Search results for: randomized response model
Commenced in January 2007
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Paper Count: 21113

Search results for: randomized response model

17543 Fuzzy Time Series- Markov Chain Method for Corn and Soybean Price Forecasting in North Carolina Markets

Authors: Selin Guney, Andres Riquelme

Abstract:

Among the main purposes of optimal and efficient forecasts of agricultural commodity prices is to guide the firms to advance the economic decision making process such as planning business operations and marketing decisions. Governments are also the beneficiaries and suppliers of agricultural price forecasts. They use this information to establish a proper agricultural policy, and hence, the forecasts affect social welfare and systematic errors in forecasts could lead to a misallocation of scarce resources. Various empirical approaches have been applied to forecast commodity prices that have used different methodologies. Most commonly-used approaches to forecast commodity sectors depend on classical time series models that assume values of the response variables are precise which is quite often not true in reality. Recently, this literature has mostly evolved to a consideration of fuzzy time series models that provide more flexibility in terms of the classical time series models assumptions such as stationarity, and large sample size requirement. Besides, fuzzy modeling approach allows decision making with estimated values under incomplete information or uncertainty. A number of fuzzy time series models have been developed and implemented over the last decades; however, most of them are not appropriate for forecasting repeated and nonconsecutive transitions in the data. The modeling scheme used in this paper eliminates this problem by introducing Markov modeling approach that takes into account both the repeated and nonconsecutive transitions. Also, the determination of length of interval is crucial in terms of the accuracy of forecasts. The problem of determining the length of interval arbitrarily is overcome and a methodology to determine the proper length of interval based on the distribution or mean of the first differences of series to improve forecast accuracy is proposed. The specific purpose of this paper is to propose and investigate the potential of a new forecasting model that integrates methodologies for determining the proper length of interval based on the distribution or mean of the first differences of series and Fuzzy Time Series- Markov Chain model. Moreover, the accuracy of the forecasting performance of proposed integrated model is compared to different univariate time series models and the superiority of proposed method over competing methods in respect of modelling and forecasting on the basis of forecast evaluation criteria is demonstrated. The application is to daily corn and soybean prices observed at three commercially important North Carolina markets; Candor, Cofield and Roaring River for corn and Fayetteville, Cofield and Greenville City for soybeans respectively. One main conclusion from this paper is that using fuzzy logic improves the forecast performance and accuracy; the effectiveness and potential benefits of the proposed model is confirmed with small selection criteria value such MAPE. The paper concludes with a discussion of the implications of integrating fuzzy logic and nonarbitrary determination of length of interval for the reliability and accuracy of price forecasts. The empirical results represent a significant contribution to our understanding of the applicability of fuzzy modeling in commodity price forecasts.

Keywords: commodity, forecast, fuzzy, Markov

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17542 Mathematical Model of Corporate Bond Portfolio and Effective Border Preview

Authors: Sergey Podluzhnyy

Abstract:

One of the most important tasks of investment and pension fund management is building decision support system which helps to make right decision on corporate bond portfolio formation. Today there are several basic methods of bond portfolio management. They are duration management, immunization and convexity management. Identified methods have serious disadvantage: they do not take into account credit risk or insolvency risk of issuer. So, identified methods can be applied only for management and evaluation of high-quality sovereign bonds. Applying article proposes mathematical model for building an optimal in case of risk and yield corporate bond portfolio. Proposed model takes into account the default probability in formula of assessment of bonds which results to more correct evaluation of bonds prices. Moreover, applied model provides tools for visualization of the efficient frontier of corporate bonds portfolio taking into account the exposure to credit risk, which will increase the quality of the investment decisions of portfolio managers.

Keywords: corporate bond portfolio, default probability, effective boundary, portfolio optimization task

Procedia PDF Downloads 309
17541 Human Brain Organoids-on-a-Chip Systems to Model Neuroinflammation

Authors: Feng Guo

Abstract:

Human brain organoids, 3D brain tissue cultures derived from human pluripotent stem cells, hold promising potential in modeling neuroinflammation for a variety of neurological diseases. However, challenges remain in generating standardized human brain organoids that can recapitulate key physiological features of a human brain. Here, this study presents a series of organoids-on-a-chip systems to generate better human brain organoids and model neuroinflammation. By employing 3D printing and microfluidic 3D cell culture technologies, the study’s systems enable the reliable, scalable, and reproducible generation of human brain organoids. Compared with conventional protocols, this study’s method increased neural progenitor proliferation and reduced heterogeneity of human brain organoids. As a proof-of-concept application, the study applied this method to model substance use disorders.

