Search results for: estimation of properties of the model

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

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

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

Procedia PDF Downloads 199

Authors: Goksel Ezgi Guzey, Bihrat Onoz

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The scarcity of streamflow gauging stations and the increasing effects of global warming cause designing water management systems to be very difficult. This study is a significant contribution to assessing regional regression models for estimating streamflow. In this study, simulated meteorological data was related to the observed streamflow data from 1971 to 2020 for 33 stream gauging stations of the Euphrates-Tigris Basin. Ordinary least squares regression was used to predict flow for 2020-2100 with the simulated meteorological data. CORDEX- EURO and CORDEX-MENA domains were used with 0.11 and 0.22 grids, respectively, to estimate climate conditions under certain climate scenarios. Twelve meteorological variables simulated by two regional climate models, RCA4 and RegCM4, were used as independent variables in the ordinary least squares regression, where the observed streamflow was the dependent variable. The variability of streamflow was then calculated with 5-6 meteorological variables and watershed characteristics such as area and height prior to the application. Of the regression analysis of 31 stream gauging stations' data, the stations were subjected to a clustering analysis, which grouped the stations in two clusters in terms of their hydrometeorological properties. Two streamflow equations were found for the two clusters of stream gauging stations for every domain and every regional climate model, which increased the efficiency of streamflow estimation by a range of 10-15% for all the models. This study underlines the importance of homogeneity of a region in estimating streamflow not only in terms of the geographical location but also in terms of the meteorological characteristics of that region.

Keywords: hydrology, streamflow estimation, climate change, hydrologic modeling, HBV, hydropower

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Authors: Ajai Singh

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Simulation of hydrological processes at the watershed outlet through modelling approach is essential for proper planning and implementation of appropriate soil conservation measures in Damodar Barakar catchment, Hazaribagh, India where soil erosion is a dominant problem. This study quantifies the parametric uncertainty involved in simulation of stream flow using Soil and Water Assessment Tool (SWAT), a watershed scale model and Radial Basis Neural Network (RBNN), an artificial neural network model. Both the models were calibrated and validated based on measured stream flow and quantification of the uncertainty in SWAT model output was assessed using ‘‘Sequential Uncertainty Fitting Algorithm’’ (SUFI-2). Though both the model predicted satisfactorily, but RBNN model performed better than SWAT with R2 and NSE values of 0.92 and 0.92 during training, and 0.71 and 0.70 during validation period, respectively. Comparison of the results of the two models also indicates a wider prediction interval for the results of the SWAT model. The values of P-factor related to each model shows that the percentage of observed stream flow values bracketed by the 95PPU in the RBNN model as 91% is higher than the P-factor in SWAT as 87%. In other words the RBNN model estimates the stream flow values more accurately and with less uncertainty. It could be stated that RBNN model based on simple input could be used for estimation of monthly stream flow, missing data, and testing the accuracy and performance of other models.

Keywords: SWAT, RBNN, SUFI 2, bootstrap technique, stream flow, simulation

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Authors: Amir Ahmad Dehghani, Morteza Nabizadeh

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This paper presents the application of an Adaptive Neuro-Fuzzy Inference System (ANFIS) to flood hydrograph modeling of Shahid Rajaee reservoir dam located in Iran. This was carried out using 11 flood hydrographs recorded in Tajan river gauging station. From this dataset, 9 flood hydrographs were chosen to train the model and 2 flood hydrographs to test the model. The different architectures of neuro-fuzzy model according to the membership function and learning algorithm were designed and trained with different epochs. The results were evaluated in comparison with the observed hydrographs and the best structure of model was chosen according the least RMSE in each performance. To evaluate the efficiency of neuro-fuzzy model, various statistical indices such as Nash-Sutcliff and flood peak discharge error criteria were calculated. In this simulation, the coordinates of a flood hydrograph including peak discharge were estimated using the discharge values occurred in the earlier time steps as input values to the neuro-fuzzy model. These results indicate the satisfactory efficiency of neuro-fuzzy model for flood simulating. This performance of the model demonstrates the suitability of the implemented approach to flood management projects.

