literature by studying the external sources noise influence on the critical time tc of the bubble forming and crashes forming. Two main results will be discussed: (1) the analytical expression of expected value of the critical timeKeywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations
Procedia PDF Downloads 12417571 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing
Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea
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Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?Keywords: Bjerksund and Stensland approximations, computational analysis, finance, options pricing, numerical methods
Procedia PDF Downloads 44917570 Localization of Geospatial Events and Hoax Prediction in the UFO Database
Authors: Harish Krishnamurthy, Anna Lafontant, Ren Yi
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Unidentified Flying Objects (UFOs) have been an interesting topic for most enthusiasts and hence people all over the United States report such findings online at the National UFO Report Center (NUFORC). Some of these reports are a hoax and among those that seem legitimate, our task is not to establish that these events confirm that they indeed are events related to flying objects from aliens in outer space. Rather, we intend to identify if the report was a hoax as was identified by the UFO database team with their existing curation criterion. However, the database provides a wealth of information that can be exploited to provide various analyses and insights such as social reporting, identifying real-time spatial events and much more. We perform analysis to localize these time-series geospatial events and correlate with known real-time events. This paper does not confirm any legitimacy of alien activity, but rather attempts to gather information from likely legitimate reports of UFOs by studying the online reports. These events happen in geospatial clusters and also are time-based. We look at cluster density and data visualization to search the space of various cluster realizations to decide best probable clusters that provide us information about the proximity of such activity. A random forest classifier is also presented that is used to identify true events and hoax events, using the best possible features available such as region, week, time-period and duration. Lastly, we show the performance of the scheme on various days and correlate with real-time events where one of the UFO reports strongly correlates to a missile test conducted in the United States.Keywords: time-series clustering, feature extraction, hoax prediction, geospatial events
Procedia PDF Downloads 36917569 Magnetohydrodynamic Couette Flow of Fractional Burger’s Fluid in an Annulus
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Burgers’ fluid with a fractional derivatives model in an annulus was analyzed. Combining appropriately the basic equations, with the fractionalized fractional Burger’s fluid model allow us to determine the velocity field, temperature and shear stress. The governing partial differential equation was solved using the combine Laplace transformation method and Riemann sum approximation to give velocity field, temperature and shear stress on the fluid flow. The influence of various parameters like fractional parameters, relaxation time and retardation time, are drawn. The results obtained are simulated using Mathcad software and presented graphically. From the graphical results, we observed that the relaxation time and time helps the flow pattern, on the other hand, other material constants resist the fluid flow while fractional parameters effect on fluid flow is opposite to each other.Keywords: sani isa, Ali musaburger’s fluid, Laplace transform, fractional derivatives, annulus
Procedia PDF Downloads 1017568 Drop Impact Study on Flexible Superhydrophobic Surface Containing Micro-Nano Hierarchical Structures
Authors: Abinash Tripathy, Girish Muralidharan, Amitava Pramanik, Prosenjit Sen
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Superhydrophobic surfaces are abundant in nature. Several surfaces such as wings of butterfly, legs of water strider, feet of gecko and the lotus leaf show extreme water repellence behaviour. Self-cleaning, stain-free fabrics, spill-resistant protective wears, drag reduction in micro-fluidic devices etc. are few applications of superhydrophobic surfaces. In order to design robust superhydrophobic surface, it is important to understand the interaction of water with superhydrophobic surface textures. In this work, we report a simple coating method for creating large-scale flexible superhydrophobic paper surface. The surface consists of multiple layers of silanized zirconia microparticles decorated with zirconia nanoparticles. Water contact angle as high as 159±10 and contact angle hysteresis less than 80 was observed. Drop impact studies on superhydrophobic paper surface were carried out by impinging water droplet and capturing its dynamics through high speed imaging. During the drop impact, the Weber number was varied from 20 to 80 by altering the impact velocity of the drop and the parameters such as contact time, normalized spread diameter were obtained. In contrast to earlier literature reports, we observed contact time to be dependent on impact velocity on superhydrophobic surface. Total contact time was split into two components as spread time and recoil time. The recoil time was found to be dependent on the impact velocity while the spread time on the surface did not show much variation with the impact velocity. Further, normalized spreading parameter was found to increase with increase in impact velocity.Keywords: contact angle, contact angle hysteresis, contact time, superhydrophobic