Keywords: human brain organoids, microfluidics, organ-on-a-chip, neuroinflammation

Procedia PDF Downloads 193
17540 Effect of Phosphorus and Potassium Nutrition on Growth, Yield and Minerals Accumulation of Two Soybean Cultivars Differing in Phytate Contents

Authors: Taliman Nisar Ahmad, Hirofume Saneoka

Abstract:

A pot experiment was conducted to investigate the effect of phosphorus (P) and potassium (K) nutrition on grain yield, phytic acid and grain quality of high-phytate (Akimaro) and low-phytate line. Phosphorus and potassium were applied as; P₁ (20 kg ha⁻¹) and P₂ (100 kg ha⁻¹), same as K₁ (20 kg ha⁻¹) and K₂ (100 kg ha⁻¹), respectively. Low-phytate soybean had the highest grain yield, and 75% increase was observed compared to the high-phytate under same treatments. Highly significant differences of seed phytate P were observed in both cultivars, and the phytate P in high-phytate was found 39% higher than low-phytate, whereas no significant differences observed in response to P and K treatment. Percentage of phytate P from total P in seeds was 28 to 35% in low-phytate and 72 to 81% in high-phytate in different treatments. The lipid content in low-phytate was found lowered compared to that of high-phytate. Crude protein in grains was also found significantly higher in PK combined. No significant difference was observed in seed calcium (Ca), magnesium (Mg), and Zinc (Zn) in different treatments, but high-phytate showed 87% increase in seed Ca and 76% of Mg compared to low-phytate; however, low-phytate showed 82% increase in Zn content over high-phytate. The result illustrates that low-phytate soybean achieved higher grain yield and grain Pi in response to increased P and K nutrition. To achieve higher yield and quality seeds from the low-phytate soybean, it is recommended that proper phosphorus and potassium nutrition to be applied suggested in this study.

Keywords: phytic acid, low-phytate soybean, high-phytate soybean, P and K nutrition, protein content, soybean

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17539 Computer-Based Model for Design Selection of Lightning Arrester for 132/33kV Substation

Authors: Uma U. Uma, Uzoechi Laz

Abstract:

Protection of equipment insulation against lightning over voltages and selection of lightning arrester that will discharge at lower voltage level than the voltage required to breakdown the electrical equipment insulation is examined. The objectives of this paper are to design a computer based model using standard equations for the selection of appropriate lightning arrester with the lowest rated surge arrester that will provide adequate protection of equipment insulation and equally have a satisfactory service life when connected to a specified line voltage in power system network. The effectiveness and non-effectiveness of the earthing system of substation determine arrester properties. MATLAB program with GUI (graphic user interphase) its subprogram is used in the development of the model for the determination of required parameters like voltage rating, impulse spark over voltage, power frequency spark over voltage, discharge current, current rating and protection level of lightning arrester of a specified voltage level of a particular line.

Keywords: lightning arrester, GUIs, MatLab program, computer based model

Procedia PDF Downloads 404
17538 An Optimal Bayesian Maintenance Policy for a Partially Observable System Subject to Two Failure Modes

Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis, Leila Jafari

Abstract:

In this paper, we present a new maintenance model for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model. A cost-optimal Bayesian control policy is developed for maintaining the system. The control problem is formulated in the semi-Markov decision process framework. An effective computational algorithm is developed and illustrated by a numerical example.

Keywords: partially observable system, hidden Markov model, competing risks, multivariate Bayesian control

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17537 Leather Quality of Some Sudan Goats under Range Condition

Authors: Mohammed Alhadi Ebrahiem

Abstract:

This study was designed to investigate the effect of breed and feeding level before slaughter on the skin\leather quality of the three main breeds of Sudan goats. Thirty (30) pieces of fresh skins from the three goat breeds (an average age 1-1.5 years) were chosen for the study purpose. For whole variations between the three breeds in two levels of feeding (poor and rich pastures) Complete Randomized Design (CRD) was used for data analysis. The results revealed that, leather weight (kg), elongation%, tensile strength (kg/cm2), cracking load (kg), thickness (mm), tear load (kg/cm) and chrome% findings were significantly affected (P≥0.05) by breed variation. Flexibility, moisture%, Ash% and fat % were not significantly affected (P ≥ 0.05) by breed. On the other hand, skin weight (kg), Cracking load (kg), Tear load (kg/cm) and Ash% were significantly affected (P≥0.05) by pasture quality. While Leather Elongation%, Tensile strength (kg/cm2), Thickness (mm), Flexibility, Moisture%, Fat % and Chrome% were not statistically (P ≥ 0.05) affected by pastures quality.