Keywords: adaptive neuro-fuzzy inference system, flood hydrograph, hybrid learning algorithm, Shahid Rajaee reservoir dam

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Authors: Muhammad Ashraf

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It is experimentally conceded reality that education not just promotes social and intellectual abilities yet, in addition, the incomes of people. The present study is directed to investigate the connection between education level and student income. Data of different education levels is acquired from 300 students through field review from four public sector Universities; two from upper Punjab (University of Gujarat and Government college university-Lahore) and two from lower Punjab (Islamia University-Bahawalpur and The University of Sahiwal). Two-phase estimation is based on the Mincerian human capital model. The first stage presents statistical/descriptive investigation, which shows positive linkage among higher education and income of the students. Econometric estimation is estimated in the second stage by applying Ordinary least Square Method (OLS). Econometric examination reaffirms the importance of higher education as the impact of higher education on students’ incomes accelerates as we move from lower-level education to higher-level education. Educational levels, experience, and working hours are sure and noteworthy with student’s income. Econometric estimation additionally investigated that M. Phil and Ph.D. students have a higher income than bachelor students. Concerning the students, the income profile study commended that the Government ought to give part-time jobs or internships to students as indicated to labor market demand.

Keywords: education, student’s income, experience, universities

Procedia PDF Downloads 100

Authors: Seyed Esmail Seyedi Bariran, Khairul Salleh Mohamed Sahari

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In robotics literature, the simultaneous localization and mapping (SLAM) is commonly associated with a priori-posteriori problem. The autonomous vehicle needs a neutral map to spontaneously track its local position, i.e., “localization” while at the same time a precise path estimation of the environment state is required for effective route planning and obstacle avoidance. On the other hand, the environmental noise factors can significantly intensify the inherent uncertainties in using odometry information and measurements obtained from the robot’s exteroceptive sensor which in return directly affect the overall performance of the corresponding SLAM. Therefore, the current work is primarily dedicated to provide a diagnostic analysis of six SLAM algorithms including FastSLAM, L-SLAM, GraphSLAM, Grid SLAM and DP-SLAM. A SLAM simulated environment consisting of two sets of landmark locations and robot waypoints was set based on modified EKF and UKF in MATLAB using two separate maps for indoor and outdoor route planning subject to natural and artificial obstacles. The simulation results are expected to provide an unbiased platform to compare the estimation performances of the five SLAM models as well as on the reliability of each SLAM model for indoor and outdoor applications.

Keywords: route planning, obstacle, estimation performance, FastSLAM, L-SLAM, GraphSLAM, Grid SLAM, DP-SLAM

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Authors: Seon Soon Choi

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The essential purpose is to present the good fatigue crack propagation model describing a stochastic fatigue crack growth behavior in a rolled magnesium alloy, AZ31, under various load ratio conditions. Fatigue crack propagation experiments were carried out in laboratory air under four conditions of load ratio, R, using AZ31 to investigate the crack growth behavior. The stochastic fatigue crack growth behavior was analyzed using an interpolation of random variable, Z, introduced to an empirical fatigue crack propagation model. The empirical fatigue models used in this study are Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was found that the random variable is useful in describing the stochastic fatigue crack growth behaviors under various load ratio conditions. The good probabilistic model describing a stochastic fatigue crack growth behavior under various load ratio conditions was also proposed.

Keywords: magnesium alloys, fatigue crack propagation model, load ratio, interpolation of random variable

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Authors: Yuzhi Cai

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In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

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

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Authors: Ginger Egberts, Fred Vermolen, Paul van Zuijlen

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One of the common complications in post-burn scars is contractions. Depending on the extent of contraction and the wound dimensions, the contracture can cause a limited range-of-motion of joints. A one-dimensional morphoelastic continuum hypothesis-based model describing post-burn scar contractions is considered. The beauty of the one-dimensional model is the speed; hence it quickly yields new results and, therefore, insight. This model describes the movement of the skin and the development of the strain present. Besides these mechanical components, the model also contains chemical components that play a major role in the wound healing process. These components are fibroblasts, myofibroblasts, the so-called signaling molecules, and collagen. The dermal layer is modeled as an isotropic morphoelastic solid, and pulling forces are generated by myofibroblasts. The solution to the model equations is approximated by the finite-element method using linear basis functions. One of the major challenges in biomechanical modeling is the estimation of parameter values. Therefore, this study provides a comprehensive description of skin mechanical parameter values and a sensitivity analysis. Further, since skin mechanical properties change with aging, it is important that the model is feasible for predicting the development of contraction in burn patients of different ages, and hence this study provides a feasibility study. The variability in the solutions is caused by varying the values for some parameters simultaneously over the domain of computation, for which the results of the sensitivity analysis are used. The sensitivity analysis shows that the most sensitive parameters are the equilibrium concentration of collagen, the apoptosis rate of fibroblasts and myofibroblasts, and the secretion rate of signaling molecules. This suggests that most of the variability in the evolution of contraction in burns in patients of different ages might be caused mostly by the decreasing equilibrium of collagen concentration. As expected, the feasibility study shows this model can be used to show distinct extents of contractions in burns in patients of different ages. Nevertheless, contraction formation in children differs from contraction formation in adults because of the growth. This factor has not been incorporated in the model yet, and therefore the feasibility results for children differ from what is seen in the clinic.