Procedia PDF Downloads 42217567 Impact of Belongingness, Relational Communication, Religiosity and Screen Time of College Student Levels of Anxiety
Authors: Cherri Kelly Seese, Renee Bourdeaux, Sarah Drivdahl
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Emergent adults in the United States are currently experiencing high levels of anxiety. It is imperative to uncover insulating factors which mitigate the impact of anxiety. This study aims to explore how constructs such as belongingness, relational communication, screen time and religiosity impact anxiety levels of emerging adults. Approximately 250 college students from a small, private university on the West Coast were given an online assessment that included: the General Belongingness Scale, Relational Communication Scale, Duke University Religion Index (DUREL), a survey of screen time, and the Beck Anxiety Inventory. A MANOVA statistical test was conducted by assessing the effects of multiple dependent variables (scores on GBS, RCS, self-reported screen time and DUREL) on the four different levels of anxiety as measured on the BAI (minimal = 1, mild =2, moderate = 3, or severe = 4). Results indicated a significant relationship between one’s sense of belonging and one’s reported level of anxiety. These findings have implications for systems, like universities, churches, and corporations that want to improve young adults’ level of anxiety.Keywords: anxiety, belongingness, relational communication, religiosity, screen time
Procedia PDF Downloads 16917566 Performance Improvement of Cooperative Scheme in Wireless OFDM Systems
Authors: Ki-Ro Kim, Seung-Jun Yu, Hyoung-Kyu Song
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Recently, the wireless communication systems are required to have high quality and provide high bit rate data services. Researchers have studied various multiple antenna scheme to meet the demand. In practical application, it is difficult to deploy multiple antennas for limited size and cost. Cooperative diversity techniques are proposed to overcome the limitations. Cooperative communications have been widely investigated to improve performance of wireless communication. Among diversity schemes, space-time block code has been widely studied for cooperative communication systems. In this paper, we propose a new cooperative scheme using pre-coding and space-time block code. The proposed cooperative scheme provides improved error performance than a conventional cooperative scheme using space-time block coding scheme.Keywords: cooperative communication, space-time block coding, pre-coding
Procedia PDF Downloads 35517565 A Trapezoidal-Like Integrator for the Numerical Solution of One-Dimensional Time Dependent Schrödinger Equation
Authors: Johnson Oladele Fatokun, I. P. Akpan
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In this paper, the one-dimensional time dependent Schrödinger equation is discretized by the method of lines using a second order finite difference approximation to replace the second order spatial derivative. The evolving system of stiff ordinary differential equation (ODE) in time is solved numerically by an L-stable trapezoidal-like integrator. Results show accuracy of relative maximum error of order 10-4 in the interval of consideration. The performance of the method as compared to an existing scheme is considered favorable.Keywords: Schrodinger’s equation, partial differential equations, method of lines (MOL), stiff ODE, trapezoidal-like integrator
Procedia PDF Downloads 41117564 Effect of Aging Time and Mass Concentration on the Rheological Behavior of Vase of Dam
Authors: Hammadi Larbi
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Water erosion, the main cause of the siltation of a dam, is a natural phenomenon governed by natural physical factors such as aggressiveness, climate change, topography, lithology, and vegetation cover. Currently, a vase from certain dams is released downstream of the dikes during devastation by hydraulic means. The vases are characterized by complex rheological behaviors: rheofluidification, yield stress, plasticity, and thixotropy. In this work, we studied the effect of the aging time of the vase in the dam and the mass concentration of the vase on the flow behavior of a vase from the Fergoug dam located in the Mascara region. In order to test the reproducibility of results, two replicates were performed