Keywords: skin\leather quality, goats leather, natural pasture, Sudan

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17536 Enhanced Magnetoelastic Response near Morphotropic Phase Boundary in Ferromagnetic Materials: Experimental and Theoretical Analysis

Authors: Murtaza Adil, Sen Yang, Zhou Chao, Song Xiaoping

Abstract:

The morphotropic phase boundary (MPB) recently has attracted constant interest in ferromagnetic systems for obtaining enhanced large magnetoelastic response. In the present study, structural and magnetoelastic properties of MPB involved ferromagnetic Tb1-xGdxFe2 (0≤x≤1) system has been investigated. The change of easy magnetic direction from <111> to <100> with increasing x up MPB composition of x=0.9 is detected by step-scanned [440] synchrotron X-ray diffraction reflections. The Gd substitution for Tb changes the composition for the anisotropy compensation near MPB composition of x=0.9, which was confirmed by the analysis of detailed scanned XRD, magnetization curves and the calculation of the first anisotropy constant K1. The spin configuration diagram accompanied with different crystal structures for Tb1-xGdxFe2 was designed. The calculated first anisotropy constant K1 shows a minimum value at MPB composition of x=0.9. In addition, the large ratio between magnetostriction, and the absolute values of the first anisotropy constant │λS∕K1│ appears at MPB composition, which makes it a potential material for magnetostrictive application. Based on experimental results, a theoretically approach was also proposed to signify that the facilitated magnetization rotation and enhanced magnetoelastic effect near MPB composition are a consequence of the anisotropic flattening of free energy of ferromagnetic crystal. Our work specifies the universal existence of MPB in ferromagnetic materials which is important for substantial improvement of magnetic and magnetostrictive properties and may provide a new route to develop advanced functional materials.

Keywords: free energy, magnetic anisotropy, magnetostriction, morphotropic phase boundary (MPB)

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17535 Target and Equalizer Design for Perpendicular Heat-Assisted Magnetic Recording

Authors: P. Tueku, P. Supnithi, R. Wongsathan

Abstract:

Heat-Assisted Magnetic Recording (HAMR) is one of the leading technologies identified to enable areal density beyond 1 Tb/in2 of magnetic recording systems. A key challenge to HAMR designing is accuracy of positioning, timing of the firing laser, power of the laser, thermo-magnetic head, head-disk interface and cooling system. We study the effect of HAMR parameters on transition center and transition width. The HAMR is model using Thermal Williams-Comstock (TWC) and microtrack model. The target and equalizer are designed by the minimum mean square error (MMSE). The result shows that the unit energy constraint outperforms other constraints.

Keywords: heat-assisted magnetic recording, thermal Williams-Comstock equation, microtrack model, equalizer

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17534 Random Subspace Ensemble of CMAC Classifiers

Authors: Somaiyeh Dehghan, Mohammad Reza Kheirkhahan Haghighi

Abstract:

The rapid growth of domains that have data with a large number of features, while the number of samples is limited has caused difficulty in constructing strong classifiers. To reduce the dimensionality of the feature space becomes an essential step in classification task. Random subspace method (or attribute bagging) is an ensemble classifier that consists of several classifiers that each base learner in ensemble has subset of features. In the present paper, we introduce Random Subspace Ensemble of CMAC neural network (RSE-CMAC), each of which has training with subset of features. Then we use this model for classification task. For evaluation performance of our model, we compare it with bagging algorithm on 36 UCI datasets. The results reveal that the new model has better performance.

Keywords: classification, random subspace, ensemble, CMAC neural network

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17533 ELD79-LGD2006 Transformation Techniques Implementation and Accuracy Comparison in Tripoli Area, Libya

Authors: Jamal A. Gledan, Othman A. Azzeidani

Abstract:

During the last decade, Libya established a new Geodetic Datum called Libyan Geodetic Datum 2006 (LGD 2006) by using GPS, whereas the ground traversing method was used to establish the last Libyan datum which was called the Europe Libyan Datum 79 (ELD79). The current research paper introduces ELD79 to LGD2006 coordinate transformation technique, the accurate comparison of transformation between multiple regression equations and the three-parameters model (Bursa-Wolf). The results had been obtained show that the overall accuracy of stepwise multi regression equations is better than that can be determined by using Bursa-Wolf transformation model.

Keywords: geodetic datum, horizontal control points, traditional similarity transformation model, unconventional transformation techniques

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17532 First Digit Lucas, Fibonacci and Benford Number in Financial Statement

Authors: Teguh Sugiarto, Amir Mohamadian Amiri

Abstract:

Background: This study aims to explore if there is fraud in the company's financial report distribution using the number first digit Lucas, Fibonacci and Benford. Research methods: In this study, the author uses a number model contained in the first digit of the model Lucas, Fibonacci and Benford, to make a distinction between implementation by using the scale above and below 5%, the rate of occurrence of a difference against the digit number contained on Lucas, Fibonacci and Benford. If there is a significant difference above and below 5%, then the process of follow-up and detection of occurrence of fraud against the financial statements can be made. Findings: From research that has been done can be concluded that the number of frequency levels contained in the financial statements of PT Bank BRI Tbk in a year in the same conscientious results for model Lucas, Fibonacci and Benford.