Keywords: biomechanics, burns, feasibility, fibroblasts, morphoelasticity, sensitivity analysis, skin mechanics, wound contraction

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Authors: Rajesh Agarwal

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Carrier mobility at the organic/insulator interface is essential to the performance of organic thin film transistors (OTFT). The present work describes estimation of field dependent mobility (FDM) parameters and the threshold voltage of an OTFT using a simple, easy to fabricate two terminal asymmetric capacitive test structure using admittance measurements. Conventionally, transfer characteristics are used to estimate the threshold voltage in an OTFT with field independent mobility (FIDM). Yet, this technique breaks down to give accurate results for devices with high contact resistance and having field dependent mobility. In this work, a new technique is presented for characterization of long channel organic capacitor (LCOC). The proposed technique helps in the accurate estimation of mobility enhancement factor (γ), the threshold voltage (V_th) and band mobility (µ₀) using capacitance-voltage (C-V) measurement in OTFT. This technique also helps to get rid of making short channel OTFT or metal-insulator-metal (MIM) structures for making C-V measurements. To understand the behavior of devices and ease of analysis, transmission line compact model is developed. The 2-D numerical simulation was carried out to illustrate the correctness of the model. Results show that proposed technique estimates device parameters accurately even in the presence of contact resistance and field dependent mobility. Pentacene/Poly (4-vinyl phenol) based top contact bottom-gate OTFT’s are fabricated to illustrate the operation and advantages of the proposed technique. Small signal of frequency varying from 1 kHz to 5 kHz and gate potential ranging from +40 V to -40 V have been applied to the devices for measurement.

Keywords: capacitance, mobility, organic, thin film transistor

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Authors: Suzana Ramli, Wardah Tahir

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Estimation of surface runoff depth is a vital part in any rainfall-runoff modeling. It leads to stream flow calculation and later predicts flood occurrences. GIS (Geographic Information System) is an advanced and opposite tool used in simulating hydrological model due to its realistic application on topography. The paper discusses on calculation of surface runoff depth for two selected events by using GIS with Curve Number method for Upper Klang River basin. GIS enables maps intersection between soil type and land use that later produces curve number map. The results show good correlation between simulated and observed values with more than 0.7 of R2. Acceptable performance of statistical measurements namely mean error, absolute mean error, RMSE, and bias are also deduced in the paper.

Keywords: surface runoff, geographic information system, curve number method, environment

Procedia PDF Downloads 260

Authors: K. Assis, K. P. Chong, A. S. Idris, C. M. Ho

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Oil palm or Elaeis guineensis is considered as the golden crop in Malaysia. But oil palm industry in this country is now facing with the most devastating disease called as Ganoderma Basal Stem Rot disease. The objective of this paper is to analyze the economic loss due to this disease. There were three commercial oil palm sites selected for collecting the required data for economic analysis. Yield parameter used to measure the loss was the total weight of fresh fruit bunch in six months. The predictors include disease severity, change in disease severity, number of infected neighbor palms, age of palm, planting generation, topography, and first order interaction variables. The estimation model of yield loss was identified by using backward elimination based regression method. Diagnostic checking was conducted on the residual of the best yield loss model. The value of mean absolute percentage error (MAPE) was used to measure the forecast performance of the model. The best yield loss model was then used to estimate the economic loss by using the current monthly price of fresh fruit bunch at mill gate.