for most of the experiments. The flow behavior of the vase studied as a function of storage time and mass concentration is analyzed by the Herschel Bulkey model. The increase in the aging time of the vase in the dam causes an increase in the yield stress and the consistency index of the vase. This phenomenon can be explained by the adsorption of the water by the vase and the increase in volume by swelling, which modifies the rheological parameters of the vase. The increase in the mass concentration in the vase leads to an increase in the yield stress and the consistency index as a function of the concentration. This behavior could be explained by interactions between the granules of the vase suspension. On the other hand, the increase in the aging time and the mass concentration of the vase in the dam causes a reduction in the flow index of the vase. The study also showed an exponential decrease in apparent viscosity with the increase in the aging time of the vase in the dam. If a vase is allowed to age long enough for the yield stress to be close to infinity, its apparent viscosity is also close to infinity; then the apparent viscosity also tends towards infinity; this can, for example, subsequently pose problems when dredging dams. For good dam management, it could be then deduced to reduce the dredging time of the dams as much as possible.Keywords: vase of dam, aging time, rheological behavior, yield stress, apparent viscosity, thixotropy
Procedia PDF Downloads 917563 Heuristic Algorithms for Time Based Weapon-Target Assignment Problem
Authors: Hyun Seop Uhm, Yong Ho Choi, Ji Eun Kim, Young Hoon Lee
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Weapon-target assignment (WTA) is a problem that assigns available launchers to appropriate targets in order to defend assets. Various algorithms for WTA have been developed over past years for both in the static and dynamic environment (denoted by SWTA and DWTA respectively). Due to the problem requirement to be solved in a relevant computational time, WTA has suffered from the solution efficiency. As a result, SWTA and DWTA problems have been solved in the limited situation of the battlefield. In this paper, the general situation under continuous time is considered by Time based Weapon Target Assignment (TWTA) problem. TWTA are studied using the mixed integer programming model, and three heuristic algorithms; decomposed opt-opt, decomposed opt-greedy, and greedy algorithms are suggested. Although the TWTA optimization model works inefficiently when it is characterized by a large size, the decomposed opt-opt algorithm based on the linearization and decomposition method extracted efficient solutions in a reasonable computation time. Because the computation time of the scheduling part is too long to solve by the optimization model, several algorithms based on greedy is proposed. The models show lower performance value than that of the decomposed opt-opt algorithm, but very short time is needed to compute. Hence, this paper proposes an improved method by applying decomposition to TWTA, and more practical and effectual methods can be developed for using TWTA on the battlefield.Keywords: air and missile defense, weapon target assignment, mixed integer programming, piecewise linearization, decomposition algorithm, military operations research
Procedia PDF Downloads 33317562 Travel Delay and Modal Split Analysis: A Case Study
Authors: H. S. Sathish, H. S. Jagadeesh, Skanda Kumar
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Journey time and delay study is used to evaluate the quality of service, the travel time and study can also be used to evaluate the quality of traffic movement along the route and to determine the location types and extent of traffic delays. Components of delay are boarding and alighting, issue of tickets, other causes and distance between each stops. This study investigates the total journey time required to travel along the stretch and the influence the delays. The route starts from Kempegowda Bus Station to Yelahanka Satellite Station of Bangalore City. The length of the stretch is 16.5 km. Modal split analysis has been done for this stretch. This stretch has elevated highway connecting to Bangalore International Airport and the extension of metro transit stretch. From the regression analysis of total journey time it is affected by delay due to boarding and alighting moderately, Delay due to issue of tickets affects the journey time to a higher extent. Some of the delay factors affecting significantly the journey time are evident from F-test at 10 percent level of confidence. Along this stretch work trips are more prevalent as indicated by O-D study. Modal shift analysis indicates about 70 percent of commuters are ready to shift from current system to Metro Rail System. Metro Rail System carries maximum number of trips compared to private mode. Hence Metro is a highly viable choice of mode for Bangalore Metropolitan City.Keywords: delay, journey time, modal choice, regression analysis
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