Keywords: Lucas, Fibonacci, Benford, first digit

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17531 Grid Based Traffic Vulnerability Model Using Betweenness Centrality for Urban Disaster Management Information

Authors: Okyu Kwon, Dongho Kang, Byungsik Kim, Seungkwon Jung

Abstract:

We propose a technique to measure the impact of loss of traffic function in a particular area to surrounding areas. The proposed method is applied to the city of Seoul, which is the capital of South Korea, with a population of about ten million. Based on the actual road network in Seoul, we construct an abstract road network between 1kmx1km grid cells. The link weight of the abstract road network is re-adjusted considering traffic volume measured at several survey points. On the modified abstract road network, we evaluate the traffic vulnerability by calculating a network measure of betweenness centrality (BC) for every single grid cells. This study analyzes traffic impacts caused by road dysfunction due to heavy rainfall in urban areas. We could see the change of the BC value in all other grid cells by calculating the BC value once again when the specific grid cell lost its traffic function, that is, when the node disappeared on the grid-based road network. The results show that it is appropriate to use the sum of the BC variation of other cells as the influence index of each lattice cell on traffic. This research was supported by a grant (2017-MOIS31-004) from Fundamental Technology Development Program for Extreme Disaster Response funded by Korean Ministry of Interior and Safety (MOIS).

Keywords: vulnerability, road network, beweenness centrality, heavy rainfall, road impact

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17530 Application of Taguchi Techniques on Machining of A356/Al2O3 Metal Matrix Nano-Composite

Authors: Abdallah M. Abdelkawy, Tarek M. El Hossainya, I. El Mahallawib

Abstract:

Recently, significant achievements have been made in development and manufacturing of nano-dispersed metal matrix nanocomposites (MMNCs). They gain their importance due to their high strength to weight ratio. The machining problems of these new materials are less widely investigated, thus this work focuses on machining of them. Aluminum-Silicon (A356)/ MMNC dispersed with alumina (Al2O3) is important in many applications include engine blocks. The final finish process of this application depends heavily on machining. The most important machining parameter studied includes: cutting force and surface roughness. Experimental trails are performed on the number of special samples of MMNC (with different Al2O3%) where the relation between Al2O3% and cutting speed, feed rate and cutting depth with cutting force and surface roughness were studied. The data obtained were statistically analyzed using Analysis of variance (ANOVA) to define the significant factors on both cutting force and surface roughness and their level of confident. Response Surface Methodology (RSM) is used to build a model relating cutting conditions and Al2O3% to the cutting force and surface roughness. The results have shown that feed and depth of cut have the major contribution on the cutting force and the surface roughness followed by cutting speed and nano-percent in MMNCs.

Keywords: machinability, cutting force, surface roughness, Ra, RSM, ANOVA, MMNCs

Procedia PDF Downloads 357
17529 Meta Mask Correction for Nuclei Segmentation in Histopathological Image

Authors: Jiangbo Shi, Zeyu Gao, Chen Li

Abstract:

Nuclei segmentation is a fundamental task in digital pathology analysis and can be automated by deep learning-based methods. However, the development of such an automated method requires a large amount of data with precisely annotated masks which is hard to obtain. Training with weakly labeled data is a popular solution for reducing the workload of annotation. In this paper, we propose a novel meta-learning-based nuclei segmentation method which follows the label correction paradigm to leverage data with noisy masks. Specifically, we design a fully conventional meta-model that can correct noisy masks by using a small amount of clean meta-data. Then the corrected masks are used to supervise the training of the segmentation model. Meanwhile, a bi-level optimization method is adopted to alternately update the parameters of the main segmentation model and the meta-model. Extensive experimental results on two nuclear segmentation datasets show that our method achieves the state-of-the-art result. In particular, in some noise scenarios, it even exceeds the performance of training on supervised data.

Keywords: deep learning, histopathological image, meta-learning, nuclei segmentation, weak annotations

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17528 A Multi-Attribute Utility Model for Performance Evaluation of Sustainable Banking

Authors: Sonia Rebai, Mohamed Naceur Azaiez, Dhafer Saidane

Abstract:

In this study, we develop a performance evaluation model based on a multi-attribute utility approach aiming at reaching the sustainable banking (SB) status. This model is built accounting for various banks’ stakeholders in a win-win paradigm. In addition, it offers the opportunity for adopting a global measure of performance as an indication of a bank’s sustainability degree. This measure is referred to as banking sustainability performance index (BSPI). This index may constitute a basis for ranking banks. Moreover, it may constitute a bridge between the assessment types of financial and extra-financial rating agencies. A real application is performed on three French banks.