Keywords: ganoderma, oil palm, regression model, yield loss, economic loss

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Authors: K. Rana, H.A.Saeed, S. Zahir

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Inter Laminar Shear Stress (ILSS) is a main key parameter which quantify the properties of composite materials. These properties can ascertain the use of material for a specific purpose like aerospace, automotive etc. A modelling approach for determination of ILSS is presented in this paper. Geometric modelling of composite material is performed in TEXGEN software where reinforcement, cured matrix and their interfaces are modelled separately as per actual geometry. Mechanical properties of matrix and reinforcements are modelled separately which incorporated anisotropy in the real world composite material. ASTM D2344 is modelled in ANSYS for ILSS. In macroscopic analysis model approximates the anisotropy of the material and uses orthotropic properties by applying homogenization techniques. Shear Stress analysis in that case does not show the actual real world scenario and rather approximates it. In this paper actual geometry and properties of reinforcement and matrix are modelled to capture the actual stress state during the testing of samples as per ASTM standards. Testing of samples is also performed in order to validate the results. Fibre volume fraction of yarn is determined by image analysis of manufactured samples. Fibre volume fraction data is incorporated into the numerical model for correction of transversely isotropic properties of yarn. A comparison between experimental and simulated results is presented.

Keywords: ILSS, FEA, micromechanical, fibre volume fraction, image analysis

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Authors: Henok Hailemariam, Frank Wuttke

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Collapsible soils are weak soils that appear to be stable in their natural state, normally dry condition, but rapidly deform under saturation (wetting), thus generating large and unexpected settlements which often yield disastrous consequences for structures unwittingly built on such deposits. In this study, a prediction model for the relative subsidence of stressed collapsible soils based on dielectric permittivity measurement is presented. Unlike most existing methods for soil subsidence prediction, this model does not require moisture content as an input parameter, thus providing the opportunity to obtain accurate estimation of the relative subsidence of collapsible soils using dielectric measurement only. The prediction model is developed based on an existing relative subsidence prediction model (which is dependent on soil moisture condition) and an advanced theoretical frequency and temperature-dependent electromagnetic mixing equation (which effectively removes the moisture content dependence of the original relative subsidence prediction model). For large scale sub-surface soil exploration purposes, the spatial sub-surface soil dielectric data over wide areas and high depths of weak (collapsible) soil deposits can be obtained using non-destructive high frequency electromagnetic (HF-EM) measurement techniques such as ground penetrating radar (GPR). For laboratory or small scale in-situ measurements, techniques such as an open-ended coaxial line with widely applicable time domain reflectometry (TDR) or vector network analysers (VNAs) are usually employed to obtain the soil dielectric data. By using soil dielectric data obtained from small or large scale non-destructive HF-EM investigations, the new model can effectively predict the relative subsidence of weak soils without the need to extract samples for moisture content measurement. Some of the resulting benefits are the preservation of the undisturbed nature of the soil as well as a reduction in the investigation costs and analysis time in the identification of weak (problematic) soils. The accuracy of prediction of the presented model is assessed by conducting relative subsidence tests on a collapsible soil at various initial soil conditions and a good match between the model prediction and experimental results is obtained.

Keywords: collapsible soil, dielectric permittivity, moisture content, relative subsidence

Procedia PDF Downloads 335

Authors: Bouthiba Amina

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The estimation of the statistics bound to the precipitation represents a vast domain, which puts numerous challenges to meteorologists and hydrologists. Sometimes, it is necessary, to approach in value the extreme events for sites where there is little, or no datum, as well as their periods of return. The search for a model of the frequency of the heights of daily rains dresses a big importance in operational hydrology: It establishes a basis for predicting the frequency and intensity of floods by estimating the amount of precipitation in past years. The most known and the most common approach is the statistical approach, It consists in looking for a law of probability that fits best the values observed by the random variable " daily maximal rain " after a comparison of various laws of probability and methods of estimation by means of tests of adequacy. Therefore, a frequent analysis of the annual series of daily maximal rains was realized on the data of 54 pluviometric stations of the pond of high and average. This choice was concerned with five laws usually applied to the study and the analysis of frequent maximal daily rains. The chosen period is from 1970 to 2013. It was of use to the forecast of quantiles. The used laws are the law generalized by extremes to three components, those of the extreme values to two components (Gumbel and log-normal) in two parameters, the law Pearson typifies III and Log-Pearson III in three parameters. In Algeria, Gumbel's law has been used for a long time to estimate the quantiles of maximum flows. However, and we will check and choose the most reliable law.

Keywords: return period, extreme flow, statistics laws, Gumbel, estimation

Procedia PDF Downloads 54

Authors: Rahma Fitriani, Zerlita Fahdha Pusdiktasari, Herman Cahyo Diartho

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Spatial panel model is commonly used to specify more complicated behavior of economic agent distributed in space at an individual-spatial unit level. There are several spatial panel models which can be adapted based on certain assumptions. A package called splm in R has several functions, ranging from the estimation procedure, specification tests, and model selection tests. In the absence of prior assumptions, a comprehensive procedure which utilizes the available functions in splm must be formed, which is the objective of this study. In this way, the best specification and model can be fitted based on data. The implementation of the procedure works well. It specifies SARAR-FE as the best model for agricultural productivity growth of the 38 East Java’s Regencies/Municipalities.

Keywords: spatial panel, specification, splm, agricultural productivity growth

Procedia PDF Downloads 153

Authors: Ashwani Kumar

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GPS plays an important role in everyday life for safe and convenient transportation. While pedestrians use hand held devices to know their position in a city, vehicles in intelligent transport systems use relatively sophisticated GPS receivers for estimating their current position. However, in urban areas where the GPS satellites are occluded by tall buildings, trees and reflections of GPS signals from nearby vehicles, GPS position estimation becomes poor. In this work, an exhaustive GPS data is collected at a single point in urban area under different times of day and under dynamic environmental conditions. The data is analyzed and statistical refinement methods are used to obtain optimal position estimate among all the measured positions. The results obtained are compared with publically available datasets and obtained position estimation refinement results are promising.

Keywords: global positioning system, statistical approach, intelligent transport systems, least squares estimation

Procedia PDF Downloads 265

Authors: Dong-Ho Kim, Zheng-Xun Jin, Yong-Woon Cha, Su-Sang Lim, Sang-Won Han, Chang-Taek Hyun

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As construction is a labor-intensive industry, it is important to identify and manage labor quantities for accurate progress management of the construction project. However, the progress management that focuses on construction cost calculated based on materials rather than labor quantities has led to a difference in the implementation of cost and progress of the actual construction. In addition, since it is not easy to predict accurate labor quantities in the estimation of labor quantity-based progress rate, there have been limited researches into the progress rate estimation based on labor quantity. Accordingly, this study proposed a process for labor quantity-based progress rate estimation using a standard of estimate to predict accurate progress rate of the construction project in Republic Korea. It is expected that the utilization of the proposed process will help to identify the progress rate closer to that of the actual site management and adjust the workforce in each construction type, thereby contributing to improving construction efficiency.

Keywords: labor based, labor cost, progress management, progress rate, progress payment

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Authors: S. Sonkham, U. Pinsopon, W. Chatlatanagulchai

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This paper presents a method of sliding mode control (SMC) designing and developing for the servo system in a dual-stage actuator (DSA) hard disk drive. Mathematical modelling of hard disk drive actuators is obtained, extracted from measuring frequency response of the voice-coil motor (VCM) and PZT micro-actuator separately. Matlab software tools are used for mathematical model estimation and also for controller design and simulation. A model-reference approach for tracking requirement is selected as a proposed technique. The simulation results show that performance of a model-reference SMC controller design in DSA servo control can be satisfied in the tracking error, as well as keeping the positioning of the head within the boundary of +/-5% of track width under the presence of internal and external disturbance. The overall results of model-reference SMC design in DSA are met per requirement specifications and significant reduction in %off track is found when compared to the single-state actuator (SSA).

Keywords: hard disk drive, dual-stage actuator, track following, hdd servo control, sliding mode control, model-reference, tracking control

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Authors: Guru Prakash, Revanth Dugalam

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A road’s condition often deteriorates due to harsh loading such as overload due to trucks, and severe environmental conditions such as heavy rain, snow load, and cyclic loading. In absence of proper maintenance planning, this results in potholes, wide cracks, bumps, and increased roughness of roads. In this paper, a data-driven model will be developed to detect these damages using vibration and image signals. The key idea of the proposed methodology is that the road anomaly manifests in these signals, which can be detected by training a machine learning algorithm. The use of various machine learning techniques such as the support vector machine and Radom Forest method will be investigated. The proposed model will first be trained and tested with artificially simulated data, and the model architecture will be finalized by comparing the accuracies of various models. Once a model is fixed, the field study will be performed, and data will be collected. The field data will be used to validate the proposed model and to predict the future road’s health condition. The proposed will help to automate the road condition monitoring process, repair cost estimation, and maintenance planning process.