Keywords: multi-attribute utility theory, performance, sustainable banking, financial rating

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17527 Modeling Factors Affecting Fertility Transition in Africa: Case of Kenya

Authors: Dennis Okora Amima Ondieki

Abstract:

Fertility transition has been identified to be affected by numerous factors. This research aimed to investigate the most real factors affecting fertility transition in Kenya. These factors were firstly extracted from the literature convened into demographic features, social, and economic features, social-cultural features, reproductive features and modernization features. All these factors had 23 factors identified for this study. The data for this study was from the Kenya Demographic and Health Surveys (KDHS) conducted in 1999-2003 and 2003-2008/9. The data was continuous, and it involved the mean birth order for the ten periods. Principal component analysis (PCA) was utilized using 23 factors. Principal component analysis conveyed religion, region, education and marital status as the real factors. PC scores were calculated for every point. The identified principal components were utilized as forecasters in the multiple regression model, with the fertility level as the response variable. The four components were found to be affecting fertility transition differently. It was found that fertility is affected positively by factors of region and marital and negatively by factors of religion and education. These four factors can be considered in the planning policy in Kenya and Africa at large.

Keywords: fertility transition, principal component analysis, Kenya demographic health survey, birth order

Procedia PDF Downloads 63
17526 Early Design Prediction of Submersible Maneuvers

Authors: Hernani Brinati, Mardel de Conti, Moyses Szajnbok, Valentina Domiciano

Abstract:

This study brings a mathematical model and examples for the numerical prediction of submersible maneuvers in the horizontal and in the vertical planes. The geometry of the submarine is here taken as a body of revolution plus a sail, two horizontal and two vertical rudders. The model includes the representation of the hull resistance and of the propeller thrust and torque, what enables to consider the variation of the longitudinal component of the velocity of the ship when maneuvering. The hydrodynamic forces are represented through power series expansions of the acceleration and velocity components. The hydrodynamic derivatives for the body of revolution are mostly estimated based on fundamental principles applicable to the flow around airplane fuselages in the subsonic regime. The hydrodynamic forces for the sail and rudders are estimated based on a finite aspect ratio wing theory. The objective of this study is to build an expedite model for submarine maneuvers prediction, based on fundamental principles, which may be convenient in the early stages of the ship design. This model is tested against available numerical and experimental data.

Keywords: submarine maneuvers, submarine, maneuvering, dynamics

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17525 Dimensions of Public Spaces in Indian Market Places Feelings through Human Senses

Authors: Piyush Hajela

Abstract:

Public spaces in Indian market places are vibrant, colorful and carry latent dimensions that make them attractive and popular gathering spaces. These markets satisfy the household needs of the people and also their social, cultural and traditional aspirations. Going to a market place for shopping in India is a great source of entertainment for the people. They would love to spend as much time as possible and stay for longer durations than otherwise required. It is this desire of the people that generates public spaces. Much of these public spaces emerge as squares, plazas, corners of varied shapes and sizes at different locations, and yet provide a conducive environment. Such public spaces grow organically and are discovered by the people themselves. Indian markets serve people of different culture, religion, caste, age, gender which keeps them alive all the year round. Indian is a diverse country and this diversity is reflected clearly in the market places. They hold the people together and promote harmony across cultures. Free access to these market places makes them magnets for social interaction. Public spaces are spread across a city and more or less have established their existence and prominence in a social set up. While few of them are created, others are discovered by the people themselves in their constant search for desirable interactive public spaces. These are the most sought after gathering spaces that have the quality of promoting social interaction, providing free accessibility, provide desirable scale etc. The paper aims at identifying these freely accessible public spaces and the dimensions within it that make these public spaces hold the people for significant duration of time. The dimensions present shall be judged through collective response of human senses in form of safety, comfort and so on through the expressions of the participants. The aim therefore would be to trace the freely accessible public spaces emerged in Indian markets and evaluate them for human response and behavior. The hierarchy of market places in the city of Bhopal is well established as, city center level, sub city-center level, community level, local and convenient level market places. While many city-centers are still referred to as the old or traditional or the core area of the city, the others are part of the planned city. These different levels of market places are studied for emerged public spaces. These emerged public spaces are then documented in detail for unveiling the dimensions they offer through, photographs, visual observations, questionnaires and response of the participants of these public spaces.

Keywords: human comfort, enclosure, safety, social interaction

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17524 Microstructural Characterization of Creep Damage Evolution in Welded Inconel 600 Superalloy

Authors: Lourdes Yareth Herrera-Chavez, Alberto Ruiz, Victor H. Lopez

Abstract:

Superalloys are used in components that operate at high temperatures such as pressure vessels and heat exchanger tubing. Design standards for these components must consider creep resistance among other criteria. Fusion welding processes are commonly used in the industry to join such components. Fusion processes commonly generate three distinctive zones, i.e. heat affected zone (HAZ), namely weld metal (WM) and base metal (BM). In nickel-based superalloy, the microstructure developed during fusion welding dictates the mechanical response of the welded component and it is very important to establish these effects in the mechanical response of the component. In this work, two plates of Inconel 600 superalloy were Gas Metal Arc Welded (GMAW). Creep samples were cut and milled to specifications and creep tested at a temperature (650 °C) using stress level of 350, 300, 275, 250 and 200 MPa. Microstructural analysis results showed a progressive creep damage evolution that depends on the stress levels with a preferential accumulation of creep damage at the heat affected zone where the creep rupture preferentially occurs owing to an austenitic matrix with grain boundary precipitated of the type Cr23C6. The fractured surfaces showed dimple patterns of cavity and voids. Results indicated that the damage mechanism is due to cavity growth by the combined effect of the power law and diffusion creep.

Keywords: austenitic microstructure, creep damage evolution, heat affected zone, vickers microhardness

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17523 Median-Based Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio Frontier

Authors: H. Ben Salah, A. Gannoun, C. de Peretti, A. Trabelsi

Abstract:

The Downside Risk (DSR) model for portfolio optimisation allows to overcome the drawbacks of the classical mean-variance model concerning the asymetry of returns and the risk perception of investors. This model optimization deals with a positive definite matrix that is endogenous with respect to portfolio weights. This aspect makes the problem far more difficult to handle. For this purpose, Athayde (2001) developped a new recurcive minimization procedure that ensures the convergence to the solution. However, when a finite number of observations is available, the portfolio frontier presents an appearance which is not very smooth. In order to overcome that, Athayde (2003) proposed a mean kernel estimation of the returns, so as to create a smoother portfolio frontier. This technique provides an effect similar to the case in which we had continuous observations. In this paper, taking advantage on the the robustness of the median, we replace the mean estimator in Athayde's model by a nonparametric median estimator of the returns. Then, we give a new version of the former algorithm (of Athayde (2001, 2003)). We eventually analyse the properties of this improved portfolio frontier and apply this new method on real examples.

Keywords: Downside Risk, Kernel Method, Median, Nonparametric Estimation, Semivariance

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17522 The Characteristcs and Amino Acid Profile of Edible Coating Extracted from Pigskin Gelatin

Authors: Meity Sompie, Agnes Triasih, Wisje Ponto

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Edible coating is thin layers that act as a barrier to the external factors and protect the food products. The addition of the plasticizer to the edible coating is required to overcome film caused by extensive intermolecular forces. The potential development of pigskin with different ages as a raw material for the manufacture of edible films had not been widely publicized. This research was aimed to determine the influence of gelatin concentration and different type of plasticizer on the edible coating characteristics extracted from pigskin gelatin. This study used Completely Randomized Design (CRD) with two factors and three replicates of treatments. The first factor was consisted of pigskin gelatin concentration ( 10, 20, and 30 %) and the second factor was different type of plasticizer (glycerol, sorbitol and PEG). The results show that the interaction between the use of gelatin concentrations and type of plasticizer had significant effect (P< 0.05) on the thickness, tensile strength, elongation, water vapor transmission rate (WVTR), water content and amino acid profile of edible coating. It was concluded that the edible coating from pigskin gelatin with plasticizer gliserol had the best film characteristics, and it can be applied as an edible coating.

Keywords: edible coating, edible film, pigskin gelatin, plasticizer

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17521 Imidocloprid as a Systemic-Acquired Resistant (SAR) Inducer in Nicotiana tabacum Var. Samsun NN Infected with Tobacco Mild Green Mosaic Virus

Authors: Mohammad Reza Hossein Zadeh

Abstract:

Plants have different layers of defense responses against biotic and abiotic stresses. One of the well-defined defense mechanism in plants is systemic acquired resistance (SAR) against a broad-range of pathogens. Salicylic acid (SA) plays a crucial role in regulation of the SAR pathway. It has been proved that Chemically SA-like compounds can mimic the SA signaling role. Imidocloprid is an insecticide being used to control whiteflies on crop plants. In order to study the possible role of Imidocloprid as an elicitor of SAR in plants, experiments were conducted in a completely randomized design frame with three treatments and duplicates on the detached leaves and whole Nicotiana tabacum var. Samsun NN. plants inoculated with Tobacco mild green mosaic virus (TMGMV). Compared with the effect of other SAR-inducers such as SA, Imidoclorid conferred a robust SAR induction in the infected plants. The results suggested that Imidocloprid even more powerful than SA can be considered as strong SAR inducer in the infected plants with viruses, which develop the local lesion symptoms.

Keywords: imidocloprid, Nicotiana tabacum var. Samsun NN, SAR, tobacco mild green, mosaic virus

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17520 Optimized Text Summarization Model on Mobile Screens for Sight-Interpreters: An Empirical Study

Authors: Jianhua Wang

Abstract:

To obtain key information quickly from long texts on small screens of mobile devices, sight-interpreters need to establish optimized summarization model for fast information retrieval. Four summarization models based on previous studies were studied including title+key words (TKW), title+topic sentences (TTS), key words+topic sentences (KWTS) and title+key words+topic sentences (TKWTS). Psychological experiments were conducted on the four models for three different genres of interpreting texts to establish the optimized summarization model for sight-interpreters. This empirical study shows that the optimized summarization model for sight-interpreters to quickly grasp the key information of the texts they interpret is title+key words (TKW) for cultural texts, title+key words+topic sentences (TKWTS) for economic texts and topic sentences+key words (TSKW) for political texts.