Keywords: SVM, data-driven, road health monitoring, pot-hole

Procedia PDF Downloads 62

Authors: Lei Lei, Hongbo Zhang, Donald J. Bergstrom, Bing Zhang, K. Y. Song, W. J. Zhang

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This paper presents a model for a modified T-junction device for microspheres generation. The numerical model is developed using a commercial software package: COMSOL Multiphysics. In order to test the accuracy of the numerical model, multiple variables, such as the flow rate of cross-flow, fluid properties, structure, and geometry of the microdevice are applied. The results from the model are compared with the experimental results in the diameter of the microsphere generated. The comparison shows a good agreement. Therefore the model is useful in further optimization of the device and feedback control of microsphere generation if any.

Keywords: CFD modeling, validation, microsphere generation, modified T-junction

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Authors: Savita, Anurag Sharma, Harsukhpreet Singh

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Fetal Electrocardiogram (fECG) is a widely used technique to assess the fetal well-being and identify any changes that might be with problems during pregnancy and to evaluate the health and conditions of the fetus. Various techniques or methods have been employed to diagnose the fECG from abdominal signal. This paper describes the facile approach for the estimation of the fECG known as Adaptive Comb. Filter (ACF). The ACF can adjust according to the temporal variations in fundamental frequency by itself that used for the estimation of the quasi periodic signal of ECG signal.

Keywords: aECG, ACF, fECG, mECG

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Authors: Dewi Retno Sari Saputro, Purnami Widyaningsih, Hendrika Handayani

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Extreme data on an observation can occur due to unusual circumstances in the observation. The data can provide important information that can’t be provided by other data so that its existence needs to be further investigated. The method for obtaining extreme data is one of them using maxima block method. The distribution of extreme data sets taken with the maxima block method is called the distribution of extreme values. Distribution of extreme values is Gumbel distribution with two parameters. The parameter estimation of Gumbel distribution with maximum likelihood method (ML) is difficult to determine its exact value so that it is necessary to solve the approach. The purpose of this study was to determine the parameter estimation of Gumbel distribution with quasi-Newton BFGS method. The quasi-Newton BFGS method is a numerical method used for nonlinear function optimization without constraint so that the method can be used for parameter estimation from Gumbel distribution whose distribution function is in the form of exponential doubel function. The quasi-New BFGS method is a development of the Newton method. The Newton method uses the second derivative to calculate the parameter value changes on each iteration. Newton's method is then modified with the addition of a step length to provide a guarantee of convergence when the second derivative requires complex calculations. In the quasi-Newton BFGS method, Newton's method is modified by updating both derivatives on each iteration. The parameter estimation of the Gumbel distribution by a numerical approach using the quasi-Newton BFGS method is done by calculating the parameter values that make the distribution function maximum. In this method, we need gradient vector and hessian matrix. This research is a theory research and application by studying several journals and textbooks. The results of this study obtained the quasi-Newton BFGS algorithm and estimation of Gumbel distribution parameters. The estimation method is then applied to daily rainfall data in Purworejo District to estimate the distribution parameters. This indicates that the high rainfall that occurred in Purworejo District decreased its intensity and the range of rainfall that occurred decreased.

Keywords: parameter estimation, Gumbel distribution, maximum likelihood, broyden fletcher goldfarb shanno (BFGS)quasi newton

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Authors: Mike Tsionas

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The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for the estimation of co-variance matrices. An explicit functional form for the utility function is not needed and we show how measures of risk aversion and prudence (downside risk aversion) can be derived and estimated from the model. The model is estimated using data for Eurozone countries and we focus particularly on (i) the use of the modeling approach as an “early warning mechanism”, (ii) the bank- and country-specific estimates of risk aversion and prudence (downside risk aversion), and (iii) the derivation of a generalized measure of risk that relies on loan-price uncertainty.

Keywords: financial stability, banking, expected utility maximization, sub-prime crisis, financial crisis, eurozone, PIIGS

Procedia PDF Downloads 326

Authors: J. Sahari, S. M. Sapuan

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Eco-friendly composites have been successfully prepared by using sugar palm tree as a sources. The effect of fibre content on mechanical properties of (SPF/SPS) biocomposites have been done and the experimentally tensile properties (tensile strength and modulus) of biocomposites have been compared with the existing theories of reinforcement. The biocomposites were prepared with different amounts of fibres (i.e. 10%, 20% and 30% by weight percent). The mechanical properties of plasticized SPS improved with the incorporation of fibres. Both approaches (experimental and theoretical) show that the young’s modulus of the biocomposites is consistently increased when the sugar palm fibre (SPF) are placed into the sugar palm starch matrix (SPS). Surface morphological study through scanning electron microscopy showed homogeneous distribution of fibres and matrix with good adhesion which play an important role in improving the mechanical properties of biocomposites. The observed deviations between the experimental and theoretical values are explained by the simplifying model assumptions applied for the configuration of the composites, in particular the sugar palm starch composites.