Keywords: different genres, mobile screens, optimized summarization models, sight-interpreters

Procedia PDF Downloads 300
17519 Overcoming the Impacts of Covid-19 Outbreak Using Value Integrated Project Delivery Model

Authors: G. Ramya

Abstract:

Value engineering is a systematic approach, widely used to optimize the design or process or product in the designing stage. It used to achieve the client's obligation by increasing the functionality and attain the targeted cost in the cost planning. Value engineering effectiveness and benefits decrease along with the progress of the project since the change in the scope of the work and design will account for more cost all along the lifecycle of the project. Integrating the value engineering with other project management activities will promote cost minimization, client satisfaction, and ensure early completion of the project in time. Previous research studies suggested that value engineering can integrate with other project delivery activities, but research studies unable to frame a model that collaborates the project management activities with the job plan of value engineering approach. I analyzed various project management activities and their synergy between each other. The project management activities and processes like a)risk analysis b)lifecycle cost analysis c)lean construction d)facility management e)Building information modelling f)Contract administration, collaborated, and project delivery model planned along with the RIBA plan of work. The key outcome of the research is a value-driven project delivery model, which will succeed in dealing with the economic impact, constraints and conflicts arise due to the COVID-19 outbreak in the Indian construction sector. Benefits associated with the structured framework is construction project delivery that ensures early contractor involvement, mutual risk sharing, and reviving the project with a cost overrun and delay back on track ,are discussed. Keywords: Value-driven project delivery model, Integration, RIBA plan of work Themes: Design Economics

Keywords: value-driven project delivery model, Integration, RIBA

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17518 Model for Calculating Traffic Mass and Deceleration Delays Based on Traffic Field Theory

Authors: Liu Canqi, Zeng Junsheng

Abstract:

This study identifies two typical bottlenecks that occur when a vehicle cannot change lanes: car following and car stopping. The ideas of traffic field and traffic mass are presented in this work. When there are other vehicles in front of the target vehicle within a particular distance, a force is created that affects the target vehicle's driving speed. The characteristics of the driver and the vehicle collectively determine the traffic mass; the driving speed of the vehicle and external variables have no bearing on this. From a physical level, this study examines the vehicle's bottleneck when following a car, identifies the outside factors that have an impact on how it drives, takes into account that the vehicle will transform kinetic energy into potential energy during deceleration, and builds a calculation model for traffic mass. The energy-time conversion coefficient is created from an economic standpoint utilizing the social average wage level and the average cost of motor fuel. Vissim simulation program measures the vehicle's deceleration distance and delays under the Wiedemann car-following model. The difference between the measured value of deceleration delay acquired by simulation and the theoretical value calculated by the model is compared using the conversion calculation model of traffic mass and deceleration delay. The experimental data demonstrate that the model is reliable since the error rate between the theoretical calculation value of the deceleration delay obtained by the model and the measured value of simulation results is less than 10%. The article's conclusion is that the traffic field has an impact on moving cars on the road and that physical and socioeconomic factors should be taken into account while studying vehicle-following behavior. The deceleration delay value of a vehicle's driving and traffic mass have a socioeconomic relationship that can be utilized to calculate the energy-time conversion coefficient when dealing with the bottleneck of cars stopping and starting.

Keywords: traffic field, social economics, traffic mass, bottleneck, deceleration delay

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17517 Lithium-Ion Battery State of Charge Estimation Using One State Hysteresis Model with Nonlinear Estimation Strategies

Authors: Mohammed Farag, Mina Attari, S. Andrew Gadsden, Saeid R. Habibi

Abstract:

Battery state of charge (SOC) estimation is an important parameter as it measures the total amount of electrical energy stored at a current time. The SOC percentage acts as a fuel gauge if it is compared with a conventional vehicle. Estimating the SOC is, therefore, essential for monitoring the amount of useful life remaining in the battery system. This paper looks at the implementation of three nonlinear estimation strategies for Li-Ion battery SOC estimation. One of the most common behavioral battery models is the one state hysteresis (OSH) model. The extended Kalman filter (EKF), the smooth variable structure filter (SVSF), and the time-varying smoothing boundary layer SVSF are applied on this model, and the results are compared.

Keywords: state of charge estimation, battery modeling, one-state hysteresis, filtering and estimation

Procedia PDF Downloads 429
17516 Enhancement in Digester Efficiency and Numerical Analysis for Optimal Design Parameters of Biogas Plant Using Design of Experiment Approach

Authors: Rajneesh, Priyanka Singh

Abstract:

Biomass resources have been one of the main energy sources for mankind since the dawn of civilization. There is a vast scope to convert these energy sources into biogas which is a clean, low carbon technology for efficient management and conversion of fermentable organic wastes into a cheap and versatile fuel and bio/organic manure. Thus, in order to enhance the performance of anaerobic digester, an optimizing analysis of resultant parameters (organic dry matter (oDM) content, methane percentage, and biogas yield) has been done for a plug flow anaerobic digester having mesophilic conditions (20-40°C) with the wet fermentation process. Based on the analysis, correlations for oDM, methane percentage, and biogas yield are derived using multiple regression analysis. A statistical model is developed to correlate the operating variables using the design of experiment approach by selecting central composite design (CCD) of a response surface methodology. Results shown in the paper indicates that as the operating temperature increases the efficiency of digester gets improved provided that the pH and hydraulic retention time (HRT) remains constant. Working in an optimized range of carbon-nitrogen ratio for the plug flow digester, the output parameters show a positive change with the variation of dry matter content (DM).

Keywords: biogas, digester efficiency, design of experiment, plug flow digester

Procedia PDF Downloads 362
17515 Application of DSSAT-CSM Model for Estimating Rain-Water Productivity of Maize (Zea Mays L.) Under Changing Climate of Central Rift Valley, Ethiopia

Authors: Fitih Ademe, Kibebew Kibret, Sheleme Beyene, Mezgebu Getnet, Gashaw Meteke

Abstract:

Pressing demands for agricultural products and its associated pressure on water availability in the semi-arid areas demanded information for strategic decision-making in the changing climate conditions of Ethiopia. Availing such information through traditional agronomic research methods is not sufficient unless supported through the application of decision-support tools. The CERES (Crop Environmental Resource Synthesis) model in DSSAT-CSM was evaluated for estimating yield and water productivity of maize under two soil types (Andosol and Luvisol) of the Central Rift Valley of Ethiopia. A six-year data (2010 – 2017) obtained from national fertilizer determination experiments were used for model evaluation. Pertinent statistical indices were employed to evaluate model performance. Following model evaluation, yield and rain-water productivity of maize was assessed for the baseline (1981-2010) and future climate (2050’s and 2080’s) scenario. The model performed well in predicting phenology, growth, and yield of maize for the different seasons and phosphorous rates. A good agreement between simulated and observed grain yield was indicated by low values of the RMSE (0.15 - 0.37 Mg/ha) and other indices for the two soil types. The evaluated model predicted a decline in the potential (23.8 to 26.7% at Melkassa and from 21.7 to 26.1% at Ziway under RCP4.5 and RCP8.5 climate change scenarios, respectively) and water-limited yield (15 to 18.3% at Melkassa and by 6.5 to 10.5% at Ziway) in the mid-century due to climate change. Consequently, a decline in water productivity was projected in the future periods that necessitate availing options to improve water productivity in the region. In conclusion, the DSSAT-CERES-maize model can be used to simulate maize (Melkassa-2) phenology, growth and grain yield, as well as simulate water productivity under different management scenarios that can help to identify options to improve water productivity in the changing climate of the semi-arid central Rift valley of Ethiopia.

Keywords: andosol, CERES-maize, luvisol, model evaluation, water productivity

Procedia PDF Downloads 60
17514 Hardware in the Loop Platform for Virtual Commissioning: Case Study of a Hydraulic-Press Model Simulated in Real-Time

Authors: Jorge Rodriguez-Guerra, Carlos Calleja, Aron Pujana, Ana Maria Macarulla

Abstract:

Hydraulic-press commissioning consumes a great amount of man-hours, due to the fact that it takes place several miles away from where it has been designed. This factor became exacerbated due to control designers’ lack of knowledge about which will be the final controller gains before they start working with it. Virtual commissioning has been postulated as an optimal solution to deal with this lack of knowledge. Here, a case study is presented in which a controller is set up against a real-time model based on a hydraulic-press. The press model is designed following manufacturer specifications and it is embedded in a real-time simulator. This methodology ensures that the model achieves similar responses as the real machine that would be placed on the industry. A deterministic communication protocol is in charge of the bidirectional information transmission between the real-time model and the controller. This platform allows the engineer to test and verify the final control responses with exactly the same hardware that is going to be installed in the hydraulic-press, in other words, realize a virtual commissioning of the electro-hydraulic actuator. The Hardware in the Loop (HiL) platform validates in laboratory conditions and harmless for the machine the control algorithms designed, which allows embedding them afterwards in the industrial environment without further modifications.

Keywords: deterministic communication protocol, electro-hydraulic actuator, hardware in the loop, real-time, virtual commissioning

Procedia PDF Downloads 129