Keywords: eco-friendly, biocomposite, mechanical, experimental, theoretical

Procedia PDF Downloads 424

Authors: Ibrahim Shaker, Amr El Hossany, Moustafa Osman, Mohamed El Raey

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This paper will explore integration model between GIS–SCADA system and enclosure quantification model to approach the impact of failure-safe event. There are real demands to identify spatial objects and improve control system performance. Nevertheless, the employed methodology is predicting electro-mechanic operations and corresponding time to environmental incident variations. Open processing, as object systems technology, is presented for integration enclosure database with minimal memory size and computation time via connectivity drivers such as ODBC:JDBC during main stages of GIS–SCADA connection. The function of Geographic Information System is manipulating power distribution in contrast to developing issues. In other ward, GIS-SCADA systems integration will require numerical objects of process to enable system model calibration and estimation demands, determine of past events for analysis and prediction of emergency situations for response training.

Keywords: air dispersion model, environmental management, SCADA systems, GIS system, integration power system

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Authors: Tarek Sayed Taha Ali

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The dependence of the axial-vector coupling constant gA on the quark masses has been investigated in the frame work of the extended linear sigma model. The field equations have been solved in the mean-field approximation. Our study shows a better fitting to the experimental data compared with the existing models.

Keywords: extended linear sigma model, nucleon properties, axial coupling constant, physic

Procedia PDF Downloads 425

Authors: Changgil Lee, Seunghee Park

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Although vehicle driving test for the development of BWIM system is necessary, but it needs much cost and time in addition application of various driving condition. Thus, we need the numerical-simulation method resolving the cost and time problems of vehicle driving test and the way of measuring response of bridge according to the various driving condition. Using the precision analysis model reflecting the dynamic characteristic is contributed to increase accuracy in numerical simulation. In this paper, we conduct a numerical simulation to apply precision analysis model, which reflects the dynamic characteristic of bridge using Bridge Weigh-in-Motion technique and suggest overload vehicle enforcement technology using precision analysis model.

Keywords: bridge weigh-in-motion(BWIM) system, precision analysis model, dynamic characteristic of bridge, numerical simulation

Procedia PDF Downloads 266

Authors: Eva L. Sanjuán, Jacinto Martín, M. Isabel Parra, Mario M. Pizarro

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In Extreme Value Theory, inference estimation for the parameters of the distribution is made employing a small part of the observation values. When block maxima values are taken, many data are discarded. We developed a new Bayesian inference model to seize all the information provided by the data, introducing informative priors and using the relations between baseline and limit parameters. Firstly, we studied the accuracy of the new model for three baseline distributions that lead to a Gumbel extreme distribution: Exponential, Normal and Gumbel. Secondly, we considered mixtures of Normal variables, to simulate practical situations when data do not adjust to pure distributions, because of perturbations (noise).

Keywords: bayesian inference, extreme value theory, Gumbel distribution, highly informative prior

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Authors: Nelson Bii, Christopher Ouma, John Odhiambo

Abstract:

Non-response is a potential source of errors in sample surveys. It introduces bias and large variance in the estimation of finite population parameters. Regression models have been recognized as one of the techniques of reducing bias and variance due to random non-response using auxiliary data. In this study, it is assumed that random non-response occurs in the survey variable in the second stage of cluster sampling, assuming full auxiliary information is available throughout. Auxiliary information is used at the estimation stage via a regression model to address the problem of random non-response. In particular, the auxiliary information is used via an improved Nadaraya-Watson kernel regression technique to compensate for random non-response. The asymptotic bias and mean squared error of the estimator proposed are derived. Besides, a simulation study conducted indicates that the proposed estimator has smaller values of the bias and smaller mean squared error values compared to existing estimators of finite population mean. The proposed estimator is also shown to have tighter confidence interval lengths at a 95% coverage rate. The results obtained in this study are useful, for instance, in choosing efficient estimators of the finite population mean in demographic sample surveys.

Keywords: mean squared error, random non-response, two-stage cluster sampling, confidence interval lengths

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